# EDGAR Filing Document

**Accession Number:** 0001070414
**File Stem:** 0001070414-25-000013
**Filing Date:** 2025-10
**Character Count:** 582703
**Document Hash:** 91e0bf4787f69ed4965b811f0ed016bd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001070414-25-000013.hdr.sgml**: 20251028

**ACCESSION NUMBER**: 0001070414-25-000013

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251028

**DATE AS OF CHANGE**: 20251028

**PERIOD START**: 20251130

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09005
- **FILM NUMBER:** 251423036

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

Vanguard<sup>®</sup> Massachusetts Tax-Exempt Fund

#### Schedule of Investments (unaudited)
As of August 31, 2025

The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund's Form N-PORT reports are available on the SEC's website at www.sec.gov.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| **Tax-Exempt Municipal Bonds (99.0%)** | **Tax-Exempt Municipal Bonds (99.0%)** | **Tax-Exempt Municipal Bonds (99.0%)** | **Tax-Exempt Municipal Bonds (99.0%)** | **Tax-Exempt Municipal Bonds (99.0%)** | **Tax-Exempt Municipal Bonds (99.0%)** |
| **Massachusetts (97.1%)** | **Massachusetts (97.1%)** | **Massachusetts (97.1%)** | **Massachusetts (97.1%)** | **Massachusetts (97.1%)** | **Massachusetts (97.1%)** |
|  | &nbsp;&nbsp;&nbsp;Acton & Boxborough MA Regional School District GO | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Acton & Boxborough MA Regional School District GO | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp; 757 |
|  | &nbsp;&nbsp;&nbsp;Andover MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1075 | &nbsp;&nbsp; 926 |
|  | &nbsp;&nbsp;&nbsp;Andover MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1085 | &nbsp;&nbsp; 905 |
|  | &nbsp;&nbsp;&nbsp;Andover MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1085 | &nbsp;&nbsp; 876 |
|  | &nbsp;&nbsp;&nbsp;Andover MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 1090 | &nbsp;&nbsp; 850 |
|  | &nbsp;&nbsp;&nbsp;Andover MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 1110 | &nbsp;&nbsp; 805 |
|  | &nbsp;&nbsp;&nbsp;Andover MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 1115 | &nbsp;&nbsp; 786 |
|  | &nbsp;&nbsp;&nbsp;Andover MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 1025 | &nbsp;&nbsp; 697 |
|  | &nbsp;&nbsp;&nbsp;Andover MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp; 1129 |
|  | &nbsp;&nbsp;&nbsp;Andover MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 1375 | &nbsp;&nbsp; 1087 |
|  | &nbsp;&nbsp;&nbsp;Andover MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 1285 | &nbsp;&nbsp; 997 |
|  | &nbsp;&nbsp;&nbsp;Andover MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 580 | &nbsp;&nbsp; 507 |
|  | &nbsp;&nbsp;&nbsp;Arlington MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 2790 | &nbsp;&nbsp; 1960 |
|  | &nbsp;&nbsp;&nbsp;Arlington MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 2800 | &nbsp;&nbsp; 1895 |
|  | &nbsp;&nbsp;&nbsp;Ashland MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 3180 | &nbsp;&nbsp; 2345 |
|  | &nbsp;&nbsp;&nbsp;Ashland MA GO | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 1930 | &nbsp;&nbsp; 1133 |
|  | &nbsp;&nbsp;&nbsp;Ashland MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 2890 | &nbsp;&nbsp; 2002 |
|  | &nbsp;&nbsp;&nbsp;Attleboro MA GO | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 3335 | &nbsp;&nbsp; 2161 |
|  | &nbsp;&nbsp;&nbsp;Bedford MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1211 |
|  | &nbsp;&nbsp;&nbsp;Boston MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 2250 | &nbsp;&nbsp; 1820 |
|  | &nbsp;&nbsp;&nbsp;Boston MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 2205 | &nbsp;&nbsp; 1723 |
|  | &nbsp;&nbsp;&nbsp;Boston Water & Sewer Commission Water Revenue | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2418 |
|  | &nbsp;&nbsp;&nbsp;Braintree MA GO | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1755 | &nbsp;&nbsp; 1483 |
|  | &nbsp;&nbsp;&nbsp;Braintree MA GO | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1600 | &nbsp;&nbsp; 1304 |
|  | &nbsp;&nbsp;&nbsp;Braintree MA GO | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1600 | &nbsp;&nbsp; 1260 |
|  | &nbsp;&nbsp;&nbsp;Braintree MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 2160 | &nbsp;&nbsp; 1731 |
|  | &nbsp;&nbsp;&nbsp;Braintree MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp; 351 |
|  | &nbsp;&nbsp;&nbsp;Braintree MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp; 586 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Bridgewater-Raynham MA Regional School District GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 819 |
|  | &nbsp;&nbsp;&nbsp;Bristol County MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 7000 | &nbsp;&nbsp; 6024 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Plymouth MA Regional Vocational Technical School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 4425 | &nbsp;&nbsp; 4161 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Plymouth MA Regional Vocational Technical School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 4600 | &nbsp;&nbsp; 4269 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Plymouth MA Regional Vocational Technical School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 4400 | &nbsp;&nbsp; 4044 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Plymouth MA Regional Vocational Technical School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 3905 | &nbsp;&nbsp; 3495 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Bristol-Plymouth MA Regional Vocational Technical School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 443 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Plymouth MA Regional Vocational Technical School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 5570 | &nbsp;&nbsp; 4897 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Plymouth MA Regional Vocational Technical School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 6120 | &nbsp;&nbsp; 5274 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Plymouth MA Regional Vocational Technical School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 3500 | &nbsp;&nbsp; 3002 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Plymouth MA Regional Vocational Technical School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 6145 | &nbsp;&nbsp; 5245 |
|  | &nbsp;&nbsp;&nbsp;Brockton MA BAN GO | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/9/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 6300 | &nbsp;&nbsp; 6306 |
|  | &nbsp;&nbsp;&nbsp;Brockton MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 5470 | &nbsp;&nbsp; 4839 |
|  | &nbsp;&nbsp;&nbsp;Brockton MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 830 | &nbsp;&nbsp; 711 |
|  | &nbsp;&nbsp;&nbsp;Brookline MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 3800 | &nbsp;&nbsp; 3594 |
|  | &nbsp;&nbsp;&nbsp;Brookline MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 5725 | &nbsp;&nbsp; 4264 |
|  | &nbsp;&nbsp;&nbsp;Brookline MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 6645 | &nbsp;&nbsp; 4752 |
|  | &nbsp;&nbsp;&nbsp;Brookline MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 6755 | &nbsp;&nbsp; 4662 |
|  | &nbsp;&nbsp;&nbsp;Burlington MA GO | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 456 |
|  | &nbsp;&nbsp;&nbsp;Burlington MA GO | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 620 | &nbsp;&nbsp; 457 |
|  | &nbsp;&nbsp;&nbsp;Burlington MA GO | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 635 | &nbsp;&nbsp; 457 |
|  | &nbsp;&nbsp;&nbsp;Burlington MA GO | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 655 | &nbsp;&nbsp; 461 |
|  | &nbsp;&nbsp;&nbsp;Burlington MA GO | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 1360 | &nbsp;&nbsp; 950 |
|  | &nbsp;&nbsp;&nbsp;Burlington MA GO | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 2565 | &nbsp;&nbsp; 1695 |
|  | &nbsp;&nbsp;&nbsp;Canton MA GO | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 121 |
|  | &nbsp;&nbsp;&nbsp;Central Berkshire MA Regional School District GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1125 | &nbsp;&nbsp; 1116 |
|  | &nbsp;&nbsp;&nbsp;Central Berkshire MA Regional School District GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp; 1217 |
|  | &nbsp;&nbsp;&nbsp;Central Berkshire MA Regional School District GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 720 | &nbsp;&nbsp; 594 |
|  | &nbsp;&nbsp;&nbsp;Collegiate Charter School of Lowell Charter School Aid Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 403 |
|  | &nbsp;&nbsp;&nbsp;Collegiate Charter School of Lowell Charter School Aid Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 1385 | &nbsp;&nbsp; 1358 |
|  | &nbsp;&nbsp;&nbsp;Collegiate Charter School of Lowell Charter School Aid Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 3250 | &nbsp;&nbsp; 2949 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| &nbsp;&nbsp;&nbsp;Collegiate Charter School of Lowell Charter School Aid Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 5490 | &nbsp;&nbsp; 4880 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4186 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1340 | &nbsp;&nbsp; 1439 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 3775 | &nbsp;&nbsp; 3889 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 3495 | &nbsp;&nbsp; 3549 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4173 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 685 | &nbsp;&nbsp; 781 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 3670 | &nbsp;&nbsp; 3171 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 336 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1215 | &nbsp;&nbsp; 1162 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 595 | &nbsp;&nbsp; 671 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 7000 | &nbsp;&nbsp; 7173 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 6540 | &nbsp;&nbsp; 6233 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 2445 | &nbsp;&nbsp; 2721 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 218 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 2875 | &nbsp;&nbsp; 3283 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp; 12473 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp; 10 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1220 | &nbsp;&nbsp; 1142 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 3380 | &nbsp;&nbsp; 3603 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 7800 | &nbsp;&nbsp; 8694 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 191 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 554 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 1315 | &nbsp;&nbsp; 1391 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 8650 | &nbsp;&nbsp; 9526 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 910 | &nbsp;&nbsp; 982 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 6150 | &nbsp;&nbsp; 6737 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 4525 | &nbsp;&nbsp; 4930 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 10873 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4126 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 656 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 6850 | &nbsp;&nbsp; 6995 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 3735 | &nbsp;&nbsp; 4043 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp; 15 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 113 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 610 | &nbsp;&nbsp; 631 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 8310 | &nbsp;&nbsp; 7158 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 4135 | &nbsp;&nbsp; 4426 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 3605 | &nbsp;&nbsp; 3081 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp; 3546 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 2430 | &nbsp;&nbsp; 2590 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp; 16988 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 7170 | &nbsp;&nbsp; 6004 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 2795 | &nbsp;&nbsp; 2981 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp; 326 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 9200 | &nbsp;&nbsp; 7551 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 4500 | &nbsp;&nbsp; 4608 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 2895 | &nbsp;&nbsp; 2984 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 9200 | &nbsp;&nbsp; 7497 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 5550 | &nbsp;&nbsp; 5804 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 9450 | &nbsp;&nbsp; 8771 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 1590 | &nbsp;&nbsp; 1615 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 10197 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 3200 | &nbsp;&nbsp; 3336 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 9715 | &nbsp;&nbsp; 10235 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 2275 | &nbsp;&nbsp; 1805 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;14605 | &nbsp;&nbsp; 15305 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 990 | &nbsp;&nbsp; 705 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 3530 | &nbsp;&nbsp; 3588 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;27750 | &nbsp;&nbsp; 28423 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 9705 | &nbsp;&nbsp; 9942 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2026 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 3280 | &nbsp;&nbsp; 3415 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 139 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 3885 | &nbsp;&nbsp; 4024 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 1515 | &nbsp;&nbsp; 1121 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 3265 | &nbsp;&nbsp; 3325 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;10120 | &nbsp;&nbsp; 7396 |

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---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;11155 | &nbsp;&nbsp; 11468 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 3500 | &nbsp;&nbsp; 3624 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 2685 | &nbsp;&nbsp; 1938 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 1285 | &nbsp;&nbsp; 926 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 10170 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 6255 | &nbsp;&nbsp; 4468 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 6005 | &nbsp;&nbsp; 4286 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 10227 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 9010 | &nbsp;&nbsp; 6071 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 5780 | &nbsp;&nbsp; 3194 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp; 5065 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 8595 | &nbsp;&nbsp; 8655 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 6700 | &nbsp;&nbsp; 3757 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;13550 | &nbsp;&nbsp; 13705 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 9085 | &nbsp;&nbsp; 9150 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;17000 | &nbsp;&nbsp; 17159 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 4665 | &nbsp;&nbsp; 4799 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3022 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;16240 | &nbsp;&nbsp; 16451 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp; 5040 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 3220 | &nbsp;&nbsp; 3263 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;41355 | &nbsp;&nbsp; 41831 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 2500 | &nbsp;&nbsp; 2530 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 2990 | &nbsp;&nbsp; 3026 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;22250 | &nbsp;&nbsp; 22588 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO TOB VRDO | 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/2/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 2705 | &nbsp;&nbsp; 2705 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 680 | &nbsp;&nbsp; 728 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 4545 | &nbsp;&nbsp; 3817 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 5 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;11235 | &nbsp;&nbsp; 11736 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3103 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 513 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 665 | &nbsp;&nbsp; 679 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 4385 | &nbsp;&nbsp; 4531 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue (Rail Enhancement & Accelerated Programs) | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 3930 | &nbsp;&nbsp; 4003 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue (Rail Enhancement & Accelerated Programs) | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp; 30058 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue (Rail Enhancement Program) | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 518 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue (Rail Enhancement Program) | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 6125 | &nbsp;&nbsp; 6232 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue (Rail Enhancement Program) | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;29690 | &nbsp;&nbsp; 29785 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue (Rail Enhancement Program) | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 2800 | &nbsp;&nbsp; 2840 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue (Rail Enhancement Program) | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp; 20166 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue (Rail Enhancement Program) | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;14775 | &nbsp;&nbsp; 14963 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue (Rail Enhancement Program) | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 2450 | &nbsp;&nbsp; 2479 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue TOB VRDO | 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/2/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4000 |
|  | &nbsp;&nbsp;&nbsp;Dedham MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 880 | &nbsp;&nbsp; 827 |
|  | &nbsp;&nbsp;&nbsp;Dedham MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 880 | &nbsp;&nbsp; 805 |
|  | &nbsp;&nbsp;&nbsp;Dennis - Yarmouth Regional School District GO | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 1105 | &nbsp;&nbsp; 714 |
|  | &nbsp;&nbsp;&nbsp;Dennis - Yarmouth Regional School District GO | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 3615 | &nbsp;&nbsp; 2277 |
|  | &nbsp;&nbsp;&nbsp;East Longmeadow MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 8637 |
|  | &nbsp;&nbsp;&nbsp;East Longmeadow MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp; 12682 |
|  | &nbsp;&nbsp;&nbsp;Easthampton MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 1190 | &nbsp;&nbsp; 1069 |
|  | &nbsp;&nbsp;&nbsp;Easthampton MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 2200 | &nbsp;&nbsp; 1923 |
|  | &nbsp;&nbsp;&nbsp;Easthampton MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 60 |
|  | &nbsp;&nbsp;&nbsp;Easton MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Easton MA GO | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 1155 | &nbsp;&nbsp; 878 |
|  | &nbsp;&nbsp;&nbsp;Easton MA GO | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 810 | &nbsp;&nbsp; 592 |
|  | &nbsp;&nbsp;&nbsp;Easton MA GO | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 615 | &nbsp;&nbsp; 435 |
|  | &nbsp;&nbsp;&nbsp;Easton MA GO | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 2390 | &nbsp;&nbsp; 1595 |
|  | &nbsp;&nbsp;&nbsp;Everett MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp; 229 |
|  | &nbsp;&nbsp;&nbsp;Fall River MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 2265 | &nbsp;&nbsp; 2051 |
|  | &nbsp;&nbsp;&nbsp;Fall River MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 2335 | &nbsp;&nbsp; 2060 |
|  | &nbsp;&nbsp;&nbsp;Fall River MA GO | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 78 |
|  | &nbsp;&nbsp;&nbsp;Fall River MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 108 |
|  | &nbsp;&nbsp;&nbsp;Fall River MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 66 |
|  | &nbsp;&nbsp;&nbsp;Foxborough MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 1590 | &nbsp;&nbsp; 1292 |
|  | &nbsp;&nbsp;&nbsp;Framingham MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 831 |
|  | &nbsp;&nbsp;&nbsp;Framingham MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 1215 | &nbsp;&nbsp; 869 |
|  | &nbsp;&nbsp;&nbsp;Framingham MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 1235 | &nbsp;&nbsp; 860 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Framingham MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 1245 | &nbsp;&nbsp; 837 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Gardner MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 1230 | &nbsp;&nbsp; 889 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Gardner MA GO | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 1160 | &nbsp;&nbsp; 700 |
|  | &nbsp;&nbsp;&nbsp;Gardner MA GO | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 2930 | &nbsp;&nbsp; 2600 |
|  | &nbsp;&nbsp;&nbsp;Gloucester MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 855 | &nbsp;&nbsp; 600 |
|  | &nbsp;&nbsp;&nbsp;Gloucester MA GO | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 885 | &nbsp;&nbsp; 591 |
|  | &nbsp;&nbsp;&nbsp;Gloucester MA GO | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 655 | &nbsp;&nbsp; 426 |
|  | &nbsp;&nbsp;&nbsp;Gloucester MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 815 | &nbsp;&nbsp; 727 |
|  | &nbsp;&nbsp;&nbsp;Greater Fall River Vocational School District (Massachusetts State Qualified Bond Program) GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 3370 | &nbsp;&nbsp; 3504 |
|  | &nbsp;&nbsp;&nbsp;Greater Fall River Vocational School District (Massachusetts State Qualified Bond Program) GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3096 |
|  | &nbsp;&nbsp;&nbsp;Greater Fall River Vocational School District (Massachusetts State Qualified Bond Program) GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 3935 | &nbsp;&nbsp; 4020 |
|  | &nbsp;&nbsp;&nbsp;Hingham MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 2843 |
|  | &nbsp;&nbsp;&nbsp;Hudson MA BAN GO | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/11/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1012 |
|  | &nbsp;&nbsp;&nbsp;Lawrence MA GO | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 1755 | &nbsp;&nbsp; 1405 |
|  | &nbsp;&nbsp;&nbsp;Lawrence MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 3790 | &nbsp;&nbsp; 2652 |
|  | &nbsp;&nbsp;&nbsp;Lawrence MA GO | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 2165 | &nbsp;&nbsp; 1895 |
|  | &nbsp;&nbsp;&nbsp;Lawrence MA GO | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 2175 | &nbsp;&nbsp; 1896 |
|  | &nbsp;&nbsp;&nbsp;Leominster MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;Leominster MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 2729 |
|  | &nbsp;&nbsp;&nbsp;Lexington MA GO | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 1410 | &nbsp;&nbsp; 1295 |
|  | &nbsp;&nbsp;&nbsp;Lexington MA GO | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 361 |
|  | &nbsp;&nbsp;&nbsp;Lincoln MA GO | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 1150 | &nbsp;&nbsp; 996 |
|  | &nbsp;&nbsp;&nbsp;Lincoln MA GO | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp; 909 |
|  | &nbsp;&nbsp;&nbsp;Littleton MA GO | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 184 |
|  | &nbsp;&nbsp;&nbsp;Longmeadow MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1390 | &nbsp;&nbsp; 1235 |
|  | &nbsp;&nbsp;&nbsp;Lowell MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1325 | &nbsp;&nbsp; 1262 |
|  | &nbsp;&nbsp;&nbsp;Lowell MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 2100 | &nbsp;&nbsp; 1915 |
|  | &nbsp;&nbsp;&nbsp;Lowell MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1234 |
|  | &nbsp;&nbsp;&nbsp;Lowell MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 2155 | &nbsp;&nbsp; 2058 |
|  | &nbsp;&nbsp;&nbsp;Lowell MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 1545 | &nbsp;&nbsp; 1236 |
|  | &nbsp;&nbsp;&nbsp;Lowell MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 2365 | &nbsp;&nbsp; 2253 |
|  | &nbsp;&nbsp;&nbsp;Lowell MA GO | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 1040 | &nbsp;&nbsp; 695 |
|  | &nbsp;&nbsp;&nbsp;Lowell MA GO | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 1715 | &nbsp;&nbsp; 1146 |
|  | &nbsp;&nbsp;&nbsp;Lowell MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 1160 | &nbsp;&nbsp; 1090 |
|  | &nbsp;&nbsp;&nbsp;Lowell MA GO | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 895 | &nbsp;&nbsp; 581 |
|  | &nbsp;&nbsp;&nbsp;Lowell MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 1365 | &nbsp;&nbsp; 1265 |
|  | &nbsp;&nbsp;&nbsp;Lowell MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 4855 | &nbsp;&nbsp; 4295 |
|  | &nbsp;&nbsp;&nbsp;Lowell MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 5295 | &nbsp;&nbsp; 4649 |
|  | &nbsp;&nbsp;&nbsp;Lowell MA GO | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 705 | &nbsp;&nbsp; 640 |
|  | &nbsp;&nbsp;&nbsp;Lowell MA GO | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 5550 | &nbsp;&nbsp; 4910 |
|  | &nbsp;&nbsp;&nbsp;Ludlow MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;Lynn MA GO | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 435 | &nbsp;&nbsp; 336 |
|  | &nbsp;&nbsp;&nbsp;Lynn MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 2230 | &nbsp;&nbsp; 1932 |
|  | &nbsp;&nbsp;&nbsp;Lynn MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 2170 | &nbsp;&nbsp; 1868 |
|  | &nbsp;&nbsp;&nbsp;Lynn MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 7495 | &nbsp;&nbsp; 6361 |
|  | &nbsp;&nbsp;&nbsp;Lynnfield MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 1245 | &nbsp;&nbsp; 1118 |
|  | &nbsp;&nbsp;&nbsp;Marblehead MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 420 |
|  | &nbsp;&nbsp;&nbsp;Marlborough MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1510 | &nbsp;&nbsp; 1348 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Marthas Vineyard Land Bank Miscellaneous Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 511 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Assessment Indirect Ad Valorem Property Revenue | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 1790 | &nbsp;&nbsp; 1458 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Assessment Indirect Ad Valorem Property Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 10046 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Sales Tax Revenue | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 7000 | &nbsp;&nbsp; 6460 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Sales Tax Revenue | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2680 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 2480 | &nbsp;&nbsp; 2704 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 4500 | &nbsp;&nbsp; 5083 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Sales Tax Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3387 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 11135 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 4785 | &nbsp;&nbsp; 5200 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 5890 | &nbsp;&nbsp; 5987 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 2470 | &nbsp;&nbsp; 2613 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1020 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 4805 | &nbsp;&nbsp; 4997 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp; 5243 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 2355 | &nbsp;&nbsp; 2435 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 2460 | &nbsp;&nbsp; 2548 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Sales Tax Revenue | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 156 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 2835 | &nbsp;&nbsp; 2929 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Sales Tax Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 1640 | &nbsp;&nbsp; 1419 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Sales Tax Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 6340 | &nbsp;&nbsp; 5444 |

---

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;12915 | &nbsp;&nbsp; 13265 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 10364 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Sales Tax Revenue VRDO | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/3/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 3970 | &nbsp;&nbsp; 3970 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Transit Revenue VRDO, Prere. | 2.620% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 3110 | &nbsp;&nbsp; 3110 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Clean Water Trust Lease Revenue | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Clean Water Trust Lease Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 4865 | &nbsp;&nbsp; 5045 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Clean Water Trust Lease Revenue | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 1635 | &nbsp;&nbsp; 1333 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Clean Water Trust Water Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 3750 | &nbsp;&nbsp; 4107 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Clean Water Trust Water Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 1725 | &nbsp;&nbsp; 1827 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Clean Water Trust Water Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 3305 | &nbsp;&nbsp; 3477 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Clean Water Trust Water Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 3500 | &nbsp;&nbsp; 3662 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Clean Water Trust Water Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 3325 | &nbsp;&nbsp; 3464 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Department of Transportation Highway Revenue | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 7110 | &nbsp;&nbsp; 6699 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Charter School Aid Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1590 | &nbsp;&nbsp; 1613 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Charter School Aid Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 2925 | &nbsp;&nbsp; 2925 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Charter School Aid Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 2060 | &nbsp;&nbsp; 2062 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Charter School Aid Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 1285 | &nbsp;&nbsp; 1216 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Charter School Aid Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 2500 | &nbsp;&nbsp; 2092 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1510 | &nbsp;&nbsp; 1550 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp; 792 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1550 | &nbsp;&nbsp; 1586 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp; 10 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 266 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 4540 | &nbsp;&nbsp; 4728 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 599 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1575 | &nbsp;&nbsp; 1628 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1300 | &nbsp;&nbsp; 1328 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1220 | &nbsp;&nbsp; 1236 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4725 | &nbsp;&nbsp; 4903 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 633 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1150 | &nbsp;&nbsp; 1235 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp; 337 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2120 | &nbsp;&nbsp; 2162 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1640 | &nbsp;&nbsp; 1708 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 520 | &nbsp;&nbsp; 554 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp; 349 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1525 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 715 | &nbsp;&nbsp; 742 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp; 165 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1080 | &nbsp;&nbsp; 1105 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 509 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 214 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp; 359 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1185 | &nbsp;&nbsp; 1205 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1541 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 267 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 271 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4569 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 965 | &nbsp;&nbsp; 966 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 127 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 6915 | &nbsp;&nbsp; 7921 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp; 312 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1265 | &nbsp;&nbsp; 1392 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp; 5745 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1225 | &nbsp;&nbsp; 1226 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 708 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 115 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 715 | &nbsp;&nbsp; 724 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 880 | &nbsp;&nbsp; 885 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp; 5763 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1285 | &nbsp;&nbsp; 1285 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1895 | &nbsp;&nbsp; 1902 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1017 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp; 293 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 54 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1065 | &nbsp;&nbsp; 1084 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 276 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp; 5722 |

---

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4582 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 175 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp; 539 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 7000 | &nbsp;&nbsp; 7972 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp; 638 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp; 836 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 9375 | &nbsp;&nbsp; 9770 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1750 | &nbsp;&nbsp; 1743 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 3085 | &nbsp;&nbsp; 3089 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1160 | &nbsp;&nbsp; 1164 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 294 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4506 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 301 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 505 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp; 727 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 40 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 3095 | &nbsp;&nbsp; 2681 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 3750 | &nbsp;&nbsp; 4176 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 545 | &nbsp;&nbsp; 541 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp; 408 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 112 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 2695 | &nbsp;&nbsp; 2273 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 7500 | &nbsp;&nbsp; 8236 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 765 | &nbsp;&nbsp; 748 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 1585 | &nbsp;&nbsp; 1728 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp; 282 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 2985 | &nbsp;&nbsp; 2756 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 5480 | &nbsp;&nbsp; 5435 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 1065 | &nbsp;&nbsp; 1052 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 1650 | &nbsp;&nbsp; 1551 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 4855 | &nbsp;&nbsp; 5284 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 480 | &nbsp;&nbsp; 463 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 170 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp; 593 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;13865 | &nbsp;&nbsp; 15408 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 2660 | &nbsp;&nbsp; 2583 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 4640 | &nbsp;&nbsp; 4291 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 4640 | &nbsp;&nbsp; 3785 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 287 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 5355 | &nbsp;&nbsp; 5346 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 2110 | &nbsp;&nbsp; 2048 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 245 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 6185 | &nbsp;&nbsp; 6212 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 2500 | &nbsp;&nbsp; 2322 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 5990 | &nbsp;&nbsp; 5437 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 4955 | &nbsp;&nbsp; 4597 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;14015 | &nbsp;&nbsp; 13681 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 1225 | &nbsp;&nbsp; 1029 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 1285 | &nbsp;&nbsp; 1325 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 4955 | &nbsp;&nbsp; 3803 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 4210 | &nbsp;&nbsp; 3820 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 4950 | &nbsp;&nbsp; 4559 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 57 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 5245 | &nbsp;&nbsp; 4041 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 5775 | &nbsp;&nbsp; 5392 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 1895 | &nbsp;&nbsp; 1745 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 3860 | &nbsp;&nbsp; 3624 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 1115 | &nbsp;&nbsp; 1037 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 9855 | &nbsp;&nbsp; 8849 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;13490 | &nbsp;&nbsp; 11623 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 4375 | &nbsp;&nbsp; 4454 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp; 20480 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1796 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;13650 | &nbsp;&nbsp; 9927 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 2935 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 7385 | &nbsp;&nbsp; 7648 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 85 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;10370 | &nbsp;&nbsp; 8458 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 4175 | &nbsp;&nbsp; 3739 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 7180 | &nbsp;&nbsp; 6430 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 2955 | &nbsp;&nbsp; 2982 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;13715 | &nbsp;&nbsp; 13925 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;32620 | &nbsp;&nbsp; 33540 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 1585 | &nbsp;&nbsp; 1597 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 9392 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 1815 | &nbsp;&nbsp; 1272 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2059 | &nbsp;&nbsp;&nbsp;&nbsp;11130 | &nbsp;&nbsp; 11590 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2059 | &nbsp;&nbsp;&nbsp;&nbsp; 6075 | &nbsp;&nbsp; 6600 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue PUT | 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5320 | &nbsp;&nbsp; 5395 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue PUT | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;46345 | &nbsp;&nbsp; 52303 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue PUT | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;23795 | &nbsp;&nbsp; 27095 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue PUT | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;33145 | &nbsp;&nbsp; 37723 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue TOB VRDO | 3.920% | &nbsp;&nbsp;&nbsp;&nbsp; 9/2/2025 | &nbsp;&nbsp;&nbsp;&nbsp;19080 | &nbsp;&nbsp; 19080 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue VRDO | 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/2/2025 | &nbsp;&nbsp;&nbsp;&nbsp;23715 | &nbsp;&nbsp; 23715 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue VRDO | 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/2/2025 | &nbsp;&nbsp;&nbsp;&nbsp;25480 | &nbsp;&nbsp; 25480 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 460 | &nbsp;&nbsp; 462 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 735 | &nbsp;&nbsp; 736 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 577 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 507 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1150 | &nbsp;&nbsp; 1171 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1520 | &nbsp;&nbsp; 1547 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1231 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 485 | &nbsp;&nbsp; 494 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 607 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3385 | &nbsp;&nbsp; 3438 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2390 | &nbsp;&nbsp; 2422 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3960 | &nbsp;&nbsp; 4007 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1630 | &nbsp;&nbsp; 1692 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1140 | &nbsp;&nbsp; 1183 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp; 1466 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 505 | &nbsp;&nbsp; 522 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1065 | &nbsp;&nbsp; 1087 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 610 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1370 | &nbsp;&nbsp; 1386 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3103 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2028 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1245 | &nbsp;&nbsp; 1315 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp; 828 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2250 | &nbsp;&nbsp; 2325 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp; 553 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1028 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 117 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1565 | &nbsp;&nbsp; 1589 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 258 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3100 | &nbsp;&nbsp; 3142 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1055 | &nbsp;&nbsp; 1090 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 54 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1115 | &nbsp;&nbsp; 1196 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 902 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 579 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2665 | &nbsp;&nbsp; 2742 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 5395 | &nbsp;&nbsp; 5660 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 3450 | &nbsp;&nbsp; 3495 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2470 | &nbsp;&nbsp; 2546 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1350 | &nbsp;&nbsp; 1458 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 163 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 705 | &nbsp;&nbsp; 712 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp; 1178 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4416 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 665 | &nbsp;&nbsp; 719 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1098 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp; 300 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2870 | &nbsp;&nbsp; 2915 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1021 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1013 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2120 | &nbsp;&nbsp; 2144 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 770 | &nbsp;&nbsp; 812 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2495 | &nbsp;&nbsp; 2678 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1150 | &nbsp;&nbsp; 1234 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2030 | &nbsp;&nbsp; 2259 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 695 | &nbsp;&nbsp; 754 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2510 | &nbsp;&nbsp; 2784 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1010 | &nbsp;&nbsp; 1077 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1223 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 2505 | &nbsp;&nbsp; 2630 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;12770 | &nbsp;&nbsp; 14227 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 890 | &nbsp;&nbsp; 897 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1210 | &nbsp;&nbsp; 1299 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 2345 | &nbsp;&nbsp; 2628 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 445 | &nbsp;&nbsp; 445 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 500 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 705 | &nbsp;&nbsp; 767 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 2635 | &nbsp;&nbsp; 2937 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1690 | &nbsp;&nbsp; 1792 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1880 | &nbsp;&nbsp; 1953 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 700 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1065 | &nbsp;&nbsp; 1175 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1270 | &nbsp;&nbsp; 1364 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1230 | &nbsp;&nbsp; 1377 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp; 45 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 580 | &nbsp;&nbsp; 631 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 2770 | &nbsp;&nbsp; 3095 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1130 | &nbsp;&nbsp; 1192 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 321 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 685 | &nbsp;&nbsp; 696 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 9270 | &nbsp;&nbsp; 10295 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1105 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1600 | &nbsp;&nbsp; 1794 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 30 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 605 | &nbsp;&nbsp; 656 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 2910 | &nbsp;&nbsp; 3252 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 3450 | &nbsp;&nbsp; 3462 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 5375 | &nbsp;&nbsp; 5569 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 645 | &nbsp;&nbsp; 649 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 505 | &nbsp;&nbsp; 536 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;12735 | &nbsp;&nbsp; 13981 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2204 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1150 | &nbsp;&nbsp; 1221 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1640 | &nbsp;&nbsp; 1836 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 2320 | &nbsp;&nbsp; 2320 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 635 | &nbsp;&nbsp; 681 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 4415 | &nbsp;&nbsp; 4550 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1043 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1810 | &nbsp;&nbsp; 1822 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 415 | &nbsp;&nbsp; 437 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1640 | &nbsp;&nbsp; 1782 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 3335 | &nbsp;&nbsp; 3661 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 580 | &nbsp;&nbsp; 613 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp; 9 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 455 | &nbsp;&nbsp; 472 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 6190 | &nbsp;&nbsp; 6481 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 366 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2147 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 610 | &nbsp;&nbsp; 639 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 1980 | &nbsp;&nbsp; 1717 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1007 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 1650 | &nbsp;&nbsp; 1743 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 2685 | &nbsp;&nbsp; 2864 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 1995 | &nbsp;&nbsp; 1693 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 4040 | &nbsp;&nbsp; 4113 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 281 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 1350 | &nbsp;&nbsp; 1409 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 2045 | &nbsp;&nbsp; 1700 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2064 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 3850 | &nbsp;&nbsp; 4024 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 3155 | &nbsp;&nbsp; 3158 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1048 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 445 | &nbsp;&nbsp; 401 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 485 | &nbsp;&nbsp; 437 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 1270 | &nbsp;&nbsp; 1173 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;22170 | &nbsp;&nbsp; 20140 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 3990 | &nbsp;&nbsp; 3675 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;18055 | &nbsp;&nbsp; 17420 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 4910 | &nbsp;&nbsp; 4932 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1035 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;18190 | &nbsp;&nbsp; 18280 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1715 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 1970 | &nbsp;&nbsp; 2042 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1025 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 970 | &nbsp;&nbsp; 829 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 1325 | &nbsp;&nbsp; 1288 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp; 5015 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 7180 | &nbsp;&nbsp; 7202 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 2090 | &nbsp;&nbsp; 2154 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1018 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;21305 | &nbsp;&nbsp; 17350 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp; 1168 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 5 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 2975 | &nbsp;&nbsp; 2776 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 6500 | &nbsp;&nbsp; 6691 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1012 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1006 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 7745 | &nbsp;&nbsp; 7745 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;12485 | &nbsp;&nbsp; 9209 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 2710 | &nbsp;&nbsp; 2247 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;15865 | &nbsp;&nbsp; 15903 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 119 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 7150 | &nbsp;&nbsp; 5895 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 1550 | &nbsp;&nbsp; 1535 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 10408 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 960 | &nbsp;&nbsp; 982 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 1450 | &nbsp;&nbsp; 1167 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 255 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 8445 | &nbsp;&nbsp; 7210 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 9535 | &nbsp;&nbsp; 8457 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;21425 | &nbsp;&nbsp; 21916 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;13775 | &nbsp;&nbsp; 14252 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2026 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 8530 | &nbsp;&nbsp; 7614 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue PUT | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2875 | &nbsp;&nbsp; 3130 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue PUT | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;13060 | &nbsp;&nbsp; 14173 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue VRDO | 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/2/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 8900 | &nbsp;&nbsp; 8900 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue VRDO | 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/2/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 8545 | &nbsp;&nbsp; 8545 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue VRDO | 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/2/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 1850 | &nbsp;&nbsp; 1850 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue, Prere. | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 955 | &nbsp;&nbsp; 1057 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue, Prere. | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 664 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue, Prere. | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 332 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue, Prere. | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp; 520 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue, Prere. | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2150 | &nbsp;&nbsp; 2380 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue, Prere. | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 443 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue, Prere. | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 735 | &nbsp;&nbsp; 814 |
| <sup>3,7</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue, SIFMA Municipal Swap Index Yield + 0.600% | 3.330% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 3750 | &nbsp;&nbsp; 3750 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Intergovernmental Agreement Revenue | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 488 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Intergovernmental Agreement Revenue | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp; 307 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Intergovernmental Agreement Revenue | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp; 325 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Intergovernmental Agreement Revenue | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 315 | &nbsp;&nbsp; 297 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Intergovernmental Agreement Revenue | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp; 731 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Intergovernmental Agreement Revenue | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 1015 | &nbsp;&nbsp; 855 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Intergovernmental Agreement Revenue | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 840 | &nbsp;&nbsp; 707 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Local or Guaranteed Housing Revenue | 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 1472 | &nbsp;&nbsp; 1002 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Local or Guaranteed Housing Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 950 | &nbsp;&nbsp; 807 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Local or Guaranteed Housing Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 3920 | &nbsp;&nbsp; 3076 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Local or Guaranteed Housing Revenue | 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;11500 | &nbsp;&nbsp; 11077 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Local or Guaranteed Housing Revenue (Merrimack College Student Housing Project) | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1450 | &nbsp;&nbsp; 1436 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Local or Guaranteed Housing Revenue (Merrimack College Student Housing Project) | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 5265 | &nbsp;&nbsp; 4899 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Local or Guaranteed Housing Revenue (Merrimack College Student Housing Project) | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp; 960 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Local or Guaranteed Housing Revenue (Tufts University Student Housing Project) | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 554 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Local or Guaranteed Housing Revenue (Tufts University Student Housing Project) | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 556 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Local or Guaranteed Housing Revenue (Tufts University Student Housing Project) | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 555 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Local or Guaranteed Housing Revenue (Tufts University Student Housing Project) | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 553 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Local or Guaranteed Housing Revenue (Tufts University Student Housing Project) | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 546 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Local or Guaranteed Housing Revenue (Tufts University Student Housing Project) | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1078 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Local or Guaranteed Housing Revenue (Tufts University Student Housing Project) | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 533 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Local or Guaranteed Housing Revenue (Tufts University Student Housing Project) | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 1570 | &nbsp;&nbsp; 1628 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Local or Guaranteed Housing Revenue (Tufts University Student Housing Project) | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 3375 | &nbsp;&nbsp; 3380 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Local or Guaranteed Housing Revenue (Tufts University Student Housing Project) | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 5890 | &nbsp;&nbsp; 5843 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Local or Guaranteed Housing Revenue (Tufts University Student Housing Project) | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2065 | &nbsp;&nbsp;&nbsp;&nbsp; 5775 | &nbsp;&nbsp; 5708 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Local or Guaranteed Housing Revenue (Umass Boston Student Housing Program) | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Local or Guaranteed Housing Revenue (Umass Boston Student Housing Program) | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1235 | &nbsp;&nbsp; 1243 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Local or Guaranteed Housing Revenue (Umass Boston Student Housing Program) | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2881 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Local or Guaranteed Housing Revenue (Umass Boston Student Housing Program) | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1729 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Local or Guaranteed Housing Revenue (Umass Boston Student Housing Program) | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 8750 | &nbsp;&nbsp; 7318 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Local or Guaranteed Housing Revenue PUT | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 8633 | &nbsp;&nbsp; 8662 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Miscellaneous Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Miscellaneous Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Miscellaneous Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 231 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Miscellaneous Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp; 261 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Miscellaneous Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 435 | &nbsp;&nbsp; 466 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Miscellaneous Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 735 | &nbsp;&nbsp; 788 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Miscellaneous Revenue | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1630 | &nbsp;&nbsp; 1329 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Miscellaneous Revenue | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 3090 | &nbsp;&nbsp; 2406 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Miscellaneous Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 2215 | &nbsp;&nbsp; 2194 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Miscellaneous Revenue | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 4080 | &nbsp;&nbsp; 2403 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Miscellaneous Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 445 | &nbsp;&nbsp; 403 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Miscellaneous Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 4985 | &nbsp;&nbsp; 4629 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Miscellaneous Revenue | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 164 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Miscellaneous Revenue | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp; 5554 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Miscellaneous Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 780 | &nbsp;&nbsp; 625 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Miscellaneous Revenue | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 2040 | &nbsp;&nbsp; 1291 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Private Schools Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1001 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Private Schools Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 500 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Private Schools Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1695 | &nbsp;&nbsp; 1696 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Private Schools Revenue | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 3950 | &nbsp;&nbsp; 3403 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Health & Educational Facilities Authority College & University Revenue | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 2955 | &nbsp;&nbsp; 3419 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Health & Educational Facilities Authority College & University Revenue PUT | 2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3500 | &nbsp;&nbsp; 3488 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Health & Educational Facilities Authority College & University Revenue VRDO | 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 9/2/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 6365 | &nbsp;&nbsp; 6365 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Health & Educational Facilities Authority Health, Hospital, Nursing Home Revenue VRDO | 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/2/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 4445 | &nbsp;&nbsp; 4445 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Health & Educational Facilities Authority Health, Hospital, Nursing Home Revenue VRDO | 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/2/2025 | &nbsp;&nbsp;&nbsp;&nbsp;13960 | &nbsp;&nbsp; 13960 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Health & Educational Facilities Authority Recreational Revenue VRDO | 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/2/2025 | &nbsp;&nbsp;&nbsp;&nbsp;12775 | &nbsp;&nbsp; 12775 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2915 | &nbsp;&nbsp; 2945 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4690 | &nbsp;&nbsp; 4737 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;21525 | &nbsp;&nbsp; 22074 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 5325 | &nbsp;&nbsp; 5406 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 940 | &nbsp;&nbsp; 830 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 264 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 554 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 565 | &nbsp;&nbsp; 587 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 545 | &nbsp;&nbsp; 546 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 569 |

---

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 617 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1175 | &nbsp;&nbsp; 929 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 690 | &nbsp;&nbsp; 552 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 580 | &nbsp;&nbsp; 588 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 620 | &nbsp;&nbsp; 638 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1151 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp; 278 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 596 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp; 637 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 3340 | &nbsp;&nbsp; 3427 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 2600 | &nbsp;&nbsp; 2642 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 2.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 3615 | &nbsp;&nbsp; 2836 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 880 | &nbsp;&nbsp; 824 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 338 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp; 279 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 361 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 536 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 6000 | &nbsp;&nbsp; 4224 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1925 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 2300 | &nbsp;&nbsp; 2305 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 6490 | &nbsp;&nbsp; 6717 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1458 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 2500 | &nbsp;&nbsp; 2527 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 771 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 701 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 467 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 1315 | &nbsp;&nbsp; 1272 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 2600 | &nbsp;&nbsp; 2472 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 2050 | &nbsp;&nbsp; 1413 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp; 606 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 1920 | &nbsp;&nbsp; 1930 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1495 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 2635 | &nbsp;&nbsp; 1945 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 805 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp; 588 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 9075 | &nbsp;&nbsp; 8752 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 960 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 2710 | &nbsp;&nbsp; 2826 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 465 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 1750 | &nbsp;&nbsp; 1097 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 2055 | &nbsp;&nbsp; 2042 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 4385 | &nbsp;&nbsp; 4355 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 2500 | &nbsp;&nbsp; 1779 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 2280 | &nbsp;&nbsp; 2312 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 2750 | &nbsp;&nbsp; 2664 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;10325 | &nbsp;&nbsp; 10237 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 659 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 1540 | &nbsp;&nbsp; 1333 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 1240 | &nbsp;&nbsp; 1214 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;14190 | &nbsp;&nbsp; 15118 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 5215 | &nbsp;&nbsp; 5169 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 7790 | &nbsp;&nbsp; 5719 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp; 3978 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 692 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 7885 | &nbsp;&nbsp; 7560 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 2750 | &nbsp;&nbsp; 2657 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 4445 | &nbsp;&nbsp; 3837 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 1840 | &nbsp;&nbsp; 1834 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2058 | &nbsp;&nbsp;&nbsp;&nbsp; 4650 | &nbsp;&nbsp; 4360 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2059 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 7167 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2059 | &nbsp;&nbsp;&nbsp;&nbsp; 8340 | &nbsp;&nbsp; 6011 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2059 | &nbsp;&nbsp;&nbsp;&nbsp; 1205 | &nbsp;&nbsp; 1125 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2059 | &nbsp;&nbsp;&nbsp;&nbsp; 2800 | &nbsp;&nbsp; 2718 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2063 | &nbsp;&nbsp;&nbsp;&nbsp; 2350 | &nbsp;&nbsp; 1440 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2064 | &nbsp;&nbsp;&nbsp;&nbsp; 1575 | &nbsp;&nbsp; 1377 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2064 | &nbsp;&nbsp;&nbsp;&nbsp;11320 | &nbsp;&nbsp; 11125 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2065 | &nbsp;&nbsp;&nbsp;&nbsp; 3430 | &nbsp;&nbsp; 3372 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2066 | &nbsp;&nbsp;&nbsp;&nbsp; 4540 | &nbsp;&nbsp; 4542 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2067 | &nbsp;&nbsp;&nbsp;&nbsp; 1570 | &nbsp;&nbsp; 1483 |

---

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2067 | &nbsp;&nbsp;&nbsp;&nbsp; 2400 | &nbsp;&nbsp; 2318 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Municipal Wholesale Electric Co. Electric Power & Light Revenue (Project 2015A) | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 760 | &nbsp;&nbsp; 752 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Municipal Wholesale Electric Co. Electric Power & Light Revenue (Project 2015A) | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 955 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Municipal Wholesale Electric Co. Electric Power & Light Revenue (Project 2015A) | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 938 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Municipal Wholesale Electric Co. Electric Power & Light Revenue (Project 2015A) | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp; 296 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Port Authority Port, Airport & Marina Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 6000 | &nbsp;&nbsp; 6055 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Port Authority Port, Airport & Marina Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;10690 | &nbsp;&nbsp; 10711 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority Sales Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority Sales Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;11230 | &nbsp;&nbsp; 11459 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority Sales Tax Revenue | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1721 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority Sales Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 6595 | &nbsp;&nbsp; 6885 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority Sales Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 8965 | &nbsp;&nbsp; 9092 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority Sales Tax Revenue | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 3825 | &nbsp;&nbsp; 2681 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority Sales Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 7160 | &nbsp;&nbsp; 7212 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts State College Building Authority College & University Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp; 681 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Massachusetts State College Building Authority College & University Revenue | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 4725 | &nbsp;&nbsp; 5397 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts State College Building Authority College & University Revenue | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 1280 | &nbsp;&nbsp; 848 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts State College Building Authority College & University Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 555 | &nbsp;&nbsp; 514 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts State College Building Authority College & University Revenue | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 1335 | &nbsp;&nbsp; 828 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts State College Building Authority College & University Revenue (Community College Program) | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 285 | &nbsp;&nbsp; 254 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Transportation Trust Fund Metropolitan Highway System Highway Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1580 | &nbsp;&nbsp; 1690 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Transportation Trust Fund Metropolitan Highway System Highway Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 3280 | &nbsp;&nbsp; 3473 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Transportation Trust Fund Metropolitan Highway System Highway Revenue VRDO | 2.670% | &nbsp;&nbsp;&nbsp;&nbsp; 9/3/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Transportation Trust Fund Metropolitan Highway System Highway Revenue VRDO | 2.680% | &nbsp;&nbsp;&nbsp;&nbsp; 9/4/2025 | &nbsp;&nbsp;&nbsp;&nbsp;28600 | &nbsp;&nbsp; 28600 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Water Resources Authority Water Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;13920 | &nbsp;&nbsp; 14480 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Water Resources Authority Water Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2126 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Water Resources Authority Water Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 224 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Water Resources Authority Water Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp; 5070 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Water Resources Authority Water Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 2170 | &nbsp;&nbsp; 2202 |
|  | &nbsp;&nbsp;&nbsp;Medford MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 163 |
|  | &nbsp;&nbsp;&nbsp;Middleborough MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 1450 | &nbsp;&nbsp; 1051 |
|  | &nbsp;&nbsp;&nbsp;Middleborough MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 1450 | &nbsp;&nbsp; 1021 |
|  | &nbsp;&nbsp;&nbsp;Middleborough MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 1450 | &nbsp;&nbsp; 986 |
|  | &nbsp;&nbsp;&nbsp;Middleborough MA GO | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 5800 | &nbsp;&nbsp; 3741 |
|  | &nbsp;&nbsp;&nbsp;Middleborough MA GO | 2.350% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 5050 | &nbsp;&nbsp; 3098 |
|  | &nbsp;&nbsp;&nbsp;Middleton MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 3015 | &nbsp;&nbsp; 2562 |
|  | &nbsp;&nbsp;&nbsp;Middleton MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 3015 | &nbsp;&nbsp; 2481 |
|  | &nbsp;&nbsp;&nbsp;Middleton MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp; 147 |
|  | &nbsp;&nbsp;&nbsp;Middleton MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 1520 | &nbsp;&nbsp; 1122 |
|  | &nbsp;&nbsp;&nbsp;Middleton MA GO | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 2635 | &nbsp;&nbsp; 1753 |
|  | &nbsp;&nbsp;&nbsp;Milford MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 2650 | &nbsp;&nbsp; 2254 |
|  | &nbsp;&nbsp;&nbsp;Milford MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 2750 | &nbsp;&nbsp; 2265 |
|  | &nbsp;&nbsp;&nbsp;Milford MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp; 1115 |
|  | &nbsp;&nbsp;&nbsp;Milford MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2149 |
|  | &nbsp;&nbsp;&nbsp;Milford MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2092 |
|  | &nbsp;&nbsp;&nbsp;Milford MA GO | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 6600 | &nbsp;&nbsp; 4338 |
|  | &nbsp;&nbsp;&nbsp;Milford MA GO | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 6200 | &nbsp;&nbsp; 3682 |
|  | &nbsp;&nbsp;&nbsp;Milford MA GO | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 5335 | &nbsp;&nbsp; 3310 |
|  | &nbsp;&nbsp;&nbsp;Minuteman Regional Vocational Technical School District GO | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 14 |
|  | &nbsp;&nbsp;&nbsp;Montague MA GO | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 110 |
|  | &nbsp;&nbsp;&nbsp;Nashoba MA Regional School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 2380 | &nbsp;&nbsp; 2344 |
|  | &nbsp;&nbsp;&nbsp;Nashoba MA Regional School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 2575 | &nbsp;&nbsp; 2451 |
|  | &nbsp;&nbsp;&nbsp;Nashoba MA Regional School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 2675 | &nbsp;&nbsp; 2496 |
|  | &nbsp;&nbsp;&nbsp;Nashoba MA Regional School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 2780 | &nbsp;&nbsp; 2581 |
|  | &nbsp;&nbsp;&nbsp;Nashoba MA Regional School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 2895 | &nbsp;&nbsp; 2656 |
|  | &nbsp;&nbsp;&nbsp;Nashoba MA Regional School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 2580 | &nbsp;&nbsp; 2317 |
|  | &nbsp;&nbsp;&nbsp;Nashoba MA Regional School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 2500 | &nbsp;&nbsp; 2225 |
|  | &nbsp;&nbsp;&nbsp;Nashoba MA Regional School District GO | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 7740 | &nbsp;&nbsp; 6786 |
|  | &nbsp;&nbsp;&nbsp;Nashoba MA Regional School District GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 6010 | &nbsp;&nbsp; 6054 |
|  | &nbsp;&nbsp;&nbsp;Nashoba MA Regional School District GO | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 4755 | &nbsp;&nbsp; 4096 |
|  | &nbsp;&nbsp;&nbsp;Natick MA GO | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Nauset Regional MA School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 685 |
|  | &nbsp;&nbsp;&nbsp;Nauset Regional MA School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 2500 | &nbsp;&nbsp; 2178 |
|  | &nbsp;&nbsp;&nbsp;Needham MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 158 |
|  | &nbsp;&nbsp;&nbsp;Needham MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;Needham MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 1650 | &nbsp;&nbsp; 1162 |
|  | &nbsp;&nbsp;&nbsp;New Bedford MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 395 |
|  | &nbsp;&nbsp;&nbsp;New Bedford MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;New Bedford MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 1520 | &nbsp;&nbsp; 1448 |
|  | &nbsp;&nbsp;&nbsp;New Bedford MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 1565 | &nbsp;&nbsp; 1470 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;New Bedford MA GO | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp; 552 |
|  | &nbsp;&nbsp;&nbsp;New Bedford MA GO | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 885 | &nbsp;&nbsp; 698 |
|  | &nbsp;&nbsp;&nbsp;New Bedford MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 4820 | &nbsp;&nbsp; 4238 |
|  | &nbsp;&nbsp;&nbsp;New Bedford MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 435 | &nbsp;&nbsp; 373 |
|  | &nbsp;&nbsp;&nbsp;New Bedford MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 3945 | &nbsp;&nbsp; 3367 |
|  | &nbsp;&nbsp;&nbsp;New Bedford MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Northeast Metropolitan Regional Vocational School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 1095 | &nbsp;&nbsp; 1042 |
|  | &nbsp;&nbsp;&nbsp;Northeast Metropolitan Regional Vocational School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 1140 | &nbsp;&nbsp; 1081 |
|  | &nbsp;&nbsp;&nbsp;Northeast Metropolitan Regional Vocational School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 1185 | &nbsp;&nbsp; 1110 |
|  | &nbsp;&nbsp;&nbsp;Northeast Metropolitan Regional Vocational School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;Northeast Metropolitan Regional Vocational School District GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1026 |
|  | &nbsp;&nbsp;&nbsp;Northeast Metropolitan Regional Vocational School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2546 |
|  | &nbsp;&nbsp;&nbsp;Norwood MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 595 | &nbsp;&nbsp; 459 |
|  | &nbsp;&nbsp;&nbsp;Norwood MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 4285 | &nbsp;&nbsp; 3991 |
|  | &nbsp;&nbsp;&nbsp;Norwood MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 7000 | &nbsp;&nbsp; 6137 |
|  | &nbsp;&nbsp;&nbsp;Orange MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 361 |
|  | &nbsp;&nbsp;&nbsp;Orange MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 2795 | &nbsp;&nbsp; 1918 |
|  | &nbsp;&nbsp;&nbsp;Peabody MA GO | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 108 |
|  | &nbsp;&nbsp;&nbsp;Peabody MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 253 |
|  | &nbsp;&nbsp;&nbsp;Pioneer Valley Transit Authority Transit Revenue RAN | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1009 |
|  | &nbsp;&nbsp;&nbsp;Plymouth MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 866 |
|  | &nbsp;&nbsp;&nbsp;Quincy MA GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp; 278 |
|  | &nbsp;&nbsp;&nbsp;Quincy MA GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 344 |
|  | &nbsp;&nbsp;&nbsp;Quincy MA GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 462 |
|  | &nbsp;&nbsp;&nbsp;Quincy MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 190 |
|  | &nbsp;&nbsp;&nbsp;Quincy MA GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 301 |
|  | &nbsp;&nbsp;&nbsp;Quincy MA GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 462 |
|  | &nbsp;&nbsp;&nbsp;Quincy MA GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 781 |
|  | &nbsp;&nbsp;&nbsp;Quincy MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;Quincy MA GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 771 |
|  | &nbsp;&nbsp;&nbsp;Quincy MA GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1087 |
|  | &nbsp;&nbsp;&nbsp;Quincy MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 1758 |
|  | &nbsp;&nbsp;&nbsp;Quincy MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 5155 | &nbsp;&nbsp; 3080 |
|  | &nbsp;&nbsp;&nbsp;Quincy MA GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 5365 | &nbsp;&nbsp; 5683 |
|  | &nbsp;&nbsp;&nbsp;Revere MA GO | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 1860 | &nbsp;&nbsp; 1288 |
|  | &nbsp;&nbsp;&nbsp;Revere MA GO | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1335 |
|  | &nbsp;&nbsp;&nbsp;Rockland MA GO | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 1840 | &nbsp;&nbsp; 1048 |
|  | &nbsp;&nbsp;&nbsp;Rowley MA GO | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 1625 | &nbsp;&nbsp; 1362 |
|  | &nbsp;&nbsp;&nbsp;Salem MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 605 | &nbsp;&nbsp; 546 |
|  | &nbsp;&nbsp;&nbsp;Salisbury MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 387 |
|  | &nbsp;&nbsp;&nbsp;Saugus MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1368 |
|  | &nbsp;&nbsp;&nbsp;Somerset MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 2860 | &nbsp;&nbsp; 2527 |
|  | &nbsp;&nbsp;&nbsp;Somerville MA GO | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 2670 | &nbsp;&nbsp; 1964 |
|  | &nbsp;&nbsp;&nbsp;Somerville MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 1755 | &nbsp;&nbsp; 1239 |
|  | &nbsp;&nbsp;&nbsp;Somerville MA GO | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 4875 | &nbsp;&nbsp; 3488 |
|  | &nbsp;&nbsp;&nbsp;Somerville MA GO | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 4980 | &nbsp;&nbsp; 3443 |
|  | &nbsp;&nbsp;&nbsp;Southbridge MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 335 | &nbsp;&nbsp; 300 |
|  | &nbsp;&nbsp;&nbsp;Springfield MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1290 | &nbsp;&nbsp; 1109 |
|  | &nbsp;&nbsp;&nbsp;Springfield MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp; 1339 |
|  | &nbsp;&nbsp;&nbsp;Springfield MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 2080 | &nbsp;&nbsp; 1983 |
|  | &nbsp;&nbsp;&nbsp;Springfield MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 1155 | &nbsp;&nbsp; 1086 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Springfield MA GO | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 167 |
|  | &nbsp;&nbsp;&nbsp;Springfield MA Water & Sewer Commission Water Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1010 | &nbsp;&nbsp; 1040 |
|  | &nbsp;&nbsp;&nbsp;Stoneham MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3491 |
|  | &nbsp;&nbsp;&nbsp;Stoneham MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 4080 | &nbsp;&nbsp; 3464 |
|  | &nbsp;&nbsp;&nbsp;Stoneham MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3292 |
|  | &nbsp;&nbsp;&nbsp;Stoneham MA GO | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 4245 | &nbsp;&nbsp; 3431 |
|  | &nbsp;&nbsp;&nbsp;Stoneham MA GO | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 1960 | &nbsp;&nbsp; 1217 |
|  | &nbsp;&nbsp;&nbsp;Stoughton MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 3635 | &nbsp;&nbsp; 3224 |
|  | &nbsp;&nbsp;&nbsp;Swampscott MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 2500 | &nbsp;&nbsp; 1704 |
|  | &nbsp;&nbsp;&nbsp;Taunton MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 2610 | &nbsp;&nbsp; 2260 |
|  | &nbsp;&nbsp;&nbsp;Taunton MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 1810 | &nbsp;&nbsp; 1533 |
|  | &nbsp;&nbsp;&nbsp;Tri-County MA Regional Vocational Technical School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 3740 | &nbsp;&nbsp; 3556 |
|  | &nbsp;&nbsp;&nbsp;Tri-County MA Regional Vocational Technical School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 4860 | &nbsp;&nbsp; 4607 |
|  | &nbsp;&nbsp;&nbsp;Tri-County MA Regional Vocational Technical School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 5070 | &nbsp;&nbsp; 4746 |
|  | &nbsp;&nbsp;&nbsp;Tri-County MA Regional Vocational Technical School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 4600 | &nbsp;&nbsp; 4237 |
|  | &nbsp;&nbsp;&nbsp;Tri-County MA Regional Vocational Technical School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 1455 | &nbsp;&nbsp; 1336 |
|  | &nbsp;&nbsp;&nbsp;Tri-County MA Regional Vocational Technical School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 4300 | &nbsp;&nbsp; 3901 |
|  | &nbsp;&nbsp;&nbsp;Tri-County MA Regional Vocational Technical School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 1915 | &nbsp;&nbsp; 1694 |
|  | &nbsp;&nbsp;&nbsp;Tri-County MA Regional Vocational Technical School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1733 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Tyngsborough MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 1710 | &nbsp;&nbsp; 1397 |
|  | &nbsp;&nbsp;&nbsp;Tyngsborough MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 1815 | &nbsp;&nbsp; 1417 |
|  | &nbsp;&nbsp;&nbsp;Tyngsborough MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 4410 | &nbsp;&nbsp; 3759 |
|  | &nbsp;&nbsp;&nbsp;Tyngsborough MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 6310 | &nbsp;&nbsp; 5336 |
|  | &nbsp;&nbsp;&nbsp;University of Massachusetts Building Authority College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 30 |
|  | &nbsp;&nbsp;&nbsp;University of Massachusetts Building Authority College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1540 | &nbsp;&nbsp; 1626 |
|  | &nbsp;&nbsp;&nbsp;University of Massachusetts Building Authority College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1027 |
|  | &nbsp;&nbsp;&nbsp;University of Massachusetts Building Authority College & University Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 435 | &nbsp;&nbsp; 385 |
|  | &nbsp;&nbsp;&nbsp;University of Massachusetts Building Authority College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;11880 | &nbsp;&nbsp; 11884 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;University of Massachusetts Building Authority College & University Revenue TOB VRDO | 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/2/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp; 1400 |
|  | &nbsp;&nbsp;&nbsp;Upton MA GO | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;Wakefield MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 860 | &nbsp;&nbsp; 754 |
|  | &nbsp;&nbsp;&nbsp;Wakefield MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;13240 | &nbsp;&nbsp; 11198 |
|  | &nbsp;&nbsp;&nbsp;Walpole MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 1800 | &nbsp;&nbsp; 1558 |
|  | &nbsp;&nbsp;&nbsp;Waltham MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Waltham MA GO | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 745 | &nbsp;&nbsp; 575 |
|  | &nbsp;&nbsp;&nbsp;Waltham MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Waltham MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 1410 | &nbsp;&nbsp; 1127 |
|  | &nbsp;&nbsp;&nbsp;Waltham MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 1460 | &nbsp;&nbsp; 1143 |
|  | &nbsp;&nbsp;&nbsp;Waltham MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1155 |
|  | &nbsp;&nbsp;&nbsp;Waltham MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 1530 | &nbsp;&nbsp; 1160 |
|  | &nbsp;&nbsp;&nbsp;Watertown MA GO | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 83 |
|  | &nbsp;&nbsp;&nbsp;Watertown MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 730 | &nbsp;&nbsp; 631 |
|  | &nbsp;&nbsp;&nbsp;West Springfield MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 840 | &nbsp;&nbsp; 639 |
|  | &nbsp;&nbsp;&nbsp;West Springfield MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 840 | &nbsp;&nbsp; 615 |
|  | &nbsp;&nbsp;&nbsp;West Springfield MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 835 | &nbsp;&nbsp; 590 |
|  | &nbsp;&nbsp;&nbsp;West Springfield MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 835 | &nbsp;&nbsp; 568 |
|  | &nbsp;&nbsp;&nbsp;West Springfield MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 835 | &nbsp;&nbsp; 548 |
|  | &nbsp;&nbsp;&nbsp;West Springfield MA GO | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 705 | &nbsp;&nbsp; 456 |
|  | &nbsp;&nbsp;&nbsp;West Springfield MA GO | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 705 | &nbsp;&nbsp; 443 |
|  | &nbsp;&nbsp;&nbsp;West Springfield MA GO | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 2115 | &nbsp;&nbsp; 1320 |
|  | &nbsp;&nbsp;&nbsp;Weymouth MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Weymouth MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 124 |
|  | &nbsp;&nbsp;&nbsp;Weymouth MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 505 | &nbsp;&nbsp; 353 |
|  | &nbsp;&nbsp;&nbsp;Weymouth MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 2370 | &nbsp;&nbsp; 1593 |
|  | &nbsp;&nbsp;&nbsp;Weymouth MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 2355 | &nbsp;&nbsp; 1438 |
|  | &nbsp;&nbsp;&nbsp;Weymouth MA GO | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp; 2988 |
|  | &nbsp;&nbsp;&nbsp;Worcester MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 2025 | &nbsp;&nbsp; 1857 |
|  | &nbsp;&nbsp;&nbsp;Worcester MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 2155 | &nbsp;&nbsp; 2117 |
|  | &nbsp;&nbsp;&nbsp;Worcester MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1620 | &nbsp;&nbsp; 1449 |
|  | &nbsp;&nbsp;&nbsp;Worcester MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1715 | &nbsp;&nbsp; 1493 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Worcester MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 4325 | &nbsp;&nbsp; 4423 |
|  | &nbsp;&nbsp;&nbsp;Worcester MA GO | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 74 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Worcester MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 2410 | &nbsp;&nbsp; 2326 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Worcester MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 190 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Worcester MA GO | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 4550 | &nbsp;&nbsp; 3197 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Worcester MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 1940 | &nbsp;&nbsp; 1195 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Worcester MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 1870 | &nbsp;&nbsp; 1720 |
|  | &nbsp;&nbsp;&nbsp;Worcester MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 267 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Worcester MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 790 | &nbsp;&nbsp; 699 |
|  | &nbsp;&nbsp;&nbsp;Worcester MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 3140 | &nbsp;&nbsp; 1823 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Worcester MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 545 | &nbsp;&nbsp; 479 |
|  | &nbsp;&nbsp;&nbsp;Worcester MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 3200 | &nbsp;&nbsp; 1823 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Worcester MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 1135 | &nbsp;&nbsp; 991 |
|  | &nbsp;&nbsp;&nbsp;Worcester MA GO | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 3325 | &nbsp;&nbsp; 1921 |
|  |  |  |  |  | &nbsp;&nbsp;**2976636** |
| **Guam (0.0%)** | **Guam (0.0%)** | **Guam (0.0%)** | **Guam (0.0%)** | **Guam (0.0%)** | **Guam (0.0%)** |
|  | &nbsp;&nbsp;&nbsp;Guam Power Authority Electric Power & Light Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 60 |
| **Puerto Rico (1.7%)** | **Puerto Rico (1.7%)** | **Puerto Rico (1.7%)** | **Puerto Rico (1.7%)** | **Puerto Rico (1.7%)** | **Puerto Rico (1.7%)** |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Puerto Rico GO | 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2665 | &nbsp;&nbsp; 2839 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Puerto Rico GO | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 5862 | &nbsp;&nbsp; 4098 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Puerto Rico GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 4106 | &nbsp;&nbsp; 4014 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Puerto Rico GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1448 | &nbsp;&nbsp; 1387 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Puerto Rico GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 1205 | &nbsp;&nbsp; 1118 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Puerto Rico GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;10351 | &nbsp;&nbsp; 9003 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Puerto Rico Commonwealth Aqueduct & Sewer Authority Water Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 522 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Puerto Rico Commonwealth Aqueduct & Sewer Authority Water Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 3450 | &nbsp;&nbsp; 3617 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Puerto Rico Commonwealth Aqueduct & Sewer Authority Water Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 256 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Puerto Rico Commonwealth Aqueduct & Sewer Authority Water Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 256 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Puerto Rico Commonwealth Aqueduct & Sewer Authority Water Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 9025 | &nbsp;&nbsp; 7785 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Puerto Rico Commonwealth Aqueduct & Sewer Authority Water Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 4125 | &nbsp;&nbsp; 3558 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Puerto Rico Commonwealth Aqueduct & Sewer Authority Water Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 2365 | &nbsp;&nbsp; 2040 |
|  | &nbsp;&nbsp;&nbsp;Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 402 | &nbsp;&nbsp; 353 |
|  | &nbsp;&nbsp;&nbsp;Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2065 | &nbsp;&nbsp; 1658 |
|  | &nbsp;&nbsp;&nbsp;Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 885 | &nbsp;&nbsp; 647 |
|  | &nbsp;&nbsp;&nbsp;Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue | 4.329% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 4130 | &nbsp;&nbsp; 3821 |
|  | &nbsp;&nbsp;&nbsp;Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 3915 | &nbsp;&nbsp; 1230 |
|  | &nbsp;&nbsp;&nbsp;Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2058 | &nbsp;&nbsp;&nbsp;&nbsp; 4394 | &nbsp;&nbsp; 4018 |
|  |  |  |  |  | &nbsp;&nbsp; **52220** |
| **Virgin Islands (0.2%)** | **Virgin Islands (0.2%)** | **Virgin Islands (0.2%)** | **Virgin Islands (0.2%)** | **Virgin Islands (0.2%)** | **Virgin Islands (0.2%)** |
|  | &nbsp;&nbsp;&nbsp;Virgin Islands Transportation & Infrastructure Corp. Government Fund/Grant Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1105 |
|  | &nbsp;&nbsp;&nbsp;Virgin Islands Transportation & Infrastructure Corp. Government Fund/Grant Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2206 |
|  | &nbsp;&nbsp;&nbsp;Virgin Islands Transportation & Infrastructure Corp. Government Fund/Grant Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp; 1179 |
|  |  |  |  |  | &nbsp;&nbsp; **4490** |
| **Total Tax-Exempt Municipal Bonds (Cost $3,170,689)** | **Total Tax-Exempt Municipal Bonds (Cost $3,170,689)** | **Total Tax-Exempt Municipal Bonds (Cost $3,170,689)** | **Total Tax-Exempt Municipal Bonds (Cost $3,170,689)** | **Total Tax-Exempt Municipal Bonds (Cost $3,170,689)** | **3033406** |
| **Taxable Municipal Bonds (0.1%)** | **Taxable Municipal Bonds (0.1%)** | **Taxable Municipal Bonds (0.1%)** | **Taxable Municipal Bonds (0.1%)** | **Taxable Municipal Bonds (0.1%)** | **Taxable Municipal Bonds (0.1%)** |
| **Puerto Rico (0.1%)** | **Puerto Rico (0.1%)** | **Puerto Rico (0.1%)** | **Puerto Rico (0.1%)** | **Puerto Rico (0.1%)** | **Puerto Rico (0.1%)** |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Puerto Rico CVI | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 4449 | &nbsp;&nbsp; 2792 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Puerto Rico CVI | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 1872 | &nbsp;&nbsp; 1214 |
| **Total Taxable Municipal Bonds (Cost $3,955)** | **Total Taxable Municipal Bonds (Cost $3,955)** | **Total Taxable Municipal Bonds (Cost $3,955)** | **Total Taxable Municipal Bonds (Cost $3,955)** | **Total Taxable Municipal Bonds (Cost $3,955)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**4006** |
| **Total Investments (99.1%) (Cost $3,174,644)** | **Total Investments (99.1%) (Cost $3,174,644)** | **Total Investments (99.1%) (Cost $3,174,644)** | **Total Investments (99.1%) (Cost $3,174,644)** | **Total Investments (99.1%) (Cost $3,174,644)** | **3037412** |
| **Other Assets and Liabilities—Net (0.9%)** | **Other Assets and Liabilities—Net (0.9%)** | **Other Assets and Liabilities—Net (0.9%)** | **Other Assets and Liabilities—Net (0.9%)** | **Other Assets and Liabilities—Net (0.9%)** | &nbsp;&nbsp;&nbsp;&nbsp;**26799** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **3064211** |
| Cost is in $000. | Cost is in $000. | Cost is in $000. | Cost is in $000. | Cost is in $000. | Cost is in $000. |

---

---

| | |
|:---|:---|
| 1 | Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co. |
| 2 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Inc. |
| 3 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At August 31, 2025, the aggregate value was $114,354, representing 3.7% of net assets. |
| 4 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
| 5 | Scheduled principal and interest payments are guaranteed by Ambac Assurance Corp. |
| 6 | Scheduled principal and interest payments are guaranteed by bank letter of credit. |
| 7 | Variable-rate security; rate shown is effective rate at period end. Certain variable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
| 8 | Scheduled principal and interest payments are guaranteed by Federal Housing Authority. |
| 9 | Securities with a value of $1,203 have been segregated as initial margin for open futures contracts. |
|  | BAN—Bond Anticipation Note. |
|  | CVI—Contingent Value Instruments. |
|  | GO—General Obligation Bond. |
|  | Prere.—Prerefunded. |
|  | PUT—Put Option Obligation. |
|  | RAN—Revenue Anticipation Note. |
|  | SIFMA—Securities Industry and Financial Markets Association. |
|  | TOB—Tender Option Bond. |
|  | VRDO—Variable Rate Demand Obligation. |

---

------

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short)<br> Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts |  |  |  |  |
| 2-Year U.S. Treasury Note | December 2025 | 111 | 23148 | &nbsp;&nbsp;33 |
| 5-Year U.S. Treasury Note | December 2025 | 213 | 23317 | &nbsp;&nbsp;124 |
|  |  |  |  | &nbsp;&nbsp;157 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts (continued) | Futures Contracts (continued) | Futures Contracts (continued) | Futures Contracts (continued) | Futures Contracts (continued) |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short)<br> Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Short Futures Contracts |  |  |  |  |
| Ultra Long U.S. Treasury Bond | December 2025 | (200) | (23313) | &nbsp;&nbsp;62 |
|  |  |  |  | &nbsp;&nbsp;219 |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Over-the-Counter Swaps - Municipal Market Data Rate Locks | Over-the-Counter Swaps - Municipal Market Data Rate Locks | Over-the-Counter Swaps - Municipal Market Data Rate Locks | Over-the-Counter Swaps - Municipal Market Data Rate Locks | Over-the-Counter Swaps - Municipal Market Data Rate Locks | Over-the-Counter Swaps - Municipal Market Data Rate Locks | Over-the-Counter Swaps - Municipal Market Data Rate Locks |  |  |
| Termination<br> Date | &nbsp;&nbsp;&nbsp;Counterparty | &nbsp;&nbsp;&nbsp;Notional<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;Buy/Sell | &nbsp;&nbsp;&nbsp;Reference<br> Index | &nbsp;&nbsp;&nbsp;Strike<br> Rate | &nbsp;&nbsp;&nbsp;Value<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> (Depreciation)<br> ($000) |
| 4/16/2026 | &nbsp;&nbsp;&nbsp;RBC | &nbsp;&nbsp;&nbsp;6540 | &nbsp;&nbsp;&nbsp;Buy | &nbsp;&nbsp;&nbsp;5-Year MMD AAA General Obligation Scale | &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;261 | &nbsp;&nbsp;&nbsp;261 | &nbsp;&nbsp;&nbsp;— |
| 4/22/2026 | &nbsp;&nbsp;&nbsp;RBC | &nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;Buy | &nbsp;&nbsp;&nbsp;5-Year MMD AAA General Obligation Scale | &nbsp;&nbsp;&nbsp;3.460% | &nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;— |
| 4/22/2026 | &nbsp;&nbsp;&nbsp;MSCS | &nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;Buy | &nbsp;&nbsp;&nbsp;5-Year MMD AAA General Obligation Scale | &nbsp;&nbsp;&nbsp;3.460% | &nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;— |
| 4/23/2026 | &nbsp;&nbsp;&nbsp;JPMC | &nbsp;&nbsp;&nbsp;1330 | &nbsp;&nbsp;&nbsp;Buy | &nbsp;&nbsp;&nbsp;5-Year MMD AAA General Obligation Scale | &nbsp;&nbsp;&nbsp;3.380% | &nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;— |
| 4/30/2026 | &nbsp;&nbsp;&nbsp;RBC | &nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;Buy | &nbsp;&nbsp;&nbsp;10-Year MMD AAA General Obligation Scale | &nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;— |
| 5/19/2026 | &nbsp;&nbsp;&nbsp;RBC | &nbsp;&nbsp;&nbsp;372 | &nbsp;&nbsp;&nbsp;Buy | &nbsp;&nbsp;&nbsp;15-Year MMD AAA General Obligation Scale | &nbsp;&nbsp;&nbsp;4.060% | &nbsp;&nbsp;&nbsp;(6) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(6) |
| 5/19/2026 | &nbsp;&nbsp;&nbsp;MSCS | &nbsp;&nbsp;&nbsp;336 | &nbsp;&nbsp;&nbsp;Buy | &nbsp;&nbsp;&nbsp;15-Year MMD AAA General Obligation Scale | &nbsp;&nbsp;&nbsp;4.060% | &nbsp;&nbsp;&nbsp;(6) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(6) |
| 6/4/2026 | &nbsp;&nbsp;&nbsp;MSCS | &nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;Buy | &nbsp;&nbsp;&nbsp;10-Year MMD AAA General Obligation Scale | &nbsp;&nbsp;&nbsp;3.690% | &nbsp;&nbsp;&nbsp;77 | &nbsp;&nbsp;&nbsp;77 | &nbsp;&nbsp;&nbsp;— |
| 6/9/2026 | &nbsp;&nbsp;&nbsp;MSCS | &nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;Buy | &nbsp;&nbsp;&nbsp;10-Year MMD AAA General Obligation Scale | &nbsp;&nbsp;&nbsp;3.710% | &nbsp;&nbsp;&nbsp;86 | &nbsp;&nbsp;&nbsp;86 | &nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;577 | &nbsp;&nbsp;&nbsp;589 | &nbsp;&nbsp;&nbsp;(12) |

---

JPMC—JPMorgan Chase Bank, N.A. <br> MSCS—Morgan Stanley Capital Services LLC. <br> RBC—Royal Bank of Canada.

**A.** Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds and other temporary cash investments are valued using
the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Securities for
which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities' primary markets, are valued
by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees.

**B.** Futures Contracts: The fund uses futures contracts to invest in fixed income asset classes with greater efficiency and lower cost than is possible through direct investment, to add
value when these instruments are attractively priced, or to adjust sensitivity to changes in interest rates. The primary risks associated with the use of futures contracts are imperfect correlation between changes in
market values of bonds held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the
counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has
entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund's performance and requires daily settlement of variation margin representing
changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.

Futures contracts are valued at their quoted daily settlement prices. Fluctuations in the value of the contracts are recorded as an asset (liability).

**C.** MMD Rate Locks: The fund enters into Municipal Market Data (MMD) Rate Lock contracts to lock in a specified municipal interest rate for a portion of the fund to preserve a return on a particular investment or a
portion of the fund as a duration management technique or to protect against market interest rate risk for anticipated purchase of municipal bonds. Under the terms of the contracts, both parties agree to make payments
to each other on a notional amount, contingent upon whether the reference index rate is above or below a strike rate on the termination date of the contract. The fund may buy (long) an MMD Rate Lock and if the
referenced MMD AAA Index is below the strike rate on the termination date, the counterparty will make a payment to the fund. If the MMD AAA Index is above the strike rate on the termination date, the fund will make a
payment to the counterparty. The fund may also sell (short) an MMD Rate Lock. The contract terms of a short position will move in the opposite direction as a long position.

The primary risk associated with MMD Rate Locks is that municipal yields will move in the opposite direction than anticipated by a fund, which would cause the fund to make payments to its counterparty in the transaction that could adversely affect the fund's performance. A risk associated with all types of swaps is the possibility that a counterparty may default on its obligation to pay net amounts due to the fund. The fund's maximum amount subject to counterparty risk is the unrealized appreciation on the swap contract. The fund mitigates its counterparty risk by entering into swaps only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. In the event of a counterparty's default (including bankruptcy), the fund may terminate any swap contracts with that counterparty, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The swap contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged

------

is compared daily to the value of the swap contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.

MMD Rate Locks are valued daily based on market quotations received from independent pricing services or recognized dealers and the change in value is recorded as an asset (liability) and as unrealized appreciation (depreciation) until the contracts are terminated, at which time realized gain (loss) is recorded.

**D.** Various inputs may be used to determine the value of the fund's investments and derivatives. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used
to value securities are not necessarily an indication of the risk associated with investing in those securities.

#### Level 1 —Quoted prices in active markets for identical securities.

#### Level 2 —Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
**Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments). Any investments and derivatives valued with significant unobservable inputs are noted on the Schedule of Investments.**

The following table summarizes the market value of the fund's investments and derivatives as of August 31, 2025, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| Tax-Exempt Municipal Bonds |  | &nbsp;&nbsp;&nbsp;3033406 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3033406 |
| Taxable Municipal Bonds |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4006 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4006 |
| Total |  | &nbsp;&nbsp;&nbsp;3037412 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3037412 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | 219 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;219 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;589 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;589 |
| Total | 219 | &nbsp;&nbsp;&nbsp;589 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;808 |
| Liabilities |  |  |  |  |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(12) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(12) |

---

1 Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

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

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

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

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

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

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

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

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

**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:** $3068657849.44

**Total Liabilities:** $10023933.36

**Net Assets:** $3058633916.08

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3390.49117443 | **1-Year:** -75664.31788881 | **5-Year:** -297539.58488334 | **10-Year:** -1140577.09505837 | **30-Year:** -643744.15435844

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

- **3-Month:** -10.88536372 | **1-Year:** -326.35407902 | **5-Year:** -1273.54045076 | **10-Year:** -4408.05050014 | **30-Year:** -3608.06479710

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007887 | 0.72%                | -0.61%               | 1.14%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1575673.36             | $14121353.72                               |
| Month 2  | $-585423.94              | $-23920246.31                              |
| Month 3  | $-3026445.62             | $25116823.79                               |

### Schedule of Portfolio Investments

| Name                                                                        | Title                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Town of Ashland MA                                                          | ASHLAND TWN                | CUSIP: 044357WN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3180000 | PA      | $2344822.93   | 0.08%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57583U6K9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45000.00     | 0.00%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MA COMMONWEALTH - B        | CUSIP: 57604TJD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $517659.00    | 0.02%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL                     | CUSIP: 547647TM9<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   4855000 | PA      | $4294516.95   | 0.14%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57584XHC8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    175000 | PA      | $175045.08    | 0.01%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nashoba Regional School District/MA                                         | NASHOBA REGL SD            | CUSIP: 631192GQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2224630.00   | 0.07%             | 2047-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57585BJY5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1017993.30   | 0.03%             | 2043-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN-MERRIMACK       | CUSIP: 57583UL48<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  14015000 | PA      | $13680920.24  | 0.45%             | 2044-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA BAY TRANS AUTH-A-1      | CUSIP: 575579Q83<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2835000 | PA      | $2929203.65   | 0.10%             | 2048-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BDF2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1510000 | PA      | $1550141.84   | 0.05%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Tyngsborough MA                                                     | TYNGSBOROUGH TWN           | CUSIP: 902392LF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6310000 | PA      | $5335610.43   | 0.17%             | 2054-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMNWL-D      | CUSIP: 57582R4F0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5039932.00   | 0.16%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMWLTH-      | CUSIP: 57582RX43<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    910000 | PA      | $982137.43    | 0.03%             | 2037-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST-AG        | CUSIP: 57585BLD8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    305000 | PA      | $281639.84    | 0.01%             | 2039-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YG29<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    650000 | PA      | $700321.90    | 0.02%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-222-RE      | CUSIP: 57587GJD8<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1151149.80   | 0.04%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMNWLTH-F               | CUSIP: 57582TFA5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3280000 | PA      | $3414827.02   | 0.11%             | 2044-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Health & Educational Facilities Authority                     | MA HLTH & ED-A-REMK        | CUSIP: 57586EGS4<br>LEI: 549300MV50RWQFTX5223 | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3487785.70   | 0.11%             | 2030-11-01      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| Greater Fall River Vocational School District                               | GREATER FALL REGL SD       | CUSIP: 391712AV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3095888.70   | 0.10%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-I           | CUSIP: 57584XNL1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    890000 | PA      | $896960.16    | 0.03%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -237        | CUSIP: 57587GL86<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    625000 | PA      | $588368.31    | 0.02%             | 2049-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Town of Plymouth MA                                                         | PLYMOUTH TWN               | CUSIP: 729654WF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $865604.80    | 0.03%             | 2034-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XJT9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1171165.52   | 0.04%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-B-1         | CUSIP: 57585BGK8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4855000 | PA      | $5283711.07   | 0.17%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AUTH-D          | CUSIP: 57583U6R4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1167652.75   | 0.04%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -A-1        | CUSIP: 57587GNY7<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   4445000 | PA      | $3836675.97   | 0.13%             | 2057-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YF87<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    150000 | PA      | $162969.27    | 0.01%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YF38<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    470000 | PA      | $520184.58    | 0.02%             | 2036-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Transportation Trust Fund Metropolitan Highway System Revenue | MASSACHUSETTS ST DEPT      | CUSIP: 57563CES7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3280000 | PA      | $3473429.80   | 0.11%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | 12m10y_06/04/26_3.69%_MS   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         0 | NC      | $76947.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -A-1        | CUSIP: 57587GNX9<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1540000 | PA      | $1332584.95   | 0.04%             | 2052-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                     | MA WTR RES AUTH-C-REF      | CUSIP: 576051SG2<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |  13920000 | PA      | $14479845.70  | 0.47%             | 2032-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584FLX6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    840000 | PA      | $706831.52    | 0.02%             | 2039-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -A          | CUSIP: 57586N5K3<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $804778.70    | 0.03%             | 2049-12-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-T           | CUSIP: 57584XK26<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    110000 | PA      | $111866.33    | 0.00%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REV         | CUSIP: 57584YV63<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    735000 | PA      | $787939.11    | 0.03%             | 2031-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tri-County Regional Vocational Technical School District/MA                 | TRI-CO REGL VOTECH SD      | CUSIP: 895541DA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1732545.60   | 0.06%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-B-1         | CUSIP: 57587GKF1<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2050000 | PA      | $1412758.32   | 0.05%             | 2046-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                 | RESTRUCTURED-SER A1        | CUSIP: 74514L3K1<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   4105697 | PA      | $4013652.61   | 0.13%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BHC5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5745317.00   | 0.19%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS-D            | CUSIP: 57582RXC5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   6540000 | PA      | $6233415.92   | 0.20%             | 2035-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                           | QUINCY-A                   | CUSIP: 748508Z84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $344251.50    | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57583U6N3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   7745000 | PA      | $7745000.00   | 0.25%             | 2045-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-1         | CUSIP: 57585BEY0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   9535000 | PA      | $8456625.83   | 0.28%             | 2054-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584FLV0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    825000 | PA      | $730620.33    | 0.02%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YQC6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    685000 | PA      | $695499.68    | 0.02%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Andover MA                                                          | ANDOVER TWN                | CUSIP: 034286EL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1085000 | PA      | $876002.96    | 0.03%             | 2036-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584X3X7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1715183.60   | 0.06%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER -REF             | CUSIP: 981306YE7<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   1620000 | PA      | $1448828.37   | 0.05%             | 2033-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Waltham MA                                                          | WALTHAM                    | CUSIP: 933254W91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    745000 | PA      | $574646.36    | 0.02%             | 2038-10-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-C         | CUSIP: 57582RWT9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   4500000 | PA      | $4607936.10   | 0.15%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER                  | CUSIP: 981306ZL0<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   1940000 | PA      | $1194811.86   | 0.04%             | 2044-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of New Bedford MA                                                      | NEW BEDFORD                | CUSIP: 642170SG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    435000 | PA      | $372595.38    | 0.01%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA ST-B-REF                | CUSIP: 57582R3K0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3200000 | PA      | $3336285.12   | 0.11%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Milford MA                                                          | MILFORD                    | CUSIP: 599496YG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6200000 | PA      | $3681512.26   | 0.12%             | 2048-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN -J2          | CUSIP: 57584YJQ3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5375000 | PA      | $5569102.54   | 0.18%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                           | QUINCY-A                   | CUSIP: 7485082C1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $781080.37    | 0.03%             | 2036-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Watertown MA                                                        | WATERTOWN                  | CUSIP: 942044WW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $82769.64     | 0.00%             | 2042-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMNWL-D      | CUSIP: 57582R4D5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  13550000 | PA      | $13705268.10  | 0.45%             | 2051-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN                 | CUSIP: 57584YVP1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1225000 | PA      | $1029476.89   | 0.03%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA ST HSG-231-REF          | CUSIP: 57587GZP3<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    250000 | PA      | $263635.25    | 0.01%             | 2033-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-J         | CUSIP: 57582RMD5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15156.43     | 0.00%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-I           | CUSIP: 57584XNH0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    255000 | PA      | $257906.87    | 0.01%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YAA7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1630000 | PA      | $1691993.30   | 0.06%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMWLTH-B                | CUSIP: 57582RA63<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    990000 | PA      | $705048.70    | 0.02%             | 2043-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Tri-County Regional Vocational Technical School District/MA                 | TRI-CO REGL VOTECH SD      | CUSIP: 895541CS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5070000 | PA      | $4745978.84   | 0.16%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMNWL-H      | CUSIP: 57582TBQ4<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    305000 | PA      | $326457.60    | 0.01%             | 2040-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YG94<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2710000 | PA      | $2246871.30   | 0.07%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of West Springfield MA                                                 | W SPRINGFIELD TWN-REF      | CUSIP: 956109QE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    705000 | PA      | $455983.85    | 0.01%             | 2042-05-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMWLTH-      | CUSIP: 57582RX35<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    175000 | PA      | $190566.74    | 0.01%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts State College Building Authority                              | MA CLG BLDG AUTH-B         | CUSIP: 575832E22<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    675000 | PA      | $681050.84    | 0.02%             | 2034-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-T           | CUSIP: 57584XJ93<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    175000 | PA      | $178536.21    | 0.01%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Montague MA                                                         | MONTAGUE MA-REF            | CUSIP: 611815GU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $110004.64    | 0.00%             | 2038-02-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Commonwealth Aqueduct & Sewer Authority                         | PUERTO RICO AQUEDUCT       | CUSIP: 745160TS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $256507.25    | 0.01%             | 2037-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XU25<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    150000 | PA      | $153630.21    | 0.01%             | 2033-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Salisbury MA                                                        | SALISBURY-MUN PURP LN      | CUSIP: 795302HC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $387289.36    | 0.01%             | 2028-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Transportation Trust Fund Metropolitan Highway System Revenue | MA TRANSN-VAR-SR-A1        | CUSIP: 57563CBF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100000.00    | 0.00%             | 2037-01-01      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584X8V6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  22170000 | PA      | $20140323.20  | 0.66%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FING AGY-A          | CUSIP: 57584FKL3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    345000 | PA      | $325326.20    | 0.01%             | 2034-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584X3Y5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   7150000 | PA      | $5894493.61   | 0.19%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MASSACHUSETTS ST HSG       | CUSIP: 57587GGT6<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    125000 | PA      | $94017.99     | 0.00%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-218         | CUSIP: 57587A8B7<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    690000 | PA      | $551949.98    | 0.02%             | 2035-12-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMWLTH-      | CUSIP: 57582RY59<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   9085000 | PA      | $9150433.80   | 0.30%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY          | CUSIP: 57585BMF2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $556266.95    | 0.02%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                     | MASSACHUSETTS ST SCH       | CUSIP: 576000YT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1721081.00   | 0.06%             | 2038-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Municipal Wholesale Electric Co                               | MA MUNI WHOLESALE -A       | CUSIP: 575766AS9<br>LEI: 549300CFLHW0OYBX9C89 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $954691.10    | 0.03%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Central Berkshire Regional School District/MA                               | CENT BERKSHIRE             | CUSIP: 152645GR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1216760.44   | 0.04%             | 2038-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Waltham MA                                                          | WALTHAM                    | CUSIP: 9332543G7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1410000 | PA      | $1127299.94   | 0.04%             | 2042-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Municipal Wholesale Electric Co                               | MA MUNI WHOLESALE -A       | CUSIP: 575766AQ3<br>LEI: 549300CFLHW0OYBX9C89 | Long             | DBT              | MUN               | US        |    760000 | PA      | $751645.32    | 0.02%             | 2038-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-1         | CUSIP: 57585BEL8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2204420.40   | 0.07%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584YFG9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $504906.30    | 0.02%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                 | CVI-HTA 98 SR CLAIM        | CUSIP: 74514L4C8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   1871635 | PA      | $1214223.13   | 0.04%             | 2051-11-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Tri-County Regional Vocational Technical School District/MA                 | TRI-CO REGL VOTECH SD      | CUSIP: 895541CR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4860000 | PA      | $4607199.81   | 0.15%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Middleborough MA                                                    | MIDDLEBOROUGH TWN          | CUSIP: 596051XP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1450000 | PA      | $1051402.98   | 0.03%             | 2039-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Gloucester MA                                                       | GLOUCESTER                 | CUSIP: 379713MF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    855000 | PA      | $599893.48    | 0.02%             | 2040-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -C-1        | CUSIP: 57586N6Q9<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   7790000 | PA      | $5719391.51   | 0.19%             | 2054-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nashoba Regional School District/MA                                         | NASHOBA REGL SD            | CUSIP: 631192GP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2580000 | PA      | $2316637.21   | 0.08%             | 2046-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northeast Metropolitan Regional Vocational School District                  | NE MET REGL VOCATIONA      | CUSIP: 664262AT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1095000 | PA      | $1041588.75   | 0.03%             | 2040-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XL66<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    775000 | PA      | $791522.30    | 0.03%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pioneer Valley Transit Authority                                            | PIONEER VLY TRANSIT        | CUSIP: 724025CW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1008555.00   | 0.03%             | 2026-07-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-L           | CUSIP: 57584YLY3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    125000 | PA      | $126545.38    | 0.00%             | 2032-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virgin Islands Transportation & Infrastructure Corp                         | VIRGIN ISLANDS TRANSP      | CUSIP: 927686AN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1179502.28   | 0.04%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-B-1         | CUSIP: 57585BGG7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4506079.20   | 0.15%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Plymouth Regional Vocational Technical School District/MA           | BRISTOL-PLYMOUTH SD        | CUSIP: 110156CU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6145000 | PA      | $5245375.69   | 0.17%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER                  | CUSIP: 981306F99<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   3200000 | PA      | $1823266.56   | 0.06%             | 2049-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57585BKA5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1006190.90   | 0.03%             | 2045-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-B-1         | CUSIP: 57585BGJ1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   7500000 | PA      | $8235780.00   | 0.27%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GXK6<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1495457.40   | 0.05%             | 2048-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -A-1        | CUSIP: 57586VCK7<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2400000 | PA      | $2317757.28   | 0.08%             | 2067-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                           | QUINCY-A                   | CUSIP: 7485082D9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $770876.68    | 0.03%             | 2037-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57585BJQ2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1221335.88   | 0.04%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER-A                | CUSIP: 981306VY6<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   2155000 | PA      | $2117222.85   | 0.07%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REV         | CUSIP: 57584YV71<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2215000 | PA      | $2193886.84   | 0.07%             | 2034-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57584YT90<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2870000 | PA      | $2915370.40   | 0.10%             | 2031-01-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REV         | CUSIP: 57584YU98<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    185000 | PA      | $188130.83    | 0.01%             | 2026-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BLJ5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1140000 | PA      | $1182552.21   | 0.04%             | 2027-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of New Bedford MA                                                      | NEW BEDFORD                | CUSIP: 642170TN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3945000 | PA      | $3367454.37   | 0.11%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-K           | CUSIP: 57585BNB0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  13715000 | PA      | $13924814.81  | 0.46%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tri-County Regional Vocational Technical School District/MA                 | TRI-CO REGL VOTECH SD      | CUSIP: 895541CQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3740000 | PA      | $3556385.07   | 0.12%             | 2040-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-1         | CUSIP: 57585BEJ3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1065000 | PA      | $1175167.33   | 0.04%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Fall River MA                                                       | FALL RIVER                 | CUSIP: 306297X64<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $78309.06     | 0.00%             | 2039-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Boston Water & Sewer Commission                                             | BOSTON MA WTR & SWR-B      | CUSIP: 101029UP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2417963.10   | 0.08%             | 2041-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMN-C        | CUSIP: 57582TAE2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   7800000 | PA      | $8694099.18   | 0.28%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -A-1        | CUSIP: 57586VCF8<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $960197.80    | 0.03%             | 2049-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV VAR-BOSTON-U6E      | CUSIP: 57583RWD3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  23715000 | PA      | $23715000.00  | 0.78%             | 2042-10-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Braintree MA                                                        | BRAINTREE TWN-REF          | CUSIP: 1050255T3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1600000 | PA      | $1259618.40   | 0.04%             | 2034-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMWLTH-B                | CUSIP: 57582RA30<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3670000 | PA      | $3171013.22   | 0.10%             | 2034-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Assessment Revenue               | MA BAY TRANS AUTH-A-2      | CUSIP: 575577NZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10046269.00  | 0.33%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FINANCE AGENCY      | CUSIP: 57584YN62<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    950000 | PA      | $807401.11    | 0.03%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GXL4<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   5215000 | PA      | $5168503.06   | 0.17%             | 2053-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REV         | CUSIP: 57584YV55<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    435000 | PA      | $465682.94    | 0.02%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Middleborough MA                                                    | MIDDLEBOROUGH TWN          | CUSIP: 596051XV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5800000 | PA      | $3741005.22   | 0.12%             | 2045-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA ST BAY AUTH-SER B       | CUSIP: 575579Z34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $11134642.00  | 0.36%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BLM8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    665000 | PA      | $719477.33    | 0.02%             | 2030-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584FLS7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    315000 | PA      | $297036.97    | 0.01%             | 2034-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                              | UNIV OF MASS BLDG AUT      | CUSIP: 914440UG5<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |  11880000 | PA      | $11884030.88  | 0.39%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-H           | CUSIP: 57584X5L1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4175000 | PA      | $3738984.29   | 0.12%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS DEV-REF      | CUSIP: 57585BKJ6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $9392457.00   | 0.31%             | 2055-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YN39<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $2935035.60   | 0.10%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Burlington MA                                                       | BURLINGTON TWN-REF         | CUSIP: 121835M58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    655000 | PA      | $461192.77    | 0.02%             | 2044-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-E           | CUSIP: 57584XWK3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2120000 | PA      | $2144374.49   | 0.07%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-B           | CUSIP: 57585BKC1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  13060000 | PA      | $14173031.97  | 0.46%             | 2055-08-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER                  | CUSIP: 981306ZK2<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |    300000 | PA      | $190124.19    | 0.01%             | 2043-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REV         | CUSIP: 57584YV22<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    200000 | PA      | $206506.58    | 0.01%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EAST LONGMEADOW MA                                                          | E LONGMEADOW TWN           | CUSIP: 273533UX5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15000000 | PA      | $12681981.00  | 0.41%             | 2054-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GUK9<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    625000 | PA      | $606105.88    | 0.02%             | 2047-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FING AGY-A          | CUSIP: 57584FKK5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    320000 | PA      | $307302.37    | 0.01%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Natick MA                                                           | NATICK TWN                 | CUSIP: 632363P27<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $74798.11     | 0.00%             | 2038-08-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57585BPC6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  19425000 | PA      | $19870201.58  | 0.65%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Town of Burlington MA                                                       | BURLINGTON TWN-REF         | CUSIP: 121835M41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    635000 | PA      | $457162.92    | 0.01%             | 2043-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RD78<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1285000 | PA      | $925887.09    | 0.03%             | 2048-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Framingham MA                                                       | FRAMINGHAM                 | CUSIP: 351695BG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1235000 | PA      | $860042.89    | 0.03%             | 2040-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YYM5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    120000 | PA      | $84518.47     | 0.00%             | 2050-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Boston MA                                                           | BOSTON-A                   | CUSIP: 100853A34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2250000 | PA      | $1820395.80   | 0.06%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XJY8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1013139.80   | 0.03%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YTP4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1065000 | PA      | $1084125.48   | 0.04%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Health & Educational Facilities Authority                     | MA H/E VAR-MUSEUM-A1       | CUSIP: 57586CV69<br>LEI: 549300MV50RWQFTX5223 | Long             | DBT              | MUN               | US        |  12775000 | PA      | $12775000.00  | 0.42%             | 2037-12-01      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-B-1         | CUSIP: 57587GKG9<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $658947.60    | 0.02%             | 2051-12-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-E         | CUSIP: 57582RUM6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  27750000 | PA      | $28422820.95  | 0.93%             | 2043-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA ST BAY TRANS AUTH       | CUSIP: 575579N45<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3970000 | PA      | $3970000.00   | 0.13%             | 2052-07-01      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | 12m5y_04/22/26_3.46%_MS    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         0 | NC      | $14699.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RC61<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    230000 | PA      | $218450.09    | 0.01%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY -A-1        | CUSIP: 57584YWK1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2875000 | PA      | $3129520.59   | 0.10%             | 2050-07-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YG60<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    350000 | PA      | $366063.04    | 0.01%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YQK8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  21305000 | PA      | $17349720.36  | 0.57%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS DEV-AG       | CUSIP: 57585BLC0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  10370000 | PA      | $8458387.98   | 0.28%             | 2051-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER-A                | CUSIP: 981306WF6<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |    100000 | PA      | $74052.26     | 0.00%             | 2040-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| City of Waltham MA                                                          | WALTHAM                    | CUSIP: 9332543J1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1154553.60   | 0.04%             | 2044-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Gloucester MA                                                       | GLOUCESTER                 | CUSIP: 379713MJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    655000 | PA      | $425850.22    | 0.01%             | 2043-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REV         | CUSIP: 57584YV89<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    445000 | PA      | $403400.02    | 0.01%             | 2039-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Saugus MA                                                           | SAUGUS TWN                 | CUSIP: 804243E58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1368185.40   | 0.04%             | 2036-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Andover MA                                                          | ANDOVER TWN                | CUSIP: 034286EK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1085000 | PA      | $905452.14    | 0.03%             | 2035-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Tyngsborough MA                                                     | TYNGSBOROUGH TWN           | CUSIP: 902392KU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1815000 | PA      | $1417397.75   | 0.05%             | 2043-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Commonwealth Aqueduct & Sewer Authority                         | PUERTO RICO AQUEDUCT-      | CUSIP: 745160UC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3450000 | PA      | $3616633.62   | 0.12%             | 2033-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XJV4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    600000 | PA      | $609578.70    | 0.02%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts State College Building Authority                              | MA ST CLG BLDG AUTH-A      | CUSIP: 575832Y61<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1280000 | PA      | $847513.09    | 0.03%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-E           | CUSIP: 57584XWE7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $507177.50    | 0.02%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Weymouth MA                                                         | WEYMOUTH TWN               | CUSIP: 962201GP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2355000 | PA      | $1438243.25   | 0.05%             | 2045-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AG-220-REF      | CUSIP: 57587GEM3<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2055000 | PA      | $2041913.76   | 0.07%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGENCY-A        | CUSIP: 57585BBU1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1100000 | PA      | $959567.84    | 0.03%             | 2060-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-C         | CUSIP: 57582RWV4<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3530000 | PA      | $3587843.99   | 0.12%             | 2043-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BMC9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    960000 | PA      | $981831.94    | 0.03%             | 2050-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MASSACHUSETTS ST TRAN      | CUSIP: 57604THJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  30000000 | PA      | $30057564.00  | 0.98%             | 2049-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GXF7<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    560000 | PA      | $568911.67    | 0.02%             | 2035-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YX87<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  13650000 | PA      | $9926813.72   | 0.32%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                           | QUINCY                     | CUSIP: 748508WN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $1757613.60   | 0.06%             | 2046-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XU74<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    170000 | PA      | $169759.42    | 0.01%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -237        | CUSIP: 57587GL78<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    750000 | PA      | $700997.03    | 0.02%             | 2044-12-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY-REF      | CUSIP: 57584XCF6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2925000 | PA      | $2925401.31   | 0.10%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Lincoln MA                                                          | LINCOLN-SCH                | CUSIP: 533849PP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $909143.29    | 0.03%             | 2044-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-B-1         | CUSIP: 57586VDL4<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    350000 | PA      | $337570.31    | 0.01%             | 2039-12-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584X3E9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4985000 | PA      | $4629451.85   | 0.15%             | 2041-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | US 2YR NOTE (CBT) Dec25    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       111 | NC      | $32695.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| City of New Bedford MA                                                      | NEW BEDFORD                | CUSIP: 642170MZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $208938.50    | 0.01%             | 2037-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GVW2<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   4650000 | PA      | $4359841.40   | 0.14%             | 2058-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57585BJX7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1024930.80   | 0.03%             | 2042-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY          | CUSIP: 57585BML9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $533092.00    | 0.02%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMWLTH-E                | CUSIP: 57582TAQ5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  16240000 | PA      | $16450754.60  | 0.54%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA BAY TRN SR-SER B        | CUSIP: 575579UK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4500000 | PA      | $5082724.35   | 0.17%             | 2033-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Framingham MA                                                       | FRAMINGHAM                 | CUSIP: 351695BH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1245000 | PA      | $837004.79    | 0.03%             | 2041-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN -J2          | CUSIP: 57584YJM2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2505000 | PA      | $2630409.57   | 0.09%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Lawrence MA                                                         | LAWRENCE                   | CUSIP: 520229CM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2175000 | PA      | $1895505.32   | 0.06%             | 2052-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-2         | CUSIP: 57585BEZ7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  12735000 | PA      | $13981249.65  | 0.46%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REV         | CUSIP: 57584YV30<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    220000 | PA      | $230774.68    | 0.01%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASS DEV FIN AGY-K         | CUSIP: 57584XF63<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1006936.30   | 0.03%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MA COMMONWEALTH-A-REF      | CUSIP: 57604TKA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $512734.45    | 0.02%             | 2042-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY          | CUSIP: 57585BMX3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5775000 | PA      | $5707573.99   | 0.19%             | 2065-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA ST BAY AUTH-SER B       | CUSIP: 575579Z26<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3387291.90   | 0.11%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Springfield MA                                                      | SPRINGFIELD                | CUSIP: 850752VN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1155000 | PA      | $1086470.04   | 0.04%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Commonwealth Aqueduct & Sewer Authority                         | EXCHANGE-SER B             | CUSIP: 745160TF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $522044.10    | 0.02%             | 2033-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57585BJN9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1270000 | PA      | $1363693.62   | 0.04%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                     | MASSACHUSETTS ST WTR       | CUSIP: 576051UP9<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5070260.00   | 0.17%             | 2044-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Fall River MA                                                       | FALL RIVER MA              | CUSIP: 3062972U5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $65799.34     | 0.00%             | 2043-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584YT74<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1450000 | PA      | $1166984.36   | 0.04%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -A-1        | CUSIP: 57586VCG6<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2750000 | PA      | $2657394.85   | 0.09%             | 2054-12-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BLR7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    605000 | PA      | $655589.80    | 0.02%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Acton & Boxborough Regional School District/MA                              | ACTON & BOXBOURGH MA       | CUSIP: 005050HC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $99391.32     | 0.00%             | 2043-03-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BLS5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    635000 | PA      | $681335.70    | 0.02%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-B-3         | CUSIP: 57586VDU4<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2915000 | PA      | $2944496.59   | 0.10%             | 2028-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| City of Brockton MA                                                         | BROCKTON                   | CUSIP: 111746KZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5470000 | PA      | $4838518.59   | 0.16%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                           | QUINCY                     | CUSIP: 748508YH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $128568.35    | 0.00%             | 2037-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Stoneham MA                                                         | STONEHAM                   | CUSIP: 861827A37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3291860.80   | 0.11%             | 2036-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584YFC8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    305000 | PA      | $312381.43    | 0.01%             | 2033-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YTG4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    455000 | PA      | $471897.29    | 0.02%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV-B-ZERO CPN       | CUSIP: 57583RXR1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3090000 | PA      | $2405631.74   | 0.08%             | 2033-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| City of Springfield MA                                                      | SPRINGFIELD                | CUSIP: 850752TA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $166682.67    | 0.01%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AUTH-REF        | CUSIP: 57584YRR2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1575000 | PA      | $1627929.61   | 0.05%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RH41<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   7170000 | PA      | $6004204.61   | 0.20%             | 2040-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA BAY TRANS AUTH-A-1      | CUSIP: 575579R25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12915000 | PA      | $13265095.95  | 0.43%             | 2053-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -C-1        | CUSIP: 57586N6N6<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $770741.10    | 0.03%             | 2044-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YNB1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1729173.00   | 0.06%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                           | QUINCY-A                   | CUSIP: 748508Z76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $278386.62    | 0.01%             | 2031-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RC87<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1315000 | PA      | $1391323.65   | 0.05%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Andover MA                                                          | ANDOVER TWN                | CUSIP: 034286EJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1075000 | PA      | $925719.59    | 0.03%             | 2034-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Stoughton MA                                                        | STOUGHTON                  | CUSIP: 862318G55<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3635000 | PA      | $3223631.78   | 0.11%             | 2037-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY -I-REF      | CUSIP: 57584YP60<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    775000 | PA      | $827662.96    | 0.03%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMNWLTH-B-REF           | CUSIP: 57582R6Y7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2795000 | PA      | $2981293.74   | 0.10%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-1         | CUSIP: 57585BEM6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1640000 | PA      | $1782040.73   | 0.06%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YC72<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2045000 | PA      | $1700105.43   | 0.06%             | 2039-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REV         | CUSIP: 57584YV48<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    245000 | PA      | $260526.24    | 0.01%             | 2029-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | CWLTH OF MASSACHUSETT      | CUSIP: 57582RZ90<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3265000 | PA      | $3324634.90   | 0.11%             | 2046-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AUTH-REF        | CUSIP: 57584YRS0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1640000 | PA      | $1708235.64   | 0.06%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584YFH7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    405000 | PA      | $408020.13    | 0.01%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY -REF        | CUSIP: 57584Y2S7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1065000 | PA      | $1086719.18   | 0.04%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Lawrence MA                                                         | LAWRENCE                   | CUSIP: 520229AR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1755000 | PA      | $1404486.14   | 0.05%             | 2038-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bristol-Plymouth Regional Vocational Technical School District/MA           | BRISTOL-PLYMOUTH SD        | CUSIP: 110156CM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3905000 | PA      | $3494643.86   | 0.11%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YM89<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    370000 | PA      | $359236.55    | 0.01%             | 2031-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA ST HSG-231-REF          | CUSIP: 57587GZU2<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    620000 | PA      | $638162.84    | 0.02%             | 2035-12-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Massachusetts State College Building Authority                              | MA ST CLG BLDG AUTH        | CUSIP: 5758326R6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $254131.71    | 0.01%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                     | MASSACHUSETTS ST SCH       | CUSIP: 576000YZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3825000 | PA      | $2680685.46   | 0.09%             | 2050-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -237        | CUSIP: 57587GL60<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    880000 | PA      | $824143.14    | 0.03%             | 2039-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Spears/Lifers Trust                                           | TNDR OPT-FLTRS-8103        | CUSIP: 25155W7W3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  19080000 | PA      | $19080000.00  | 0.62%             | 2055-07-01      | Variable      | 3.55%                 | Yes           |                  2 | On Loan: No      |
| City of Leominster MA                                                       | LEOMINSTER                 | CUSIP: 526408S42<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $2729246.40   | 0.09%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMWLTH-B                | CUSIP: 57582RA48<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    400000 | PA      | $335893.76    | 0.01%             | 2035-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YE70<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    400000 | PA      | $442710.28    | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RK39<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5077032.00   | 0.17%             | 2045-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MA COMMONWEALTH-A-REF      | CUSIP: 57604TJU1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    680000 | PA      | $728066.68    | 0.02%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584X6Z9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    145000 | PA      | $119388.20    | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMWLTH-B                | CUSIP: 57582RN85<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   6005000 | PA      | $4286454.27   | 0.14%             | 2049-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nashoba Regional School District/MA                                         | NASHOBA REGL SD            | CUSIP: 631192GM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2895000 | PA      | $2655544.13   | 0.09%             | 2044-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MASSACHUSETTS ST HSG       | CUSIP: 57587GCD5<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    395000 | PA      | $279041.67    | 0.01%             | 2040-12-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YYL7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     65000 | PA      | $56684.14     | 0.00%             | 2045-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                         | MA ST CLEAN WTR TRUST      | CUSIP: 575829GF7<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   1635000 | PA      | $1333339.56   | 0.04%             | 2040-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YTU3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4955000 | PA      | $4596994.31   | 0.15%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Marlborough MA                                                      | MARLBOROUGH-REF            | CUSIP: 5708843Q7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1510000 | PA      | $1348344.38   | 0.04%             | 2033-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-D         | CUSIP: 57582RFP6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  13000000 | PA      | $12473415.50  | 0.41%             | 2035-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                      | RESTRUCTURED-SER A-2       | CUSIP: 74529JRH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4130000 | PA      | $3821365.10   | 0.12%             | 2040-07-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YX61<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     60000 | PA      | $54402.16     | 0.00%             | 2035-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584X8S3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3450000 | PA      | $3461717.93   | 0.11%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                         | MA CLEAN WTR TRST-26B      | CUSIP: 575829NQ5<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   3305000 | PA      | $3477475.06   | 0.11%             | 2043-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-1         | CUSIP: 57585BEP9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1650000 | PA      | $1743213.95   | 0.06%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                              | UNIV OF MASS BLDG AUT      | CUSIP: 914440UF7<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |    435000 | PA      | $385256.92    | 0.01%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Easton MA                                                           | EASTON MA                  | CUSIP: 277587D65<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    615000 | PA      | $435416.86    | 0.01%             | 2041-10-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YYJ2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1650000 | PA      | $1551185.79   | 0.05%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GXD2<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    550000 | PA      | $553680.49    | 0.02%             | 2034-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-218         | CUSIP: 57587A8C5<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    500000 | PA      | $360574.05    | 0.01%             | 2040-12-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YWG0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    970000 | PA      | $829093.92    | 0.03%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA BAY TRANS AUTH-A        | CUSIP: 575579U96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2470000 | PA      | $2613477.61   | 0.09%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57584XD24<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    700000 | PA      | $708173.83    | 0.02%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nashoba Regional School District/MA                                         | NASHOBA REGL SD            | CUSIP: 631192GX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4755000 | PA      | $4095674.55   | 0.13%             | 2054-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Town of Milford MA                                                          | MILFORD                    | CUSIP: 599496XS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2650000 | PA      | $2253977.64   | 0.07%             | 2034-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Middleborough MA                                                    | MIDDLEBOROUGH TWN          | CUSIP: 596051XZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5050000 | PA      | $3098423.97   | 0.10%             | 2049-10-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XJW2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1565000 | PA      | $1589277.69   | 0.05%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Plymouth Regional Vocational Technical School District/MA           | BRISTOL-PLYMOUTH SD        | CUSIP: 110156CH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4425000 | PA      | $4161426.20   | 0.14%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virgin Islands Transportation & Infrastructure Corp                         | VIRGIN ISLANDS TRANSP      | CUSIP: 927686AJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1104968.90   | 0.04%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                     | MASSACHUSETTS ST WTR       | CUSIP: 576051XM3<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |    220000 | PA      | $223798.92    | 0.01%             | 2044-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YTA7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2495000 | PA      | $2677932.15   | 0.09%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nashoba Regional School District/MA                                         | NASHOBA REGL SD            | CUSIP: 631192GJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2575000 | PA      | $2450659.17   | 0.08%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts State College Building Authority                              | MASSACHUSETTS CLG-A        | CUSIP: 5758324V9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    555000 | PA      | $513978.17    | 0.02%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA ST-A                    | CUSIP: 57582RM60<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1215000 | PA      | $1162082.62   | 0.04%             | 2035-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA BAY TRANS AUTH-B        | CUSIP: 575579W37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10363916.00  | 0.34%             | 2054-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Boston MA                                                           | BOSTON-A                   | CUSIP: 100853A42<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2205000 | PA      | $1723050.28   | 0.06%             | 2037-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MASSACHUSETTS ST HSG       | CUSIP: 57587GCF0<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    750000 | PA      | $465154.13    | 0.02%             | 2050-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-L           | CUSIP: 57584YMB2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    540000 | PA      | $538659.99    | 0.02%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Andover MA                                                          | ANDOVER TWN                | CUSIP: 034286KE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1375000 | PA      | $1086479.90   | 0.04%             | 2043-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YD22<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  12485000 | PA      | $9209230.65   | 0.30%             | 2045-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RD45<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2895000 | PA      | $2984426.26   | 0.10%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tri-County Regional Vocational Technical School District/MA                 | TRI-CO REGL VOTECH SD      | CUSIP: 895541CT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4600000 | PA      | $4237475.38   | 0.14%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS              | CUSIP: 57582RKA3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3495000 | PA      | $3548598.27   | 0.12%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMNWLTH-B-REF           | CUSIP: 57582R6V3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   6150000 | PA      | $6737361.90   | 0.22%             | 2037-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Middleton MA                                                        | MIDDLETON TWN              | CUSIP: 596731HA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3015000 | PA      | $2480886.12   | 0.08%             | 2035-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Easton MA                                                           | EASTON MA                  | CUSIP: 277587D57<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    810000 | PA      | $592445.50    | 0.02%             | 2040-10-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Town of Middleborough MA                                                    | MIDDLEBOROUGH TWN          | CUSIP: 596051XR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1450000 | PA      | $985922.43    | 0.03%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YWJ4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   7385000 | PA      | $7648252.36   | 0.25%             | 2050-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YYH6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2695000 | PA      | $2273376.95   | 0.07%             | 2038-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-B-1         | CUSIP: 57586VDS9<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1570000 | PA      | $1482548.80   | 0.05%             | 2067-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Northeast Metropolitan Regional Vocational School District                  | NE MET REGL VOCATIONA      | CUSIP: 664262AV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1185000 | PA      | $1109673.46   | 0.04%             | 2042-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMWLTH-      | CUSIP: 57582RY42<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   4665000 | PA      | $4798647.12   | 0.16%             | 2052-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER                  | CUSIP: 981306G23<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   3325000 | PA      | $1920675.28   | 0.06%             | 2050-02-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Municipal Wholesale Electric Co                               | MA MUNI WHOLESALE -A       | CUSIP: 575766AT7<br>LEI: 549300CFLHW0OYBX9C89 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $937839.70    | 0.03%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGENCY-A        | CUSIP: 57585BBS6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5265000 | PA      | $4899016.16   | 0.16%             | 2044-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YQJ1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2975000 | PA      | $2775726.17   | 0.09%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57584YGQ6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   6185000 | PA      | $6212167.61   | 0.20%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMN-C        | CUSIP: 57582TAG7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10872675.00  | 0.36%             | 2038-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New Bedford MA                                                      | NEW BEDFORD                | CUSIP: 642170NG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    885000 | PA      | $698315.80    | 0.02%             | 2044-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts State College Building Authority                              | MA CLG REF-SER B           | CUSIP: 575832KD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4725000 | PA      | $5397081.64   | 0.18%             | 2039-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-A         | CUSIP: 57582R5F9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    685000 | PA      | $780987.61    | 0.03%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY -I-REF      | CUSIP: 57584YP86<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1097724.30   | 0.04%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RH66<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   9200000 | PA      | $7496577.68   | 0.25%             | 2041-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY-N        | CUSIP: 57585BLF3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5320000 | PA      | $5394930.60   | 0.18%             | 2041-07-01      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA ST HSG FIN AGY          | CUSIP: 57587GMV4<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2710000 | PA      | $2825724.59   | 0.09%             | 2050-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of West Springfield MA                                                 | W SPRINGFIELD TWN-REF      | CUSIP: 956109QF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    705000 | PA      | $443188.03    | 0.01%             | 2043-05-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| City of Gardner MA                                                          | GARDNER                    | CUSIP: 365604TT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1230000 | PA      | $889128.62    | 0.03%             | 2039-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57584XHA2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1225000 | PA      | $1225566.56   | 0.04%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | 12m10y_06/09/26_3.71%_MS   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         0 | NC      | $86590.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Town of Longmeadow MA                                                       | LONGMEADOW TWN -REF        | CUSIP: 543077WA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1390000 | PA      | $1235197.51   | 0.04%             | 2033-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584Y4H9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    250000 | PA      | $245384.20    | 0.01%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER                  | CUSIP: 981306E33<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   4325000 | PA      | $4422842.75   | 0.14%             | 2035-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BFD5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4210000 | PA      | $3819817.62   | 0.12%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Upton MA                                                            | UPTON-REF                  | CUSIP: 916847GQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $93029.90     | 0.00%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Town of Ashland MA                                                          | ASHLAND MA                 | CUSIP: 044357VL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1930000 | PA      | $1132821.41   | 0.04%             | 2051-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Northeast Metropolitan Regional Vocational School District                  | NE MET REGL VOCATIONA      | CUSIP: 664262BF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1026308.40   | 0.03%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Middleton MA                                                        | MIDDLETON TWN              | CUSIP: 596731HD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1520000 | PA      | $1122431.54   | 0.04%             | 2038-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YQF9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     10000 | PA      | $9118.03      | 0.00%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASS DEV FIN AGY-K         | CUSIP: 57584XF48<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1222604.64   | 0.04%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-A         | CUSIP: 57582R5Q5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10169679.00  | 0.33%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Wakefield MA                                                        | WAKEFIELD TWN-REF          | CUSIP: 931065WH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  13240000 | PA      | $11198474.09  | 0.37%             | 2054-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57585BNR5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1600000 | PA      | $1794358.88   | 0.06%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-I           | CUSIP: 57584XNN7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  18055000 | PA      | $17420036.34  | 0.57%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA ST-A                    | CUSIP: 57582RN36<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $3546062.50   | 0.12%             | 2040-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XQ61<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    725000 | PA      | $727456.74    | 0.02%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57584Y6D6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    300000 | PA      | $300533.25    | 0.01%             | 2036-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Town of West Springfield MA                                                 | W SPRINGFIELD TWN-REF      | CUSIP: 956109QB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    835000 | PA      | $590034.96    | 0.02%             | 2039-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YTD1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1130000 | PA      | $1191842.19   | 0.04%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Waltham MA                                                          | WALTHAM                    | CUSIP: 933254Q31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $103012.25    | 0.00%             | 2041-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Braintree MA                                                        | BRAINTREE TWN-REF          | CUSIP: 1050255S5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1600000 | PA      | $1303677.76   | 0.04%             | 2033-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XVS7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5480000 | PA      | $5435459.66   | 0.18%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA BAY TRANS-A-REF         | CUSIP: 575579ZP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2680312.50   | 0.09%             | 2029-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Town of Andover MA                                                          | ANDOVER TWN                | CUSIP: 034286EQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1115000 | PA      | $785983.79    | 0.03%             | 2040-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV WGBH EDL-SER A      | CUSIP: 57583FZE4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5553899.00   | 0.18%             | 2042-01-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL                     | CUSIP: 547647RQ2<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   1040000 | PA      | $694885.15    | 0.02%             | 2042-09-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA ST-A                    | CUSIP: 57582R2S4<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2445000 | PA      | $2720518.98   | 0.09%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | 12m5y_04/22/26_3.46%_RBC   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         0 | NC      | $19599.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-D-REF       | CUSIP: 57584Y7V5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1970000 | PA      | $2041894.17   | 0.07%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YTV1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1795785.60   | 0.06%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-A         | CUSIP: 57582R5P7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   5550000 | PA      | $5803505.69   | 0.19%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-DEXTER      | CUSIP: 57584XDS7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1695000 | PA      | $1695817.16   | 0.06%             | 2032-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YTF6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1042508.00   | 0.03%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY -A          | CUSIP: 57583XCP5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1472616 | PA      | $1002384.85   | 0.03%             | 2042-01-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN -J2          | CUSIP: 57584YJU4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   7180000 | PA      | $7201633.34   | 0.24%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA ST HSG-231-REF          | CUSIP: 57587GZV0<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2600000 | PA      | $2642258.06   | 0.09%             | 2038-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Town of Hingham MA                                                          | HINGHAM TWN-WTR BONDS      | CUSIP: 433344VY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $2843206.00   | 0.09%             | 2040-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL                     | CUSIP: 547647VQ7<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   1365000 | PA      | $1265179.32   | 0.04%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Hudson MA                                                           | HUDSON TWN-BANS            | CUSIP: 443852WZ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1012223.20   | 0.03%             | 2026-06-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN-199             | CUSIP: 57587AF94<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1920000 | PA      | $1930011.07   | 0.06%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-E           | CUSIP: 57584XWG2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2027806.00   | 0.07%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Andover MA                                                          | ANDOVER TWN                | CUSIP: 034286EP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1110000 | PA      | $805300.56    | 0.03%             | 2039-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Plymouth Regional Vocational Technical School District/MA           | BRISTOL-PLYMOUTH SD        | CUSIP: 110156CP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5570000 | PA      | $4897212.51   | 0.16%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Health & Educational Facilities Authority                     | MA H/E VAR-J2-BAYSTAT      | CUSIP: 57586EKB6<br>LEI: 549300MV50RWQFTX5223 | Long             | DBT              | MUN               | US        |   4445000 | PA      | $4445000.00   | 0.15%             | 2044-07-01      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER                  | CUSIP: 981306F81<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   3140000 | PA      | $1822635.92   | 0.06%             | 2048-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Somerville MA                                                       | SOMERVILLE                 | CUSIP: 8352405B4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2670000 | PA      | $1963876.31   | 0.06%             | 2039-10-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MASSACHUSETTS ST HSG       | CUSIP: 57587A4T2<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $1778667.75   | 0.06%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Central Berkshire Regional School District/MA                               | CENT BERKSHIRE             | CUSIP: 152645GK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1125000 | PA      | $1115831.48   | 0.04%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XU41<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1016517.30   | 0.03%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57584XPZ8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5245000 | PA      | $4040606.91   | 0.13%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New Bedford MA                                                      | NEW BEDFORD                | CUSIP: 642170TH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4820000 | PA      | $4237803.29   | 0.14%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Andover MA                                                          | ANDOVER TWN                | CUSIP: 034286KD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1129352.70   | 0.04%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GUL7<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1240000 | PA      | $1213582.67   | 0.04%             | 2052-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Town of Stoneham MA                                                         | STONEHAM                   | CUSIP: 861827C35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1960000 | PA      | $1216609.24   | 0.04%             | 2052-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57584YU31<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    485000 | PA      | $437024.09    | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| City of Attleboro MA                                                        | ATTLEBORO                  | CUSIP: 0498435J0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3335000 | PA      | $2161411.50   | 0.07%             | 2050-10-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA BAY TRANS AUTH-A-1      | CUSIP: 575579Q59<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4805000 | PA      | $4996881.91   | 0.16%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMNWLTH-I               | CUSIP: 57582TCD2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3220000 | PA      | $3262932.90   | 0.11%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-B         | CUSIP: 57582R8A7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2529734.25   | 0.08%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YTJ8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    275000 | PA      | $281298.00    | 0.01%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN -J2          | CUSIP: 57584YJR1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4415000 | PA      | $4550021.74   | 0.15%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | 12m15y_05/19/26_4.06%_RBC  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         0 | NC      | $-6303.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-B-1         | CUSIP: 57585BGF9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   7000000 | PA      | $7972002.50   | 0.26%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YK32<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   7180000 | PA      | $6430157.42   | 0.21%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Littleton MA                                                        | LITTLETON TWN              | CUSIP: 537802VH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $184387.29    | 0.01%             | 2038-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                         | MA ST CLEAN WTR TRUST      | CUSIP: 575829GE0<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |    240000 | PA      | $200740.61    | 0.01%             | 2039-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57585BFZ6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2910000 | PA      | $3252374.01   | 0.11%             | 2034-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YE88<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    955000 | PA      | $1056970.79   | 0.03%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Lynn MA                                                             | LYNN                       | CUSIP: 551563FQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2230000 | PA      | $1931821.79   | 0.06%             | 2050-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | CWLTH OF MASSACHUSETT      | CUSIP: 57582R2F2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3021744.30   | 0.10%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-225         | CUSIP: 57587GSE6<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   3340000 | PA      | $3427317.29   | 0.11%             | 2037-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MASSACHUSETTS ST HSG       | CUSIP: 57587GQV0<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2300000 | PA      | $2305233.88   | 0.08%             | 2042-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XT68<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4725000 | PA      | $4902599.52   | 0.16%             | 2029-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YG37<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    300000 | PA      | $320993.82    | 0.01%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57585BNV6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2685000 | PA      | $2863638.15   | 0.09%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MASSACHUSETTS ST BAY       | CUSIP: 575579L70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1640000 | PA      | $1419136.44   | 0.05%             | 2051-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN -J2          | CUSIP: 57584YJL4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    770000 | PA      | $812393.35    | 0.03%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-222-RE      | CUSIP: 57587GJG1<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |  10325000 | PA      | $10236705.76  | 0.33%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-C         | CUSIP: 57582RWR3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    610000 | PA      | $631047.81    | 0.02%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Gloucester MA                                                       | GLOUCESTER                 | CUSIP: 379713QH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    815000 | PA      | $726881.22    | 0.02%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584YFK0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1115000 | PA      | $1036946.66   | 0.03%             | 2048-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY          | CUSIP: 57585BMU9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1570000 | PA      | $1628199.90   | 0.05%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-A         | CUSIP: 57582R6F8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2430000 | PA      | $2589484.06   | 0.08%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XM73<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3200000 | PA      | $3203952.96   | 0.10%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY-A-2      | CUSIP: 57585BGU6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  33145000 | PA      | $37723209.47  | 1.23%             | 2055-05-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BDL9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    250000 | PA      | $267369.38    | 0.01%             | 2032-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MASSACHUSETTS ST BAY       | CUSIP: 575579H34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2480000 | PA      | $2703603.99   | 0.09%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-L           | CUSIP: 57584YLX5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1185000 | PA      | $1205238.73   | 0.04%             | 2031-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BLT3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    580000 | PA      | $613139.00    | 0.02%             | 2036-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XVP3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    905000 | PA      | $910045.10    | 0.03%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-A         | CUSIP: 57582R6A9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    595000 | PA      | $671017.62    | 0.02%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-AG          | CUSIP: 57585BLE6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2985000 | PA      | $2756376.76   | 0.09%             | 2039-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nauset Regional School District/MA                                          | NAUSET REGL SD             | CUSIP: 639086JG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2178127.75   | 0.07%             | 2048-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | 12m15y_05/19/26_4.06%_MS   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         0 | NC      | $-5693.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MASSACHUSETTS ST HSG       | CUSIP: 57587A4P0<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    940000 | PA      | $830428.62    | 0.03%             | 2032-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL                     | CUSIP: 547647VV6<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   5295000 | PA      | $4649149.26   | 0.15%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57584YBZ1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    145000 | PA      | $147610.39    | 0.00%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Norwood MA                                                          | NORWOOD TWN                | CUSIP: 669555E34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    595000 | PA      | $459082.42    | 0.02%             | 2042-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northeast Metropolitan Regional Vocational School District                  | NE MET REGL VOCATIONA      | CUSIP: 664262AU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1140000 | PA      | $1081051.97   | 0.04%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AUTH-REF        | CUSIP: 57584YRX9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    725000 | PA      | $734470.02    | 0.02%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GXE0<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    545000 | PA      | $546243.47    | 0.02%             | 2034-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Town of Orange MA                                                           | ORANGE TWN                 | CUSIP: 685066EQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2795000 | PA      | $1918060.64   | 0.06%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YN21<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4955000 | PA      | $3802792.54   | 0.12%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BHB7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4569378.40   | 0.15%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS-A            | CUSIP: 57582RQY5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4186384.80   | 0.14%             | 2033-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Burlington MA                                                       | BURLINGTON TWN-REF         | CUSIP: 121835M25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $455902.98    | 0.01%             | 2041-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| City of Woburn MA                                                           | WOBURN -REF                | CUSIP: 977521X65<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $202981.68    | 0.01%             | 2036-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YWA3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    460000 | PA      | $461545.46    | 0.02%             | 2025-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RD37<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    200000 | PA      | $207376.10    | 0.01%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MASS CMNWLTH-A             | CUSIP: 57604TKE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  20000000 | PA      | $20165842.00  | 0.66%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                     | MASSACHUSETTS ST WTR       | CUSIP: 576051XE1<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2125969.80   | 0.07%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Lexington MA                                                        | LEXINGTON-MUNI PURP        | CUSIP: 529284W49<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1410000 | PA      | $1294924.12   | 0.04%             | 2038-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Town of Arlington MA                                                        | ARLINGTON TWN              | CUSIP: 041609P69<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2800000 | PA      | $1895357.52   | 0.06%             | 2041-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                      | PR SALES TAX FING-A1       | CUSIP: 74529JQF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    885000 | PA      | $646659.15    | 0.02%             | 2033-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57585BJL3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1234130.67   | 0.04%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57584XHD6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2660000 | PA      | $2582616.34   | 0.08%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV-P-AG                | CUSIP: 57584YVT3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   6075000 | PA      | $6600080.48   | 0.22%             | 2059-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YAC3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1055000 | PA      | $1089851.50   | 0.04%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MASSACHUSETTS ST HSG       | CUSIP: 57587GQU2<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    625000 | PA      | $637372.94    | 0.02%             | 2037-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BLU0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    610000 | PA      | $639033.99    | 0.02%             | 2037-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Town of Canton MA                                                           | CANTON TWN                 | CUSIP: 138267R35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $120715.64    | 0.00%             | 2038-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMWLTH -C               | CUSIP: 57582RA97<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   6255000 | PA      | $4467598.10   | 0.15%             | 2049-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Lawrence MA                                                         | LAWRENCE                   | CUSIP: 520229BC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3790000 | PA      | $2652221.53   | 0.09%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YWF2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    290000 | PA      | $299589.49    | 0.01%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS-C-REF        | CUSIP: 57582R4X1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  16000000 | PA      | $16988400.00  | 0.56%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-242         | CUSIP: 57587GV36<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    550000 | PA      | $535725.91    | 0.02%             | 2040-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YAB5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3102609.30   | 0.10%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XU58<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    630000 | PA      | $638262.39    | 0.02%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YF53<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2150000 | PA      | $2379567.76   | 0.08%             | 2046-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                              | UNIV OF MASSACHUSETTS      | CUSIP: 914437TZ1<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1027471.20   | 0.03%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MASSACHUSETTS ST HSG       | CUSIP: 57587GBC8<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1097405.75   | 0.04%             | 2050-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-B-3         | CUSIP: 57586VDW0<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   5325000 | PA      | $5406284.00   | 0.18%             | 2029-12-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                           | QUINCY-A                   | CUSIP: 7485082E7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1087110.90   | 0.04%             | 2038-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-1         | CUSIP: 57585BER5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2064475.20   | 0.07%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Lexington MA                                                        | LEXINGTON-MUNI PURP        | CUSIP: 529284X71<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $360976.86    | 0.01%             | 2049-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Town of Milford MA                                                          | MILFORD                    | CUSIP: 599496XT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2750000 | PA      | $2264937.95   | 0.07%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Fall River MA                                                       | FALL RIVER                 | CUSIP: 306297X31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2265000 | PA      | $2050895.21   | 0.07%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nashoba Regional School District/MA                                         | NASHOBA REGL SD            | CUSIP: 631192GL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2780000 | PA      | $2581295.89   | 0.08%             | 2043-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Plymouth Regional Vocational Technical School District/MA           | BRISTOL-PLYMOUTH SD        | CUSIP: 110156CS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6120000 | PA      | $5273722.73   | 0.17%             | 2051-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-D         | CUSIP: 57582RPH3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    125000 | PA      | $113005.00    | 0.00%             | 2039-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nauset Regional School District/MA                                          | NAUSET REGL SD             | CUSIP: 639086JC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $684546.23    | 0.02%             | 2044-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Rockland MA                                                         | ROCKLAND                   | CUSIP: 773641WJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1840000 | PA      | $1048349.75   | 0.03%             | 2050-08-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL MA -REF             | CUSIP: 547647PG6<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   1545000 | PA      | $1236285.36   | 0.04%             | 2041-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MASSACHUSETTS -A           | CUSIP: 57604THF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3930000 | PA      | $4003160.09   | 0.13%             | 2043-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY          | CUSIP: 57585BMJ4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $545552.75    | 0.02%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MA COMMONWEALTH-A-REF      | CUSIP: 57604TJY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3103431.60   | 0.10%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RJL1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   9200000 | PA      | $7550924.84   | 0.25%             | 2041-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Health & Educational Facilities Authority                     | MA H/E-ADJ-K-REMK          | CUSIP: 57586EQ87<br>LEI: 549300MV50RWQFTX5223 | Long             | DBT              | MUN               | US        |  13960000 | PA      | $13960000.00  | 0.46%             | 2039-07-01      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMWLTH-      | CUSIP: 57582RY34<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3623630.50   | 0.12%             | 2047-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MA COMMONWEALTH - B        | CUSIP: 57604TJH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6125000 | PA      | $6232208.94   | 0.20%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL                     | CUSIP: 547647RR0<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |    895000 | PA      | $581431.83    | 0.02%             | 2043-09-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| City of Brockton MA                                                         | BROCKTON MA-BANS           | CUSIP: 111746LE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6300000 | PA      | $6306418.44   | 0.21%             | 2025-10-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AUTH-REF        | CUSIP: 57584YRV3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    265000 | PA      | $271212.77    | 0.01%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN-F--REF       | CUSIP: 57584XFV8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3155000 | PA      | $3157722.77   | 0.10%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-A         | CUSIP: 57582RMS2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   7000000 | PA      | $7173035.10   | 0.23%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Marblehead MA                                                       | MARBLEHEAD TWN             | CUSIP: 566081YW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $420294.90    | 0.01%             | 2039-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YG78<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    100000 | PA      | $103680.47    | 0.00%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-E           | CUSIP: 57584XWF4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3960000 | PA      | $4007346.55   | 0.13%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AUTH-U-2        | CUSIP: 57584Y8K8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1850000 | PA      | $1850000.00   | 0.06%             | 2048-03-01      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Town of West Springfield MA                                                 | W SPRINGFIELD TWN-REF      | CUSIP: 956109QA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    840000 | PA      | $614786.76    | 0.02%             | 2038-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Collegiate Charter School of Lowell                                         | LOWELL COLLEGIATE          | CUSIP: 547649AD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5490000 | PA      | $4879928.14   | 0.16%             | 2054-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Gardner MA                                                          | GARDNER                    | CUSIP: 365604VH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2930000 | PA      | $2599962.75   | 0.09%             | 2048-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57585BPD4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  13775000 | PA      | $14251533.73  | 0.47%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL-REF                 | CUSIP: 547647UF2<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   2155000 | PA      | $2058281.45   | 0.07%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Port Authority                                                | MASSACHUSETTS ST PORT      | CUSIP: 575896UJ2<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |  10690000 | PA      | $10711028.30  | 0.35%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA ST-A                    | CUSIP: 57582RM78<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1220000 | PA      | $1142146.80   | 0.04%             | 2036-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-1         | CUSIP: 57585BEK0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1105413.70   | 0.04%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YF46<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    735000 | PA      | $813480.14    | 0.03%             | 2037-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY -REF        | CUSIP: 57584Y2Q1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    575000 | PA      | $576626.04    | 0.02%             | 2026-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584X8Q7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1880000 | PA      | $1952896.62   | 0.06%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FINANCE AGENCY      | CUSIP: 57584YN70<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3920000 | PA      | $3076019.30   | 0.10%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YNC9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   8750000 | PA      | $7318413.38   | 0.24%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584YEX3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    255000 | PA      | $265560.80    | 0.01%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                           | QUINCY-A                   | CUSIP: 7485082B3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $461853.76    | 0.02%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YAD1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2470000 | PA      | $2546432.67   | 0.08%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Brookline MA                                                        | BROOKLINE TWN -REF         | CUSIP: 1137457S6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6645000 | PA      | $4752191.02   | 0.16%             | 2040-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                 | RESTRUCTURED-SER A1        | CUSIP: 74514L3H8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   2665026 | PA      | $2839001.56   | 0.09%             | 2029-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FING AGY-A          | CUSIP: 57584FKJ8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $488168.40    | 0.02%             | 2032-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57584YBU2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10295.42     | 0.00%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Somerville MA                                                       | SOMERVILLE                 | CUSIP: 8352405C2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4875000 | PA      | $3488059.09   | 0.11%             | 2040-10-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Collegiate Charter School of Lowell                                         | LOWELL COLLEGIATE          | CUSIP: 547649AC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3250000 | PA      | $2949383.45   | 0.10%             | 2049-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BLN6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    695000 | PA      | $754340.56    | 0.02%             | 2031-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Transportation Trust Fund Metropolitan Highway System Revenue | MASSACHUSETTS TRANS        | CUSIP: 57563CDS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1580000 | PA      | $1690194.41   | 0.06%             | 2032-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-1         | CUSIP: 57585BEQ7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1350000 | PA      | $1408971.24   | 0.05%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57585BFT0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2510000 | PA      | $2784299.83   | 0.09%             | 2031-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Town of Needham MA                                                          | NEEDHAM-REF                | CUSIP: 6398466C3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1650000 | PA      | $1162289.87   | 0.04%             | 2040-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XVQ1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    275000 | PA      | $276196.88    | 0.01%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57583U6M5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2320000 | PA      | $2320000.00   | 0.08%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                              | UNIV OF MA BLDG AUTH       | CUSIP: 914440QF2<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30096.84     | 0.00%             | 2031-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER                  | CUSIP: 981306R54<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |    790000 | PA      | $699422.31    | 0.02%             | 2047-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MA COMMONWEALTH-A-REF      | CUSIP: 57604TJX5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  11235000 | PA      | $11736097.85  | 0.38%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tri-County Regional Vocational Technical School District/MA                 | TRI-CO REGL VOTECH SD      | CUSIP: 895541CX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1915000 | PA      | $1693649.94   | 0.06%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | JPM-PUTTERS-XM1158         | CUSIP: 88035H3N4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1400000.00   | 0.05%             | 2028-11-01      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Municipal Wholesale Electric Co                               | MA MUNI WHOLESALE -A       | CUSIP: 575766AV2<br>LEI: 549300CFLHW0OYBX9C89 | Long             | DBT              | MUN               | US        |    345000 | PA      | $295834.71    | 0.01%             | 2051-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584YFF1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    825000 | PA      | $835819.79    | 0.03%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MASSACHUSETTS ST HSG       | CUSIP: 57587A3R7<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2280000 | PA      | $2311702.94   | 0.08%             | 2050-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Salem MA                                                            | SALEM MA                   | CUSIP: 794199S67<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    605000 | PA      | $545717.56    | 0.02%             | 2036-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Lynnfield MA                                                        | LYNNFIELD TWN              | CUSIP: 551664PL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1245000 | PA      | $1117972.28   | 0.04%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Greater Fall River Vocational School District                               | GREATER FALL REGL SD       | CUSIP: 391712AX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3935000 | PA      | $4020435.93   | 0.13%             | 2045-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMWLTH -C               | CUSIP: 57582RB21<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   9010000 | PA      | $6070704.64   | 0.20%             | 2050-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| City of Springfield MA                                                      | SPRINGFIELD                | CUSIP: 850752TU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1290000 | PA      | $1109241.98   | 0.04%             | 2034-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-222-RE      | CUSIP: 57587GJE6<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   6000000 | PA      | $4224477.00   | 0.14%             | 2041-12-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BLP1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    705000 | PA      | $766595.29    | 0.03%             | 2032-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Town of Andover MA                                                          | ANDOVER TWN                | CUSIP: 034286EM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1090000 | PA      | $850304.42    | 0.03%             | 2037-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV-FF               | CUSIP: 57584Y5N5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4375000 | PA      | $4454051.44   | 0.15%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YZH5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    535000 | PA      | $592529.09    | 0.02%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New Bedford MA                                                      | NEW BEDFORD                | CUSIP: 642170RW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1565000 | PA      | $1470260.38   | 0.05%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AUTH-U-1        | CUSIP: 57584Y8H5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   8545000 | PA      | $8545000.00   | 0.28%             | 2048-03-01      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -A-1        | CUSIP: 57586VCJ0<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |  11320000 | PA      | $11125216.76  | 0.36%             | 2064-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-D         | CUSIP: 57582RPE0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10199.82     | 0.00%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57585BNN4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2030000 | PA      | $2259233.08   | 0.07%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YXC8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3990000 | PA      | $3674622.82   | 0.12%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Bedford MA                                                          | BEDFORD TWN                | CUSIP: 0762212M1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1210889.04   | 0.04%             | 2030-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-I           | CUSIP: 57584XNF4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2390000 | PA      | $2421520.52   | 0.08%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YWB1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    485000 | PA      | $494088.71    | 0.02%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                      | PR SALES TAX FING-A1       | CUSIP: 74529JQG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3915000 | PA      | $1229866.32   | 0.04%             | 2046-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Minuteman Regional Vocational Technical School District                     | MINUTEMAN REGL SCH DT      | CUSIP: 604543EN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $13629.44     | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dennis-Yarmouth Regional School District                                    | DENNIS-YARMOUTH REGL       | CUSIP: 248613HZ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1105000 | PA      | $714118.85    | 0.02%             | 2043-10-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-DEXTER      | CUSIP: 57584XDR9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $500278.65    | 0.02%             | 2031-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57584XD57<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5775000 | PA      | $5391965.04   | 0.18%             | 2047-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY-M        | CUSIP: 57584Y7J2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  12770000 | PA      | $14226928.02  | 0.47%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA ST HSG-231-REF          | CUSIP: 57587GZW8<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2527277.00   | 0.08%             | 2043-12-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| City of Framingham MA                                                       | FRAMINGHAM                 | CUSIP: 351695BB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    900000 | PA      | $831295.44    | 0.03%             | 2035-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RK47<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   8595000 | PA      | $8655435.74   | 0.28%             | 2050-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Middleton MA                                                        | MIDDLETON TWN              | CUSIP: 596731HH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2635000 | PA      | $1753261.81   | 0.06%             | 2042-12-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMWLTH-B                | CUSIP: 57582RN77<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2685000 | PA      | $1938081.06   | 0.06%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL-REF                 | CUSIP: 547647UP0<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |    705000 | PA      | $640468.74    | 0.02%             | 2048-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XL82<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2120000 | PA      | $2161810.00   | 0.07%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584YHH5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2322446.00   | 0.08%             | 2043-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Burlington MA                                                       | BURLINGTON TWN-REF         | CUSIP: 121835N32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2565000 | PA      | $1695391.13   | 0.06%             | 2050-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bristol-Plymouth Regional Vocational Technical School District/MA           | BRISTOL-PLYMOUTH SD        | CUSIP: 110156CK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4400000 | PA      | $4043826.16   | 0.13%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BFC7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5722381.00   | 0.19%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-234         | CUSIP: 57587GE92<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   7885000 | PA      | $7560302.01   | 0.25%             | 2054-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMNWL-D      | CUSIP: 57582R4C7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5065124.50   | 0.17%             | 2050-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-C           | CUSIP: 57563UAA0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2091922.75   | 0.07%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RD52<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   6155000 | PA      | $6244334.90   | 0.20%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57585BKD9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  23795000 | PA      | $27095437.89  | 0.89%             | 2055-11-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MASSACHUSETTS ST BAY       | CUSIP: 575579L96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1020141.20   | 0.03%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57585BPA0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1550000 | PA      | $1534814.96   | 0.05%             | 2050-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Dedham MA                                                           | DEDHAM TWN                 | CUSIP: 2436673H3<br>LEI: 549300T2RPE961NCRY75 | Long             | DBT              | MUN               | US        |    880000 | PA      | $805358.66    | 0.03%             | 2036-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YM63<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    340000 | PA      | $336633.56    | 0.01%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Somerville MA                                                       | SOMERVILLE                 | CUSIP: 8352405D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4980000 | PA      | $3443282.06   | 0.11%             | 2041-10-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Guam Power Authority                                                        | GUAM PWR AUTH-A-REF        | CUSIP: 400653KK6<br>LEI: 549300IPOV320QCKW060 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60045.05     | 0.00%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                         | MA CLEAN WTR TRST-26A      | CUSIP: 575829NG7<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   3750000 | PA      | $4106701.50   | 0.13%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA ST HSG FIN AGY          | CUSIP: 57587GMT9<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    600000 | PA      | $595637.22    | 0.02%             | 2037-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                              | UNIV OF MASSACHUSETTS      | CUSIP: 914437TU2<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |   1540000 | PA      | $1626379.37   | 0.05%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Weymouth MA                                                         | WEYMOUTH TWN               | CUSIP: 962201GU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $2987971.50   | 0.10%             | 2050-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-K           | CUSIP: 57585BNA2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1285000 | PA      | $1325188.89   | 0.04%             | 2045-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Town of West Springfield MA                                                 | W SPRINGFIELD TWN-REF      | CUSIP: 956109QD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    835000 | PA      | $547717.25    | 0.02%             | 2041-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-E           | CUSIP: 57584XWJ6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3450000 | PA      | $3494541.23   | 0.11%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Plymouth Regional Vocational Technical School District/MA           | BRISTOL-PLYMOUTH SD        | CUSIP: 110156CX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $442777.85    | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                 | RESTRUCTURED-SER A1        | CUSIP: 74514L3L9<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   1447661 | PA      | $1386720.84   | 0.05%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY -REF        | CUSIP: 57584Y2T5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1027623.80   | 0.03%             | 2029-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-I           | CUSIP: 57584XNE7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1520000 | PA      | $1547471.26   | 0.05%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS-C-REF        | CUSIP: 57582R4W3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   4135000 | PA      | $4425647.08   | 0.14%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of West Springfield MA                                                 | W SPRINGFIELD TWN-REF      | CUSIP: 956109QC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    835000 | PA      | $568252.82    | 0.02%             | 2040-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BDJ4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    520000 | PA      | $554436.58    | 0.02%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tri-County Regional Vocational Technical School District/MA                 | TRI-CO REGL VOTECH SD      | CUSIP: 895541CU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1455000 | PA      | $1335660.90   | 0.04%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XL74<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1327825.46   | 0.04%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Southbridge MA                                                      | SOUTHBRIDGE TWN -REF       | CUSIP: 841246TK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    335000 | PA      | $300190.62    | 0.01%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57584Y6G9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    480000 | PA      | $462820.70    | 0.02%             | 2039-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| County of Bristol MA                                                        | BRISTOL CO                 | CUSIP: 109889FQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7000000 | PA      | $6024362.40   | 0.20%             | 2051-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-234         | CUSIP: 57587GE84<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   9075000 | PA      | $8751910.94   | 0.29%             | 2049-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Town of Dedham MA                                                           | DEDHAM TWN                 | CUSIP: 2436673G5<br>LEI: 549300T2RPE961NCRY75 | Long             | DBT              | MUN               | US        |    880000 | PA      | $826753.93    | 0.03%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GXJ9<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1458403.35   | 0.05%             | 2043-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| City of Easthampton MA                                                      | EASTHAMPTON MA             | CUSIP: 277317NR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1190000 | PA      | $1068651.77   | 0.03%             | 2037-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Lynn MA                                                             | LYNN-A                     | CUSIP: 551563CS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    435000 | PA      | $335919.05    | 0.01%             | 2044-03-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -A-1        | CUSIP: 57586VCH4<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2800000 | PA      | $2718044.84   | 0.09%             | 2059-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA ST HSG-231-REF          | CUSIP: 57587GZR9<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    565000 | PA      | $587161.00    | 0.02%             | 2034-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Town of Tyngsborough MA                                                     | TYNGSBOROUGH TWN           | CUSIP: 902392KS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1710000 | PA      | $1396721.33   | 0.05%             | 2041-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-E           | CUSIP: 57584XWP2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    645000 | PA      | $649329.63    | 0.02%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584X8M6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5395000 | PA      | $5659832.46   | 0.19%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-1         | CUSIP: 57585BEN4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2146705.40   | 0.07%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority                                  | MA BAY TRANS-A2-RMKT       | CUSIP: 575567VS8<br>LEI: 549300D2U0XBUXGX8P68 | Long             | DBT              | MUN               | US        |   3110000 | PA      | $3110000.00   | 0.10%             | 2030-03-01      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY-M        | CUSIP: 57584Y7K9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   7000000 | PA      | $7773650.50   | 0.25%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -A-1        | CUSIP: 57587GNZ4<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1575000 | PA      | $1376607.96   | 0.05%             | 2064-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| City of Brockton MA                                                         | BROCKTON                   | CUSIP: 111746LA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    830000 | PA      | $711077.93    | 0.02%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL-REF                 | CUSIP: 547647UU9<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   5550000 | PA      | $4909687.07   | 0.16%             | 2053-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BMD7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2026200.80   | 0.07%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-LINDEN      | CUSIP: 57584YMH9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4040000 | PA      | $4112761.21   | 0.13%             | 2038-11-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Springfield Water & Sewer Commission/MA                                     | SPRINGFIELD WTR/SWR-C      | CUSIP: 850777GZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1010000 | PA      | $1039561.69   | 0.03%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS-A            | CUSIP: 57582RQZ2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4173153.60   | 0.14%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BHM3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1585000 | PA      | $1597093.23   | 0.05%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YN54<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  32620000 | PA      | $33539727.42  | 1.10%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY -REF        | CUSIP: 57584Y2R9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    600000 | PA      | $607108.20    | 0.02%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RVX1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   9705000 | PA      | $9941833.06   | 0.33%             | 2044-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Town of Braintree MA                                                        | BRAINTREE TWN-REF          | CUSIP: 1050255V8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2160000 | PA      | $1731365.28   | 0.06%             | 2036-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Collegiate Charter School of Lowell                                         | LOWELL COLLEGIATE          | CUSIP: 547649AB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1385000 | PA      | $1357739.74   | 0.04%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Arlington MA                                                        | ARLINGTON TWN              | CUSIP: 041609P51<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2790000 | PA      | $1960027.73   | 0.06%             | 2040-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BLQ9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    580000 | PA      | $630721.52    | 0.02%             | 2033-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57585BJM1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1210000 | PA      | $1298842.19   | 0.04%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY -I-REF      | CUSIP: 57584YP52<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1466358.60   | 0.05%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Needham MA                                                          | NEEDHAM-REF                | CUSIP: 6398465Y6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $157636.70    | 0.01%             | 2036-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Health & Educational Facilities Authority                     | MA H/E-VAR-J2-MA INST      | CUSIP: 57585KSV1<br>LEI: 549300MV50RWQFTX5223 | Long             | DBT              | MUN               | US        |   6365000 | PA      | $6365000.00   | 0.21%             | 2031-07-01      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-223         | CUSIP: 57587GLP8<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    355000 | PA      | $278256.31    | 0.01%             | 2036-12-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| City of Easthampton MA                                                      | EASTHAMPTON MA             | CUSIP: 277317NS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2200000 | PA      | $1922971.82   | 0.06%             | 2038-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA BAY TRANS-A-REF         | CUSIP: 575579ZN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7000000 | PA      | $6459604.90   | 0.21%             | 2028-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| City of Springfield MA                                                      | SPRINGFIELD                | CUSIP: 850752VL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1338666.28   | 0.04%             | 2040-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YYK9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4640000 | PA      | $4290528.19   | 0.14%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER                  | CUSIP: 981306J46<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   2410000 | PA      | $2325859.67   | 0.08%             | 2040-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57585BJK5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1178087.24   | 0.04%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584Y4U0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    300000 | PA      | $254605.35    | 0.01%             | 2052-07-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57585BGM4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1270000 | PA      | $1173282.39   | 0.04%             | 2041-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YR43<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1265000 | PA      | $1391884.43   | 0.05%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA ST BAY AUTH-SER B       | CUSIP: 575579Z59<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4785000 | PA      | $5199877.20   | 0.17%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Watertown MA                                                        | WATERTOWN                  | CUSIP: 942044A73<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    730000 | PA      | $630801.47    | 0.02%             | 2054-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | US 5YR NOTE (CBT) Dec25    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       213 | NC      | $123850.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RVP8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1340000 | PA      | $1438544.67   | 0.05%             | 2033-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                      | PR SALES TAX FING-A1       | CUSIP: 74529JPX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4394000 | PA      | $4018222.04   | 0.13%             | 2058-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Milford MA                                                          | MILFORD                    | CUSIP: 599496YK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5335000 | PA      | $3309579.52   | 0.11%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL MA -REF             | CUSIP: 547647NZ6<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   1325000 | PA      | $1262100.79   | 0.04%             | 2034-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Braintree MA                                                        | BRAINTREE TWN-REF          | CUSIP: 1050255R7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1755000 | PA      | $1482892.87   | 0.05%             | 2032-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMWLTH-B                | CUSIP: 57582RP26<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   6700000 | PA      | $3757019.64   | 0.12%             | 2051-04-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| City of New Bedford MA                                                      | NEW BEDFORD                | CUSIP: 642170UU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $102432.07    | 0.00%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YF79<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53713.25     | 0.00%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Lawrence MA                                                         | LAWRENCE                   | CUSIP: 520229CL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2165000 | PA      | $1895135.35   | 0.06%             | 2051-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Northeast Metropolitan Regional Vocational School District                  | NE MET REGL VOCATIONA      | CUSIP: 664262CM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2546229.90   | 0.08%             | 2054-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY-REF      | CUSIP: 57584XCG4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1285000 | PA      | $1215604.86   | 0.04%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nashoba Regional School District/MA                                         | NASHOBA REGL SD            | CUSIP: 631192GT2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7740000 | PA      | $6786274.88   | 0.22%             | 2050-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | JPM-PUTTERS-XF1904         | CUSIP: 88035PCU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2050000 | PA      | $2050000.00   | 0.07%             | 2032-05-01      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY          | CUSIP: 57585BMW5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5890000 | PA      | $5842590.21   | 0.19%             | 2060-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | 12m5y_04/16/26_3.50%_RBC   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         0 | NC      | $261451.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| City of Taunton MA                                                          | TAUNTON                    | CUSIP: 8766728G4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2610000 | PA      | $2259685.54   | 0.07%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-B           | CUSIP: 57585BAM0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   9375000 | PA      | $9770176.88   | 0.32%             | 2036-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57585BFX1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2770000 | PA      | $3095263.37   | 0.10%             | 2033-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -A-3        | CUSIP: 57586VCP6<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |  21525000 | PA      | $22073478.53  | 0.72%             | 2029-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RC79<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3380000 | PA      | $3603460.59   | 0.12%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                         | MA CLEAN WTR TRUST 22      | CUSIP: 575829FQ4<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   4865000 | PA      | $5045297.39   | 0.16%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                     | MASSACHUSETTS ST SCH       | CUSIP: 576000YY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7160000 | PA      | $7211615.01   | 0.24%             | 2050-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YG52<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    415000 | PA      | $437280.94    | 0.01%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Weymouth MA                                                         | WEYMOUTH TOWN              | CUSIP: 962201FE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2370000 | PA      | $1593261.41   | 0.05%             | 2041-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts State College Building Authority                              | MA ST CLG BLDG AUTH-A      | CUSIP: 575832Y87<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1335000 | PA      | $827484.66    | 0.03%             | 2043-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BHE1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4581526.00   | 0.15%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Needham MA                                                          | NEEDHAM-REF                | CUSIP: 6398466A7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $153326.17    | 0.01%             | 2038-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YE96<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    600000 | PA      | $664065.42    | 0.02%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Commonwealth Aqueduct & Sewer Authority                         | PUERTO RICO AQUEDUCT       | CUSIP: 745160TT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4125000 | PA      | $3558182.51   | 0.12%             | 2042-07-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-E         | CUSIP: 57582RUL8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4125728.80   | 0.13%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-L           | CUSIP: 57584YLW7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1080000 | PA      | $1104907.72   | 0.04%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Weymouth MA                                                         | WEYMOUTH TOWN              | CUSIP: 962201EZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $201074.28    | 0.01%             | 2036-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-LINDEN      | CUSIP: 57584YMJ5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  15865000 | PA      | $15903142.63  | 0.52%             | 2046-11-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YSZ3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1350000 | PA      | $1457892.81   | 0.05%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Orange MA                                                           | ORANGE TWN                 | CUSIP: 685066DZ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $361409.32    | 0.01%             | 2036-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57584XHE4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4950000 | PA      | $4559355.90   | 0.15%             | 2045-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-B-2         | CUSIP: 57585BGR3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  13490000 | PA      | $11622519.94  | 0.38%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Easton MA                                                           | EASTON MA                  | CUSIP: 277587D32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1155000 | PA      | $878211.99    | 0.03%             | 2038-10-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REV         | CUSIP: 57584YW21<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    780000 | PA      | $624833.74    | 0.02%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EAST LONGMEADOW MA                                                          | E LONGMEADOW TWN           | CUSIP: 273533US6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $8637364.00   | 0.28%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Springfield MA                                                      | SPRINGFIELD                | CUSIP: 850752VM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2080000 | PA      | $1983199.71   | 0.06%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGENCY          | CUSIP: 57585BBQ0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3950000 | PA      | $3402547.78   | 0.11%             | 2054-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV VAR-BOSTON-U6C      | CUSIP: 57583RWB7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  25480000 | PA      | $25480000.00  | 0.83%             | 2042-10-01      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-242         | CUSIP: 57587GV51<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2750000 | PA      | $2663701.43   | 0.09%             | 2050-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Greater Fall River Vocational School District                               | GREATER FALL REGL SD       | CUSIP: 391712AU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3370000 | PA      | $3504375.38   | 0.11%             | 2042-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Andover MA                                                          | ANDOVER TWN                | CUSIP: 034286ER1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1025000 | PA      | $697440.24    | 0.02%             | 2041-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER                  | CUSIP: 981306F40<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   4550000 | PA      | $3197395.11   | 0.10%             | 2044-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                     | MASSACHUSETTS ST WTR       | CUSIP: 576051XN1<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |   2170000 | PA      | $2201937.84   | 0.07%             | 2045-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-I           | CUSIP: 57584XNG2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1370000 | PA      | $1386232.03   | 0.05%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bridgewater-Raynham Regional School District/MA                             | BRIDGEWATER-RAYNHAM        | CUSIP: 108691LS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $819089.30    | 0.03%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER -REF             | CUSIP: 981306YD9<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   2025000 | PA      | $1857231.38   | 0.06%             | 2032-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Lincoln MA                                                          | LINCOLN-SCH                | CUSIP: 533849PK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1150000 | PA      | $995879.42    | 0.03%             | 2040-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| City of New Bedford MA                                                      | NEW BEDFORD                | CUSIP: 642170PL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    825000 | PA      | $551765.12    | 0.02%             | 2043-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV-P-BOSTON UNIV       | CUSIP: 57583FFX4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1585000 | PA      | $1728391.46   | 0.06%             | 2039-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Town of Norwood MA                                                          | NORWOOD TWN                | CUSIP: 669555G81<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4285000 | PA      | $3990826.18   | 0.13%             | 2042-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XQ79<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2110000 | PA      | $2047956.72   | 0.07%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57585BNX2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3850000 | PA      | $4024131.65   | 0.13%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY-A-1      | CUSIP: 57585BGT9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  46345000 | PA      | $52302830.50  | 1.71%             | 2055-05-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                     | MA SCH BLDG-B-SENIOR       | CUSIP: 576000UQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20441.04     | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Brookline MA                                                        | BROOKLINE MA               | CUSIP: 1137456L2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3800000 | PA      | $3594332.98   | 0.12%             | 2035-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-B-1         | CUSIP: 57586VDM2<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    500000 | PA      | $466560.40    | 0.02%             | 2044-12-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-T1-VAR      | CUSIP: 57584YPF0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3750000 | PA      | $3749666.63   | 0.12%             | 2049-07-01      | Floating      | 3.33%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YG45<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    505000 | PA      | $536214.86    | 0.02%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL MA -REF             | CUSIP: 547647PB7<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   2100000 | PA      | $1915219.95   | 0.06%             | 2036-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Brookline MA                                                        | BROOKLINE TWN -REF         | CUSIP: 1137457T4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6755000 | PA      | $4662370.58   | 0.15%             | 2041-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY          | CUSIP: 57585BME5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $553527.35    | 0.02%             | 2032-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XJU6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3385000 | PA      | $3438289.72   | 0.11%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marthas Vineyard Land Bank                                                  | MARTHAS VINEYARD-REF       | CUSIP: 573100DW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $511303.10    | 0.02%             | 2036-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YTB5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1010000 | PA      | $1077404.37   | 0.04%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSSETS-B            | CUSIP: 57582RV60<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    245000 | PA      | $200820.79    | 0.01%             | 2041-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-B-2         | CUSIP: 57585BGQ5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  20000000 | PA      | $20480202.00  | 0.67%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGENCY-A        | CUSIP: 57585BBR8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1450000 | PA      | $1436106.10   | 0.05%             | 2034-07-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL-REF                 | CUSIP: 547647UH8<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   1160000 | PA      | $1089777.66   | 0.04%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Middleton MA                                                        | MIDDLETON TWN              | CUSIP: 596731HB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $147175.95    | 0.00%             | 2036-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57584X4P3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   8530000 | PA      | $7614312.18   | 0.25%             | 2057-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57585BNS3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1640000 | PA      | $1836237.48   | 0.06%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57585BJZ2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1012250.30   | 0.03%             | 2044-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-B           | CUSIP: 57585BAL2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    100000 | PA      | $114690.20    | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-242         | CUSIP: 57587GV44<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2600000 | PA      | $2471918.80   | 0.08%             | 2045-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-I           | CUSIP: 57584XNJ6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    705000 | PA      | $712366.83    | 0.02%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMNWLTH-B-REF           | CUSIP: 57582R6W1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3735000 | PA      | $4043407.54   | 0.13%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER                  | CUSIP: 981306R62<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |    545000 | PA      | $479045.03    | 0.02%             | 2048-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57584Y6E4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    545000 | PA      | $541073.22    | 0.02%             | 2037-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS-A-REF        | CUSIP: 57582TDA7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2875000 | PA      | $3282990.68   | 0.11%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Middleborough MA                                                    | MIDDLEBOROUGH TWN          | CUSIP: 596051XQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1450000 | PA      | $1021213.40   | 0.03%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Lynn MA                                                             | LYNN                       | CUSIP: 551563FR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2170000 | PA      | $1867577.08   | 0.06%             | 2051-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YF20<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    300000 | PA      | $332032.71    | 0.01%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Stoneham MA                                                         | STONEHAM                   | CUSIP: 861827A29<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4080000 | PA      | $3464298.22   | 0.11%             | 2035-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MASSACHUSETTS ST BAY       | CUSIP: 575579K97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $125508.26    | 0.00%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                           | QUINCY-A                   | CUSIP: 748508Z92<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $462184.52    | 0.02%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA BAY TRANS AUTH-A        | CUSIP: 575579V20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5243045.50   | 0.17%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Gardner MA                                                          | GARDNER                    | CUSIP: 365604UA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1160000 | PA      | $699572.92    | 0.02%             | 2046-08-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MASS CMNWLTH-A             | CUSIP: 57604TLG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  14775000 | PA      | $14962896.63  | 0.49%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS-C            | CUSIP: 57582TDQ2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3885000 | PA      | $4024394.19   | 0.13%             | 2045-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of West Springfield MA                                                 | W SPRINGFIELD TWN-REF      | CUSIP: 956109QJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2115000 | PA      | $1320269.08   | 0.04%             | 2046-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-D-REF       | CUSIP: 57584Y7W3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2090000 | PA      | $2153926.20   | 0.07%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Walpole MA                                                          | WALPOLE TWN                | CUSIP: 933033WY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1800000 | PA      | $1558159.02   | 0.05%             | 2038-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RH25<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    750000 | PA      | $655881.08    | 0.02%             | 2038-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57584XC74<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $509203.20    | 0.02%             | 2031-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MASSACHUSETTS ST-A         | CUSIP: 57604TFG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5098.82      | 0.00%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MASSACHUSETTS ST BAY       | CUSIP: 575579L62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $156035.93    | 0.01%             | 2046-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57585BPB8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10408043.00  | 0.34%             | 2050-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL-REF                 | CUSIP: 547647UG0<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   2365000 | PA      | $2252479.69   | 0.07%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-234         | CUSIP: 57587GE76<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1315000 | PA      | $1271534.52   | 0.04%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Commonwealth Aqueduct & Sewer Authority                         | EXCHANGE-SER B             | CUSIP: 745160TG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $256507.25    | 0.01%             | 2037-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BDK1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    200000 | PA      | $214088.18    | 0.01%             | 2031-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMWLTH-E                | CUSIP: 57582TAR3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2990000 | PA      | $3026460.36   | 0.10%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-C         | CUSIP: 57582RWU6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10197045.00  | 0.33%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virgin Islands Transportation & Infrastructure Corp                         | VIRGIN ISLANDS TRANSP      | CUSIP: 927686AK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2205618.20   | 0.07%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Andover MA                                                          | ANDOVER                    | CUSIP: 034286HA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    580000 | PA      | $506999.05    | 0.02%             | 2052-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMNWLTH-B-REF           | CUSIP: 57582R7A8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  14605000 | PA      | $15304947.55  | 0.50%             | 2042-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57584XYD7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  13865000 | PA      | $15408241.05  | 0.50%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MASSACHUSETTS ST HSG       | CUSIP: 57587GRA5<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   4540000 | PA      | $4541977.62   | 0.15%             | 2066-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Town of Ashland MA                                                          | ASHLAND TWN                | CUSIP: 044357WT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2890000 | PA      | $2002412.51   | 0.07%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Braintree MA                                                        | BRAINTREE TWN              | CUSIP: 1050258G8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    625000 | PA      | $585862.94    | 0.02%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57584XPY1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5990000 | PA      | $5436800.74   | 0.18%             | 2043-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-H           | CUSIP: 57584X5J6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    300000 | PA      | $287224.41    | 0.01%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Weymouth MA                                                         | WEYMOUTH TWN               | CUSIP: 962201GJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    505000 | PA      | $352525.00    | 0.01%             | 2040-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57585BNP9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2345000 | PA      | $2627851.09   | 0.09%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Assessment Revenue               | MA BAY TRANS AUTH-A-1      | CUSIP: 575577NY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1790000 | PA      | $1458269.86   | 0.05%             | 2041-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA BAY TRANS AUTH-A        | CUSIP: 575579V53<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2460000 | PA      | $2548228.15   | 0.08%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Port Authority                                                | MASSACHUSETTS ST PORT      | CUSIP: 575896UH6<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |   6000000 | PA      | $6055256.40   | 0.20%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57584XGZ8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    965000 | PA      | $965570.70    | 0.03%             | 2032-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN-K1              | CUSIP: 57584XAN1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    300000 | PA      | $294435.78    | 0.01%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Everett MA                                                          | EVERETT MA                 | CUSIP: 299839J35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    295000 | PA      | $228836.49    | 0.01%             | 2037-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Somerville MA                                                       | SOMERVILLE                 | CUSIP: 835241FE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1755000 | PA      | $1238727.44   | 0.04%             | 2040-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL MA -REF             | CUSIP: 547647PF8<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1234128.00   | 0.04%             | 2040-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-B-1         | CUSIP: 57585BGH5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3750000 | PA      | $4176148.50   | 0.14%             | 2037-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMN-C        | CUSIP: 57582TAF9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   8650000 | PA      | $9525491.59   | 0.31%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YTC3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1690000 | PA      | $1792250.92   | 0.06%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                      | PR SALES TAX FING-A1       | CUSIP: 74529JQE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2065000 | PA      | $1658386.43   | 0.05%             | 2031-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Town of Rowley MA                                                           | ROWLEY-MUNI LN             | CUSIP: 779749LP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1625000 | PA      | $1362459.48   | 0.04%             | 2043-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YR76<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1743057.58   | 0.06%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Andover MA                                                          | ANDOVER TWN                | CUSIP: 034286KF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1285000 | PA      | $997061.70    | 0.03%             | 2044-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -237        | CUSIP: 57587GL94<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    750000 | PA      | $692037.00    | 0.02%             | 2054-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS-A            | CUSIP: 57582TCS9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  22250000 | PA      | $22587770.58  | 0.74%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dennis-Yarmouth Regional School District                                    | DENNIS-YARMOUTH REGL       | CUSIP: 248613JC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3615000 | PA      | $2277012.59   | 0.07%             | 2046-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-DEXTER      | CUSIP: 57584XEE7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1000686.50   | 0.03%             | 2029-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER                  | CUSIP: 981306R70<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   1135000 | PA      | $990763.07    | 0.03%             | 2049-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Commonwealth Aqueduct & Sewer Authority                         | EXCHANGE-SER B             | CUSIP: 745160TH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9025000 | PA      | $7784872.04   | 0.25%             | 2042-07-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-223         | CUSIP: 57587GLQ6<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   3615000 | PA      | $2835583.23   | 0.09%             | 2039-06-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YDJ5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2060000 | PA      | $2061579.20   | 0.07%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Transportation Trust Fund Metropolitan Highway System Revenue | MA ST DEPT TRANSPRTN       | CUSIP: 57563CFL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  28600000 | PA      | $28600000.00  | 0.94%             | 2039-01-01      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RQJ8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   6850000 | PA      | $6994769.96   | 0.23%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XT92<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1541200.95   | 0.05%             | 2032-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                         | MA CLEAN WTR TRST-26B      | CUSIP: 575829NR3<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3662390.20   | 0.12%             | 2044-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA BAY TRANS AUTH-A-1      | CUSIP: 575579Q67<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2355000 | PA      | $2435149.83   | 0.08%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Revere MA                                                           | REVERE                     | CUSIP: 761440P91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1860000 | PA      | $1288133.70   | 0.04%             | 2041-09-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | 12m10y_4/30/2026_3.70%_RBC | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         0 | NC      | $85286.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL-REF                 | CUSIP: 547647QK6<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   1715000 | PA      | $1146370.14   | 0.04%             | 2042-09-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MASSACHUSETTS CMNWLTH      | CUSIP: 57604TKC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  29690000 | PA      | $29784761.57  | 0.97%             | 2050-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YMV8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100102.63    | 0.00%             | 2031-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YWC9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    505000 | PA      | $521998.00    | 0.02%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY -I-REF      | CUSIP: 57584YP45<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1231179.84   | 0.04%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BLL0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1115000 | PA      | $1196020.25   | 0.04%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AUTH-REF        | CUSIP: 57584YRQ4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1550000 | PA      | $1585527.86   | 0.05%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57583U6L7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $500000.00    | 0.02%             | 2032-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Plymouth Regional Vocational Technical School District/MA           | BRISTOL-PLYMOUTH SD        | CUSIP: 110156CT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3001536.30   | 0.10%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMNWL-D      | CUSIP: 57582R4E3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  17000000 | PA      | $17159298.50  | 0.56%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Milford MA                                                          | MILFORD                    | CUSIP: 599496XU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1114815.38   | 0.04%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FING AGY-A          | CUSIP: 57584FKR0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1015000 | PA      | $855200.13    | 0.03%             | 2039-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BDG0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    575000 | PA      | $598813.57    | 0.02%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Wakefield MA                                                        | WAKEFIELD TWN              | CUSIP: 931065UV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    860000 | PA      | $753966.99    | 0.02%             | 2047-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Milford MA                                                          | MILFORD                    | CUSIP: 599496XX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2149189.80   | 0.07%             | 2039-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MA COMMONWEALTH-A-REF      | CUSIP: 57604TJW7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4545000 | PA      | $3816775.56   | 0.12%             | 2039-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-225         | CUSIP: 57587GSH9<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |  14190000 | PA      | $15117960.73  | 0.49%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV-P-BOSTON UNIV       | CUSIP: 57583RCC7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1234760.06   | 0.04%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YWY1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   6190000 | PA      | $6480780.82   | 0.21%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XL90<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1524907.80   | 0.05%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REV         | CUSIP: 57584YW39<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2040000 | PA      | $1291460.96   | 0.04%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MASSACHUSETTS ST HSG       | CUSIP: 57587GCC7<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1175000 | PA      | $929058.75    | 0.03%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YC64<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1995000 | PA      | $1693105.23   | 0.06%             | 2038-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MASSACHUSETTS ST BAY       | CUSIP: 575579J32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5890000 | PA      | $5986670.21   | 0.20%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-L           | CUSIP: 57584YMA4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1895000 | PA      | $1901485.26   | 0.06%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASS DEV FIN AGY-E-1       | CUSIP: 57584Y8E2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   8900000 | PA      | $8900000.00   | 0.29%             | 2052-07-01      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY          | CUSIP: 57585BMG0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $555009.90    | 0.02%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Easton MA                                                           | EASTON MA                  | CUSIP: 277587D24<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $205795.00    | 0.01%             | 2037-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XVH1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1220000 | PA      | $1236138.04   | 0.04%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Stoneham MA                                                         | STONEHAM                   | CUSIP: 861827A45<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4245000 | PA      | $3430864.61   | 0.11%             | 2037-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Town of Ludlow MA                                                           | LUDLOW TWN MA              | CUSIP: 549696SG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $174198.05    | 0.01%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA BAY TRANS AUTH-A-1      | CUSIP: 575579Q91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6340000 | PA      | $5444282.90   | 0.18%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Taunton MA                                                          | TAUNTON                    | CUSIP: 8766728M1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1810000 | PA      | $1533286.84   | 0.05%             | 2054-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS-C            | CUSIP: 57582TDM1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   9715000 | PA      | $10235461.70  | 0.33%             | 2042-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-A         | CUSIP: 57582R6D3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   4525000 | PA      | $4929833.65   | 0.16%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Plymouth Regional Vocational Technical School District/MA           | BRISTOL-PLYMOUTH SD        | CUSIP: 110156CJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4600000 | PA      | $4268549.76   | 0.14%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-B-1         | CUSIP: 57586VDQ3<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1205000 | PA      | $1125264.91   | 0.04%             | 2059-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YTT6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1065000 | PA      | $1052179.74   | 0.03%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -C-1        | CUSIP: 57586N6R7<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $7167284.00   | 0.23%             | 2059-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Nashoba Regional School District/MA                                         | NASHOBA REGL SD            | CUSIP: 631192FR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6010000 | PA      | $6053972.77   | 0.20%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Easton MA                                                           | EASTON MA                  | CUSIP: 277587E31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2390000 | PA      | $1595442.11   | 0.05%             | 2046-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Town of Braintree MA                                                        | BRAINTREE TWN              | CUSIP: 1050254D9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    395000 | PA      | $351389.71    | 0.01%             | 2037-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584YHJ1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   9855000 | PA      | $8849021.31   | 0.29%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN -J1          | CUSIP: 57584YJG5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5015065.00   | 0.16%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Milford MA                                                          | MILFORD                    | CUSIP: 599496YC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6600000 | PA      | $4338346.98   | 0.14%             | 2044-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| City of New Bedford MA                                                      | NEW BEDFORD                | CUSIP: 642170RV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1520000 | PA      | $1447682.50   | 0.05%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Peabody MA                                                          | PEABODY                    | CUSIP: 70457PDJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $107956.24    | 0.00%             | 2037-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMWLTH-B                | CUSIP: 57582RN93<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   5780000 | PA      | $3193643.05   | 0.10%             | 2050-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Foxborough MA                                                       | FOXBOROUGH-PURP LN         | CUSIP: 351640TG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1590000 | PA      | $1291964.04   | 0.04%             | 2041-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                     | MASSACHUSETTS ST SCH       | CUSIP: 576000YU1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6595000 | PA      | $6884887.18   | 0.23%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR-PUTTER-XM1079         | CUSIP: 88035ERE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4000000.00   | 0.13%             | 2044-12-01      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AUTH-REF        | CUSIP: 57584YSA8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40105.39     | 0.00%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AUTH-REF        | CUSIP: 57584YRT8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    715000 | PA      | $741497.11    | 0.02%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Lynn MA                                                             | LYNN                       | CUSIP: 551563FU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7495000 | PA      | $6361355.02   | 0.21%             | 2054-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                         | MA CLEAN WTR TRST-26A      | CUSIP: 575829NK8<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   1725000 | PA      | $1827080.15   | 0.06%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57585BJV1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1047503.20   | 0.03%             | 2040-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XT50<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4540000 | PA      | $4728023.65   | 0.15%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RD29<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   8310000 | PA      | $7157536.79   | 0.23%             | 2039-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YWH8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1325000 | PA      | $1288445.90   | 0.04%             | 2042-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY -T          | CUSIP: 57585BAC2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   8445000 | PA      | $7210392.51   | 0.24%             | 2054-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RH82<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2275000 | PA      | $1804987.05   | 0.06%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Fall River MA                                                       | FALL RIVER MA              | CUSIP: 3062972R2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $107707.07    | 0.00%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-I           | CUSIP: 57584XMS7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1810000 | PA      | $1822369.72   | 0.06%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASS DEV FIN AGY-K         | CUSIP: 57584XF30<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1020664.70   | 0.03%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Burlington MA                                                       | BURLINGTON TWN-REF         | CUSIP: 121835M74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1360000 | PA      | $949681.20    | 0.03%             | 2046-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY          | CUSIP: 57585BMK1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1077834.30   | 0.04%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BDH8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    600000 | PA      | $632693.34    | 0.02%             | 2029-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-B-3         | CUSIP: 57585BDA3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    900000 | PA      | $901927.35    | 0.03%             | 2029-12-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MASS HSG FIN AGY           | CUSIP: 57587AZ35<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   8340000 | PA      | $6011391.94   | 0.20%             | 2059-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-225         | CUSIP: 57587GSF3<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   6490000 | PA      | $6716495.16   | 0.22%             | 2042-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57584XD65<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5355000 | PA      | $5345928.09   | 0.17%             | 2042-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Central Berkshire Regional School District/MA                               | CENT BERKSHIRE             | CUSIP: 152645GT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    720000 | PA      | $593568.79    | 0.02%             | 2040-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57585BNY0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   6500000 | PA      | $6690901.75   | 0.22%             | 2044-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57584XGX3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    165000 | PA      | $165147.21    | 0.01%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57585BNM6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4415868.40   | 0.14%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Leominster MA                                                       | LEOMINSTER                 | CUSIP: 526408S34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $97142.43     | 0.00%             | 2042-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Somerset MA                                                         | SOMERSET TWN               | CUSIP: 834834SN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2860000 | PA      | $2527060.25   | 0.08%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-G         | CUSIP: 57582RLK0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1515000 | PA      | $1120769.73   | 0.04%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57584YT82<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    735000 | PA      | $735930.44    | 0.02%             | 2026-01-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                         | MA CLEAN WTR TRST-26B      | CUSIP: 575829NS1<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   3325000 | PA      | $3464147.93   | 0.11%             | 2045-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                     | MA SCH BLDG-B-SENIOR       | CUSIP: 576000UR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  11230000 | PA      | $11459109.97  | 0.37%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Easthampton MA                                                      | EASTHAMPTON MA             | CUSIP: 277317NT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $59746.85     | 0.00%             | 2039-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER                  | CUSIP: 981306R21<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   1870000 | PA      | $1720397.57   | 0.06%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57585BNQ7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1230000 | PA      | $1376895.83   | 0.05%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS DEV FIN      | CUSIP: 57584XZZ7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2881476.90   | 0.09%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Department of Transportation                                  | MA TPK CAB-SR-SER A        | CUSIP: 576018AK1<br>LEI: 549300CGDCL8XZK3KN03 | Long             | DBT              | MUN               | US        |   7110000 | PA      | $6698586.25   | 0.22%             | 2028-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Town of Weymouth MA                                                         | WEYMOUTH TWN               | CUSIP: 962201GF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $123609.36    | 0.00%             | 2037-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Health & Educational Facilities Authority                     | MA H/E FACS AUTH           | CUSIP: 57586CT21<br>LEI: 549300MV50RWQFTX5223 | Long             | DBT              | MUN               | US        |   2955000 | PA      | $3418754.15   | 0.11%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GXC4<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    250000 | PA      | $251908.35    | 0.01%             | 2033-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | US ULTRA BOND CBT Dec25    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -200 | NC      | $62236.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV-P-BOSTON UNIV       | CUSIP: 57583FFZ9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  11130000 | PA      | $11590327.90  | 0.38%             | 2059-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER                  | CUSIP: 981306N33<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |    300000 | PA      | $266977.23    | 0.01%             | 2046-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-E           | CUSIP: 57584XWH0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3100000 | PA      | $3141703.68   | 0.10%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GUM5<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1840000 | PA      | $1833792.02   | 0.06%             | 2057-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV-B-ZERO CPN       | CUSIP: 57583RXQ3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1630000 | PA      | $1329149.92   | 0.04%             | 2032-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| City of Gloucester MA                                                       | GLOUCESTER                 | CUSIP: 379713MH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    885000 | PA      | $590813.79    | 0.02%             | 2042-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GXG5<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    580000 | PA      | $588129.86    | 0.02%             | 2035-12-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                           | QUINCY-A                   | CUSIP: 7485082A5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    260000 | PA      | $301056.68    | 0.01%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GFS9<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   4385000 | PA      | $4354904.43   | 0.14%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                           | QUINCY                     | CUSIP: 748508XQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5155000 | PA      | $3080302.72   | 0.10%             | 2046-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER -REF             | CUSIP: 981306YF4<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   1715000 | PA      | $1492619.21   | 0.05%             | 2034-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Collegiate Charter School of Lowell                                         | LOWELL COLLEGIATE          | CUSIP: 547649AA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $403376.16    | 0.01%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MA COMMONWEALTH-A-REF      | CUSIP: 57604TKB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    665000 | PA      | $678961.81    | 0.02%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-LINDEN      | CUSIP: 57584YMF3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2250000 | PA      | $2325470.40   | 0.08%             | 2028-11-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Town of Stoneham MA                                                         | STONEHAM                   | CUSIP: 861827ZZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3490616.80   | 0.11%             | 2034-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57585BNT1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3335000 | PA      | $3661344.42   | 0.12%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northeast Metropolitan Regional Vocational School District                  | NE MET REGL VOCATIONA      | CUSIP: 664262CJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $172149.04    | 0.01%             | 2051-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MASSACHUSETTS ST HSG       | CUSIP: 57587GCH6<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2350000 | PA      | $1439996.34   | 0.05%             | 2063-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Nashoba Regional School District/MA                                         | NASHOBA REGL SD            | CUSIP: 631192GG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2380000 | PA      | $2343696.67   | 0.08%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57584XD32<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    290000 | PA      | $292822.31    | 0.01%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Framingham MA                                                       | FRAMINGHAM                 | CUSIP: 351695BF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1215000 | PA      | $868552.71    | 0.03%             | 2039-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584YT66<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    445000 | PA      | $400980.87    | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-C         | CUSIP: 57582RWW2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2025799.80   | 0.07%             | 2044-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                           | QUINCY-A-REF               | CUSIP: 748508E38<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5365000 | PA      | $5682817.77   | 0.19%             | 2047-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New Bedford MA                                                      | NEW BEDFORD                | CUSIP: 642170PC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    475000 | PA      | $394628.05    | 0.01%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMNWLTH-B-REF           | CUSIP: 57582R6U5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    500000 | PA      | $554469.20    | 0.02%             | 2036-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Middleton MA                                                        | MIDDLETON TWN              | CUSIP: 596731GZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3015000 | PA      | $2562174.74   | 0.08%             | 2034-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-G           | CUSIP: 57583UVQ8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |      5000 | PA      | $4535.08      | 0.00%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMWLTH -C               | CUSIP: 57582RA71<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  10120000 | PA      | $7395952.04   | 0.24%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Waltham MA                                                          | WALTHAM                    | CUSIP: 9332543K8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1530000 | PA      | $1160251.33   | 0.04%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN -J2          | CUSIP: 57584YJJ9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    110000 | PA      | $116973.31    | 0.00%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MASS CMNWLTH-A             | CUSIP: 57604TLF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2800000 | PA      | $2840031.32   | 0.09%             | 2051-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YX79<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4640000 | PA      | $3784876.30   | 0.12%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Peabody MA                                                          | PEABODY                    | CUSIP: 70457PGA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $253306.98    | 0.01%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-A         | CUSIP: 57582RMQ6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3775000 | PA      | $3889260.57   | 0.13%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584X6Y2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2665000 | PA      | $2742196.52   | 0.09%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Brookline MA                                                        | BROOKLINE TWN -REF         | CUSIP: 1137457R8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5725000 | PA      | $4264150.03   | 0.14%             | 2039-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSSETS-B            | CUSIP: 57582RV78<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   9450000 | PA      | $8770557.29   | 0.29%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BHD3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5763075.00   | 0.19%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A-1         | CUSIP: 57563WAC2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  11500000 | PA      | $11077376.15  | 0.36%             | 2060-07-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS DEV FIN      | CUSIP: 57583XCR1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   8633000 | PA      | $8661570.91   | 0.28%             | 2026-11-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN-F--REF       | CUSIP: 57584XFR7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    445000 | PA      | $445384.04    | 0.01%             | 2032-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BLK2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1245000 | PA      | $1314792.46   | 0.04%             | 2028-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57585BJW9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1034954.50   | 0.03%             | 2041-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YX53<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1815000 | PA      | $1272359.47   | 0.04%             | 2056-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-B-3         | CUSIP: 57586VDV2<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   4690000 | PA      | $4736543.09   | 0.15%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                      | PR SALES TAX FING-A1       | CUSIP: 74529JQD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    402000 | PA      | $352583.43    | 0.01%             | 2029-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMNWLTH-F               | CUSIP: 57582TFF4<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10227183.00  | 0.33%             | 2049-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS DEV FIN      | CUSIP: 57584XZV6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1235000 | PA      | $1242651.81   | 0.04%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Waltham MA                                                          | WALTHAM                    | CUSIP: 9332543H5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1460000 | PA      | $1143435.79   | 0.04%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XJF9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4910000 | PA      | $4931860.79   | 0.16%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Burlington MA                                                       | BURLINGTON TWN-REF         | CUSIP: 121835M33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    620000 | PA      | $457369.60    | 0.01%             | 2042-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Acton & Boxborough Regional School District/MA                              | ACTON & BOXBOURGH MA       | CUSIP: 005050HK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $757354.50    | 0.02%             | 2050-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57585BFV5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2635000 | PA      | $2937472.70   | 0.10%             | 2032-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MASS CMNWLTH-A             | CUSIP: 57604TKZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4385000 | PA      | $4531406.82   | 0.15%             | 2044-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                     | MASSACHUSETTS ST SCH       | CUSIP: 576000WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8965000 | PA      | $9091662.00   | 0.30%             | 2044-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Commonwealth Aqueduct & Sewer Authority                         | PUERTO RICO AQUEDUCT-      | CUSIP: 745160UE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2365000 | PA      | $2040024.64   | 0.07%             | 2042-07-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YYG8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3095000 | PA      | $2681334.06   | 0.09%             | 2037-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Medford MA                                                          | MEDFORD                    | CUSIP: 584190VY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $163058.90    | 0.01%             | 2041-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                 | CVI-SUBSER CW NT           | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   4449391 | PA      | $2791992.97   | 0.09%             | 2043-11-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| City of Fall River MA                                                       | FALL RIVER                 | CUSIP: 306297X49<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2335000 | PA      | $2060264.83   | 0.07%             | 2037-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YWD7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    535000 | PA      | $553005.75    | 0.02%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                 | RESTRUCTURED-CABS-SER      | CUSIP: 74514L3R6<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   5862404 | PA      | $4098318.70   | 0.13%             | 2033-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Town of Swampscott MA                                                       | SWAMPSCOTT TWN             | CUSIP: 869648ZN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $1703649.75   | 0.06%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Revere MA                                                           | REVERE                     | CUSIP: 761440Q33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1335160.00   | 0.04%             | 2043-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Town of West Springfield MA                                                 | W SPRINGFIELD TWN-REF      | CUSIP: 956109PZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    840000 | PA      | $638973.38    | 0.02%             | 2037-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-A         | CUSIP: 57582RMW3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1590000 | PA      | $1615462.10   | 0.05%             | 2042-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YDH9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1590000 | PA      | $1613015.09   | 0.05%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MASS CMNWLTH-B             | CUSIP: 57604TLH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2450000 | PA      | $2479266.72   | 0.08%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Norwood MA                                                          | NORWOOD TWN                | CUSIP: 669555H56<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7000000 | PA      | $6136940.60   | 0.20%             | 2047-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA ST HSG FIN AGY          | CUSIP: 57587GMU6<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1924679.60   | 0.06%             | 2042-12-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                 | RESTRUCTURED-SER A1        | CUSIP: 74514L3N5<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |  10351321 | PA      | $9002682.58   | 0.29%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YC56<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1980000 | PA      | $1716510.71   | 0.06%             | 2037-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-H           | CUSIP: 57584X5K3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1895000 | PA      | $1744826.75   | 0.06%             | 2047-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XQ87<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3860000 | PA      | $3624107.68   | 0.12%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BHL5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2955000 | PA      | $2982447.22   | 0.10%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                 | RESTRUCTURED-SER A1        | CUSIP: 74514L3M7<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   1204526 | PA      | $1117581.87   | 0.04%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY-N        | CUSIP: 57584XNY3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  18190000 | PA      | $18279485.71  | 0.60%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS DEV FIN      | CUSIP: 57584Y2Y4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   6915000 | PA      | $7921160.85   | 0.26%             | 2032-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GUN3<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   3430000 | PA      | $3371910.89   | 0.11%             | 2065-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | 12m5y_04/23/26_3.38%_JPM   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         0 | NC      | $44872.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RH33<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3605000 | PA      | $3081312.47   | 0.10%             | 2039-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                           | QUINCY                     | CUSIP: 748508YE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $190403.10    | 0.01%             | 2034-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-A         | CUSIP: 57582R5R3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  41355000 | PA      | $41831339.30  | 1.37%             | 2054-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57584XHB0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1285000 | PA      | $1285472.11   | 0.04%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -A          | CUSIP: 57586N5L1<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $3977697.00   | 0.13%             | 2054-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Town of Milford MA                                                          | MILFORD                    | CUSIP: 599496XY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2092271.70   | 0.07%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN-F--REF       | CUSIP: 57584XFT3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30025.89     | 0.00%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY          | CUSIP: 57585BMV7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3375000 | PA      | $3379717.58   | 0.11%             | 2055-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YWE5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    560000 | PA      | $578718.67    | 0.02%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV-B-ZERO CPN       | CUSIP: 57583RXW0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4080000 | PA      | $2402909.47   | 0.08%             | 2038-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY          | CUSIP: 57585BMH8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $552919.10    | 0.02%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nashoba Regional School District/MA                                         | NASHOBA REGL SD            | CUSIP: 631192GK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2675000 | PA      | $2496319.10   | 0.08%             | 2042-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tri-County Regional Vocational Technical School District/MA                 | TRI-CO REGL VOTECH SD      | CUSIP: 895541CV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4300000 | PA      | $3900530.86   | 0.13%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-B         | CUSIP: 57582R7V2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    135000 | PA      | $139209.10    | 0.00%             | 2045-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57584Y6F1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    765000 | PA      | $747710.39    | 0.02%             | 2038-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XVR9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1160000 | PA      | $1163715.36   | 0.04%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Tyngsborough MA                                                     | TYNGSBOROUGH TWN           | CUSIP: 902392LC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4410000 | PA      | $3758768.69   | 0.12%             | 2051-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57584XRV5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    210000 | PA      | $164417.30    | 0.01%             | 2042-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587AY85<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2635000 | PA      | $1945450.01   | 0.06%             | 2049-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YM71<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    355000 | PA      | $348710.78    | 0.01%             | 2030-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA ST HSG-231-REF          | CUSIP: 57587GZT5<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    600000 | PA      | $617275.08    | 0.02%             | 2035-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-28

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

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer