# EDGAR Filing Document

**Accession Number:** 0000003794
**File Stem:** 0001752724-23-070277
**Filing Date:** 2023-3
**Character Count:** 486226
**Document Hash:** dcc0cf6660ec1982e0896339ec4818d1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-070277.hdr.sgml**: 20230328

**ACCESSION NUMBER**: 0001752724-23-070277

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230328

**DATE AS OF CHANGE**: 20230328

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AB BOND FUND, INC.
- **CENTRAL INDEX KEY:** 0000003794
- **IRS NUMBER:** 132754393
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02383
- **FILM NUMBER:** 23770473

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

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCE BOND FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### AB Municipal Bond Inflation Strategy (Series ID: S000027379)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000082624 | Class A       | AUNAX           |
| C000082625 | Class C       | AUNCX           |
| C000082626 | Advisor Class | AUNYX           |
| C000085360 | Class 1       | AUNOX           |
| C000085439 | Class 2       | AUNTX           |

## Nport-Ex

**AB Municipal Bond Inflation Strategy** 

**Portfolio of Investments** 

**January 31, 2023 (unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  **MUNICIPAL OBLIGATIONS – 94.5%** |  |  |  |  |
|  **Long-Term Municipal Bonds – 92.1%** |  |  |  |  |
|  **Alabama – 0.8%** |  |  |  |  |
|  Alabama Special Care Facilities Financing Authority-Birmingham AL<br> (Children's Hospital of Alabama Obligated Group (The))<br>Series 2015<br>5.00%, 06/01/2028 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3905 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4132310 |
|  Black Belt Energy Gas District<br> (Goldman Sachs Group, Inc. (The))<br>Series 2021<br>4.00%, 10/01/2052 |  | 5000 |  | 5008380 |
|  Infirmary Health System Special Care Facilities Financing Authority of Mobile<br> (Infirmary Health System Obligated Group)<br>Series 2016<br>5.00%, 02/01/2025 |  | 2110 |  | 2186383 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021<br>4.00%, 02/01/2039 |  | 1675 |  | 1644272 |
|  Sumter County Industrial Development Authority/AL<br> (Enviva, Inc.)<br>Series 2022<br>6.00%, 07/15/2052 |  | 3770 |  | 3456204 |
|  |  |  |  | 16427549 |
|  **American Samoa – 0.1%** | **American Samoa – 0.1%** | **American Samoa – 0.1%** | **American Samoa – 0.1%** | **American Samoa – 0.1%** |
|  American Samoa Economic Development Authority<br> (Territory of American Samoa)<br>Series 2015-A<br>6.625%, 09/01/2035 |  | 1335 |  | 1407096 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018<br>6.50%, 09/01/2028<sup>(a)</sup> |  | 295 |  | 319563 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.125%, 09/01/2038<sup>(a)</sup> |  | 280 |  | 312593 |
|  |  |  |  | 2039252 |
|  **Arizona – 1.6%** | **Arizona – 1.6%** | **Arizona – 1.6%** | **Arizona – 1.6%** | **Arizona – 1.6%** |
|  Arizona Industrial Development Authority<br> (Equitable School Revolving Fund LLC Obligated Group)<br>Series 2020<br>4.00%, 11/01/2030 |  | 935 |  | 970776 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/01/2031 |  | 800 |  | 883617 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/01/2032 |  | 650 |  | 717213 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/01/2033 |  | 900 |  | 987680 |
|  Arizona Industrial Development Authority<br> (Kipp New York, Inc. Jerome Facility)<br>Series 2021-B<br>4.00%, 07/01/2041 |  | 500 |  | 454439 |
|  Arizona Industrial Development Authority<br> (Legacy Cares, Inc.)<br>Series 2020<br>6.50%, 07/01/2026<sup>(a) (b) (c)</sup> |  | 1000 |  | 650000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 07/01/2030<sup>(a) (b) (c)</sup> |  | 1000 |  | 650000 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Arizona Industrial Development Authority<br> (Phoenix Children's Hospital Obligated Group)<br>Series 2021<br>4.00%, 02/01/2039 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1812438 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/01/2026 |  | 1200 |  | 1291434 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/01/2028 |  | 1000 |  | 1125642 |
|  Chandler Industrial Development Authority<br> (Intel Corp.)<br>Series 2022<br>5.00%, 09/01/2052 |  | 5000 |  | 5296497 |
|  City of Glendale AZ<br> (City of Glendale AZ COP)<br>Series 2021<br>2.542%, 07/01/2033 |  | 4000 |  | 3187325 |
|  City of Phoenix Civic Improvement Corp.<br> (Phoenix Sky Harbor International Airport)<br>Series 2017-A<br>5.00%, 07/01/2029 |  | 3945 |  | 4277667 |
|  City of Tempe AZ<br> (City of Tempe AZ COP)<br>Series 2021<br>1.951%, 07/01/2031 |  | 2400 |  | 1958174 |
|  County of Pima AZ Sewer System Revenue<br>Series 2016<br>5.00%, 07/01/2023 |  | 1000 |  | 1010792 |
|  Industrial Development Authority of the County of Pima (The)<br> (La Posada at Park Centre, Inc. Obligated Group)<br>Series 2022<br>5.125%, 11/15/2029<sup>(a)</sup> |  | 2000 |  | 2009040 |
|  State of Arizona Lottery Revenue<br>Series 2019<br>5.00%, 07/01/2028 (Pre-refunded/ETM) |  | 5000 |  | 5717523 |
|  |  |  |  | 33000257 |
|  **Arkansas – 0.0%** | **Arkansas – 0.0%** | **Arkansas – 0.0%** | **Arkansas – 0.0%** | **Arkansas – 0.0%** |
|  City of Fayetteville AR Sales & Use Tax Revenue<br>Series 2022<br>2.875%, 11/01/2032 |  | 1000 |  | 983206 |
|  **California – 9.3%** | **California – 9.3%** | **California – 9.3%** | **California – 9.3%** | **California – 9.3%** |
|  California Community Housing Agency<br> (California Community Housing Agency Brio Apartments & Next on Lex Apartments)<br>Series 2021-A<br>4.00%, 08/01/2047<sup>(a)</sup> |  | 3315 |  | 2747474 |
|  California Community Housing Agency<br> (California Community Housing Agency Fountains at Emerald Park)<br>Series 2021<br>4.00%, 08/01/2046<sup>(a)</sup> |  | 1000 |  | 845514 |
|  California Infrastructure & Economic Development Bank<br> (DesertXpress Enterprises LLC)<br>Series 2023<br>3.65%, 01/01/2050 |  | 10500 |  | 10499745 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 01/01/2050<sup>(a)</sup> |  | 1250 |  | 1251385 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  California Pollution Control Financing Authority<br> (Rialto Bioenergy Facility LLC)<br>Series 2019<br>7.50%, 12/01/2040<sup>(a)</sup> | $250 | $167392 |
|  California State Public Works Board<br> (California State Public Works Board Lease)<br>Series 2021-A<br>5.00%, 02/01/2023 | 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000000 |
|  California State Public Works Board<br> (State of California Department of Corrections & Rehabilitation Lease)<br>Series 2018<br>5.00%, 05/01/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2995 | 3429988 |
|  California State University<br>Series 2021-B<br>2.374%, 11/01/2035 | 1000 | 777621 |
|  City & County of San Francisco CA<br>Series 2022-R<br>5.00%, 06/15/2023 | 4250 | 4292319 |
|  City of Los Angeles Department of Airports<br>Series 2019<br>5.00%, 05/15/2027 | 1410 | 1533756 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/15/2039 | 1000 | 1069476 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021<br>5.00%, 05/15/2035 | 4000 | 4491951 |
|  CMFA Special Finance Agency VII<br> (CMFA Special Finance Agency VII The Breakwater Apartments)<br>Series 2021<br>4.00%, 08/01/2047<sup>(a)</sup> | 1000 | 806370 |
|  Contra Costa CA Community College District<br>Series 2013<br>5.00%, 08/01/2038 (Pre-refunded/ETM) | 3250 | 3293241 |
|  CSCDA Community Improvement Authority<br> (CSCDA Community Improvement Authority 777 Place-Pomona)<br>Series 2021<br>3.60%, 05/01/2047<sup>(a)</sup> | 6500 | 5372775 |
|  CSCDA Community Improvement Authority<br> (CSCDA Community Improvement Authority Acacia on Santa Rosa Creek)<br>Series 2021<br>4.00%, 10/01/2046<sup>(a)</sup> | 2000 | 1614563 |
|  CSCDA Community Improvement Authority<br> (CSCDA Community Improvement Authority Altana Apartments)<br>Series 2021<br>3.50%, 10/01/2046<sup>(a)</sup> | 2000 | 1542367 |
|  CSCDA Community Improvement Authority<br> (CSCDA Community Improvement Authority Jefferson Platinum Triangle Apartments)<br>Series 2021-A2<br>3.125%, 08/01/2056<sup>(a)</sup> | 1500 | 1107426 |
|  CSCDA Community Improvement Authority<br> (CSCDA Community Improvement Authority Millennium South Bay-Hawthorne)<br>Series 2021<br>3.375%, 07/01/2043<sup>(a)</sup> | 3500 | 2891393 |

---

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| | | |
|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  CSCDA Community Improvement Authority<br> (CSCDA Community Improvement Authority Theo Apartments)<br>Series 2021<br>3.50%, 05/01/2047<sup>(a)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | $1971653 |
|  CSCDA Community Improvement Authority<br> (CSCDA Community Improvement Authority Union South Bay)<br>Series 2021-A<br>3.10%, 07/01/2045<sup>(a)</sup> | 1000 | 795142 |
|  CSCDA Community Improvement Authority<br> (CSCDA Community Improvement Authority Vineyard Gardens Apartments)<br>Series 2021<br>4.00%, 10/01/2048<sup>(a)</sup> | 2000 | 1500631 |
|  Los Angeles Department of Water & Power System Revenue<br>Series 2021-B<br>5.00%, 07/01/2041 | 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11318471 |
|  Orange County Transportation Authority<br>Series 2021<br>5.00%, 10/15/2024 (Pre-refunded/ETM) | 3505 | 3659980 |
|  Pajaro Valley Unified School District<br>Series 2013-A<br>5.00%, 08/01/2038 (Pre-refunded/ETM) | 1700 | 1722619 |
|  Riverside County Transportation Commission<br>Series 2013-A<br>5.75%, 06/01/2048 (Pre-refunded/ETM) | 7000 | 7078763 |
|  Sacramento County Water Financing Authority<br> (Sacramento County Water Agency)<br>NATL Series 2007-B<br>3.76% (LIBOR 3 Month + 0.57%), 06/01/2039<sup>(d)</sup> | 5000 | 4510343 |
|  San Diego County Regional Airport Authority<br>Series 2021-B<br>4.00%, 07/01/2035 | 3100 | 3123666 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/01/2036 | 8395 | 8368112 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/01/2039 | 7075 | 6901498 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/01/2040 | 8655 | 8424895 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/01/2041 | 3325 | 3232941 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/01/2030 | 2785 | 3140636 |
|  San Francisco Intl Airport<br>Series 2019-H<br>5.00%, 05/01/2025 | 5480 | 5733834 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-A<br>5.00%, 05/01/2031 | 3275 | 3732478 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/01/2036 | 5960 | 6574694 |
|  San Joaquin Hills Transportation Corridor Agency<br>Series 2021<br>5.00%, 01/15/2033 | 5000 | 5744342 |
|  State of California<br>Series 2014<br>5.00%, 05/01/2025 | 2960 | 3065454 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021<br>4.00%, 10/01/2023 | 10000 | 10112342 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 12/01/2024 | 2655 | 2736324 |

---

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| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 10/01/2034 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2690 | $| 2913813 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 10/01/2035 |  | 2935 |  | 3149613 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/01/2023 |  | 6000 |  | 6093413 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/01/2024 |  | 3590 |  | 3752394 |
|  University of California<br>Series 2013-A<br>5.00%, 05/15/2048 |  | 3000 |  | 3022294 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-S<br>5.00%, 05/15/2024 |  | 6000 |  | 6209727 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/15/2025 |  | 4000 |  | 4257459 |
|  |  |  |  | 190582287 |
|  **Colorado – 2.5%** | **Colorado – 2.5%** | **Colorado – 2.5%** | **Colorado – 2.5%** | **Colorado – 2.5%** |
|  Arapahoe County School District No. 5 Cherry Creek<br>Series 2022<br>4.00%, 12/15/2038 |  | 2655 |  | 2748491 |
|  Centerra Metropolitan District No. 1<br>Series 2017<br>5.00%, 12/01/2029<sup>(a)</sup> |  | 1510 |  | 1510955 |
|  City & County of Denver CO Airport System Revenue<br> (Denver Intl Airport)<br>Series 2018-A<br>5.00%, 12/01/2026 |  | 1700 |  | 1825452 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 12/01/2028 |  | 10000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11068686 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 12/01/2029 |  | 6555 |  | 7248946 |
|  Colorado Health Facilities Authority<br> (AdventHealth Obligated Group)<br>Series 2021<br>5.00%, 11/15/2041 |  | 2600 |  | 2882805 |
|  Colorado Health Facilities Authority<br> (CommonSpirit Health Obligated Group)<br>Series 2019-A<br>5.00%, 08/01/2030 |  | 1015 |  | 1126337 |
|  Colorado Health Facilities Authority<br> (CommonSpirit Health)<br>Series 2019-A<br>5.00%, 08/01/2032 |  | 640 |  | 706080 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 08/01/2033 |  | 750 |  | 823777 |
|  Colorado Health Facilities Authority<br> (Intermountain Healthcare Obligated Group)<br>Series 2019-B<br>4.00%, 01/01/2040 |  | 1445 |  | 1468827 |
|  Colorado Health Facilities Authority<br> (Sanford Obligated Group)<br>Series 2019-A<br>5.00%, 11/01/2033 |  | 1525 |  | 1705061 |
|  Denver City & County School District No. 1<br>Series 2014-B<br>5.00%, 12/01/2023 |  | 4730 |  | 4833308 |
|  E-470 Public Highway Authority<br>Series 2021-B<br>3.231% (SOFR + 0.35%), 09/01/2039<sup>(d)</sup> |  | 2000 |  | 1991457 |
|  Johnstown Plaza Metropolitan District<br>Series 2022<br>4.25%, 12/01/2046 |  | 1952 |  | 1606164 |

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| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  State of Colorado<br> (State of Colorado COP)<br>Series 2022<br>6.00%, 12/15/2041 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | $| 7356296 |
|  Sterling Ranch Community Authority Board<br> (Sterling Ranch Colorado Metropolitan District No. 2)<br>Series 2020-A<br>3.75%, 12/01/2040 |  | 1050 |  | 859153 |
|  Sterling Ranch Community Authority Board<br> (Sterling Ranch Metropolitan District No 3)<br>Series 2022<br>6.50%, 12/01/2042 |  | 1000 |  | 1024502 |
|  Vauxmont Metropolitan District<br>AGM Series 2019<br>5.00%, 12/15/2024 |  | 260 |  | 271240 |
|  |  |  |  | 51057537 |
|  **Connecticut – 3.3%** | **Connecticut – 3.3%** | **Connecticut – 3.3%** | **Connecticut – 3.3%** | **Connecticut – 3.3%** |
|  City of New Haven CT<br>Series 2018-A<br>5.50%, 08/01/2035 |  | 1920 |  | 2124995 |
|  Connecticut State Health & Educational Facilities Authority<br>Series 2023-A<br>2.80%, 07/01/2048<sup>(e)</sup> |  | 7710 |  | 7699403 |
|  Connecticut State Health & Educational Facilities Authority<br> (Stamford Hospital Obligated Group (The))<br>Series 2022<br>4.00%, 07/01/2035 |  | 1500 |  | 1509054 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/01/2036 |  | 1500 |  | 1489052 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/01/2037 |  | 1000 |  | 980680 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/01/2040 |  | 1500 |  | 1429813 |
|  Connecticut State Health & Educational Facilities Authority<br> (Yale University)<br>Series 2020<br>1.10%, 07/01/2048 |  | 10105 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10101669 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022<br>1.10%, 07/01/2049 |  | 8000 |  | 7637978 |
|  State of Connecticut<br>Series 2013-A<br>5.00%, 10/15/2024 |  | 5035 |  | 5129035 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2014-A<br>5.00%, 03/01/2028 |  | 2230 |  | 2294263 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2014-F<br>5.00%, 11/15/2026 |  | 1275 |  | 1334902 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-B<br>5.00%, 06/15/2025 |  | 4330 |  | 4599048 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/15/2028 |  | 2840 |  | 3016773 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-A<br>5.00%, 03/15/2032 |  | 2160 |  | 2326369 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-B<br>5.00%, 04/15/2028 |  | 1440 |  | 1632301 |

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| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  State of Connecticut Clean Water Fund - State Revolving Fund<br>Series 2013-A<br>5.00%, 03/01/2024 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4360 | $| 4368668 |
|  State of Connecticut Special Tax Revenue<br>Series 2020<br>5.00%, 05/01/2038 |  | 3040 |  | 3417157 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/01/2040 |  | 1000 |  | 1118521 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-D<br>4.00%, 11/01/2037 |  | 2250 |  | 2346388 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/01/2038 |  | 4185 |  | 4327636 |
|  |  |  |  | 68883705 |
|  **District of Columbia – 1.7%** | **District of Columbia – 1.7%** | **District of Columbia – 1.7%** | **District of Columbia – 1.7%** | **District of Columbia – 1.7%** |
|  District of Columbia<br> (District of Columbia International School Obligated Group)<br>Series 2019<br>5.00%, 07/01/2039 |  | 2000 |  | 2063177 |
|  District of Columbia<br> (Plenary Infrastructure DC LLC State Lease)<br>Series 2022<br>5.00%, 08/31/2029 |  | 4765 |  | 5178468 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 08/31/2030 |  | 5025 |  | 5494234 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/29/2032 |  | 5475 |  | 6010838 |
|  Metropolitan Washington Airports Authority Aviation Revenue<br>Series 2018-A<br>5.00%, 10/01/2025 |  | 5500 |  | 5806376 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/01/2026 |  | 3065 |  | 3291460 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-A<br>4.00%, 10/01/2038 |  | 2500 |  | 2492287 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/01/2036 |  | 1695 |  | 1869762 |
|  Washington Metropolitan Area Transit Authority Dedicated Revenue<br>Series 2021-A<br>4.00%, 07/15/2039 |  | 2450 |  | 2523615 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34730217 |
|  **Florida – 4.1%** | **Florida – 4.1%** | **Florida – 4.1%** | **Florida – 4.1%** | **Florida – 4.1%** |
|  Align Affordable Housing Bond Fund LP<br> (SHI - Lake Worth LLC)<br>Series 2021<br>3.25%, 12/01/2051<sup>(a)</sup> |  | 2500 |  | 2211478 |
|  Capital Trust Agency, Inc.<br> (Franklin Academy Series 2020 Obligated Group)<br>Series 2020<br>4.00%, 12/15/2025<sup>(a)</sup> |  | 300 |  | 299023 |
|  City of Palmetto FL<br> (Renaissance Arts and Education, Inc.)<br>Series 2022<br>5.125%, 06/01/2042 |  | 2400 |  | 2449918 |
|  City of South Miami Health Facilities Authority, Inc.<br> (Baptist Health South Florida Obligated Group)<br>Series 2017<br>5.00%, 08/15/2025 |  | 4500 |  | 4746450 |
|  County of Broward FL Airport System Revenue<br>Series 2013-A<br>5.25%, 10/01/2033 (Pre-refunded/ETM) |  | 2410 |  | 2450690 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-A<br>4.00%, 10/01/2044 |  | 16215 |  | 15643407 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-C<br>2.384%, 10/01/2026 |  | 2600 |  | 2423256 |

---

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| | | |
|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  County of Miami-Dade FL<br> (County of Miami-Dade FL Non-Ad Valorem)<br>Series 2015-A<br>5.00%, 06/01/2023 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6100 | $6152057 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/01/2024 | 5000 | 5156311 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/01/2026 | 2885 | 3050817 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/01/2027 | 4515 | 4770904 |
|  County of Osceola FL Transportation Revenue<br>Series 2020-A<br>Zero Coupon, 10/01/2030 | 115 | 80888 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 10/01/2031 | 140 | 93682 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 10/01/2032 | 100 | 63732 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 10/01/2033 | 115 | 69336 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 10/01/2034 | 125 | 70967 |
|  Florida Development Finance Corp.<br>Series 2022<br>2.90%, 12/01/2056 (Pre-refunded/ETM) | 10000 | 9993972 |
|  Florida Development Finance Corp.<br> (Mater Academy, Inc.)<br>Series 2022-A<br>4.00%, 06/15/2042 | 2000 | 1752649 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/15/2042 | 2550 | 2559359 |
|  Florida Municipal Power Agency<br> (Florida Municipal Power Agency All-Requirements Power Supply Project Revenue)<br>Series 2015-B<br>5.00%, 10/01/2023 | 1500 | 1525271 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021<br>1.425%, 10/01/2026 | 500 | 443088 |
|  Greater Orlando Aviation Authority<br>Series 2017-A<br>5.00%, 10/01/2029 (Pre-refunded/ETM) | 4420 | 4887766 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/01/2033 | 4000 | 4315790 |
|  Mid-Bay Bridge Authority<br>Series 2015-A<br>5.00%, 10/01/2028 | 1000 | 1042782 |
|  Orange County Health Facilities Authority<br> (Presbyterian Retirement Communities, Inc. Obligated Group)<br>Series 2023<br>4.00%, 08/01/2036<sup>(e)</sup> | 1000 | 940135 |
|  Polk County Industrial Development Authority<br> (Mineral Development LLC)<br>Series 2020<br>5.875%, 01/01/2033<sup>(a)</sup> | 1000 | 1017603 |
|  Village Community Development District No. 13<br>Series 2019<br>3.55%, 05/01/2039 | 4195 | 3511129 |
|  Village Community Development District No. 14<br>Series 2022<br>5.50%, 05/01/2053 | 2750 | 2767700 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84490160 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Georgia – 3.9%** | **Georgia – 3.9%** | **Georgia – 3.9%** |
|  Augusta Development Authority<br> (AU Health System Obligated Group)<br>Series 2018<br>5.00%, 07/01/2034 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4490 | $4367686 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/01/2035 | 5065 | 4853571 |
|  City of Atlanta GA Department of Aviation<br>Series 2022-B<br>5.00%, 07/01/2038 | 3440 | 3787955 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/01/2042 | 6830 | 7369984 |
|  Cobb County Kennestone Hospital Authority<br> (WellStar Health System Obligated Group)<br>Series 2021<br>5.00%, 04/01/2025 | 1650 | 1726860 |
|  Main Street Natural Gas, Inc.<br> (Citadel LP)<br>Series 2022-C<br>4.00%, 08/01/2052<sup>(a)</sup> | 5000 | 4819104 |
|  Main Street Natural Gas, Inc.<br> (Citigroup, Inc.)<br>Series 2021-C<br>4.00%, 05/01/2052 | 2075 | 2079066 |
|  Main Street Natural Gas, Inc.<br> (Royal Bank of Canada)<br>Series 2018-A<br>4.00%, 04/01/2048 | 9370 | 9407314 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-C<br>4.00%, 08/01/2048 | 6850 | 6888833 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-A<br>4.00%, 07/01/2052 | 31710 | 32319479 |
|  Richmond County Board of Education<br>Series 2021<br>5.00%, 10/01/2023 | 3400 | 3460451 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81080303 |
|  **Guam – 0.2%** | **Guam – 0.2%** | **Guam – 0.2%** |
|  Territory of Guam<br>Series 2019<br>5.00%, 11/15/2031 | 135 | 144982 |
|  Territory of Guam<br> (Territory of Guam Business Privilege Tax)<br>Series 2015-D<br>5.00%, 11/15/2025 | 865 | 901033 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/15/2031 | 2070 | 2142109 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-F<br>5.00%, 01/01/2028 | 500 | 538172 |
|  |  | 3726296 |
|  **Illinois – 3.5%** | **Illinois – 3.5%** | **Illinois – 3.5%** |
|  Chicago Board of Education<br>Series 2018-A<br>5.00%, 12/01/2027 | 1200 | 1257005 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-B<br>5.00%, 12/01/2030 | 135 | 142142 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 12/01/2031 | 265 | 278714 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 12/01/2033 | 100 | 104614 |
|  Chicago Housing Authority<br>Series 2018-A<br>5.00%, 01/01/2034 | 2500 | 2744831 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/01/2037 | 5260 | 5661015 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/01/2038 | 1000 | 1072922 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Chicago O'Hare International Airport<br>Series 2015-B<br>5.00%, 01/01/2029 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | $5228353 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C<br>5.00%, 01/01/2033 | 5000 | 5324040 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-B<br>5.00%, 01/01/2035 | 1475 | 1591142 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-A<br>5.00%, 01/01/2037 | 1000 | 1070335 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022<br>4.00%, 01/01/2042 | 2000 | 1996215 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/01/2028 | 680 | 738987 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/01/2031 | 600 | 678842 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/01/2042 | 3850 | 4131930 |
|  Chicago O'Hare International Airport<br> (Chicago O'Hare International Airport Customer Facility Charge)<br>Series 2013<br>5.50%, 01/01/2025 | 2250 | 2270345 |
|  Illinois Finance Authority<br> (Ascension Health Credit Group)<br>Series 2016-C<br>5.00%, 02/15/2024 | 1630 | 1672830 |
|  Illinois Finance Authority<br> (Illinois Institute of Technology)<br>Series 2019<br>5.00%, 09/01/2023 | 100 | 100575 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/01/2026 | 100 | 102591 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/01/2027 | 100 | 103057 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/01/2029 | 100 | 103501 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/01/2033 | 200 | 204035 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/01/2034 | 100 | 101262 |
|  Illinois Finance Authority<br> (University of Chicago (The))<br>Series 2021-A<br>5.00%, 10/01/2035 | 1400 | 1735595 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/01/2036 | 2500 | 3062289 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/01/2037 | 1350 | 1636931 |
|  Illinois Finance Authority<br> (Washington and Jane Smith Community - Orland Park)<br>Series 2022<br>4.00%, 10/15/2040 | 9375 | 7833534 |
|  Illinois Housing Development Authority<br>Series 2022<br>5.67%, 12/01/2025<sup>(a)</sup> | 1250 | 1260268 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.17%, 11/01/2038 | 125 | 130197 |
|  Illinois State Toll Highway Authority<br>Series 2020-A<br>5.00%, 01/01/2040 | 1080 | 1193714 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-A<br>5.00%, 01/01/2043 | 6700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7386251 |
|  State of Illinois<br>Series 2014<br>5.00%, 05/01/2030 | 3810 | 3879944 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-A<br>5.50%, 03/01/2042 | 2945 | 3204200 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-B<br>5.25%, 10/01/2037 | 3000 | 3271894 |
|  |  | 71274100 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Indiana – 1.7%** | **Indiana – 1.7%** | **Indiana – 1.7%** |
|  City of Fort Wayne IN<br>Series 2022<br>9.00%, 12/01/2044<sup>(a)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2740 | $2763182 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.75%, 12/01/2029 | 370 | 369647 |
|  Indiana Finance Authority<br> (Brightmark Plastics Renewal Indiana LLC)<br>Series 2019<br>7.00%, 03/01/2039<sup>(a)</sup> | 2305 | 1772296 |
|  Indiana Finance Authority<br> (Duke Energy Indiana LLC)<br>Series 2022<br>3.75%, 03/01/2031 | 5750 | 5923625 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/01/2035 | 7555 | 7782895 |
|  Indiana Finance Authority<br> (Good Samaritan Hospital Obligated Group)<br>Series 2022<br>4.00%, 04/01/2035 | 1210 | 1177082 |
|  Indiana Finance Authority<br> (Greencroft Goshen Obligated Group)<br>Series 2023-2<br>4.00%, 11/15/2037<sup>(e)</sup> | 1000 | 804403 |
|  Indiana Finance Authority<br> (Indiana University Health, Inc. Obligated Group)<br>Series 2021<br>0.70%, 12/01/2046 | 8150 | 7691267 |
|  Indiana Finance Authority<br> (Ohio Valley Electric Corp.)<br>Series 2021-B<br>2.50%, 11/01/2030 | 495 | 428680 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-A<br>4.25%, 11/01/2030 | 1535 | 1523643 |
|  Indiana Finance Authority<br> (University of Evansville)<br>Series 2022<br>5.25%, 09/01/2037 | 5000 | 5136133 |
|  |  | 35372853 |
|  **Iowa – 1.9%** | **Iowa – 1.9%** | **Iowa – 1.9%** |
|  Iowa Finance Authority<br>Series 2022-E<br>3.81% (SOFR + 0.80%), 01/01/2052<sup>(d)</sup> | 8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7890811 |
|  Iowa Finance Authority<br> (Iowa Fertilizer Co. LLC)<br>Series 2022<br>4.00%, 12/01/2050 | 5000 | 4991723 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 12/01/2050 | 7000 | 7141245 |
|  Iowa Higher Education Loan Authority<br> (Simpson College)<br>Series 2020<br>5.25%, 11/01/2040 | 2275 | 2190912 |
|  Iowa Tobacco Settlement Authority<br>Series 2021-A<br>4.00%, 06/01/2034 | 500 | 510175 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/01/2035 | $| 515 | $| 520424 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/01/2037 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 |  | 991231 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/01/2038 |  | 1000 |  | 986415 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/01/2040 |  | 500 |  | 485123 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/01/2031 |  | 900 |  | 995114 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-B<br>4.00%, 06/01/2049 |  | 1890 |  | 1889916 |
|  PEFA, Inc.<br> (Goldman Sachs Group, Inc. (The))<br>Series 2019<br>5.00%, 09/01/2049 |  | 11130 |  | 11552734 |
|  |  |  |  | 40145823 |
|  **Kansas – 0.3%** | **Kansas – 0.3%** | **Kansas – 0.3%** | **Kansas – 0.3%** | **Kansas – 0.3%** |
|  Kansas Development Finance Authority<br>Series 2021<br>5.00%, 11/15/2054 |  | 5280 |  | 5870040 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/15/2054 (Pre-refunded/ETM) |  | 720 |  | 820207 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6690247 |
|  **Kentucky – 2.8%** | **Kentucky – 2.8%** | **Kentucky – 2.8%** | **Kentucky – 2.8%** | **Kentucky – 2.8%** |
|  City of Ashland KY<br> (Ashland Hospital Corp. Obligated Group)<br>Series 2019<br>5.00%, 02/01/2026 |  | 180 |  | 189441 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/01/2027 |  | 195 |  | 208567 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/01/2030 |  | 125 |  | 138680 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/01/2031 |  | 150 |  | 163625 |
|  City of Henderson KY<br> (Pratt Paper LLC)<br>Series 2022<br>3.70%, 01/01/2032<sup>(a)</sup> |  | 1150 |  | 1130242 |
|  Kentucky Municipal Power Agency<br>NATL Series 2015-A<br>5.00%, 09/01/2023 |  | 1875 |  | 1899831 |
|  Kentucky Public Energy Authority<br> (BP PLC)<br>Series 2020-A<br>4.00%, 12/01/2050 |  | 7260 |  | 7273572 |
|  Kentucky Public Energy Authority<br> (Morgan Stanley)<br>Series 2018-C<br>8.795% (CPI + 1.05%), 12/01/2049<sup>(d)</sup> |  | 20000 |  | 20162766 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-C<br>4.00%, 02/01/2050 |  | 9015 |  | 9040062 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-A<br>4.00%, 08/01/2052 |  | 18485 |  | 18448006 |
|  |  |  |  | 58654792 |
|  **Louisiana – 0.6%** | **Louisiana – 0.6%** | **Louisiana – 0.6%** | **Louisiana – 0.6%** | **Louisiana – 0.6%** |
|  City of New Orleans LA<br>Series 2021-A<br>5.00%, 12/01/2030 |  | 1910 |  | 2233837 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 12/01/2035 |  | 2680 |  | 2995001 |
|  Jefferson Sales Tax District<br>AGM Series 2017-B<br>5.00%, 12/01/2034 |  | 1800 |  | 1970252 |

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| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Parish of St. James LA<br> (NuStar Logistics LP)<br>Series 2020<br>5.85%, 08/01/2041<sup>(a)</sup> | $| 340 | $| 350403 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 06/01/2038<sup>(a)</sup> |  | 455 |  | 493190 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 12/01/2040<sup>(a)</sup> |  | 390 |  | 422744 |
|  State of Louisiana Gasoline & Fuels Tax Revenue<br>Series 2022-A<br>3.51% (SOFR + 0.50%), 05/01/2043<sup>(d)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4960 |  | 4857680 |
|  |  |  |  | 13323107 |
|  **Maryland – 2.4%** | **Maryland – 2.4%** | **Maryland – 2.4%** | **Maryland – 2.4%** | **Maryland – 2.4%** |
|  County of Montgomery MD<br>Series 2019-A<br>5.00%, 11/01/2026 |  | 5925 |  | 6543388 |
|  Maryland Economic Development Corp.<br> (Purple Line Transit Partners LLC)<br>Series 2022<br>5.00%, 06/30/2040 |  | 8795 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9110696 |
|  Maryland Health & Higher Educational Facilities Authority<br> (Stevenson University, Inc.)<br>Series 2021<br>4.00%, 06/01/2039 |  | 500 |  | 491253 |
|  State of Maryland<br>Series 2017-B<br>5.00%, 08/01/2024 |  | 5790 |  | 6020703 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-A<br>5.00%, 03/15/2023 |  | 5000 |  | 5015556 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-B<br>5.00%, 08/01/2028 |  | 9315 |  | 10717881 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-C<br>5.00%, 03/01/2026 |  | 11500 |  | 12489356 |
|  |  |  |  | 50388833 |
|  **Massachusetts – 1.5%** | **Massachusetts – 1.5%** | **Massachusetts – 1.5%** | **Massachusetts – 1.5%** | **Massachusetts – 1.5%** |
|  Commonwealth of Massachusetts<br>AGC Series 2007-A<br>3.545% (LIBOR 3 Month + 0.57%), 05/01/2037<sup>(d)</sup> |  | 3275 |  | 3217123 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-B<br>5.00%, 07/01/2024 |  | 7380 |  | 7658131 |
|  Commonwealth of Massachusetts<br> (Commonwealth of Massachusetts COVID-19 Recovery Assessment Revenue)<br>Series 2022-B<br>4.11%, 07/15/2031 |  | 3200 |  | 3161947 |
|  Massachusetts Bay Transportation Authority Sales Tax Revenue<br>Series 2004-C<br>5.25%, 07/01/2023 |  | 3520 |  | 3560855 |
|  Massachusetts Clean Water Trust (The)<br> (Massachusetts Water Pollution Abatement Trust (The) SRF)<br>Series 2006<br>9.59% (CPI + 0.99%), 08/01/2023<sup>(d)</sup> |  | 2275 |  | 2314521 |

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| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-2<br>4.00%, 02/01/2023 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1645 | $| 1645000 |
|  Massachusetts Development Finance Agency<br> (Broad Institute Inc. (The))<br>Series 2017<br>5.00%, 04/01/2028 |  | 1655 |  | 1850436 |
|  Massachusetts Port Authority<br>Series 2021-E<br>5.00%, 07/01/2037 |  | 2250 |  | 2458140 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/01/2039 |  | 5000 |  | 5425415 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31291568 |
|  **Michigan – 1.7%** | **Michigan – 1.7%** | **Michigan – 1.7%** | **Michigan – 1.7%** | **Michigan – 1.7%** |
|  City of Detroit MI<br>Series 2018<br>5.00%, 04/01/2035 |  | 750 |  | 776887 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/01/2036 |  | 305 |  | 312950 |
|  City of Detroit MI Sewage Disposal System Revenue<br> (Great Lakes Water Authority Sewage Disposal System Revenue)<br>AGM Series 2006-D<br>3.794% (LIBOR 3 Month + 0.60%), 07/01/2032<sup>(d)</sup> |  | 2605 |  | 2550804 |
|  Detroit City School District<br>AGM Series 2005-A<br>5.25%, 05/01/2029 |  | 3860 |  | 4495866 |
|  Michigan Finance Authority<br> (City of Detroit MI)<br>Series 2016-C<br>5.00%, 04/01/2026 |  | 1000 |  | 1075586 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/01/2027 |  | 1735 |  | 1879543 |
|  Michigan Finance Authority<br> (Great Lakes Water Authority Water Supply System Revenue)<br>AGM Series 2014-D2<br>5.00%, 07/01/2024 |  | 10545 |  | 10896124 |
|  Michigan Finance Authority<br> (Henry Ford Health System Obligated Group)<br>Series 2016<br>5.00%, 11/15/2031 |  | 1785 |  | 1917680 |
|  Michigan Finance Authority<br> (Michigan Finance Authority Drinking Water Revolving Fund)<br>Series 2021<br>5.00%, 10/01/2026 |  | 1250 |  | 1374355 |
|  Michigan Strategic Fund<br> (Michigan Strategic Fund - I 75 Improvement Project)<br>Series 2018<br>5.00%, 12/31/2028 |  | 3075 |  | 3302563 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/30/2029 |  | 6015 |  | 6447251 |
|  |  |  |  | 35029609 |

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------

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| | | |
|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Minnesota – 0.4%** | **Minnesota – 0.4%** | **Minnesota – 0.4%** |
|  Minneapolis-St Paul Metropolitan Airports Commission<br>Series 2022-B<br>4.00%, 01/01/2038 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4250 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4218568 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/01/2039 | 2105 | 2294724 |
|  State of Minnesota<br>Series 2022-B<br>5.00%, 08/01/2024 | 2000 | 2079690 |
|  |  | 8592982 |
|  **Mississippi – 0.1%** | **Mississippi – 0.1%** | **Mississippi – 0.1%** |
|  Mississippi Development Bank<br> (Magnolia Regional Health Center)<br>Series 2021<br>5.00%, 10/01/2033<sup>(a)</sup> | 1000 | 1071431 |
|  Mississippi Hospital Equipment & Facilities Authority<br> (Baptist Memorial Health Care Obligated Group)<br>Series 2016-A<br>5.00%, 09/01/2036 | 1500 | 1542178 |
|  |  | 2613609 |
|  **Missouri – 0.7%** | **Missouri – 0.7%** | **Missouri – 0.7%** |
|  Health & Educational Facilities Authority of the State of Missouri<br> (BJC Healthcare Obligated Group)<br>Series 2021-B<br>4.00%, 05/01/2051 | 11975 | 12437404 |
|  Howard Bend Levee District XLCA<br>Series 2005<br>5.75%, 03/01/2025 | 135 | 137712 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 03/01/2027 | 120 | 123656 |
|  Lee's Summit Industrial Development Authority<br> (John Knox Village Obligated Group)<br>Series 2016-A<br>5.00%, 08/15/2036 | 1675 | 1568387 |
|  |  | 14267159 |
|  **Montana – 0.2%** | **Montana – 0.2%** | **Montana – 0.2%** |
|  Montana Facility Finance Authority<br> (Benefis Health System Obligated Group)<br>Series 2016<br>5.00%, 02/15/2031 | 1925 | 2049581 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/15/2033 | 1350 | 1428792 |
|  |  | 3478373 |
|  **Nebraska – 1.0%** | **Nebraska – 1.0%** | **Nebraska – 1.0%** |
|  Central Plains Energy Project<br> (Goldman Sachs Group, Inc. (The))<br>Series 2018<br>5.00%, 03/01/2050 | 15000 | 15163975 |
|  Central Plains Energy Project<br> (Royal Bank of Canada)<br>Series 2019<br>4.00%, 12/01/2049 | 6115 | 6192875 |
|  |  | 21356850 |
|  **Nevada – 2.5%** | **Nevada – 2.5%** | **Nevada – 2.5%** |
|  City of Sparks NV<br> (City of Sparks NV Sales Tax)<br>Series 2019-A<br>2.50%, 06/15/2024<sup>(a)</sup> | 160 | 156081 |

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------

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| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Clark County School District<br>Series 2021-A<br>4.00%, 06/15/2034 | $| 10085 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10800346 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/15/2027 |  | 3500 |  | 3892160 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-B<br>5.00%, 06/15/2027 |  | 5170 |  | 5749277 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/15/2028 |  | 6710 |  | 7625424 |
|  Las Vegas Valley Water District<br>Series 2022-A<br>4.00%, 06/01/2036 |  | 5000 |  | 5276480 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/01/2037 |  | 6350 |  | 6636209 |
|  State of Nevada Department of Business & Industry<br> (DesertXpress Enterprises LLC)<br>Series 2023<br>3.70%, 01/01/2050 |  | 3800 |  | 3800635 |
|  Tahoe-Douglas Visitors Authority<br>Series 2020<br>4.00%, 07/01/2027 |  | 1200 |  | 1216975 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/01/2029 |  | 2625 |  | 2807677 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/01/2032 |  | 2035 |  | 2177525 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/01/2035 |  | 805 |  | 845512 |
|  |  |  |  | 50984301 |
|  **New Hampshire – 0.0%** | **New Hampshire – 0.0%** | **New Hampshire – 0.0%** | **New Hampshire – 0.0%** | **New Hampshire – 0.0%** |
|  New Hampshire Business Finance Authority<br>Series 2022-2<br>0.35%, 09/20/2036 |  | 8500 |  | 207966 |
|  **New Jersey – 4.4%** | **New Jersey – 4.4%** | **New Jersey – 4.4%** | **New Jersey – 4.4%** | **New Jersey – 4.4%** |
|  Federal Home Loan Mortgage Corp. Enhanced Receipt<br>Series 2019-B, Class 1<br>3.87%, 11/15/2035<sup>(a)</sup> |  | 12363 |  | 11619057 |
|  New Jersey Economic Development Authority<br>Series 2014-P<br>5.00%, 06/15/2029 (Pre-refunded/ETM) |  | 1150 |  | 1191090 |
|  New Jersey Economic Development Authority<br> (Port Newark Container Terminal LLC)<br>Series 2017<br>5.00%, 10/01/2026 |  | 2130 |  | 2205483 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/01/2027 |  | 1680 |  | 1747119 |
|  New Jersey Economic Development Authority<br> (United Airlines, Inc.)<br>Series 2012<br>5.25%, 09/15/2029 |  | 1365 |  | 1379421 |
|  New Jersey Educational Facilities Authority<br> (Ramapo College of New Jersey)<br>AGM Series 2022-A<br>4.00%, 07/01/2039 |  | 550 |  | 563438 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/01/2040 |  | 750 |  | 761645 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/01/2041 |  | 835 |  | 843510 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/01/2034 |  | 845 |  | 994751 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/01/2035 |  | 400 |  | 465451 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/01/2036 |  | 600 |  | 690812 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/01/2037 |  | 600 |  | 684055 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/01/2038 |  | 745 |  | 846984 |

---

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| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  New Jersey Transportation Trust Fund Authority<br>Series 2014-C<br>5.25%, 06/15/2032 | $| 2960 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3085542 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-A<br>5.00%, 06/15/2036 |  | 1140 |  | 1252815 |
|  New Jersey Transportation Trust Fund Authority<br> (New Jersey Transportation Fed Hwy Grant)<br>Series 2016<br>5.00%, 06/15/2029 |  | 4390 |  | 4722217 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-A<br>5.00%, 06/15/2028 |  | 4170 |  | 4492824 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/15/2029 |  | 17500 |  | 18824327 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/15/2030 |  | 1500 |  | 1609301 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/15/2031 |  | 3000 |  | 3210510 |
|  New Jersey Turnpike Authority<br>Series 2014-A<br>5.00%, 01/01/2028 |  | 4785 |  | 4952541 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-A<br>5.00%, 01/01/2033 |  | 7300 |  | 8004135 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-B<br>0.897%, 01/01/2025 |  | 1000 |  | 938492 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.713%, 01/01/2029 |  | 1350 |  | 1165374 |
|  Tobacco Settlement Financing Corp./NJ<br>Series 2018-A<br>5.00%, 06/01/2030 |  | 4750 |  | 5133214 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-B<br>5.00%, 06/01/2046 |  | 3495 |  | 3528890 |
|  Township of Jefferson NJ<br>Series 2022<br>3.00%, 06/16/2023 |  | 5380 |  | 5380100 |
|  |  |  |  | 90293098 |
|  **New Mexico – 0.1%** | **New Mexico – 0.1%** | **New Mexico – 0.1%** | **New Mexico – 0.1%** | **New Mexico – 0.1%** |
|  State of New Mexico Severance Tax Permanent Fund<br>Series 2022-A<br>5.00%, 07/01/2031 |  | 1000 |  | 1210313 |
|  Winrock Town Center Tax Increment Development District No. 1<br>Series 2022<br>4.00%, 05/01/2033<sup>(a)</sup> |  | 1035 |  | 921944 |
|  |  |  |  | 2132257 |
|  **New York – 9.4%** | **New York – 9.4%** | **New York – 9.4%** | **New York – 9.4%** | **New York – 9.4%** |
|  City of New York NY<br>Series 2020-A<br>5.00%, 08/01/2026 |  | 3940 |  | 4320074 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021<br>1.396%, 08/01/2027 |  | 3120 |  | 2741444 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-A<br>4.00%, 08/01/2041 |  | 2000 |  | 2007457 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-F<br>5.00%, 06/01/2044 |  | 2500 |  | 2626924 |
|  County of Nassau NY<br>Series 2022-A<br>4.00%, 04/01/2042 |  | 2205 |  | 2176532 |

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| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Metropolitan Transportation Authority<br>Series 2013-A<br>5.00%, 11/15/2026 (Pre-refunded/ETM) | $2300 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2316347 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2013-E<br>5.00%, 11/15/2025 (Pre-refunded/ETM) | 8510 | 8683765 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-A<br>5.00%, 11/15/2024 | 1130 | 1167771 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-B<br>5.00%, 11/15/2027 | 1370 | 1443320 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-B<br>5.00%, 11/15/2023 | 1110 | 1124556 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/15/2025 | 1935 | 2034315 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/15/2026 | 555 | 590955 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-C<br>5.00%, 11/15/2026 | 1275 | 1357600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/15/2027 | 1745 | 1878780 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/15/2028 | 1000 | 1062574 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-A<br>5.00%, 11/15/2045 | 5120 | 5592672 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-E<br>4.00%, 11/15/2026 | 1000 | 1027579 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/15/2028 | 4000 | 4320903 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-D<br>3.211% (SOFR + 0.33%), 11/01/2035<sup>(d)</sup> | 1975 | 1970195 |
|  New York City Transitional Finance Authority Future Tax Secured Revenue<br>Series 2018<br>5.00%, 08/01/2023 | 6810 | 6899251 |
|  New York State Dormitory Authority<br> (State of New York Pers Income Tax)<br>Series 2014-A<br>5.00%, 02/15/2028 | 6565 | 6749098 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021<br>2.202%, 03/15/2034 | 2000 | 1628753 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.252%, 03/15/2032 | 2000 | 1690141 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-A<br>4.00%, 03/15/2042 | 5000 | 5002033 |
|  New York State Environmental Facilities Corp.<br> (State of New York SRF)<br>Series 2021<br>4.00%, 08/15/2038 | 800 | 825338 |
|  New York State Thruway Authority<br> (State of New York Pers Income Tax)<br>Series 2021-A<br>5.00%, 03/15/2025 | 2225 | 2350848 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-A<br>5.00%, 03/15/2030 | 21850 | 25876654 |
|  New York State Urban Development Corp.<br> (State of New York Pers Income Tax)<br>Series 2022<br>5.00%, 09/15/2029 | 37115 | 43628111 |
|  New York Transportation Development Corp.<br> (JFK International Air Terminal LLC)<br>Series 2022<br>5.00%, 12/01/2038 | 1700 | 1783864 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 12/01/2040 | 2850 | 2958167 |

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| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  New York Transportation Development Corp.<br> (Laguardia Gateway Partners LLC)<br>Series 2016-A<br>5.00%, 07/01/2046 | $| 345 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345171 |
|  Port Authority of New York & New Jersey<br>Series 2021-2<br>5.00%, 07/15/2028 |  | 1025 |  | 1131971 |
|  Suffolk Tobacco Asset Securitization Corp.<br>Series 2021<br>5.00%, 06/01/2028 |  | 2265 |  | 2454744 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/01/2032 |  | 2245 |  | 2488823 |
|  Triborough Bridge & Tunnel Authority<br> (Metropolitan Transportation Authority Payroll Mobility Tax Revenue)<br>Series 2021<br>5.00%, 05/15/2050 |  | 4740 |  | 5091712 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-A<br>2.00%, 05/15/2045 |  | 2945 |  | 2856401 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.591%, 05/15/2036 |  | 2000 |  | 1557116 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.917%, 05/15/2040 |  | 1000 |  | 756224 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-A<br>5.00%, 08/15/2024 |  | 16500 |  | 17111457 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-E<br>3.931% (SOFR + 1.05%), 04/01/2026<sup>(d)</sup> |  | 6000 |  | 6061351 |
|  Trust for Cultural Resources of The City of New York (The)<br>Series 2014<br>5.00%, 08/01/2043 (Pre-refunded/ETM) |  | 5000 |  | 5066276 |
|  |  |  |  | 192757267 |
|  **North Carolina – 0.4%** | **North Carolina – 0.4%** | **North Carolina – 0.4%** | **North Carolina – 0.4%** | **North Carolina – 0.4%** |
|  Fayetteville State University<br>Series 2023<br>5.00%, 04/01/2032<sup>(a)</sup> |  | 655 |  | 731841 |
|  State of North Carolina<br> (State of North Carolina Fed Hwy Grant)<br>Series 2015<br>5.00%, 03/01/2026 |  | 6710 |  | 7088413 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021<br>5.00%, 03/01/2028 |  | 1175 |  | 1333334 |
|  |  |  |  | 9153588 |
|  **North Dakota – 0.0%** | **North Dakota – 0.0%** | **North Dakota – 0.0%** | **North Dakota – 0.0%** | **North Dakota – 0.0%** |
|  County of Grand Forks ND<br> (Red River Biorefinery LLC)<br>Series 2021<br>6.625%, 12/15/2031<sup>(a) (b) (c)</sup> |  | 425 |  | 233750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 12/15/2043<sup>(a) (b) (c)</sup> |  | 440 |  | 242000 |
|  |  |  |  | 475750 |
|  **Ohio – 2.4%** | **Ohio – 2.4%** | **Ohio – 2.4%** | **Ohio – 2.4%** | **Ohio – 2.4%** |
|  American Municipal Power, Inc.<br>Series 2016-A<br>5.00%, 02/15/2036 |  | 5000 |  | 5271500 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019<br>5.00%, 02/15/2035 |  | 1425 |  | 1616379 |
|  Buckeye Tobacco Settlement Financing Authority<br>Series 2020-A<br>4.00%, 06/01/2039 |  | 1000 |  | 968372 |

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| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  City of Chillicothe OH<br> (Adena Health System Obligated Group)<br>Series 2017<br>5.00%, 12/01/2037 | $| 3385 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3528246 |
|  City of Cleveland OH Airport System Revenue<br>AGM Series 2016-B<br>5.00%, 01/01/2024 |  | 1075 |  | 1099966 |
|  City of Cleveland OH Income Tax Revenue<br>Series 2017-B1<br>5.00%, 10/01/2027 |  | 2500 |  | 2804300 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/01/2029 |  | 3085 |  | 3487829 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/01/2030 |  | 2000 |  | 2260167 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-B2<br>5.00%, 10/01/2029 |  | 1485 |  | 1678907 |
|  City of Columbus OH<br>Series 2013-A<br>5.00%, 08/15/2023 |  | 1390 |  | 1409626 |
|  County of Cuyahoga OH<br> (MetroHealth System (The))<br>Series 2017<br>5.00%, 02/15/2037 |  | 5600 |  | 5757125 |
|  County of Washington OH<br> (Marietta Area Health Care, Inc. Obligated Group)<br>Series 2022<br>6.375%, 12/01/2037 |  | 2000 |  | 2055486 |
|  Northeast Ohio Regional Sewer District<br>Series 2013<br>5.00%, 11/15/2043 (Pre-refunded/ETM) |  | 6000 |  | 6042645 |
|  Ohio Higher Educational Facility Commission<br> (University of Dayton)<br>Series 2022<br>5.00%, 02/01/2038 |  | 1250 |  | 1373763 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/01/2039 |  | 3860 |  | 4213835 |
|  Ohio Turnpike & Infrastructure Commission<br>Series 2013A-1<br>5.00%, 02/15/2024 |  | 5005 |  | 5009455 |
|  |  |  |  | 48577601 |
|  **Oklahoma – 0.2%** | **Oklahoma – 0.2%** | **Oklahoma – 0.2%** | **Oklahoma – 0.2%** | **Oklahoma – 0.2%** |
|  Oklahoma Development Finance Authority<br> Oklahoma Development Finance Authority<br>Series 2022<br>4.38%, 11/01/2045 |  | 2500 |  | 2392152 |
|  Oklahoma Development Finance Authority<br> (OU Medicine Obligated Group)<br>Series 2022-A<br>5.50%, 08/15/2037 |  | 2000 |  | 1951641 |
|  |  |  |  | 4343793 |
|  **Oregon – 1.3%** | **Oregon – 1.3%** | **Oregon – 1.3%** | **Oregon – 1.3%** | **Oregon – 1.3%** |
|  Deschutes County Hospital Facilities Authority<br> (St. Charles Health System Obligated Group)<br>Series 2016-A<br>4.00%, 01/01/2033 |  | 1000 |  | 1020598 |
|  Lane County School District No 4J Eugene<br>Series 2022<br>5.00%, 06/15/2024 |  | 8780 |  | 9098959 |

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| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Oregon Health & Science University<br> (Oregon Health & Science University Obligated Group)<br>Series 2021-B<br>5.00%, 07/01/2046 | $| 4750 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5449712 |
|  Port of Portland OR Airport Revenue<br>Series 2022-2<br>4.00%, 07/01/2038 |  | 5000 |  | 4962129 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/01/2040 |  | 3500 |  | 3449429 |
|  Tri-County Metropolitan Transportation District of Oregon<br>Series 2018-A<br>5.00%, 10/01/2029 |  | 1910 |  | 2134724 |
|  |  |  |  | 26115551 |
|  **Other – 0.2%** | **Other – 0.2%** | **Other – 0.2%** | **Other – 0.2%** | **Other – 0.2%** |
|  Federal Home Loan Mortgage Corp. Multifamily VRD Certificates<br> (FHLMC Multifamily VRD Certificates)<br>2.65%, 06/15/2036<sup>(a)</sup> |  | 3745 |  | 3128647 |
|  **Pennsylvania – 4.8%** | **Pennsylvania – 4.8%** | **Pennsylvania – 4.8%** | **Pennsylvania – 4.8%** | **Pennsylvania – 4.8%** |
|  Allegheny County Airport Authority<br>Series 2021-A<br>4.00%, 01/01/2041 |  | 5255 |  | 5112155 |
|  Berks County Municipal Authority (The)<br> (Tower Health Obligated Group)<br>Series 2012-A<br>4.50%, 11/01/2041 |  | 1000 |  | 657893 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-B<br>5.00%, 02/01/2040 |  | 2000 |  | 1893396 |
|  Bucks County Industrial Development Authority<br> (Grand View Hospital/Sellersville PA Obligated Group)<br>Series 2021<br>5.00%, 07/01/2032 |  | 1000 |  | 1046614 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/01/2033 |  | 1150 |  | 1195557 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/01/2034 |  | 1300 |  | 1333066 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/01/2035 |  | 1050 |  | 1067090 |
|  Chester County Industrial Development Authority<br> (Collegium Charter School)<br>Series 2022<br>5.00%, 10/15/2032<sup>(a)</sup> |  | 1000 |  | 1006808 |
|  City of Philadelphia PA<br>Series 2017<br>5.00%, 08/01/2028 |  | 12990 |  | 14319054 |
|  City of Philadelphia PA Airport Revenue<br>Series 2021<br>5.00%, 07/01/2028 |  | 3035 |  | 3324186 |
|  City of Philadelphia PA Water & Wastewater Revenue<br>Series 2017-A<br>5.00%, 10/01/2032 |  | 1000 |  | 1112526 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/01/2033 |  | 1135 |  | 1259413 |
|  Commonwealth of Pennsylvania<br>Series 2017<br>5.00%, 01/01/2024 |  | 3600 |  | 3682290 |

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| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Hospitals & Higher Education Facilities Authority of Philadelphia (The)<br> (Temple University Health System Obligated Group)<br>AGM Series 2022<br>4.00%, 07/01/2040 | $10000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9831084 |
|  Lancaster County Hospital Authority/PA<br> (St. Anne's Retirement Community Obligated Group)<br>Series 2022<br>3.50%, 03/01/2025 | 955 | 924985 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/01/2033 | 1600 | 1517288 |
|  Montgomery County Higher Education and Health Authority<br> (Thomas Jefferson University Obligated Group)<br>Series 2018<br>5.00%, 09/01/2034 | 1500 | 1631075 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022<br>4.00%, 05/01/2036 | 1100 | 1111322 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/01/2037 | 1500 | 1506968 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/01/2038 | 1375 | 1373940 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/01/2039 | 1500 | 1498476 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/01/2040 | 2000 | 1988355 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/01/2041 | 3000 | 2985424 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/01/2042 | 2125 | 2087304 |
|  Moon Industrial Development Authority<br> (Baptist Homes Society)<br>Series 2015<br>5.125%, 07/01/2025 | 1300 | 1268755 |
|  Pennsylvania Economic Development Financing Authority<br> (PA Bridges Finco LP)<br>Series 2015<br>5.00%, 06/30/2042 | 1000 | 1003244 |
|  Pennsylvania Economic Development Financing Authority<br> (UPMC Obligated Group)<br>Series 2022-C<br>2.36% (MUNIPSA + 0.70%), 11/15/2047<sup>(d)</sup> | 5000 | 4851017 |
|  Pennsylvania Higher Educational Facilities Authority<br> (University of Pennsylvania Health System Obligated Group (The))<br>Series 2022<br>4.00%, 08/15/2042 | 2000 | 1980124 |
|  Pennsylvania Turnpike Commission<br>Series 2017<br>5.00%, 12/01/2028 | 1750 | 1967495 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 12/01/2029 | 1255 | 1409887 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-B<br>5.00%, 06/01/2034 | 5830 | 6263259 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/01/2036 | 1750 | 1858643 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019<br>5.00%, 12/01/2023 | 4250 | 4335748 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-A<br>3.00%, 12/01/2042 | 1245 | 1038742 |

---

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---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-B<br>4.00%, 12/01/2039 | $| 2000 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2026962 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-A<br>5.00%, 12/01/2036 |  | 1000 |  | 1160068 |
|  Philadelphia Authority for Industrial Development<br> (MaST Community Charter School III)<br>Series 2021<br>5.00%, 08/01/2040 |  | 1000 |  | 1027878 |
|  School District of Philadelphia (The)<br>Series 2016-F<br>5.00%, 09/01/2034 |  | 5000 |  | 5303480 |
|  |  |  |  | 98961571 |
|  **Puerto Rico – 0.6%** | **Puerto Rico – 0.6%** | **Puerto Rico – 0.6%** | **Puerto Rico – 0.6%** | **Puerto Rico – 0.6%** |
|  Commonwealth of Puerto Rico<br>Series 2021-A<br>Zero Coupon, 07/01/2024 |  | 261 |  | 244413 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 07/01/2033 |  | 4179 |  | 2420072 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/01/2033 |  | 3 |  | 2712 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/01/2035 |  | 3 |  | 2368 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/01/2037 |  | 2 |  | 1980 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/01/2041 |  | 3 |  | 2617 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/01/2046 |  | 3 |  | 2638 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 07/01/2023 |  | 752 |  | 755179 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 07/01/2027 |  | 1388 |  | 1453991 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 07/01/2029 |  | 1128 |  | 1199422 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 07/01/2031 |  | 228 |  | 247335 |
|  Commonwealth of Puerto Rico<br> (Commonwealth of Puerto Rico)<br>Series 2022-C<br>Zero Coupon, 11/01/2043 |  | 19 |  | 8434 |
|  HTA HRRB Custodial Trust<br>Series 2022<br>5.25%, 07/01/2036 |  | 100 |  | 100512 |
|  HTA TRRB Custodial Trust<br>Series 2022<br>5.25%, 07/01/2034 |  | 1010 |  | 1003107 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 07/01/2036 |  | 1095 |  | 1100608 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 07/01/2041 |  | 790 |  | 794983 |
|  Puerto Rico Electric Power Authority<br>AGM Series 2007-V<br>5.25%, 07/01/2031 |  | 970 |  | 974537 |
|  Puerto Rico Highway & Transportation Authority<br>Series 2022-B<br>Zero Coupon, 07/01/2032 |  | 1260 |  | 792225 |
|  Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue<br>Series 2018-A<br>Zero Coupon, 07/01/2024 |  | 790 |  | 743613 |
|  |  |  |  | 11850746 |
|  **Rhode Island – 0.2%** | **Rhode Island – 0.2%** | **Rhode Island – 0.2%** | **Rhode Island – 0.2%** | **Rhode Island – 0.2%** |
|  Rhode Island Health and Educational Building Corp.<br> (City of Newport RI)<br>Series 2022-C<br>4.00%, 05/15/2040 |  | 3435 |  | 3502522 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **South Carolina – 1.5%** | **South Carolina – 1.5%** | **South Carolina – 1.5%** |
|  Columbia Housing Authority/SC<br>Series 2022<br>4.80%, 11/01/2024 | $525 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511192 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.26%, 11/01/2032 | 100 | 99165 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.41%, 11/01/2039 | 1315 | 1290754 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.28%, 11/01/2039 | 100 | 98262 |
|  County of Richland SC<br>Series 2021-A<br>5.00%, 03/01/2028 | 13020 | 14841723 |
|  South Carolina Jobs-Economic Development Authority<br> (Last Step Recycling LLC)<br>Series 2021<br>6.25%, 06/01/2040<sup>(a)</sup> | 1000 | 768656 |
|  South Carolina Public Service Authority<br>Series 2016-A<br>5.00%, 12/01/2034 | 1000 | 1043611 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 12/01/2036 | 1535 | 1588721 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-B<br>5.00%, 12/01/2037 | 5040 | 5226879 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C<br>5.00%, 12/01/2035 | 930 | 970575 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-A<br>4.00%, 12/01/2042 | 2260 | 2216133 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-B<br>4.00%, 12/01/2039 | 1975 | 1970558 |
|  |  | 30626229 |
|  **Tennessee – 1.5%** | **Tennessee – 1.5%** | **Tennessee – 1.5%** |
|  Bristol Industrial Development Board<br> (Bristol Industrial Development Board Sales Tax)<br>Series 2016-A<br>5.00%, 12/01/2035<sup>(a)</sup> | 1410 | 1354989 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-B<br>Zero Coupon, 12/01/2024<sup>(a)</sup> | 1405 | 1281747 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 12/01/2031<sup>(a)</sup> | 1000 | 619127 |
|  City of Pigeon Forge TN<br>Series 2021-B<br>5.00%, 06/01/2024 | 4545 | 4701010 |
|  Greeneville Health & Educational Facilities Board<br> (Ballad Health Obligated Group)<br>Series 2018-B<br>1.65%, 07/01/2045<sup>(f)</sup> | 700 | 700000 |
|  Knox County Industrial Development Board<br> (Tompaul Knoxville LLC)<br>Series 2022<br>8.75%, 11/01/2032<sup>(a)</sup> | 1000 | 1013126 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.25%, 11/01/2042<sup>(a)</sup> | 1000 | 1012839 |
|  Metropolitan Government of Nashville & Davidson County TN<br>Series 2021-A<br>5.00%, 07/01/2023 | 6220 | 6285834 |
|  Metropolitan Nashville Airport Authority (The)<br>Series 2022-B<br>5.50%, 07/01/2038 | 1300 | 1486058 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 07/01/2042 | 1485 | 1663928 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  State of Tennessee<br>Series 2015-A<br>5.00%, 08/01/2034 (Pre-refunded/ETM) | $| 2750 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2935127 |
|  Tennergy Corp/TN<br> (Goldman Sachs Group, Inc. (The))<br>Series 2022-A<br>5.50%, 10/01/2053 |  | 5000 |  | 5418566 |
|  Wilson County Health & Educational Facilities Board<br>Series 2021<br>4.00%, 12/01/2039 |  | 1000 |  | 781781 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 12/01/2024 |  | 1000 |  | 942624 |
|  |  |  |  | 30196756 |
|  **Texas – 6.0%** | **Texas – 6.0%** | **Texas – 6.0%** | **Texas – 6.0%** | **Texas – 6.0%** |
|  Board of Regents of the University of Texas System<br>Series 2016-E<br>5.00%, 08/15/2023 |  | 2000 |  | 2028884 |
|  Central Texas Regional Mobility Authority<br>Series 2021-B<br>5.00%, 01/01/2030 |  | 1800 |  | 2048785 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/01/2034 |  | 1575 |  | 1799031 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/01/2035 |  | 1350 |  | 1528901 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/01/2037 |  | 1675 |  | 1862527 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/01/2039 |  | 1000 |  | 1102284 |
|  City of Dallas TX<br>Series 2021<br>5.00%, 02/15/2023 |  | 5105 |  | 5109921 |
|  City of Houston TX<br>Series 2021-A<br>5.00%, 03/01/2026 |  | 2500 |  | 2702632 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/01/2027 |  | 4180 |  | 4618225 |
|  City of Houston TX Airport System Revenue<br>Series 2020-A<br>4.00%, 07/01/2037 |  | 3000 |  | 2980574 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-A<br>4.00%, 07/01/2035 |  | 1100 |  | 1104474 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/01/2037 |  | 1085 |  | 1077974 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/01/2039 |  | 2500 |  | 2467876 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/01/2040 |  | 5175 |  | 5093901 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/01/2032 |  | 1000 |  | 1136377 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/01/2033 |  | 3000 |  | 3395421 |
|  City of Houston TX Airport System Revenue<br> (United Airlines, Inc.)<br>Series 2014<br>5.00%, 07/01/2029 |  | 2465 |  | 2490303 |
|  City of Houston TX Combined Utility System Revenue<br>Series 2014-C<br>5.00%, 05/15/2024 |  | 1100 |  | 1136603 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-B<br>4.00%, 11/15/2039 |  | 1015 |  | 1028696 |
|  City of San Antonio TX Electric & Gas Systems Revenue<br>Series 2021-A<br>5.00%, 02/01/2038 |  | 1750 |  | 1964629 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/01/2039 |  | 2000 |  | 2230111 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/01/2040 |  | 2470 |  | 2737980 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Conroe Local Government Corp.<br> (Conroe Local Government Corp. Conroe Convention Center Hotel)<br>Series 2021<br>4.00%, 10/01/2041 | $905 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920203 |
|  Dallas Area Rapid Transit<br> (Dallas Area Rapid Transit Sales Tax)<br>Series 2020-B<br>5.00%, 12/01/2023 | 4000 | 4081036 |
|  Fort Worth Independent School District<br>Series 2021-A<br>5.00%, 02/15/2026 | 2900 | 3139735 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/15/2027 | 2350 | 2605277 |
|  Harris County Cultural Education Facilities Finance Corp.<br> (Texas Children's Hospital Obligated Group)<br>Series 2021<br>4.00%, 10/01/2041 | 2000 | 2011939 |
|  Hidalgo County Regional Mobility Authority<br>Series 2022-A<br>4.00%, 12/01/2040 | 1000 | 944386 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 12/01/2041 | 750 | 703586 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 12/01/2033 | 750 | 799706 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-B<br>4.00%, 12/01/2041 | 1000 | 928766 |
|  Lewisville Independent School District<br>Series 2020<br>5.00%, 08/15/2023 | 2430 | 2463658 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 08/15/2024 | 2295 | 2387108 |
|  Lower Colorado River Authority<br> (LCRA Transmission Services Corp.)<br>Series 2021<br>5.00%, 05/15/2029 | 800 | 922919 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022<br>5.00%, 05/15/2040 | 5000 | 5442524 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/15/2041 | 10000 | 10759075 |
|  Mesquite Independent School District<br>Series 2015-A<br>4.00%, 08/15/2035 (Pre-refunded/ETM) | 1530 | 1597015 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 08/15/2036 (Pre-refunded/ETM) | 1590 | 1659644 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 08/15/2037 (Pre-refunded/ETM) | 1655 | 1727491 |
|  New Hope Cultural Education Facilities Finance Corp.<br> (Buckingham Senior Living Community, Inc. Obligated Group)<br>Series 2021<br>2.00%, 11/15/2061 | 917 | 421094 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 11/15/2036 | 225 | 194276 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 11/15/2037 | 35 | 28819 |
|  New Hope Cultural Education Facilities Finance Corp.<br> (Morningside Ministries Obligated Group)<br>Series 2022<br>4.00%, 01/01/2042 | 1825 | 1405115 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  New Hope Cultural Education Facilities Finance Corp.<br> (Westminster Manor)<br>Series 2016<br>5.00%, 11/01/2031 | $| 1000 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1011838 |
|  Newark Higher Education Finance Corp.<br> (TLC Academy)<br>Series 2021-A<br>4.00%, 08/15/2041 |  | 1690 |  | 1418511 |
|  North Texas Tollway Authority<br>Series 2017-A<br>5.00%, 01/01/2038 |  | 335 |  | 335497 |
|  North Texas Tollway Authority<br> (North Texas Tollway System)<br>Series 2021-B<br>4.00%, 01/01/2032 |  | 1080 |  | 1171118 |
|  Port Authority of Houston of Harris County Texas<br>Series 2021<br>5.00%, 10/01/2027 |  | 1065 |  | 1193127 |
|  Port Beaumont Navigation District<br> (Jefferson Railport Terminal II LLC)<br>Series 2020<br>3.625%, 01/01/2035<sup>(a)</sup> |  | 240 |  | 196984 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021<br>2.00%, 01/01/2027<sup>(a)</sup> |  | 550 |  | 487664 |
|  Spring Independent School District<br>Series 2021<br>5.00%, 08/15/2027 |  | 1430 |  | 1598147 |
|  Tarrant County Cultural Education Facilities Finance Corp.<br> (CHRISTUS Health Obligated Group)<br>Series 2018-A<br>5.00%, 07/01/2030 |  | 2465 |  | 2749901 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/01/2031 |  | 10940 |  | 12178192 |
|  Tarrant County Cultural Education Facilities Finance Corp.<br> (Edgemere Retirement Senior Quality Lifestyles Corp.)<br>Series 2015-A<br>5.00%, 11/15/2025<sup>(b) (c)</sup> |  | 1105 |  | 442000 |
|  Texas Transportation Commission State Highway Fund<br>Series 2014-A<br>5.00%, 04/01/2023 |  | 3345 |  | 3359249 |
|  |  |  |  | 122931709 |
|  **Utah – 0.4%** | **Utah – 0.4%** | **Utah – 0.4%** | **Utah – 0.4%** | **Utah – 0.4%** |
|  City of Salt Lake City UT Airport Revenue<br>Series 2021-A<br>4.00%, 07/01/2038 |  | 4635 |  | 4615663 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/01/2040 |  | 2915 |  | 2887189 |
|  Military Installation Development Authority<br>Series 2021-A<br>4.00%, 06/01/2041 |  | 1000 |  | 828049 |
|  |  |  |  | 8330901 |
|  **Virginia – 2.0%** | **Virginia – 2.0%** | **Virginia – 2.0%** | **Virginia – 2.0%** | **Virginia – 2.0%** |
|  Align Affordable Housing Bond Fund LP<br> (Park Landing LP)<br>Series 2022-2<br>5.66%, 08/01/2052 |  | 1279 |  | 1270168 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Halifax County Industrial Development Authority<br> (Virginia Electric and Power Co.)<br>Series 2022<br>1.65%, 12/01/2041 | $| 5000 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4858449 |
|  Hampton Roads Transportation Accountability Commission<br>Series 2021-A<br>5.00%, 07/01/2026 |  | 2685 |  | 2931383 |
|  Virginia Public Building Authority<br> (Virginia Public Building Authority State Lease)<br>Series 2020-B<br>5.00%, 08/01/2023 |  | 5000 |  | 5065778 |
|  Virginia Small Business Financing Authority<br> (95 Express Lanes LLC)<br>Series 2022<br>5.00%, 01/01/2032 |  | 3220 |  | 3591245 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/01/2032 |  | 2800 |  | 3118599 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/01/2033 |  | 4000 |  | 4445408 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/01/2033 |  | 8090 |  | 8972697 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/01/2037 |  | 2175 |  | 2328965 |
|  Virginia Small Business Financing Authority<br> (Pure Salmon Virginia, LLC)<br>Series 2022<br>3.50%, 11/01/2052 |  | 4000 |  | 4001102 |
|  |  |  |  | 40583794 |
|  **Washington – 4.8%** | **Washington – 4.8%** | **Washington – 4.8%** | **Washington – 4.8%** | **Washington – 4.8%** |
|  City of Seattle WA Municipal Light & Power Revenue<br>Series 2021-A<br>4.00%, 07/01/2033 |  | 2060 |  | 2268631 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/01/2035 |  | 2020 |  | 2147353 |
|  City of Seattle WA Water System Revenue<br>Series 2017<br>5.00%, 08/01/2023 |  | 4020 |  | 4073686 |
|  Energy Northwest<br> (Bonneville Power Administration)<br>Series 2016<br>5.00%, 07/01/2025 |  | 19925 |  | 21212502 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-A<br>4.00%, 07/01/2042 |  | 1000 |  | 1009870 |
|  Port of Seattle WA<br>Series 2013<br>5.00%, 07/01/2024 |  | 4820 |  | 4858660 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019<br>5.00%, 04/01/2033 |  | 2000 |  | 2195672 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/01/2034 |  | 1000 |  | 1093655 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021<br>4.00%, 08/01/2040 |  | 2000 |  | 1970097 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 08/01/2041 |  | 11380 |  | 11088305 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 08/01/2023 |  | 1165 |  | 1175990 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022<br>5.00%, 08/01/2024 |  | 2000 |  | 2057606 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 08/01/2025 |  | 5855 |  | 6167341 |
|  Spokane County School District No. 81 Spokane<br>Series 2012<br>3.00%, 12/01/2031 |  | 5000 |  | 4999942 |

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------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  State of Washington<br>Series 2015-R<br>5.00%, 07/01/2026 | $| 13325 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14016819 |
|  University of Washington<br>Series 2022-B<br>2.787%, 07/01/2033 |  | 2500 |  | 2154961 |
|  Washington Economic Development Finance Authority<br> (Mura Cascade ELP LLC)<br>Series 2022<br>3.90%, 12/01/2042<sup>(a)</sup> |  | 12400 |  | 12415767 |
|  Washington State Convention Center Public Facilities District<br>Series 2021<br>4.00%, 07/01/2031 |  | 1600 |  | 1500265 |
|  Washington State Housing Finance Commission<br> (Presbyterian Retirement Communities Northwest Obligated Group)<br>Series 2016<br>5.00%, 01/01/2036<sup>(a)</sup> |  | 2125 |  | 1900519 |
|  |  |  |  | 98307641 |
|  **West Virginia – 0.2%** | **West Virginia – 0.2%** | **West Virginia – 0.2%** | **West Virginia – 0.2%** | **West Virginia – 0.2%** |
|  City of South Charleston WV<br> (City of South Charleston WV South Charleston Park Place Excise Tax District)<br>Series 2022<br>4.25%, 06/01/2042<sup>(a)</sup> |  | 1185 |  | 955147 |
|  Tobacco Settlement Finance Authority/WV<br>Series 2020<br>4.875%, 06/01/2049 |  | 2600 |  | 2336767 |
|  West Virginia Economic Development Authority<br> (Arch Resources, Inc.)<br>Series 2021<br>4.125%, 07/01/2045 |  | 265 |  | 261611 |
|  |  |  |  | 3553525 |
|  **Wisconsin – 2.9%** | **Wisconsin – 2.9%** | **Wisconsin – 2.9%** | **Wisconsin – 2.9%** | **Wisconsin – 2.9%** |
|  St. Croix Chippewa Indians of Wisconsin<br>Series 2021<br>5.00%, 09/30/2041<sup>(a)</sup> |  | 1000 |  | 774354 |
|  State of Wisconsin<br>Series 2015-A<br>5.00%, 05/01/2029 (Pre-refunded/ETM) |  | 9570 |  | 9631113 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-2<br>5.00%, 05/01/2026 |  | 5850 |  | 6378158 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-1<br>5.00%, 05/01/2028 |  | 4300 |  | 4919995 |
|  UMA Education, Inc.<br>Series 2019<br>5.00%, 10/01/2023<sup>(a)</sup> |  | 150 |  | 150710 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/01/2025<sup>(a)</sup> |  | 555 |  | 562834 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/01/2026<sup>(a)</sup> |  | 590 |  | 600225 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/01/2027<sup>(a)</sup> |  | 610 |  | 621638 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/01/2028<sup>(a)</sup> |  | 335 |  | 341427 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/01/2029<sup>(a)</sup> |  | 155 |  | 157891 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  Wisconsin Department of Transportation<br>Series 2013-1<br>5.00%, 07/01/2023 | $5500 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5560044 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/01/2024 (Pre-refunded/ETM) | 6500 | 6569364 |
|  Wisconsin Health & Educational Facilities Authority<br> (Advocate Aurora Health Obligated Group)<br>Series 2023<br>5.00%, 08/15/2054 | 2000 | 2154390 |
|  Wisconsin Housing & Economic Development Authority<br> (Roers Sun Prairie Apartments Owner LLC)<br>Series 2022<br>4.625%, 03/15/2040<sup>(a)</sup> | 280 | 249130 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-A<br>3.875%, 12/01/2039<sup>(a)</sup> | 1285 | 1137172 |
|  Wisconsin Public Finance Authority<br>Series 2022<br>5.00%, 02/01/2042 | 2000 | 2003709 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 02/01/2042<sup>(a)</sup> | 3100 | 2971693 |
|  Wisconsin Public Finance Authority<br> (Appalachian Regional Healthcare System Obligated Group)<br>Series 2021<br>5.00%, 07/01/2035 | 300 | 325628 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/01/2036 | 350 | 375966 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/01/2038 | 375 | 397175 |
|  Wisconsin Public Finance Authority<br> (Catholic Bishop of Chicago (The))<br>Series 2021<br>5.75%, 07/25/2041<sup>(a)</sup> | 5000 | 4613954 |
|  Wisconsin Public Finance Authority<br> (National Senior Communities, Inc. Obligated Group)<br>Series 2022<br>4.00%, 01/01/2042 | 1375 | 1275733 |
|  Wisconsin Public Finance Authority<br> (Queens University of Charlotte)<br>Series 2022<br>5.25%, 03/01/2042 | 3000 | 3097371 |
|  Wisconsin Public Finance Authority<br> (Renown Regional Medical Center)<br>Series 2020<br>4.00%, 06/01/2035 | 1220 | 1248946 |
|  Wisconsin Public Finance Authority<br> (Roseman University of Health Sciences)<br>Series 2022<br>4.00%, 04/01/2032<sup>(a)</sup> | 915 | 863140 |
|  Wisconsin Public Finance Authority<br> (Samaritan Housing Foundation Obligated Group)<br>Series 2021-B<br>2.25%, 06/01/2027<sup>(a)</sup> | 1500 | 1360762 |

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------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Wisconsin Public Finance Authority<br> (Southeastern Regional Medical Center Obligated Group)<br>Series 2022<br>5.00%, 02/01/2033 | $| 1725 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1895815 |
|  |  |  |  | 60238337 |
|  Total Long-Term Municipal Bonds <br>(cost $1,977,077,029) |  |  |  | 1896734224 |
|  **Short-Term Municipal Notes – 2.4%** | **Short-Term Municipal Notes – 2.4%** | **Short-Term Municipal Notes – 2.4%** | **Short-Term Municipal Notes – 2.4%** | **Short-Term Municipal Notes – 2.4%** |
|  **District of Columbia – 0.5%** | **District of Columbia – 0.5%** | **District of Columbia – 0.5%** | **District of Columbia – 0.5%** | **District of Columbia – 0.5%** |
|  District of Columbia<br> (Carnegie Endowment for International Peace)<br>Series 2010<br>1.66%, 11/01/2045<sup>(f)</sup> |  | 2500 |  | 2500000 |
|  District of Columbia<br> (Georgetown University (The))<br>Series 2016<br>1.63%, 04/01/2041<sup>(f)</sup> |  | 7700 |  | 7700000 |
|  |  |  |  | 10200000 |
|  **Illinois – 0.1%** | **Illinois – 0.1%** | **Illinois – 0.1%** | **Illinois – 0.1%** | **Illinois – 0.1%** |
|  Village of Brookfield IL<br> (Chicago Zoological Society (The))<br>Series 2008 1.68%, 06/01/2038<sup>(f)</sup> |  | 2350 |  | 2350000 |
|  **Louisiana – 0.4%** | **Louisiana – 0.4%** | **Louisiana – 0.4%** | **Louisiana – 0.4%** | **Louisiana – 0.4%** |
|  Louisiana Public Facilities Authority<br> (CHRISTUS Health Obligated Group)<br>Series 2009<br>1.73%, 07/01/2047<sup>(f)</sup> |  | 5250 |  | 5250000 |
|  Louisiana Public Facilities Authority<br> (Coca-Cola Bottling Co. United-Gulf Coast LLC)<br>Series 2013<br>1.68%, 04/02/2023 |  | 2280 |  | 2280000 |
|  |  |  |  | 7530000 |
|  **Maryland – 0.0%** | **Maryland – 0.0%** | **Maryland – 0.0%** | **Maryland – 0.0%** | **Maryland – 0.0%** |
|  Maryland Health & Higher Educational Facilities Authority<br>Series 2014A<br>1.83%, 04/01/2035<sup>(f)</sup> |  | 1000 |  | 1000000 |
|  **Minnesota – 0.1%** | **Minnesota – 0.1%** | **Minnesota – 0.1%** | **Minnesota – 0.1%** | **Minnesota – 0.1%** |
|  City of Minneapolis MN/St. Paul Housing & Redevelopment Authority<br> (Allina Health Obligated Group)<br>Series 2008<br>1.63%, 11/15/2034<sup>(f)</sup> |  | 1000 |  | 1000000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.65%, 11/15/2034<sup>(f)</sup> |  | 990 |  | 990000 |
|  |  |  |  | 1990000 |
|  **New Jersey – 0.2%** | **New Jersey – 0.2%** | **New Jersey – 0.2%** | **New Jersey – 0.2%** | **New Jersey – 0.2%** |
|  New Jersey Health Care Facilities Financing Authority<br> (AHS Hospital Corp.)<br>Series 2008-B<br>1.55%, 07/01/2036<sup>(f)</sup> |  | 1000 |  | 1000000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2008-C<br>1.55%, 07/01/2036<sup>(f)</sup> |  | 2145 |  | 2145000 |
|  |  |  |  | 3145000 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **New York – 1.1%** | **New York – 1.1%** | **New York – 1.1%** |
|  Build NYC Resource Corp.<br> (Asia Society (The))<br>Series 2015<br>1.65%, 04/01/2045<sup>(f)</sup> | $4725 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4725000 |
|  New York City Health and Hospitals Corp.<br>Series 2008-B<br>1.92%, 02/15/2031<sup>(f)</sup> | 11000 | 11000000 |
|  New York State Housing Finance Agency<br> (8 East 102nd Street LLC)<br>Series 2012<br>1.68%, 05/01/2044<sup>(f)</sup> | 4025 | 4025000 |
|  Trust for Cultural Resources of The City of New York (The)<br> (New York Botanical Garden (The))<br>Series 2009<br>1.65%, 07/01/2032<sup>(f)</sup> | 2540 | 2540000 |
|  |  | 22290000 |
|  **Ohio – 0.0%** | **Ohio – 0.0%** | **Ohio – 0.0%** |
|  Columbus Regional Airport Authority<br>Series 2006<br>1.68%, 12/01/2036<sup>(f)</sup> | 840 | 840000 |
|  Total Short-Term Municipal Notes <br>(cost $49,345,000) | Total Short-Term Municipal Notes <br>(cost $49,345,000) | 49345000 |
|  Total Municipal Obligations <br>(cost $2,026,422,029) | Total Municipal Obligations <br>(cost $2,026,422,029) | 1946079224 |
|  **COMMERCIAL MORTGAGE-BACKED SECURITIES – 1.4%** | **COMMERCIAL MORTGAGE-BACKED SECURITIES – 1.4%** | **COMMERCIAL MORTGAGE-BACKED SECURITIES – 1.4%** |
|  **Agency CMBS – 0.6%** | **Agency CMBS – 0.6%** | **Agency CMBS – 0.6%** |
|  California Housing Finance Agency<br>Series 2021-1, Class A<br>3.50%, 11/20/2035 | 973 | 942871 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-2, Class A<br>3.75%, 03/25/2035 | 4919 | 4918376 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-2, Class X<br>0.823%, 03/25/2035<sup>(g)</sup> | 2460 | 134782 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-3, Class A<br>3.25%, 08/20/2036 | 1965 | 1820852 |
|  Federal Home Loan Mortgage Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-ML10, Class ACA<br>2.046%, 06/25/2038 | 983 | 764147 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-ML12, Class AUS<br>2.34%, 07/25/2041<sup>(a)</sup> | 2475 | 1966369 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-ML13, Class XCA<br>0.953%, 07/25/2036<sup>(g)</sup> | 1195 | 71153 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-ML13, Class XUS<br>0.983%, 09/25/2036<sup>(g)</sup> | 2094 | 151264 |
|  Washington State Housing Finance Commission<br>Series 2021-1, Class A<br>3.50%, 12/20/2035 | 976 | 919698 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-1, Class X<br>0.726%, 12/20/2035<sup>(g)</sup> | 978 | 49227 |
|  |  | 11738739 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **Non-Agency Fixed Rate CMBS – 0.8%** | **Non-Agency Fixed Rate CMBS – 0.8%** | **Non-Agency Fixed Rate CMBS – 0.8%** |
|  New Hampshire Business Finance Authority<br>Series 2020-1, Class A<br>4.125%, 01/20/2034 | $1487 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1502706 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-1, Class A<br>4.375%, 09/20/2036 | 9928 | 9951805 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-2, Class A<br>4.00%, 10/20/2036 | 4980 | 4825165 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-2, Class X<br>0.719%, 10/01/2036<sup>(g)</sup> | 4980 | 260031 |
|  |  | 16539707 |
|  Total Commercial Mortgage-Backed Securities <br>(cost $29,974,669) | Total Commercial Mortgage-Backed Securities <br>(cost $29,974,669) | 28278446 |
|  **CORPORATES - INVESTMENT GRADE – 1.0%** | **CORPORATES - INVESTMENT GRADE – 1.0%** | **CORPORATES - INVESTMENT GRADE – 1.0%** |
|  **Industrial – 1.0%** | **Industrial – 1.0%** | **Industrial – 1.0%** |
|  **Capital Goods – 0.2%** | **Capital Goods – 0.2%** | **Capital Goods – 0.2%** |
|  Caterpillar Financial Services Corp.<br>4.528% (SOFR + 0.27%), 09/13/2024<sup>(d)</sup> | 2500 | 2491400 |
|  John Deere Capital Corp.<br>4.429% (SOFR + 0.12%), 07/10/2023<sup>(d)</sup> | 1435 | 1432331 |
|  |  | 3923731 |
|  **Consumer Cyclical - Automotive – 0.2%** | **Consumer Cyclical - Automotive – 0.2%** | **Consumer Cyclical - Automotive – 0.2%** |
|  General Motors Financial Co., Inc.<br>5.609% (SOFR + 1.30%), 04/07/2025<sup>(d)</sup> | 5000 | 4971850 |
|  **Consumer Non-Cyclical – 0.5%** | **Consumer Non-Cyclical – 0.5%** | **Consumer Non-Cyclical – 0.5%** |
|  Baylor Scott & White Holdings<br>Series 2021<br>0.827%, 11/15/2025 | 1000 | 901880 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.777%, 11/15/2030 | 1000 | 809840 |
|  Ochsner LSU Health System of North Louisiana<br>Series 2021<br>2.51%, 05/15/2031 | 2300 | 1731417 |
|  Sutter Health<br>Series 20A<br>3.161%, 08/15/2040 | 1000 | 785570 |
|  UPMC<br>Series D-1<br>3.60%, 04/03/2025 | 5600 | 5408984 |
|  |  | 9637691 |
|  **Services – 0.1%** | **Services – 0.1%** | **Services – 0.1%** |
|  Hackensack Meridian Health, Inc.<br>Series 2020<br>2.675%, 09/01/2041 | 1790 | 1315059 |
|  Total Corporates - Investment Grade <br>(cost $21,892,955) | Total Corporates - Investment Grade <br>(cost $21,892,955) | 19848331 |

---

------

---

| | | |
|:---|:---|:---|
| | **Principal<br>Amount<br>(000)** | **U.S. $ Value** |
|  **CORPORATES - NON-INVESTMENT GRADE – 0.2%** | **CORPORATES - NON-INVESTMENT GRADE – 0.2%** | **CORPORATES - NON-INVESTMENT GRADE – 0.2%** |
|  **Financial Institutions – 0.0%** | **Financial Institutions – 0.0%** | **Financial Institutions – 0.0%** |
|  **Banking – 0.0%** | **Banking – 0.0%** | **Banking – 0.0%** |
|  UMB Financial Corp.<br>10.00%, 01/01/2049<sup>(h) (i)</sup> | $249 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246925 |
|  **Industrial – 0.2%** | **Industrial – 0.2%** | **Industrial – 0.2%** |
|  **Communications - Media – 0.1%** | **Communications - Media – 0.1%** | **Communications - Media – 0.1%** |
|  CCO Holdings LLC/CCO Holdings Capital Corp.<br>4.25%, 01/15/2034<sup>(a)</sup> | 1933 | 1510852 |
|  DISH DBS Corp.<br>5.25%, 12/01/2026<sup>(a)</sup> | 959 | 826323 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 12/01/2028<sup>(a)</sup> | 996 | 816889 |
|  |  | 3154064 |
|  **Consumer Non-Cyclical – 0.1%** | **Consumer Non-Cyclical – 0.1%** | **Consumer Non-Cyclical – 0.1%** |
|  Medline Borrower LP<br>3.875%, 04/01/2029<sup>(a)</sup> | 2000 | 1711280 |
|  Total Corporates - Non-Investment Grade <br>(cost $6,135,684) | Total Corporates - Non-Investment Grade <br>(cost $6,135,684) | 5112269 |
|  **GOVERNMENTS - TREASURIES – 0.2%** | **GOVERNMENTS - TREASURIES – 0.2%** | **GOVERNMENTS - TREASURIES – 0.2%** |
|  **United States – 0.2%** | **United States – 0.2%** | **United States – 0.2%** |
|  U.S. Treasury Notes<br>2.625%, 02/15/2029<sup>(j)</sup> <br>(cost $4,999,324) | 5000 | 4725000 |
|  **COLLATERALIZED MORTGAGE OBLIGATIONS – 0.0%** | **COLLATERALIZED MORTGAGE OBLIGATIONS – 0.0%** | **COLLATERALIZED MORTGAGE OBLIGATIONS – 0.0%** |
|  **Risk Share Floating Rate – 0.0%** | **Risk Share Floating Rate – 0.0%** | **Risk Share Floating Rate – 0.0%** |
|  Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes<br>Series 2013-DN2, Class M2<br>8.756% (LIBOR 1 Month + 4.25%), 11/25/2023<sup>(d)</sup> | 104 | 106369 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2014-DN3, Class M3<br>8.506% (LIBOR 1 Month + 4.00%), 08/25/2024<sup>(d)</sup> | 33 | 33757 |
|  Federal National Mortgage Association Connecticut Avenue Securities<br>Series 2014-C03, Class 2M2<br>7.406% (LIBOR 1 Month + 2.90%), 07/25/2024<sup>(d)</sup> | 46 | 46703 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-C02, Class 1M2<br>8.506% (LIBOR 1 Month + 4.00%), 05/25/2025<sup>(d)</sup> | 52 | 53214 |
|  Total Collateralized Mortgage Obligations <br>(cost $232,772) | Total Collateralized Mortgage Obligations <br>(cost $232,772) | 240043 |

---

------

---

| | |
|:---|:---|
| | **U.S. $ Value** |
|  **Total Investments – 97.3%** <br> (cost $2,089,657,433)<sup>(k)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2004283313 |
|  Other assets less liabilities – 2.7% | 55792780 |
|  **Net Assets – 100.0%** | $**2060076093** |

---

**CENTRALLY CLEARED CREDIT DEFAULT SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Description** | **Fixed<br>Rate<br>(Pay)<br>Receive** | **Payment<br>Frequency** | **Implied<br>Credit<br>Spread at<br>January 31,<br>2023** | **Notional<br>Amount<br>(000)** | **Notional<br>Amount<br>(000)** | **Market<br>Value** | **Upfront<br>Premiums**<br> **Paid**<br> **(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| **Buy Contracts** | **Buy Contracts** | **Buy Contracts** | **Buy Contracts** | **Buy Contracts** | **Buy Contracts** | **Buy Contracts** | **Buy Contracts** | **Buy Contracts** |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-NAHY Series 39, 5 Year Index, 12/20/2027\* | 5.00% | Quarterly | 4.29% | USD | 10200 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(342021) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(239478) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(102543) |

---

*\** *Termination date* 

**CENTRALLY CLEARED INFLATION (CPI) SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| | | | **Rate Type** | **Rate Type** | | | | |
| **Notional<br>Amount<br>(000)** | **Notional<br>Amount<br>(000)** | **Termination<br>Date** | **Payments<br>made<br>by the<br>Fund** | **Payments<br>received<br>by the<br>Fund** | **Payment<br>Frequency**<br> **Paid/<br>Received** | **Market<br>Value** | **Upfront<br>Premiums<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| USD | 15000 | 04/29/2024 | 2.765% | CPI# | Maturity | $1124042 | $— | $1124042 |
| USD | 30000 | 08/06/2024 | 2.815% | CPI# | Maturity | 1739676 |  | 1739676 |
| USD | 20000 | 11/02/2024 | 3.310% | CPI# | Maturity | 638687 |  | 638687 |
| USD | 25000 | 11/19/2024 | 3.695% | CPI# | Maturity | 498290 |  | 498290 |
| USD | 40000 | 11/24/2024 | 3.469% | CPI# | Maturity | 1064964 |  | 1064964 |
| USD | 5345 | 01/15/2025 | 2.565% | CPI# | Maturity | 446466 |  | 446466 |
| USD | 2673 | 01/15/2025 | 2.585% | CPI# | Maturity | 221150 |  | 221150 |
| USD | 2672 | 01/15/2025 | 2.613% | CPI# | Maturity | 218144 |  | 218144 |
| USD | 148000 | 01/15/2026 | 3.508% | CPI# | Maturity | 5118753 |  | 5118753 |
| USD | 135000 | 01/15/2026 | 3.580% | CPI# | Maturity | 4165874 |  | 4165874 |
| USD | 10000 | 04/01/2026 | 2.508% | CPI# | Maturity | 813422 |  | 813422 |
| USD | 30000 | 08/06/2026 | 2.689% | CPI# | Maturity | 1669061 |  | 1669061 |
| USD | 25000 | 10/04/2026 | 2.725% | CPI# | Maturity | 1082172 |  | 1082172 |
| USD | 25000 | 11/24/2026 | 3.176% | CPI# | Maturity | 497681 |  | 497681 |
| USD | 74000 | 01/15/2028 | 3.232% | CPI# | Maturity | 2428829 |  | 2428829 |
| USD | 19310 | 01/15/2028 | 1.230% | CPI# | Maturity | 3275729 |  | 3275729 |
| USD | 14770 | 01/15/2028 | 0.735% | CPI# | Maturity | 3035079 |  | 3035079 |
| USD | 25000 | 10/04/2028 | 2.661% | CPI# | Maturity | 1093223 |  | 1093223 |
| USD | 12000 | 08/29/2029 | 1.748% | CPI# | Maturity | 1741001 |  | 1741001 |
| USD | 4825 | 01/15/2030 | 1.572% | CPI# | Maturity | 775501 |  | 775501 |
| USD | 4825 | 01/15/2030 | 1.587% | CPI# | Maturity | 768853 |  | 768853 |
| USD | 1670 | 01/15/2030 | 1.714% | CPI# | Maturity | 246505 |  | 246505 |
| USD | 1670 | 01/15/2030 | 1.731% | CPI# | Maturity | 243864 |  | 243864 |
| USD | 7850 | 01/15/2031 | 2.782% | CPI# | Maturity | 441479 |  | 441479 |
| USD | 6150 | 01/15/2031 | 2.680% | CPI# | Maturity | 407731 |  | 407731 |
| USD | 15000 | 12/02/2035 | 2.074% | CPI# | Maturity | 2068596 |  | 2068596 |
| USD | 25000 | 04/01/2036 | 2.438% | CPI# | Maturity | 2114956 |  | 2114956 |
| USD | 32000 | 04/29/2036 | 2.503% | CPI# | Maturity | 2363892 |  | 2363892 |
| USD | 10000 | 05/01/2036 | 2.510% | CPI# | Maturity | 727086 |  | 727086 |
| USD | 10000 | 08/03/2036 | 2.488% | CPI# | Maturity | 625656 |  | 625656 |
| USD | 20000 | 08/06/2036 | 2.440% | CPI# | Maturity | 1365765 |  | 1365765 |
| USD | 40000 | 10/04/2036 | 2.510% | CPI# | Maturity | 1948796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | 1948796 |
| USD | 35000 | 11/02/2036 | 2.638% | CPI# | Maturity | 1064911 |  | 1064911 |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46035834 | $— | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46035834 |

---

*#* *Variable interest rate based on the rate of inflation as determined by the Consumer Price Index (CPI).* 

------

**CENTRALLY CLEARED INTEREST RATE SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | | | **Rate Type** | **Rate Type** | | | | |
| **Notional<br>Amount<br>(000)** | **Notional<br>Amount<br>(000)** | <br>**Termination<br>Date** | **Payments<br>made<br>by the<br>Fund** | **Payments<br>received<br>by the<br>Fund** |<br>**Payment<br>Frequency**<br> **Paid/<br>Received** |<br>**Market<br>Value** |<br>**Upfront<br>Premiums<br>Paid<br>(Received)** |<br>**Unrealized<br>Appreciation<br>(Depreciation)** |
| USD | 37000 | 01/15/2027 | 1 Day<br>SOFR | 2.484% | Annual | $(1488076) | $— | $(1488076) |
| USD | 70000 | 04/15/2032 | 1.254% | 1 Day<br>SOFR | Annual | 11613690 |  | 11613690 |
| USD | 55000 | 04/15/2032 | 2.677% | 1 Day<br>SOFR | Annual | 2365566 |  | 2365566 |
| USD | 37000 | 04/15/2032 | 2.316% | 1 Day<br>SOFR | Annual | 2723793 |  | 2723793 |
| USD | 20000 | 04/15/2032 | 1.658% | 1 Day<br>SOFR | Annual | 2616868 |  | 2616868 |
| USD | 20000 | 04/15/2032 | 1.862% | 1 Day<br>SOFR | Annual | 2262293 |  | 2262293 |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20094134 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20094134 |

---

**CREDIT DEFAULT SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Swap Counterparty & <br>Referenced Obligation** | **Fixed<br>Rate<br>(Pay)<br>Receive** | **Payment<br>Frequency** | **Implied<br>Credit<br>Spread at<br>January 31,<br>2023** | **Notional<br>Amount<br>(000)** | **Notional<br>Amount<br>(000)** | **Market<br>Value** | **Upfront<br>Premiums<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| **Sale Contracts** |  |  |  |  |  |  |  |  |
| Citigroup Global Markets, Inc. |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00% | Monthly | 7.50% | USD | 43 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10410) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3953) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6457) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 370 | (90221) | (44203) | (46018) |
| Credit Suisse International |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 25 | (6034) | (2867) | (3167) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 24 | (5733) | (2197) | (3536) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 291 | (71061) | (27269) | (43792) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 438 | (106818) | (39937) | (66881) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 752 | (183461) | (86593) | (96868) |
| Goldman Sachs International |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 143 | (34852) | (17004) | (17848) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 380 | (92635) | (33617) | (59018) |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(601225) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(257640) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(343585) |

---

*\** *Termination date* 

------

**INFLATION (CPI) SWAPS** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| | | | | **Rate Type** | **Rate Type** | | | | |
| <br>**Swap Counterparty** | **Notional<br>Amount<br>(000)** | **Notional<br>Amount<br>(000)** | <br>**Termination<br>Date** | **Payments<br>made<br>by the<br>Fund** | **Payments<br>received<br>by the<br>Fund** | <br>**Payment<br>Frequency<br>Paid/<br>Received** |<br>**Market<br>Value** |<br>**Upfront<br>Premiums<br>Paid<br>(Received)** |<br>**Unrealized<br>Appreciation<br>(Depreciation)** |
| Bank of America, NA | USD | 86000 | 01/15/2027 | 3.600% | CPI# | Maturity | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1463867 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1463867 |
| Bank of America, NA | USD | 25000 | 02/02/2032 | 2.403% | CPI# | Maturity | 2006728 |  | 2006728 |
| Barclays Bank PLC | USD | 25000 | 08/07/2024 | 2.573% | CPI# | Maturity | 291237 |  | 291237 |
| Barclays Bank PLC | USD | 19000 | 05/05/2025 | 2.125% | CPI# | Maturity | 1765877 |  | 1765877 |
| Barclays Bank PLC | USD | 20000 | 06/06/2032 | 2.145% | CPI# | Maturity | 2414477 |  | 2414477 |
| Barclays Bank PLC | USD | 14000 | 09/01/2032 | 2.128% | CPI# | Maturity | 1772573 |  | 1772573 |
| Barclays Bank PLC | USD | 22000 | 08/29/2033 | 2.368% | CPI# | Maturity | 1836141 |  | 1836141 |
| Citibank, NA | USD | 47000 | 05/24/2023 | 2.533% | CPI# | Maturity | 103815 |  | 103815 |
| Citibank, NA | USD | 30000 | 10/29/2023 | 2.524% | CPI# | Maturity | 447563 |  | 447563 |
| Citibank, NA | USD | 30000 | 09/19/2024 | 2.070% | CPI# | Maturity | 3173129 |  | 3173129 |
| Citibank, NA | USD | 25000 | 07/03/2025 | 2.351% | CPI# | Maturity | 1945255 |  | 1945255 |
| Citibank, NA | USD | 12000 | 11/05/2033 | 2.273% | CPI# | Maturity | 1191621 |  | 1191621 |
| Citibank, NA | USD | 35000 | 02/15/2041 | 2.888% | CPI# | Maturity | (1419128) |  | (1419128) |
| Citibank, NA | USD | 13000 | 02/15/2041 | 2.744% | CPI# | Maturity | (197711) |  | (197711) |
| Deutsche Bank AG | USD | 25000 | 09/02/2025 | 1.880% | CPI# | Maturity | 2867289 |  | 2867289 |
| Goldman Sachs International | USD | 400000 | 04/15/2024 | 5.207% | CPI# | Maturity | 400824 |  | 400824 |
| Goldman Sachs International | USD | 57000 | 04/15/2024 | 4.308% | CPI# | Maturity | 1652963 |  | 1652963 |
| Goldman Sachs International | USD | 39000 | 01/15/2027 | 3.534% | CPI# | Maturity | 825139 |  | 825139 |
| Goldman Sachs International | USD | 18000 | 04/15/2032 | 2.994% | CPI# | Maturity | 481115 |  | 481115 |
| Goldman Sachs International | USD | 20000 | 02/15/2041 | 2.890% | CPI# | Maturity | (819872) |  | (819872) |
| Goldman Sachs International | USD | 15000 | 02/15/2041 | 2.815% | CPI# | Maturity | (413659) |  | (413659) |
| Goldman Sachs International | USD | 14000 | 02/15/2041 | 2.380% | CPI# | Maturity | 647858 |  | 647858 |
| Goldman Sachs International | USD | 7000 | 02/15/2041 | 2.413% | CPI# | Maturity | 286610 |  | 286610 |
| JPMorgan Chase Bank, NA | USD | 1400 | 06/30/2026 | 2.890% | CPI# | Maturity | (114546) |  | (114546) |
| JPMorgan Chase Bank, NA | USD | 3300 | 07/21/2026 | 2.935% | CPI# | Maturity | (305242) |  | (305242) |
| JPMorgan Chase Bank, NA | USD | 2400 | 10/03/2026 | 2.485% | CPI# | Maturity | (6740) |  | (6740) |
| JPMorgan Chase Bank, NA | USD | 5400 | 11/14/2026 | 2.488% | CPI# | Maturity | (23518) |  | (23518) |
| JPMorgan Chase Bank, NA | USD | 4850 | 12/23/2026 | 2.484% | CPI# | Maturity | (5829) |  | (5829) |
| JPMorgan Chase Bank, NA | USD | 13000 | 03/01/2027 | 2.279% | CPI# | Maturity | 1120606 |  | 1120606 |

---

------

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| | | | | **Rate Type** | **Rate Type** | | | | |
| <br>**Swap Counterparty** | **Notional<br>Amount<br>(000)** | **Notional<br>Amount<br>(000)** | <br>**Termination<br>Date** | **Payments<br>made<br>by the<br>Fund** | **Payments<br>received<br>by the<br>Fund** | <br>**Payment<br>Frequency<br>Paid/<br>Received** |<br>**Market<br>Value** |<br>**Upfront<br>Premiums<br>Paid<br>(Received)** |<br>**Unrealized<br>Appreciation<br>(Depreciation)** |
| JPMorgan Chase Bank, NA | USD | 10000 | 07/03/2028 | 2.356% | CPI# | Maturity | $806241 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $806241 |
| JPMorgan Chase Bank, NA | USD | 25000 | 11/05/2028 | 2.234% | CPI# | Maturity | 2348184 |  | 2348184 |
| JPMorgan Chase Bank, NA | USD | 18000 | 04/17/2030 | 2.378% | CPI# | Maturity | 1414580 |  | 1414580 |
| JPMorgan Chase Bank, NA | USD | 29000 | 04/15/2032 | 2.944% | CPI# | Maturity | 934280 |  | 934280 |
| JPMorgan Chase Bank, NA | USD | 24000 | 11/17/2032 | 2.183% | CPI# | Maturity | 2796094 |  | 2796094 |
| Morgan Stanley Capital Services LLC | USD | 10000 | 04/16/2023 | 2.690% | CPI# | Maturity | (142418) |  | (142418) |
| Morgan Stanley Capital Services LLC | USD | 5000 | 08/15/2026 | 2.885% | CPI# | Maturity | (407568) |  | (407568) |
|  |  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31137835 | $— | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31137835 |

---

*#* *Variable interest rate based on the rate of inflation as determined by the Consumer Price Index (CPI).* 

**INTEREST RATE SWAPS** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| | | | | **Rate Type** | **Rate Type** | | | | |
| <br>**Swap Counterparty** | **Notional<br>Amount<br>(000)** | **Notional<br>Amount<br>(000)** | <br>**Termination<br>Date** | **Payments<br>made<br>by the<br>Fund** | **Payments<br>received<br>by the<br>Fund** | <br>**Payment<br>Frequency<br>Paid/<br>Received** |<br>**Market<br>Value** |<br>**Upfront<br>Premiums<br>Paid<br>(Received)** |<br>**Unrealized<br>Appreciation<br>(Depreciation)** |
| Citibank, NA | USD | 11075 | 10/09/2029 | 1.125% | SIFMA\* | Quarterly | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1154062 | $— | $1154062 |

---

*\** *Variable interest rate based on the Securities Industry & Financial Markets Association (SIFMA) Municipal Swap Index.* 

*(a)* *Security is exempt from registration under Rule 144A or Regulation S of the Securities Act of 1933. These securities are considered restricted, but liquid and may be resold in transactions exempt from registration. At January 31, 2023, the aggregate market value of these securities amounted to $106,960,536 or 5.2% of net assets.* 

*(b)* *Non-income producing security.* 

*(c)* *Defaulted.* 

*(d)* *Floating Rate Security. Stated interest/floor/ceiling rate was in effect at January 31, 2023.* 

*(e)* *When-Issued or delayed delivery security.* 

*(f)* *Variable Rate Demand Notes are instruments whose interest rates change on a specific date (such as coupon date or interest payment date) or whose interest rates vary with changes in a designated base rate (such as the prime interest rate). This instrument is payable on demand and is secured by letters of credit or other credit support agreements from major banks.* 

*(g)* *IO - Interest Only.* 

*(h)* *Security in which significant unobservable inputs (Level 3) were used in determining fair value.* 

*(i)* *Fair valued by the Adviser.* 

*(j)* *Position, or a portion thereof, has been segregated to collateralize OTC derivatives outstanding.* 

*(k)* *As of January 31, 2023, the cost basis of investment securities owned was substantially identical for both book and tax purposes. Gross unrealized appreciation of investments was $117,492,303 and gross unrealized depreciation of investments was $(104,890,686), resulting in net unrealized depreciation of $12,601,617).* 

------

*As of January 31, 2023, the Fund's percentages of investments in municipal bonds that are insured and in insured municipal bonds that have been pre-refunded or escrowed to maturity are 4.0% and 0.0%, respectively.* 

---

| |
|:---|
| *Glossary:* |
| *ACA – ACA Financial Guaranty Corporation* |
| *AGC – Assured Guaranty Corporation* |
| *AGM – Assured Guaranty Municipal* |
| *CDX-CMBX.NA – North American Commercial Mortgage-Backed Index* |
| *CDX-NAHY – North American High Yield Credit Default Swap Index* |
| *CMBS – Commercial Mortgage-Backed Securities* |
| *COP – Certificate of Participation* |
| *CPI – Consumer Price Index* |
| *ETM – Escrowed to Maturity* |
| *FHLMC – Federal Home Loan Mortgage Corporation* |
| *LIBOR – London Interbank Offered Rate* |
| *MUNIPSA – SIFMA Municipal Swap Index* |
| *NATL – National Interstate Corporation* |
| *SOFR – Secured Overnight Financing Rate* |
| *SRF – State Revolving Fund* |
| *UPMC – University of Pittsburgh Medical Center* |
| *XLCA – XL Capital Assurance Inc.* |

---

------

**AB Municipal Bond Inflation Strategy** 

**January 31, 2023 (unaudited)** 

In accordance with U.S. GAAP regarding fair value measurements, fair value is defined as the price that the Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. U.S. GAAP establishes a framework for measuring fair value, and a three-level hierarchy for fair value measurements based upon the transparency of inputs to the valuation of an asset or liability (including those valued based on their market values). Inputs may be observable or unobservable and refer broadly to the assumptions that market participants would use in pricing the asset or liability. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability based on market data obtained from sources independent of the Fund. Unobservable inputs reflect the Fund's own assumptions about the assumptions that market participants would use in pricing the asset or liability based on the best information available in the circumstances. Each investment is assigned a level based upon the observability of the inputs which are significant to the overall valuation. The three-tier hierarchy of inputs is summarized below.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 - quoted prices in active markets for identical investments

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates,
prepayment speeds, credit risk, etc.)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 - significant unobservable inputs (including the Fund's own assumptions in determining the fair value
of investments)

The fair value of debt instruments, such as bonds, and over-the-counter derivatives is generally based on market price quotations, recently executed market transactions (where observable) or industry recognized modeling techniques and are generally classified as Level 2. Pricing vendor inputs to Level 2 valuations may include quoted prices for similar investments in active markets, interest rate curves, coupon rates, currency rates, yield curves, option adjusted spreads, default rates, credit spreads and other unique security features in order to estimate the relevant cash flows which is then discounted to calculate fair values. If these inputs are unobservable and significant to the fair value, these investments will be classified as Level 3. In addition, non-agency rated investments are classified as Level 3.

Other fixed income investments, including non-U.S. government and corporate debt, are generally valued using quoted market prices, if available, which are typically impacted by current interest rates, maturity dates and any perceived credit risk of the issuer. Additionally, in the absence of quoted market prices, these inputs are used by pricing vendors to derive a valuation based upon industry or proprietary models which incorporate issuer specific data with relevant yield/spread comparisons with more widely quoted bonds with similar key characteristics. Those investments for which there are observable inputs are classified as Level 2. Where the inputs are not observable, the investments are classified as Level 3.

Valuations of mortgage-backed or other asset backed securities, by pricing vendors, are based on both proprietary and industry recognized models and discounted cash flow techniques. Significant inputs to the valuation of these instruments are value of the collateral, the rates and timing of delinquencies, the rates and timing of prepayments, and default and loss expectations, which are driven in part by housing prices for residential mortgages. Significant inputs are determined based on relative value analyses, which incorporate comparisons to instruments with similar collateral and risk profiles, including relevant indices. Mortgage and asset backed securities for which management has collected current observable data through pricing services are generally categorized within Level 2. Those investments for which current observable data has not been provided are classified as Level 3.

------

The following table summarizes the valuation of the Fund's investments by the above fair value hierarchy levels as of January 31, 2023:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities:** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets:** | **Assets:** | **Assets:** | **Assets:** | **Assets:** |
| Long-Term Municipal Bonds | $— | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1896734224 | $— | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1896734224 |
| Short-Term Municipal Notes |  | 49345000 |  | 49345000 |
| Commercial Mortgage-Backed Securities |  | 28278446 |  | 28278446 |
| Corporates - Investment Grade |  | 19848331 |  | 19848331 |
| Corporates - Non-Investment Grade |  | 4865344 | 246925 | 5112269 |
| Governments - Treasuries |  | 4725000 |  | 4725000 |
| Collateralized Mortgage Obligations |  | 240043 |  | 240043 |
| Total Investments in Securities |  | 2004036388 | 246925 | 2004283313 |
| **Other Financial Instruments<sup>(a)</sup>:** |  |  |  |  |
| **Assets:** |  |  |  |  |
| Centrally Cleared Inflation (CPI) Swaps |  | 46035834 |  | 46035834 |
| Centrally Cleared Interest Rate Swaps |  | 21582210 |  | 21582210 |
| Inflation (CPI) Swaps |  | 34994066 |  | 34994066 |
| Interest Rate Swaps |  | 1154062 |  | 1154062 |
| **Liabilities:** |  |  |  |  |
| Centrally Cleared Credit Default Swaps |  | (342021) |  | (342021) |
| Centrally Cleared Interest Rate Swaps |  | (1488076) |  | (1488076) |
| Credit Default Swaps |  | (601225) |  | (601225) |
| Inflation (CPI) Swaps |  | (3856231) |  | (3856231) |
| **Total** | $**—** | $**2101515007** | $**246925** | $**2101761932** |

---

*<sup>(a)</sup>* *Other financial instruments are derivative instruments, such as futures, forwards and swaps, which are valued at the unrealized appreciation (depreciation) on the instrument. Other financial instruments may also include swaps with upfront premiums, written options and written swaptions which are valued at market value.* 

A summary of the Fund's transactions in AB mutual funds for the three months ended January 31, 2023 is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Fund** | **Market Value**<br> **10/31/2022**<br> **(000)** | **Purchases**<br> **at Cost**<br> **(000)** | **Sales**<br> **Proceeds**<br> **(000)** | **Market Value**<br> **01/31/2023**<br> **(000)** | **Dividend**<br> **Income**<br> **(000)** |
| Government Money Market Portfolio | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10358 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165404 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175762 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-02383

- **c. CIK number of Registrant:** 0000003794

- **d. LEI of Registrant:** 549300RYJMGGIS1UBQ97

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

  - **Street Address 1:** ALLIANCEBERNSTEIN LP

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10105

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

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

- **a. Name of Series:** AB Municipal Bond Inflation Strategy

- **b. EDGAR series identifier (if any):** S000027379

- **c. LEI of Series:** 549300DPKKWNI993BG65

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $2081290393.71

**Total Liabilities:** $18971053.73

**Net Assets:** $2062319339.98

**Delayed Delivery Securities:** $9815260.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2155.48000000 | **1-Year:** -6179.31000000 | **5-Year:** -20623.34000000 | **10-Year:** -11393.30000000 | **30-Year:** -759.27000000

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

- **3-Month:** -7237.23000000 | **1-Year:** -18980.56000000 | **5-Year:** -52047.66000000 | **10-Year:** -35082.85000000 | **30-Year:** -5135.52000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000082626 | 2.46%                | -0.11%               | 1.90%                |
| Class ID C000085360 | 2.47%                | -0.11%               | 1.81%                |
| Class ID C000085439 | 2.48%                | -0.11%               | 1.82%                |
| Class ID C000082624 | 2.44%                | -0.03%               | 1.78%                |
| Class ID C000082625 | 2.36%                | -0.18%               | 1.73%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-6658401.38             | $83908930.95                               |
| Month 2  | $-5917268.87             | $2421926.83                                |
| Month 3  | $-11620637.30            | $59771200.33                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| LCH Limited                                                                   | Long: BS2BRN1   IRS USD R V 12MUSCPI IS2BRO2 CCPINFLATIONZERO / Short: BS2BRN1   IRS USD P F  2.72450 IS2BRN1 CCPINFLATIONZERO             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  25000000 | OU      | $1082172.25   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                      | PUBLIC FIN AUTH WI HLTHCARE FACS REVENUE                                                                                                   | CUSIP: 74444KBT0<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    375000 | PA      | $397174.54    | 0.02%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iowa Tobacco Settlement Authority                                             | TOBACCO SETTLEMENT AUTH IA TOBACCO SETTLEMENT REVENUE                                                                                      | CUSIP: 888805CB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $991231.40    | 0.05%             | 2037-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                         | MET TRANSPRTN AUTH NY REVENUE                                                                                                              | CUSIP: 59261AJ40<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4320902.80   | 0.21%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Washington OH                                                       | WASHINGTON CNTY OH HOSP REVENUE                                                                                                            | CUSIP: 938154DV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2055486.00   | 0.10%             | 2037-12-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Colorado Health Facilities Authority                                          | COLORADO ST HLTH FACS AUTH REVENUE                                                                                                         | CUSIP: 19648FMB7<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |   1445000 | PA      | $1468827.33   | 0.07%             | 2040-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                          | CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                                                                                               | CUSIP: 167593A44<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1475000 | PA      | $1591141.94   | 0.08%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | Long: IS1NEW6   IRS USD R V 12MUSCPI IS1NEX7 INFLATIONZERO / Short: IS1NEW6   IRS USD P F  2.35600 IS1NEW6 INFLATIONZERO                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |  10000000 | OU      | $806241.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                                                   | Long: BS281C9   IRS USD R V 12MUSCPI IS281D0 CCPINFLATIONZERO / Short: BS281C9   IRS USD P F  2.58500 IS281C9 CCPINFLATIONZERO             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2673000 | OU      | $221149.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                          | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                                      | CUSIP: 74526QPP1<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    970000 | PA      | $974537.37    | 0.05%             | 2031-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Michigan Strategic Fund                                                       | MICHIGAN ST STRATEGIC FUND LTD OBLG REVENUE                                                                                                | CUSIP: 594698QE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3075000 | PA      | $3302562.92   | 0.16%             | 2028-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                    | MICHIGAN ST FIN AUTH REVENUE                                                                                                               | CUSIP: 59447TMG5<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |   1785000 | PA      | $1917679.59   | 0.09%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Montgomery County Higher Education and Health Authority                       | MONTGOMERY CNTY PA HGR EDU & HLTH AUTH                                                                                                     | CUSIP: 613603F46<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1111322.08   | 0.05%             | 2036-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                    | ILLINOIS ST FIN AUTH REVENUE                                                                                                               | CUSIP: 45204E6X1<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    200000 | PA      | $204034.84    | 0.01%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Dallas TX                                                             | DALLAS TX                                                                                                                                  | CUSIP: 235219TV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5105000 | PA      | $5109921.22   | 0.25%             | 2023-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                | NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                                                                                                    | CUSIP: 6461363N9<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1609300.95   | 0.08%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Minneapolis MN/St Paul Housing & Redevelopment Authority              | MINNEAPOLIS MN & SAINT PAUL MN HSG & REDEV AUTH HLTH CARE                                                                                  | CUSIP: 603695FQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1000000.00   | 0.05%             | 2034-11-15      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Vauxmont Metropolitan District                                                | VAUXMONT MET DIST CO                                                                                                                       | CUSIP: 92242SAD5<br>LEI: 549300M7XL6MB0OW8D56 | Long             | DBT              | MUN               | US        |    260000 | PA      | $271240.35    | 0.01%             | 2024-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | United States Treasury Note/Bond                                                                                                           | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4725000.00   | 0.23%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| County of Cuyahoga OH                                                         | CUYAHOGA CNTY OH HOSP REVENUE                                                                                                              | CUSIP: 2322655P9<br>LEI: 549300GHDK9DGLUNJU89 | Long             | DBT              | MUN               | US        |   5600000 | PA      | $5757124.80   | 0.28%             | 2037-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bristol Industrial Development Board                                          | BRISTOL TN INDL DEV BRD ST SALES TAX REVENUE                                                                                               | CUSIP: 11023PAJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1405000 | PA      | $1281747.36   | 0.06%             | 2024-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| City & County of Denver CO Airport System Revenue                             | DENVER CITY & CNTY CO ARPT REVENUE                                                                                                         | CUSIP: 249182LB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $11068686.00  | 0.54%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jefferson Sales Tax District                                                  | JEFFERSON LA SALES TAX DIST SPL SALES TAX REVENUE                                                                                          | CUSIP: 474176KH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1800000 | PA      | $1970251.92   | 0.10%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                         | SAN ANTONIO TX ELEC & GAS REVENUE                                                                                                          | CUSIP: 79625GDT7<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |   2470000 | PA      | $2737979.93   | 0.13%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                       | LOS ANGELES CA DEPT OF WTR & PWR REVENUE                                                                                                   | CUSIP: 544532CL6<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $11318471.00  | 0.55%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Nassau NY                                                           | NASSAU CNTY NY                                                                                                                             | CUSIP: 63165T2R5<br>LEI: 549300ICRCGQYCPS7T40 | Long             | DBT              | MUN               | US        |   2205000 | PA      | $2176532.35   | 0.11%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                   | Long: IS2FXE6   IRS USD R V 12MUSCPI IS2FXF7 INFLATIONZERO / Short: IS2FXE6   IRS USD P F  2.89000 IS2FXE6 INFLATIONZERO                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | GB        |  20000000 | OU      | $-819872.40   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| County of Broward FL Airport System Revenue                                   | BROWARD CNTY FL ARPT SYS REVENUE                                                                                                           | CUSIP: 114894TL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2410000 | PA      | $2450690.44   | 0.12%             | 2033-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                       | SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE                                                                                                  | CUSIP: 837151RQ4<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |   5040000 | PA      | $5226879.17   | 0.25%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Cleveland OH Income Tax Revenue                                       | CLEVELAND OH INCOME TAX REVENUE                                                                                                            | CUSIP: 186387TS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3085000 | PA      | $3487829.43   | 0.17%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Beaumont Navigation District                                             | PORT BEAUMONT TX NAV DIST DOCK& WHARF FAC REVENUE                                                                                          | CUSIP: 73360CAF1<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |    550000 | PA      | $487663.99    | 0.02%             | 2027-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                         | MET TRANSPRTN AUTH NY REVENUE                                                                                                              | CUSIP: 59261AEX1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   1370000 | PA      | $1443319.66   | 0.07%             | 2027-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp                                         | NEW YORK ST URBAN DEV CORP REVENUE                                                                                                         | CUSIP: 650036FC5<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |  37115000 | PA      | $43628110.93  | 2.12%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington State Housing Finance Commission                                   | WASHINGTON ST HSG FIN COMMISSION                                                                                                           | CUSIP: 93978TS59<br>LEI: 549300YL1HU59NREG764 | Long             | DBT              | MUN               | US        |    975930 | PA      | $919698.25    | 0.04%             | 2035-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New Jersey Educational Facilities Authority                                   | NEW JERSEY ST EDUCTNL FACS AUTH REVENUE                                                                                                    | CUSIP: 646067EB0<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |    550000 | PA      | $563437.55    | 0.03%             | 2039-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pajaro Valley Unified School District                                         | PAJARO VLY CA UNIF SCH DIST                                                                                                                | CUSIP: 695802MZ8<br>LEI: 549300WHZ2OWRXQ3OY05 | Long             | DBT              | MUN               | US        |   1700000 | PA      | $1722618.50   | 0.08%             | 2038-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Spring Independent School District                                            | SPRING TX INDEP SCH DIST                                                                                                                   | CUSIP: 8500008E3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1430000 | PA      | $1598146.98   | 0.08%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Montgomery County Higher Education and Health Authority                       | MONTGOMERY CNTY PA HGR EDU & HLTH AUTH                                                                                                     | CUSIP: 613603F79<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1498475.85   | 0.07%             | 2039-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                   | Long: BS249F6   IRS USD R V 12MUSCPI IS249G7 CCPINFLATIONZERO / Short: BS249F6   IRS USD P F  1.71400 IS249F6 CCPINFLATIONZERO             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1670000 | OU      | $246505.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                                                   | Long: BS2FNO6   IRS USD R V 00MSOFR IS2FNP7 CCPOIS / Short: BS2FNO6   IRS USD P F  2.67650 IS2FNO6 CCPOIS                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  55000000 | OU      | $2365566.28   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                        | OKLAHOMA ST DEV FIN AUTH HLTHSYS REVENUE                                                                                                   | CUSIP: 67884XCV7<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1951640.80   | 0.09%             | 2037-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Polk County Industrial Development Authority                                  | POLK CNTY FL INDL DEV AUTH                                                                                                                 | CUSIP: 731120NQ0<br>LEI: 549300UTRO4TAORRAL04 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1017602.80   | 0.05%             | 2033-01-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| New Hope Cultural Education Facilities Finance Corp                           | NEW HOPE CULTURAL ED FACS FIN CORP TX RETIREMENT FAC REVENUE                                                                               | CUSIP: 64542UFY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1825000 | PA      | $1405114.77   | 0.07%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                   | Long: BS2CO66   IRS USD R V 12MUSCPI IS2CO77 CCPINFLATIONZERO / Short: BS2CO66   IRS USD P F  3.69500 IS2CO66 CCPINFLATIONZERO             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  25000000 | OU      | $498289.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| City of New York NY                                                           | NEW YORK NY                                                                                                                                | CUSIP: 64966QMA5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   3940000 | PA      | $4320074.46   | 0.21%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Montana Facility Finance Authority                                            | MONTANA ST FAC FIN AUTH REVENUE                                                                                                            | CUSIP: 61204KKX8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1925000 | PA      | $2049580.61   | 0.10%             | 2031-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Development Finance Corp                                              | FLORIDA ST DEV FIN CORP EDUCTNL FACS REVENUE                                                                                               | CUSIP: 34061UKK3<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1752648.60   | 0.08%             | 2042-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                      | PUBLIC FIN AUTH WI REVENUE                                                                                                                 | CUSIP: 74442PVT9<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    915000 | PA      | $863140.45    | 0.04%             | 2032-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                     | INDIANA ST FIN AUTH HLTH FAC REVENUE                                                                                                       | CUSIP: 45471CBQ0<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |   1210000 | PA      | $1177082.43   | 0.06%             | 2035-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                           | Long: IS0H3C2   IRS USD R F   .00000 IS0H3D3 CPI SWAP04122013 MS10Y / Short: IS0H3C2   IRS USD P F  2.69000 IS0H3C2 CPI SWAP04122013 MS10Y | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              |  | US        |  10000000 | OU      | $-142418.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Spokane County School District No 81 Spokane                                  | SPOKANE CNTY WA SCH DIST #81 SPOKANE                                                                                                       | CUSIP: 848712PU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4999942.00   | 0.24%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                   | PUERTO RICO CMWLTH                                                                                                                         | CUSIP: 74514L3E5<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    751597 | PA      | $755178.43    | 0.04%             | 2023-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tahoe-Douglas Visitors Authority                                              | TAHOE-DOUGLAS VISITORS AUTH NV STATELINE REVENUE                                                                                           | CUSIP: 873816AE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2625000 | PA      | $2807677.43   | 0.14%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                | NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                                                                                                    | CUSIP: 6461366Y2<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |   1140000 | PA      | $1252814.86   | 0.06%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado Health Facilities Authority                                          | COLORADO ST HLTH FACS AUTH REVENUE                                                                                                         | CUSIP: 19648FJQ8<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |   1015000 | PA      | $1126336.67   | 0.05%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                         | MET TRANSPRTN AUTH NY REVENUE                                                                                                              | CUSIP: 59261AJ24<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1027579.20   | 0.05%             | 2026-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chandler Industrial Development Authority                                     | CHANDLER AZ INDL DEV AUTH INDL DEV REVENUE                                                                                                 | CUSIP: 158862CB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5296496.50   | 0.26%             | 2052-09-01      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio Higher Educational Facility Commission                                   | OHIO ST HGR EDUCTNL FAC COMMISSION                                                                                                         | CUSIP: 67756DE51<br>LEI: 5493007MQT6NGNN6BR81 | Long             | DBT              | MUN               | US        |   3860000 | PA      | $4213834.62   | 0.20%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                     | INDIANA ST FIN AUTH HOSP REVENUE                                                                                                           | CUSIP: 45471ATZ5<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |   8150000 | PA      | $7691266.66   | 0.37%             | 2046-12-01      | Floating      | 0.70%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                        | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                               | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1933000 | PA      | $1510852.13   | 0.07%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Columbus Regional Airport Authority                                           | COLUMBUS OH REGL ARPT AUTH CAPITAL FUNDING REVENUE                                                                                         | CUSIP: 199544AB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    840000 | PA      | $840000.00    | 0.04%             | 2036-12-01      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Suffolk Tobacco Asset Securitization Corp                                     | SUFFOLK NY TOBACCO ASSET SECURITIZATION CORP TOBACCO SETTLEM                                                                               | CUSIP: 864809BL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2265000 | PA      | $2454743.81   | 0.12%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMB FINANCIAL CORP                                                            | UMB FINANCIAL CORP                                                                                                                         | CUSIP: 000000000<br>LEI: 549300MGEH3N3CUCV828 | Long             | DBT              | CORP              | US        |    249072 | PA      | $246924.88    | 0.01%             | 2023-03-30      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| State of Connecticut                                                          | CONNECTICUT ST                                                                                                                             | CUSIP: 20772KBS7<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |   1440000 | PA      | $1632300.62   | 0.08%             | 2028-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                     | INDIANA ST FIN AUTH REVENUE                                                                                                                | CUSIP: 45506EEQ2<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $804402.80    | 0.04%             | 2037-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                    | ILLINOIS ST FIN AUTH REVENUE                                                                                                               | CUSIP: 45204E6Q6<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102590.74    | 0.00%             | 2026-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corp                                      | NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE                                                                                             | CUSIP: 650116FQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2850000 | PA      | $2958167.19   | 0.14%             | 2040-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tahoe-Douglas Visitors Authority                                              | TAHOE-DOUGLAS VISITORS AUTH NV STATELINE REVENUE                                                                                           | CUSIP: 873816AH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2035000 | PA      | $2177525.09   | 0.11%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Grand Forks ND                                                      | GRAND FORKS CNTY ND                                                                                                                        | CUSIP: 38543PAF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    440000 | PA      | $242000.00    | 0.01%             | 2043-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| New Hope Cultural Education Facilities Finance Corp                           | NEW HOPE CULTURAL ED FACS FINCORP TX RETIREMENT FAC REVENUE                                                                                | CUSIP: 64542UFR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    917336 | PA      | $421093.55    | 0.02%             | 2061-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Houston TX                                                            | HOUSTON TX                                                                                                                                 | CUSIP: 4423316G4<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |   4180000 | PA      | $4618225.35   | 0.22%             | 2027-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Greater Orlando Aviation Authority                                            | GTR ORLANDO FL AVIATION AUTH ARPT FACS REVENUE                                                                                             | CUSIP: 392274W69<br>LEI: 549300CP6PUG5S184F61 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4315790.40   | 0.21%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port of Seattle WA                                                            | PORT OF SEATTLE WA REVENUE                                                                                                                 | CUSIP: 735389Q84<br>LEI: 549300T9UCDUJ3GZL429 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1970097.40   | 0.10%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Seattle WA Water System Revenue                                       | SEATTLE WA WTR SYS REVENUE                                                                                                                 | CUSIP: 812728VH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4020000 | PA      | $4073686.30   | 0.20%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New Haven CT                                                          | NEW HAVEN CT                                                                                                                               | CUSIP: 6450206B9<br>LEI: 549300U4OHEAZ124LQ06 | Long             | DBT              | MUN               | US        |   1920000 | PA      | $2124995.33   | 0.10%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Washington State Housing Finance Commission                                   | WASHINGTON ST HSG FIN COMMISSION NONPROFIT HSG REVENUE                                                                                     | CUSIP: 939783TH9<br>LEI: 549300YL1HU59NREG764 | Long             | DBT              | MUN               | US        |   2125000 | PA      | $1900518.83   | 0.09%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Columbia Housing Authority/SC                                                 | COLUMBIA SC HSG AUTH MF HSG REVENUE                                                                                                        | CUSIP: 198409AE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $99164.94     | 0.00%             | 2032-11-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                    | MICHIGAN ST FIN AUTH REVENUE                                                                                                               | CUSIP: 59447PD57<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |  10545000 | PA      | $10896124.25  | 0.53%             | 2024-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Cleveland OH Income Tax Revenue                                       | CLEVELAND OH INCOME TAX REVENUE                                                                                                            | CUSIP: 186387TT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2260167.00   | 0.11%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                         | MET TRANSPRTN AUTH NY REVENUE                                                                                                              | CUSIP: 59261APX9<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   1745000 | PA      | $1878780.08   | 0.09%             | 2027-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland Health & Higher Educational Facilities Authority                     | MARYLAND ST HLTH & HGR EDUCTNL FACS AUTH REVENUE                                                                                           | CUSIP: 57421CCF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $491252.85    | 0.02%             | 2039-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lancaster County Hospital Authority/PA                                        | LANCASTER CNTY PA HOSP AUTH                                                                                                                | CUSIP: 514045W74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    955000 | PA      | $924985.21    | 0.04%             | 2025-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                    | ILLINOIS ST FIN AUTH REVENUE                                                                                                               | CUSIP: 45204FGZ2<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $3062288.75   | 0.15%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Osceola FL Transportation Revenue                                   | OSCEOLA CNTY FL TRANSPRTN REVENUE                                                                                                          | CUSIP: 688031EN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $69335.73     | 0.00%             | 2033-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                         | MET TRANSPRTN AUTH NY REVENUE                                                                                                              | CUSIP: 59259YXN4<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   2300000 | PA      | $2316347.25   | 0.11%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana Public Facilities Authority                                         | LOUISIANA ST PUBLIC FACS AUTH REVENUE                                                                                                      | CUSIP: 546398C30<br>LEI: 549300RQIPT5S4P4M065 | Long             | DBT              | MUN               | US        |   5250000 | PA      | $5250000.00   | 0.25%             | 2047-07-01      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                         | PENNSYLVANIA ST ECON DEV FING AUTH UPMC REVENUE                                                                                            | CUSIP: 70870JEM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4851017.00   | 0.24%             | 2047-11-15      | Floating      | 1.17%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                            | WISCONSIN ST                                                                                                                               | CUSIP: 97705MSU0<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |   5850000 | PA      | $6378158.48   | 0.31%             | 2026-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                         | MET TRANSPRTN AUTH NY REVENUE                                                                                                              | CUSIP: 59261ANG8<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   1935000 | PA      | $2034315.42   | 0.10%             | 2025-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denver City & County School District No 1                                     | DENVER CITY & CNTY CO SCH DIST #1                                                                                                          | CUSIP: 249174TP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4730000 | PA      | $4833307.93   | 0.23%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                      | PUBLIC FIN AUTH WI REVENUE                                                                                                                 | CUSIP: 74442PSF3<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4613954.00   | 0.22%             | 2041-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                   | Long: IS2DLY6   IRS USD R V 12MUSCPI IS2DLZ7 INFLATIONZERO / Short: IS2DLY6   IRS USD P F  2.99350 IS2DLY6 INFLATIONZERO                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | GB        |  18000000 | OU      | $481115.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Port Authority of Houston of Harris County Texas                              | PORT HOUSTON TX AUTH                                                                                                                       | CUSIP: 734262FG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1065000 | PA      | $1193127.06   | 0.06%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| West Virginia Economic Development Authority                                  | WEST VIRGINIA ST ECON DEV AUTH SOL WST DISP FACS                                                                                           | CUSIP: 95648VBJ7<br>LEI: 549300WW88TKKF5H1220 | Long             | DBT              | MUN               | US        |    265000 | PA      | $261611.15    | 0.01%             | 2045-07-01      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| City of Ashland KY                                                            | ASHLAND KY MED CENTER REVENUE                                                                                                              | CUSIP: 044293BN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $189441.50    | 0.01%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | Long: IS0ALX8   IRS USD R F   .00000 IS0ALY9 CPI SWAP 719112 / Short: IS0ALX8   IRS USD P F   .00000 IS0ALX8 CPI SWAP 719112               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |   3300000 | OU      | $-305242.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Contra Costa Community College District                                       | CONTRA COSTA CA CMNTY CLG DIST                                                                                                             | CUSIP: 212204HD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3250000 | PA      | $3293241.25   | 0.16%             | 2038-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lancaster County Hospital Authority/PA                                        | LANCASTER CNTY PA HOSP AUTH                                                                                                                | CUSIP: 514045W90<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1600000 | PA      | $1517287.84   | 0.07%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Pima AZ Sewer System Revenue                                        | PIMA CNTY AZ SWR REVENUE                                                                                                                   | CUSIP: 721876VD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1010792.30   | 0.05%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut State Health & Educational Facilities Authority                   | CONNECTICUT ST HLTH & EDUCTNL FACS AUTH REVENUE                                                                                            | CUSIP: 20775DRT1<br>LEI: 549300ZOQJ5U8YBS5Q35 | Long             | DBT              | MUN               | US        |   8000000 | PA      | $7637977.60   | 0.37%             | 2049-07-01      | Floating      | 1.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                                | Long: IS1NBC5   CDS USD R F  3.00000 IS1NBC5 CMBX / Short: IS1NBC5   CDS USD P V 01MEVENT IS1NBD6 CMBX                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              |  | US        |     42679 | OU      | $-10410.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Territory of Guam                                                             | GUAM GOVT BUSINESS PRIVILEGE TAX REVENUE                                                                                                   | CUSIP: 40065NCL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $538172.45    | 0.03%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                            | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                                                                                       | CUSIP: 64990FE42<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1628753.40   | 0.08%             | 2034-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Augusta Development Authority                                                 | AUGUSTA GA DEV AUTH REVENUE                                                                                                                | CUSIP: 05115CAM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4490000 | PA      | $4367686.11   | 0.21%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port of Seattle WA                                                            | PORT OF SEATTLE WA REVENUE                                                                                                                 | CUSIP: 735389T65<br>LEI: 549300T9UCDUJ3GZL429 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2057605.60   | 0.10%             | 2024-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | Long: IS1IJ82   IRS USD R V 12MUSCPI IS1IJ93 INFLATIONZERO / Short: IS1IJ82   IRS USD P F  2.18250 IS1IJ82 INFLATIONZERO                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |  24000000 | OU      | $2796094.08   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                 | N TX TOLLWAY AUTH REVENUE                                                                                                                  | CUSIP: 66285WL79<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |    335000 | PA      | $335497.34    | 0.02%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cobb County Kennestone Hospital Authority                                     | COBB CNTY GA KENNESTONE HOSP AUTH                                                                                                          | CUSIP: 190813SG1<br>LEI: 549300TB04LETJYNFR44 | Long             | DBT              | MUN               | US        |   1650000 | PA      | $1726859.97   | 0.08%             | 2025-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest                                                              | ENERGY N W WA ELEC REVENUE                                                                                                                 | CUSIP: 29270CP90<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  19925000 | PA      | $21212501.70  | 1.03%             | 2025-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Las Vegas Valley Water District                                               | LAS VEGAS VLY NV WTR DIST                                                                                                                  | CUSIP: 517845MZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5276479.50   | 0.26%             | 2036-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Port Beaumont Navigation District                                             | PORT BEAUMONT TX NAV DIST DOCK& WHARF FAC REVENUE                                                                                          | CUSIP: 73360CAC8<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |    240000 | PA      | $196983.55    | 0.01%             | 2035-01-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                     | INDIANA ST FIN AUTH EXEMPT FAC REVENUE                                                                                                     | CUSIP: 45470DAA5<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |   2305000 | PA      | $1772296.06   | 0.09%             | 2039-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Montgomery County Higher Education and Health Authority                       | MONTGOMERY CNTY PA HGR EDU & HLTH AUTH                                                                                                     | CUSIP: 613603F61<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1375000 | PA      | $1373940.15   | 0.07%             | 2038-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                         | PENNSYLVANIA ST ECON DEV FING AUTH REVENUE                                                                                                 | CUSIP: 70869PHX8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1003244.10   | 0.05%             | 2042-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                   | Long: BS2BRR5   IRS USD R V 12MUSCPI IS2BRS6 CCPINFLATIONZERO / Short: BS2BRR5   IRS USD P F  2.66050 IS2BRR5 CCPINFLATIONZERO             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  25000000 | OU      | $1093222.75   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| California Community Housing Agency                                           | CALIFORNIA CMNTY HSG AGY ESSENTIAL HSG REVENUE                                                                                             | CUSIP: 13013FAV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $845513.60    | 0.04%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Educational Facilities Authority                                   | NEW JERSEY ST EDUCTNL FACS AUTH REVENUE                                                                                                    | CUSIP: 646067EA2<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |    745000 | PA      | $846984.09    | 0.04%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                         | SAN ANTONIO TX ELEC & GAS REVENUE                                                                                                          | CUSIP: 79625GDR1<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1964628.58   | 0.10%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Airport Comm-San Francisco International Airport  | SAN FRANCISCO CALIF CITY &CNTY ARPTS COMMN INTL ARPT REV                                                                                   | CUSIP: 79766DSJ9<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |   5480000 | PA      | $5733834.15   | 0.28%             | 2025-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL                                                       | MIAMI-DADE CNTY FL PUBLIC FACS REVENUE                                                                                                     | CUSIP: 59333TDV9<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |   2885000 | PA      | $3050817.39   | 0.15%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Infrastructure & Economic Development Bank                         | CALIFORNIA ST INFRASTRUCTURE & ECON DEV BANK REVENUE                                                                                       | CUSIP: 13034A2R0<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |  10500000 | PA      | $10499744.85  | 0.51%             | 2050-01-01      | Floating      | 3.65%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                              | PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE                                                                                       | CUSIP: 709225DU7<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2026961.60   | 0.10%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New Orleans LA                                                        | NEW ORLEANS LA                                                                                                                             | CUSIP: 64763FYS2<br>LEI: 54930084B6KHR5PR2651 | Long             | DBT              | MUN               | US        |   1910000 | PA      | $2233836.68   | 0.11%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                   | Long: IS2G3T4   IRS USD R V 12MUSCPI IS2G3U5 INFLATIONZERO / Short: IS2G3T4   IRS USD P F  2.81450 IS2G3T4 INFLATIONZERO                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | GB        |  15000000 | OU      | $-413659.35   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                                                   | Long: BS2AM11   IRS USD R V 12MUSCPI IS2AM22 CCPINFLATIONZERO / Short: BS2AM11   IRS USD P F  2.81500 IS2AM11 CCPINFLATIONZERO             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  30000000 | OU      | $1739676.00   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                          | CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                                                                                               | CUSIP: 1675933F7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1996215.00   | 0.10%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                         | ILLINOIS ST TOLL HIGHWAY AUTH                                                                                                              | CUSIP: 452252PW3<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |   6700000 | PA      | $7386250.85   | 0.36%             | 2043-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Infirmary Health System Special Care Facilities Financing Authority of Mobile | INFIRMARY HLTH SYS AL SPL CARE FACS FING AUTH REVENUE                                                                                      | CUSIP: 45663NBM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2110000 | PA      | $2186382.84   | 0.11%             | 2025-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                   | Long: BS2D6M9   IRS USD R V 12MUSCPI IS2D6N0 CCPINFLATIONZERO / Short: BS2D6M9   IRS USD P F  3.58000 IS2D6M9 CCPINFLATIONZERO             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 135000000 | OU      | $4165874.55   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| University of California                                                      | UNIV OF CALIFORNIA CA REVENUES                                                                                                             | CUSIP: 91412HLK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6000000 | PA      | $6209727.00   | 0.30%             | 2024-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                   | PUERTO RICO CMWLTH                                                                                                                         | CUSIP: 74514L3G0<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   1388202 | PA      | $1453991.25   | 0.07%             | 2027-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                             | Long: IS0OOP3   IRS USD R V 12MLIBOR IS0OOQ4 CPI SWAP 08052014 / Short: IS0OOP3   IRS USD P F  2.57250 IS0OOP3 CPI SWAP 08052014           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |  25000000 | OU      | $291236.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                 | NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE                                                                                               | CUSIP: 646140DN0<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $938492.40    | 0.05%             | 2025-01-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                         | MET TRANSPRTN AUTH NY REVENUE                                                                                                              | CUSIP: 59261ANH6<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    555000 | PA      | $590955.06    | 0.03%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corp                                      | NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE                                                                                             | CUSIP: 650116AR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    345000 | PA      | $345171.19    | 0.02%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Columbia Housing Authority/SC                                                 | COLUMBIA SC HSG AUTH MF HSG REVENUE                                                                                                        | CUSIP: 198409AF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1315000 | PA      | $1290753.64   | 0.06%             | 2039-11-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| City of Fort Wayne IN                                                         | FORT WAYNE IN ECON DEV SOLID WST FAC REVENUE                                                                                               | CUSIP: 34924CAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2740000 | PA      | $2763181.77   | 0.13%             | 2044-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| County of Broward FL Airport System Revenue                                   | BROWARD CNTY FL ARPT SYS REVENUE                                                                                                           | CUSIP: 114894ZM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2600000 | PA      | $2423256.42   | 0.12%             | 2026-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Credit Suisse International                                                   | Long: IS1N8C4   CDS USD R F  3.00000 IS1N8C4 CMBX / Short: IS1N8C4   CDS USD P V 01MEVENT IS1N8D5 CMBX                                     | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | GB        |    437927 | OU      | $-106817.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                            | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                                                                                       | CUSIP: 64990EMS3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   6565000 | PA      | $6749098.36   | 0.33%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Seattle WA Municipal Light & Power Revenue                            | SEATTLE WA MUNI LIGHT & PWR REVENUE                                                                                                        | CUSIP: 812643VZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2060000 | PA      | $2268631.03   | 0.11%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arizona Industrial Development Authority                                      | ARIZONA ST INDL DEV AUTH ECON DEV REVENUE                                                                                                  | CUSIP: 040523AC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $650000.00    | 0.03%             | 2026-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| San Joaquin Hills Transportation Corridor Agency                              | SAN JOAQUIN HILLS CA TRANSPRTN CORRIDOR AGY TOLL ROAD REV                                                                                  | CUSIP: 798111GS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5744342.50   | 0.28%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority Aviation Revenue                   | MET WASHINGTON DC ARPTS AUTH ARPT SYS REVENUE                                                                                              | CUSIP: 592647KF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1695000 | PA      | $1869762.30   | 0.09%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Airport System Revenue                                     | HOUSTON TX ARPT SYS REVENUE                                                                                                                | CUSIP: 4423487H5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2465000 | PA      | $2490302.73   | 0.12%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tri-County Metropolitan Transportation District of Oregon                     | TRI-CNTY OR MET TRANSPRTN DIST                                                                                                             | CUSIP: 89546RPQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1910000 | PA      | $2134724.30   | 0.10%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                         | MET TRANSPRTN AUTH NY REVENUE                                                                                                              | CUSIP: 59261ADH7<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   1130000 | PA      | $1167771.04   | 0.06%             | 2024-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iowa Tobacco Settlement Authority                                             | TOBACCO SETTLEMENT AUTH IA TOBACCO SETTLEMENT REVENUE                                                                                      | CUSIP: 888805CE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $485122.50    | 0.02%             | 2040-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Airport System Revenue                                     | HOUSTON TX ARPT SYS REVENUE                                                                                                                | CUSIP: 442349FN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3395421.00   | 0.16%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Ashland KY                                                            | ASHLAND KY MED CENTER REVENUE                                                                                                              | CUSIP: 044293BT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $163625.52    | 0.01%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                   | Long: IS2DFB1   IRS USD R V 12MUSCPI IS2DFC2 INFLATIONZERO / Short: IS2DFB1   IRS USD P F  3.53350 IS2DFB1 INFLATIONZERO                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | GB        |  39000000 | OU      | $825138.60    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                                                   | Long: BS283G7   IRS USD R V 12MUSCPI IS283H8 CCPINFLATIONZERO / Short: BS283G7   IRS USD P F  2.61250 IS283G7 CCPINFLATIONZERO             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2672000 | OU      | $218144.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                                | Long: IS1PAM4   CDS USD R F  3.00000 IS1PAM4 CMBX / Short: IS1PAM4   CDS USD P V 01MEVENT IS1PAN5 CMBX                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              |  | US        |    369887 | OU      | $-90221.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Philadelphia Authority for Industrial Development                             | PHILADELPHIA PA AUTH FOR INDL DEV CHRT SCH REVENUE                                                                                         | CUSIP: 71780CBC3<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1027878.30   | 0.05%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                         | MET TRANSPRTN AUTH NY REVENUE                                                                                                              | CUSIP: 59261AG68<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   5120000 | PA      | $5592672.26   | 0.27%             | 2045-11-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                         | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                             | CUSIP: 126292BK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1500630.80   | 0.07%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                 | DISH DBS Corp                                                                                                                              | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    996000 | PA      | $816889.32    | 0.04%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| New Hope Cultural Education Facilities Finance Corp                           | NEW HOPE CULTURAL ED FACS FIN CORP TX RETIREMENT FAC REVENUE                                                                               | CUSIP: 64542UCJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1011838.10   | 0.05%             | 2031-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                      | PUBLIC FIN AUTH WI HOTEL REVENUE                                                                                                           | CUSIP: 74447DAE7<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   3100000 | PA      | $2971693.17   | 0.14%             | 2042-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Winrock Town Center Tax Increment Development District No 1                   | WINROCK TOWN CENTER NM TAX INCR DEV DIST #1                                                                                                | CUSIP: 97535RAF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1035000 | PA      | $921944.05    | 0.04%             | 2033-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Augusta Development Authority                                                 | AUGUSTA GA DEV AUTH REVENUE                                                                                                                | CUSIP: 05115CAN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5065000 | PA      | $4853570.69   | 0.24%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                           | CALIFORNIA ST                                                                                                                              | CUSIP: 13063DL89<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3590000 | PA      | $3752394.01   | 0.18%             | 2024-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                           | Medline Borrower LP                                                                                                                        | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1711280.00   | 0.08%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                           | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                                       | CUSIP: 3137G0BK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33151 | PA      | $33756.94     | 0.00%             | 2024-08-25      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| UPMC                                                                          | UPMC                                                                                                                                       | CUSIP: 90320WAD5<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |   5600000 | PA      | $5408984.00   | 0.26%             | 2025-04-03      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Columbia Housing Authority/SC                                                 | COLUMBIA SC HSG AUTH MF HSG REVENUE                                                                                                        | CUSIP: 198409AG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    525000 | PA      | $511192.19    | 0.02%             | 2024-11-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Orange County Transportation Authority                                        | ORANGE CNTY CA TRANSPRTN AUTH                                                                                                              | CUSIP: 68441VAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3505000 | PA      | $3659979.53   | 0.18%             | 2024-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                          | CONNECTICUT ST                                                                                                                             | CUSIP: 20772JSH6<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |   2230000 | PA      | $2294263.03   | 0.11%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minneapolis-St Paul Metropolitan Airports Commission                          | MINNEAPOLIS-SAINT PAUL MN MET ARPTS COMMISSION ARPT REVENUE                                                                                | CUSIP: 603827K70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4250000 | PA      | $4218567.85   | 0.20%             | 2038-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Department of Transportation                                        | WISCONSIN ST TRANSPRTN REVENUE                                                                                                             | CUSIP: 977123F45<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5500000 | PA      | $5560044.05   | 0.27%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                             | Long: IS0V6Z8   IRS USD R V 12MLIBOR IS0V700 CPI SWAP 04302015 02 / Short: IS0V6Z8   IRS USD P F  2.12500 IS0V6Z8 CPI SWAP 04302015 02     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |  19000000 | OU      | $1765877.29   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| New Jersey Health Care Facilities Financing Authority                         | NEW JERSEY ST HLTH CARE FACS FING AUTH REVENUE                                                                                             | CUSIP: 64579FWP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1000000.00   | 0.05%             | 2036-07-01      | Floating      | 1.55%                 | No            |                  2 | On Loan: No      |
| Iowa Finance Authority                                                        | IOWA ST FIN AUTH SF MTGE REVENUE                                                                                                           | CUSIP: 462467Y62<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |   8000000 | PA      | $7890810.40   | 0.38%             | 2052-01-01      | Floating      | 3.81%                 | No            |                  2 | On Loan: No      |
| Chicago Housing Authority                                                     | CHICAGO IL HSG AUTH                                                                                                                        | CUSIP: 16753QAS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5260000 | PA      | $5661015.04   | 0.27%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                            | WISCONSIN ST                                                                                                                               | CUSIP: 97705MXA8<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |   4300000 | PA      | $4919995.07   | 0.24%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority                                                | LOWER COLORADO RIVER TX AUTH TRANSMISSION CONTRACT REVENUE                                                                                 | CUSIP: 54811BYR6<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10759075.00  | 0.52%             | 2041-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado Health Facilities Authority                                          | COLORADO ST HLTH FACS AUTH REVENUE                                                                                                         | CUSIP: 19648FPL2<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |   1525000 | PA      | $1705061.02   | 0.08%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                   | PUERTO RICO CMWLTH                                                                                                                         | CUSIP: 74514L3J4<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    228059 | PA      | $247335.21    | 0.01%             | 2031-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                          | TRIBOROUGH NY BRIDGE & TUNNELAUTH PAYROLL MOBILITY TAX                                                                                     | CUSIP: 89602HEW3<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |   6000000 | PA      | $6061350.60   | 0.29%             | 2026-04-01      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | Long: IS1PKZ7   IRS USD R V 12MUSCPI IS1PL09 INFLATIONZERO / Short: IS1PKZ7   IRS USD P F  2.23375 IS1PKZ7 INFLATIONZERO                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |  25000000 | OU      | $2348184.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MASSACHUSETTS ST                                                                                                                           | CUSIP: 57582RD86<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   7380000 | PA      | $7658131.54   | 0.37%             | 2024-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily                                                       | Freddie Mac Multifamily ML Certificates                                                                                                    | CUSIP: 35833JAJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    982990 | PA      | $764147.40    | 0.04%             | 2038-06-25      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                   | Long: BS2AU39   IRS USD R V 12MUSCPI IS2AU40 CCPINFLATIONZERO / Short: BS2AU39   IRS USD P F  2.68000 IS2AU39 CCPINFLATIONZERO             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   6150000 | OU      | $407731.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                       | John Deere Capital Corp                                                                                                                    | CUSIP: 24422EVT3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1432330.90   | 0.07%             | 2023-07-10      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Clark County School District                                                  | CLARK CNTY NV SCH DIST                                                                                                                     | CUSIP: 181059V29<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3892160.30   | 0.19%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Housing Finance Agency                                             | CALIFORNIA HSG FIN AGY MUNI CTFS                                                                                                           | CUSIP: 13033DAJ4<br>LEI: 549300BOPCVLBA552Z14 | Long             | DBT              | MUN               | US        |   1964753 | PA      | $1820851.70   | 0.09%             | 2036-08-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| City of Cleveland OH Airport System Revenue                                   | CLEVELAND OH ARPT SYS REVENUE                                                                                                              | CUSIP: 186352RC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1075000 | PA      | $1099966.12   | 0.05%             | 2024-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                      | PUBLIC FIN AUTH WI REVENUE                                                                                                                 | CUSIP: 74442PMQ5<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    610000 | PA      | $621637.89    | 0.03%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | Long: IS1C6H2   IRS USD R V 12MUSCPI IS1C6I3 INFLATIONZERO / Short: IS1C6H2   IRS USD P F  2.27900 IS1C6H2 INFLATIONZERO                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |  13000000 | OU      | $1120605.59   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                                                   | Long: BS2AM33   IRS USD R V 12MUSCPI IS2AM44 CCPINFLATIONZERO / Short: BS2AM33   IRS USD P F  2.68900 IS2AM33 CCPINFLATIONZERO             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  30000000 | OU      | $1669061.10   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                     | NEW JERSEY ST ECON DEV AUTH REVENUE                                                                                                        | CUSIP: 6459186B4<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1191090.19   | 0.06%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                      | PUBLIC FIN AUTH WI EDUCTNL FAC REVENUE                                                                                                     | CUSIP: 74443DHG9<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3097371.30   | 0.15%             | 2042-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| University of California                                                      | UNIV OF CALIFORNIA CA REVENUES                                                                                                             | CUSIP: 91412HLL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4257458.80   | 0.21%             | 2025-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                   | Long: BS2AM55   IRS USD R V 12MUSCPI IS2AM66 CCPINFLATIONZERO / Short: BS2AM55   IRS USD P F  2.44000 IS2AM55 CCPINFLATIONZERO             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  20000000 | OU      | $1365765.20   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| City of Houston TX Combined Utility System Revenue                            | HOUSTON TX UTILITY SYS REVENUE                                                                                                             | CUSIP: 4424354N0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1136602.72   | 0.06%             | 2024-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                           | CALIFORNIA ST                                                                                                                              | CUSIP: 13063DZT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2655000 | PA      | $2736324.24   | 0.13%             | 2024-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Educational Facilities Authority                                   | NEW JERSEY ST EDUCTNL FACS AUTH REVENUE                                                                                                    | CUSIP: 646067DW5<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |    845000 | PA      | $994750.98    | 0.05%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Samoa Economic Development Authority                                 | AMERICAN SAMOA AS ECON DEV AUTH GEN REVENUE                                                                                                | CUSIP: 02936TAG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $312593.29    | 0.02%             | 2038-09-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Arizona Industrial Development Authority                                      | ARIZONA ST INDL DEV AUTH ECON DEV REVENUE                                                                                                  | CUSIP: 040523AH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $650000.00    | 0.03%             | 2030-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Harris County Cultural Education Facilities Finance Corp                      | HARRIS CNTY TX CULTURAL EDU FACS FIN CORP REVENUE                                                                                          | CUSIP: 414009QU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2011938.60   | 0.10%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                    | ILLINOIS ST FIN AUTH REVENUE                                                                                                               | CUSIP: 45204FPU3<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |   9375000 | PA      | $7833534.38   | 0.38%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Connecticut State Health & Educational Facilities Authority                   | CONNECTICUT ST HLTH & EDUCTNL FACS AUTH REVENUE                                                                                            | CUSIP: 20775DPF3<br>LEI: 549300ZOQJ5U8YBS5Q35 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1509054.15   | 0.07%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                   | Long: BS28H76   IRS USD R V 12MUSCPI IS28H87 CCPINFLATIONZERO / Short: BS28H76   IRS USD P F  2.50750 IS28H76 CCPINFLATIONZERO             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10000000 | OU      | $813421.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse International                                                   | Long: IS1NCU0   CDS USD R F  3.00000 IS1NCU0 CMBX / Short: IS1NCU0   CDS USD P V 01MEVENT IS1NCV1 CMBX                                     | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | GB        |     23505 | OU      | $-5733.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Iowa Tobacco Settlement Authority                                             | TOBACCO SETTLEMENT AUTH IA TOBACCO SETTLEMENT REVENUE                                                                                      | CUSIP: 888805CC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $986415.20    | 0.05%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Port of Seattle WA                                                            | PORT OF SEATTLE WA REVENUE                                                                                                                 | CUSIP: 735389Q92<br>LEI: 549300T9UCDUJ3GZL429 | Long             | DBT              | MUN               | US        |  11380000 | PA      | $11088304.43  | 0.54%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority                                                | LOWER COLORADO RIVER TX AUTH TRANSMISSION CONTRACT REVENUE                                                                                 | CUSIP: 54811BXF3<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |    800000 | PA      | $922919.36    | 0.04%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Small Business Financing Authority                                   | VIRGINIA ST SMALL BUSINESS FING AUTH REVENUE                                                                                               | CUSIP: 928104PD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8090000 | PA      | $8972697.47   | 0.44%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily VRD Certificates                                            | FEDERAL HOME LOAN MTGE CORP VA MF VARIABLE RATE CTFS                                                                                       | CUSIP: 31350ACQ9<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   3745000 | PA      | $3128647.15   | 0.15%             | 2036-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| City of South Charleston WV                                                   | SOUTH CHARLESTON WV SPL DIST EXCISE TAX                                                                                                    | CUSIP: 837323AA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1185000 | PA      | $955146.85    | 0.05%             | 2042-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| City of Minneapolis MN/St Paul Housing & Redevelopment Authority              | MINNEAPOLIS MN & SAINT PAUL MN HSG & REDEV AUTH HLTH CARE                                                                                  | CUSIP: 603695FR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    990000 | PA      | $990000.00    | 0.05%             | 2034-11-15      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                           | CALIFORNIA ST PUBLIC WKS BRD LEASE REVENUE                                                                                                 | CUSIP: 13068LX91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2995000 | PA      | $3429988.41   | 0.17%             | 2029-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                 | Long: IS1WUB4   IRS USD R V 01MMUNIP IS1WUC5 VANILLA / Short: IS1WUB4   IRS USD P F  1.12500 IS1WUB4 VANILLA                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |  11075000 | OU      | $1154062.13   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| City of Henderson KY                                                          | HENDERSON KY EXEMPT FACS REVENUE                                                                                                           | CUSIP: 425099AC2<br>LEI: 549300UJ32J1O26W1T80 | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1130241.62   | 0.05%             | 2032-01-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                          | TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX                                                                                    | CUSIP: 89602HAD9<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |   2945000 | PA      | $2856400.85   | 0.14%             | 2045-05-15      | Floating      | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily                                                       | Freddie Mac Multifamily ML Certificates                                                                                                    | CUSIP: 3137H9JQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2094308 | PA      | $151264.14    | 0.01%             | 2036-09-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| City of Ashland KY                                                            | ASHLAND KY MED CENTER REVENUE                                                                                                              | CUSIP: 044293BP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $208567.05    | 0.01%             | 2027-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                         | ILLINOIS ST TOLL HIGHWAY AUTH                                                                                                              | CUSIP: 452252PN3<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |   1080000 | PA      | $1193714.39   | 0.06%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Infirmary Health System Special Care Facilities Financing Authority of Mobile | INFIRMARY HLTH SYS AL SPL CARE FACS FING AUTH REVENUE                                                                                      | CUSIP: 45663NBZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1675000 | PA      | $1644271.79   | 0.08%             | 2039-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Connecticut State Health & Educational Facilities Authority                   | CONNECTICUT ST HLTH & EDUCTNL FACS AUTH REVENUE                                                                                            | CUSIP: 20775DPG1<br>LEI: 549300ZOQJ5U8YBS5Q35 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1489052.25   | 0.07%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sacramento County Water Financing Authority                                   | SACRAMENTO CNTY CA WTR FING AUTH REVENUE                                                                                                   | CUSIP: 78615RCV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4510343.50   | 0.22%             | 2039-06-01      | Floating      | 3.76%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                              | PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE                                                                                       | CUSIP: 709224A33<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1967495.25   | 0.10%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Airport System Revenue                                     | HOUSTON TX ARPT SYS REVENUE                                                                                                                | CUSIP: 442349FV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5175000 | PA      | $5093901.54   | 0.25%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                 | N TX TOLLWAY AUTH REVENUE                                                                                                                  | CUSIP: 66285WF50<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |   1080000 | PA      | $1171117.76   | 0.06%             | 2032-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Infrastructure & Economic Development Bank                         | CALIFORNIA ST INFRASTRUCTURE & ECON DEV BANK REVENUE                                                                                       | CUSIP: 13034AY87<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1251385.38   | 0.06%             | 2050-01-01      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                    | CHICAGO IL BRD OF EDU                                                                                                                      | CUSIP: 167505XC5<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    100000 | PA      | $104613.47    | 0.01%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deschutes County Hospital Facilities Authority                                | DESCHUTES CNTY OR HOSP FACS AUTH HOSP REVENUE                                                                                              | CUSIP: 250336EC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1020598.50   | 0.05%             | 2033-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                   | Long: IS1N5S9   CDS USD R F  3.00000 IS1N5S9 CMBX / Short: IS1N5S9   CDS USD P V 01MEVENT IS1N5T0 CMBX                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |    379784 | OU      | $-92635.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Newark Higher Education Finance Corp                                          | NEWARK HGR EDU FIN CORP TX EDU REVENUE                                                                                                     | CUSIP: 650346DY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1690000 | PA      | $1418510.63   | 0.07%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                         | MET TRANSPRTN AUTH NY REVENUE                                                                                                              | CUSIP: 59259YL56<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   8510000 | PA      | $8683764.84   | 0.42%             | 2025-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Housing Authority                                                     | CHICAGO IL HSG AUTH                                                                                                                        | CUSIP: 16753QAT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1072922.10   | 0.05%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                    | MICHIGAN ST FIN AUTH REVENUE                                                                                                               | CUSIP: 59447TX24<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1374355.13   | 0.07%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse International                                                   | Long: IS1PCY0   CDS USD R F  3.00000 IS1PCY0 CMBX / Short: IS1PCY0   CDS USD P V 01MEVENT IS1PCZ1 CMBX                                     | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | GB        |    752146 | OU      | $-183460.86   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Lewisville Independent School District                                        | LEWISVILLE TX INDEP SCH DIST                                                                                                               | CUSIP: 52882PDZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2430000 | PA      | $2463657.93   | 0.12%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Arizona Lottery Revenue                                              | ARIZONA ST LOTTERY REVENUE                                                                                                                 | CUSIP: 040624BM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5717522.50   | 0.28%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arapahoe County School District No 5 Cherry Creek                             | ARAPAHOE CNTY CO SCH DIST #5 CHERRY CREEK COPS                                                                                             | CUSIP: 038683CE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2655000 | PA      | $2748490.78   | 0.13%             | 2038-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                            | MARYLAND ST ECON DEV CORP PRIV ACTIVITY REVENUE                                                                                            | CUSIP: 57422JBS6<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |   8795000 | PA      | $9110695.65   | 0.44%             | 2040-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Village Community Development District No 13                                  | VLG FL CDD #13 SPL ASSMNT REVENUE                                                                                                          | CUSIP: 92708HAD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4195000 | PA      | $3511128.58   | 0.17%             | 2039-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | Long: IS0BWA5   IRS USD R F   .00000 IS0BWB6 CPI SWAP 110911 / Short: IS0BWA5   IRS USD P F   .00000 IS0BWA5 CPI SWAP 110911               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |   5400000 | OU      | $-23518.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State of California                                                           | CALIFORNIA ST                                                                                                                              | CUSIP: 13063CKS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2960000 | PA      | $3065453.85   | 0.15%             | 2025-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                                      | Baylor Scott & White Holdings                                                                                                              | CUSIP: 072863AH6<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $809840.00    | 0.04%             | 2030-11-15      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                | NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                                                                                                    | CUSIP: 6461363L3<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |  17500000 | PA      | $18824326.50  | 0.91%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Airport Authority                                   | SAN DIEGO CNTY CA REGL ARPT AUTH AIRPORT REVENUE                                                                                           | CUSIP: 79739GNN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8395000 | PA      | $8368111.65   | 0.41%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                      | CONNECTICUT ST SPL TAX OBLIG REVENUE                                                                                                       | CUSIP: 207758H30<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2250000 | PA      | $2346387.75   | 0.11%             | 2037-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                          | Long: IS2DI12   IRS USD R V 12MUSCPI IS2DI23 INFLATIONZERO / Short: IS2DI12   IRS USD P F  3.60000 IS2DI12 INFLATIONZERO                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |  86000000 | OU      | $1463867.06   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Tarrant County Cultural Education Facilities Finance Corp                     | TARRANT CNTY TX CULTURAL EDU FACS FIN CORP RETMNT FAC REVENU                                                                               | CUSIP: 87638REK9<br>LEI: 549300ROY505NVTMMI25 | Long             | DBT              | MUN               | US        |   1105000 | PA      | $442000.00    | 0.02%             | 2025-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port of Seattle WA                                                            | PORT OF SEATTLE WA REVENUE                                                                                                                 | CUSIP: 735389N79<br>LEI: 549300T9UCDUJ3GZL429 | Long             | DBT              | MUN               | US        |   1165000 | PA      | $1175990.26   | 0.06%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Buckeye Tobacco Settlement Financing Authority                                | BUCKEYE OH TOBACCO SETTLEMENT FING AUTH                                                                                                    | CUSIP: 118217CV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $968372.00    | 0.05%             | 2039-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CMFA Special Finance Agency VII                                               | CMFA SPL FIN AGY VII CA ESSENTIAL HSG REVENUE                                                                                              | CUSIP: 12574UAC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $806370.30    | 0.04%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Colorado Health Facilities Authority                                          | COLORADO ST HLTH FACS AUTH REVENUE                                                                                                         | CUSIP: 19648FSF2<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |   2600000 | PA      | $2882804.86   | 0.14%             | 2041-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sterling Ranch Community Authority Board                                      | STERLING RANCH CMNTY AUTH BRD CO SUPPORTED REVENUE                                                                                         | CUSIP: 85950NAQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1024502.30   | 0.05%             | 2042-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| California Housing Finance Agency                                             | CALIFORNIA HSG FIN AGY MUNI CTFS                                                                                                           | CUSIP: 13033DAH8<br>LEI: 549300BOPCVLBA552Z14 | Long             | DBT              | MUN               | US        |   2454361 | PA      | $134496.54    | 0.01%             | 2035-03-25      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| Port of Portland OR Airport Revenue                                           | PORT OF PORTLAND OR ARPT REVENUE                                                                                                           | CUSIP: 7352402L6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4962129.00   | 0.24%             | 2038-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Montgomery County Higher Education and Health Authority                       | MONTGOMERY CNTY PA HGR EDU & HLTH AUTH                                                                                                     | CUSIP: 613603F87<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1988355.20   | 0.10%             | 2040-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Airport Comm-San Francisco International Airport  | SAN FRANCISCO CALIF CITY &CNTY ARPTS COMMN INTL ARPT REV                                                                                   | CUSIP: 79766DTL3<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |   3275000 | PA      | $3732477.55   | 0.18%             | 2031-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                 | Long: IS1PKT1   IRS USD R V 12MUSCPI IS1PKU2 INFLATIONZERO / Short: IS1PKT1   IRS USD P F  2.27250 IS1PKT1 INFLATIONZERO                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |  12000000 | OU      | $1191620.52   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Florida Municipal Power Agency                                                | FLORIDA ST MUNI PWR AGY                                                                                                                    | CUSIP: 342816F67<br>LEI: 549300M3I10QJUPNU131 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1525270.50   | 0.07%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Philadelphia PA Water & Wastewater Revenue                            | PHILADELPHIA PA WTR & WSTWTR REVENUE                                                                                                       | CUSIP: 717893C33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1135000 | PA      | $1259413.48   | 0.06%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                          | DIST OF COLUMBIA REVENUE                                                                                                                   | CUSIP: 25483VZR8<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |   5025000 | PA      | $5494234.00   | 0.27%             | 2030-08-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                           | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                                       | CUSIP: 3137G0AD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104036 | PA      | $106368.76    | 0.01%             | 2023-11-25      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| New York State Housing Finance Agency                                         | NEW YORK ST HSG FIN AGY REVENUE                                                                                                            | CUSIP: 64986UEB9<br>LEI: 5493000LS7KCDB02O506 | Long             | DBT              | MUN               | US        |   4025000 | PA      | $4025000.00   | 0.20%             | 2044-05-01      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| City of Philadelphia PA Airport Revenue                                       | PHILADELPHIA PA ARPT REVENUE                                                                                                               | CUSIP: 717817XJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3035000 | PA      | $3324185.73   | 0.16%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Airport System Revenue                                     | HOUSTON TX ARPT SYS REVENUE                                                                                                                | CUSIP: 442349FQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1104473.70   | 0.05%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| St Croix Chippewa Indians of Wisconsin                                        | ST CROIX CHIPPEWA INDIANS OF WISCONSIN                                                                                                     | CUSIP: 788400AA7<br>LEI: 5493006ZQ04VD450FS17 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $774353.70    | 0.04%             | 2041-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Port Authority                                                  | MASSACHUSETTS ST PORT AUTH                                                                                                                 | CUSIP: 575896YD1<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |   2250000 | PA      | $2458139.85   | 0.12%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Airport System Revenue                                     | HOUSTON TX ARPT SYS REVENUE                                                                                                                | CUSIP: 442349FS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1085000 | PA      | $1077974.19   | 0.05%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PEFA Inc                                                                      | PEFA INC IA GAS PROJ REVENUE                                                                                                               | CUSIP: 70556CAB0<br>LEI: 549300RSE249DJNRHY07 | Long             | DBT              | MUN               | US        |  11130000 | PA      | $11552734.10  | 0.56%             | 2049-09-01      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Maryland                                                             | MARYLAND ST                                                                                                                                | CUSIP: 574193TL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9315000 | PA      | $10717880.92  | 0.52%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Educational Facilities Authority                                   | NEW JERSEY ST EDUCTNL FACS AUTH REVENUE                                                                                                    | CUSIP: 646067ED6<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |    835000 | PA      | $843509.65    | 0.04%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Department of Transportation                                        | WISCONSIN ST TRANSPRTN REVENUE                                                                                                             | CUSIP: 977123S66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2480000 | PA      | $2506145.90   | 0.12%             | 2024-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Health & Educational Facilities Authority                           | WISCONSIN ST HLTH & EDUCTNL FACS AUTH REVENUE                                                                                              | CUSIP: 97712JGV9<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1077049.30   | 0.05%             | 2054-08-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Salt Lake City UT Airport Revenue                                     | SALT LAKE CITY UT ARPT REVENUE                                                                                                             | CUSIP: 795576JX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4635000 | PA      | $4615663.24   | 0.22%             | 2038-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HTA TRRB Custodial Trust                                                      | HTA TRRB-2007N-745190ZR2 ASSURED CUSTODIAL TRUST                                                                                           | CUSIP: 44333GAA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1010000 | PA      | $1003107.36   | 0.05%             | 2034-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                      | PUBLIC FIN AUTH WI REVENUE                                                                                                                 | CUSIP: 74442PMN2<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    555000 | PA      | $562833.66    | 0.03%             | 2025-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Fayetteville AR Sales & Use Tax Revenue                               | FAYETTEVILLE AR SALES & USE TAX CAPITAL IMPT                                                                                               | CUSIP: 312673FR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $983205.80    | 0.05%             | 2032-11-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                        | OKLAHOMA ST DEV FIN AUTH                                                                                                                   | CUSIP: 6789084D3<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2392152.00   | 0.12%             | 2045-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                             | ILLINOIS ST                                                                                                                                | CUSIP: 452153DA4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   2945000 | PA      | $3204199.76   | 0.16%             | 2042-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Virginia Small Business Financing Authority                                   | VIRGINIA ST SMALL BUSINESS FING AUTH REVENUE                                                                                               | CUSIP: 928104PC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4445408.00   | 0.22%             | 2033-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | Long: IS0BG92   IRS USD R F   .00000 IS0BGA3 CPI SWAP 0929112 / Short: IS0BG92   IRS USD P F   .00000 IS0BG92 CPI SWAP 0929112             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |   2400000 | OU      | $-6740.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Washington Economic Development Finance Authority                             | WASHINGTON ST ECON DEV FIN AUTH ENVRNMNYL FACS REVENUE                                                                                     | CUSIP: 93975YAN1<br>LEI: 549300TQ7IXFA28IYO51 | Long             | DBT              | MUN               | US        |  12400000 | PA      | $12415766.60  | 0.60%             | 2042-12-01      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| California Housing Finance Agency                                             | CALIFORNIA HSG FIN AGY MUNI CTFS                                                                                                           | CUSIP: 13033DAE5<br>LEI: 549300BOPCVLBA552Z14 | Long             | DBT              | MUN               | US        |    973135 | PA      | $942871.25    | 0.05%             | 2035-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| City of Phoenix Civic Improvement Corp                                        | PHOENIX AZ CIVIC IMPT CORP ARPT REVENUE                                                                                                    | CUSIP: 71883MKV5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3945000 | PA      | $4277666.86   | 0.21%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                          | DIST OF COLUMBIA REVENUE                                                                                                                   | CUSIP: 25483VZP2<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |   4765000 | PA      | $5178468.10   | 0.25%             | 2029-08-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Detroit MI                                                            | DETROIT MI                                                                                                                                 | CUSIP: 2510933Q1<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |    305000 | PA      | $312949.86    | 0.02%             | 2036-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bucks County Industrial Development Authority                                 | BUCKS CNTY PA INDL DEV AUTH HOSP REVENUE                                                                                                   | CUSIP: 11861MBD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1050000 | PA      | $1067090.12   | 0.05%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                   | Long: BS28H54   IRS USD R V 12MUSCPI IS28H65 CCPINFLATIONZERO / Short: BS28H54   IRS USD P F  2.43750 IS28H54 CCPINFLATIONZERO             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  25000000 | OU      | $2114956.25   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                      | PUBLIC FIN AUTH WI HOTEL REVENUE                                                                                                           | CUSIP: 74447DAB3<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2003708.60   | 0.10%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mesquite Independent School District                                          | MESQUITE TX INDEP SCH DIST                                                                                                                 | CUSIP: 590760FT6<br>LEI: 549300M7COV11VUIZE16 | Long             | DBT              | MUN               | US        |   1655000 | PA      | $1727490.66   | 0.08%             | 2037-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                     | NEW JERSEY ST ECON DEV AUTH SPL FAC REVENUE                                                                                                | CUSIP: 64578CAH4<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |   1365000 | PA      | $1379421.36   | 0.07%             | 2029-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| County of Osceola FL Transportation Revenue                                   | OSCEOLA CNTY FL TRANSPRTN REVENUE                                                                                                          | CUSIP: 688031EL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $93681.97     | 0.00%             | 2031-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State of Tennessee                                                            | TENNESSEE ST                                                                                                                               | CUSIP: 880541VV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2750000 | PA      | $2935126.70   | 0.14%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Clean Water Fund - State Revolving Fund                  | CONNECTICUT ST REVOLVING FUND GEN REVENUE                                                                                                  | CUSIP: 20775YAL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4360000 | PA      | $4368667.68   | 0.21%             | 2024-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona Industrial Development Authority                                      | ARIZONA INDL DEV AUTH HOSP REVENUE                                                                                                         | CUSIP: 04052EBC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1291434.24   | 0.06%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Development Finance Corp                                              | FLORIDA ST DEV FIN CORP                                                                                                                    | CUSIP: 340618DE4<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $9993972.00   | 0.48%             | 2056-12-01      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| Port of Seattle WA                                                            | PORT OF SEATTLE WA REVENUE                                                                                                                 | CUSIP: 735389SP4<br>LEI: 549300T9UCDUJ3GZL429 | Long             | DBT              | MUN               | US        |   4820000 | PA      | $4858659.77   | 0.24%             | 2024-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Hope Cultural Education Facilities Finance Corp                           | NEW HOPE CULTURAL ED FACS FIN CORP TX RETIREMENT FAC REVENUE                                                                               | CUSIP: 64542UFP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $28818.74     | 0.00%             | 2037-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                   | Long: BS29070   IRS USD R V 12MUSCPI IS29081 CCPINFLATIONZERO / Short: BS29070   IRS USD P F  2.50250 IS29070 CCPINFLATIONZERO             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  32000000 | OU      | $2363891.52   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                                                   | Long: BS28ZJ4   IRS USD R V 12MUSCPI IS28ZK5 CCPINFLATIONZERO / Short: BS28ZJ4   IRS USD P F  2.76500 IS28ZJ4 CCPINFLATIONZERO             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  15000000 | OU      | $1124041.95   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Florida Municipal Power Agency                                                | FLORIDA ST MUNI PWR AGY                                                                                                                    | CUSIP: 342816S22<br>LEI: 549300M3I10QJUPNU131 | Long             | DBT              | MUN               | US        |    500000 | PA      | $443088.05    | 0.02%             | 2026-10-01      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                         | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                             | CUSIP: 126292AL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1542367.20   | 0.07%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State of New Mexico Severance Tax Permanent Fund                              | NEW MEXICO ST SEVERANCE TAX                                                                                                                | CUSIP: 6473104E8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1210313.20   | 0.06%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MASSACHUSETTS ST                                                                                                                           | CUSIP: 57582PCU2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3275000 | PA      | $3217122.56   | 0.16%             | 2037-05-01      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                         | MET TRANSPRTN AUTH NY REVENUE                                                                                                              | CUSIP: 59261APW1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   1275000 | PA      | $1357599.47   | 0.07%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Pennsylvania                                                  | PENNSYLVANIA ST                                                                                                                            | CUSIP: 70914PJ78<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3600000 | PA      | $3682289.52   | 0.18%             | 2024-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                           | CALIFORNIA ST                                                                                                                              | CUSIP: 13063DF52<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2690000 | PA      | $2913813.38   | 0.14%             | 2034-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tobacco Settlement Financing Corp                                             | TOBACCO SETTLEMENT FING CORP NJ                                                                                                            | CUSIP: 888808HF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4750000 | PA      | $5133213.85   | 0.25%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                             | ILLINOIS ST                                                                                                                                | CUSIP: 452152YG0<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   3810000 | PA      | $3879944.36   | 0.19%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                      | PUBLIC FIN AUTH WI REVENUE                                                                                                                 | CUSIP: 74442PXF7<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1375000 | PA      | $1275733.39   | 0.06%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                          | KANSAS ST DEV FIN AUTH HOSP REVENUE                                                                                                        | CUSIP: 48542AFH9<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |   5280000 | PA      | $5870040.53   | 0.28%             | 2054-11-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Philadelphia PA                                                       | PHILADELPHIA PA                                                                                                                            | CUSIP: 717813TC3<br>LEI: 549300IVFOPB4AG7UL47 | Long             | DBT              | MUN               | US        |  12990000 | PA      | $14319053.66  | 0.69%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                         | MET TRANSPRTN AUTH NY REVENUE                                                                                                              | CUSIP: 59261AM20<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   1975000 | PA      | $1970195.02   | 0.10%             | 2035-11-01      | Floating      | 3.21%                 | No            |                  2 | On Loan: No      |
| City of Salt Lake City UT Airport Revenue                                     | SALT LAKE CITY UT ARPT REVENUE                                                                                                             | CUSIP: 795576JZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2915000 | PA      | $2887188.86   | 0.14%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                    | ILLINOIS ST FIN AUTH REVENUE                                                                                                               | CUSIP: 45204E6T0<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    100000 | PA      | $103500.97    | 0.01%             | 2029-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                   | Long: BS2D6W9   IRS USD R V 00MSOFR IS2D6X0 CCPOIS / Short: BS2D6W9   IRS USD P F  1.25400 IS2D6W9 CCPOIS                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  70000000 | OU      | $11613690.48  | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| New Jersey Educational Facilities Authority                                   | NEW JERSEY ST EDUCTNL FACS AUTH REVENUE                                                                                                    | CUSIP: 646067EC8<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |    750000 | PA      | $761645.03    | 0.04%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                           | CALIFORNIA ST                                                                                                                              | CUSIP: 13063DF60<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2935000 | PA      | $3149613.07   | 0.15%             | 2035-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                      | UNIV OF CALIFORNIA CA REVENUES                                                                                                             | CUSIP: 91412GST3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3022293.90   | 0.15%             | 2048-05-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corp                                      | NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE                                                                                             | CUSIP: 650116FN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1700000 | PA      | $1783863.55   | 0.09%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Greeneville Health & Educational Facilities Board                             | GREENEVILLE TN HLTH & EDUCTNLFACS BRD HOSP REVENUE                                                                                         | CUSIP: 396649EY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $700000.00    | 0.03%             | 2045-07-01      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| State of California                                                           | CALIFORNIA ST                                                                                                                              | CUSIP: 13063DD39<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6000000 | PA      | $6093412.80   | 0.30%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minneapolis-St Paul Metropolitan Airports Commission                          | MINNEAPOLIS-SAINT PAUL MN MET ARPTS COMMISSION ARPT REVENUE                                                                                | CUSIP: 603827K88<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2105000 | PA      | $2294723.44   | 0.11%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut State Health & Educational Facilities Authority                   | CONNECTICUT ST HLTH & EDUCTNL FACS AUTH REVENUE                                                                                            | CUSIP: 20775DPL0<br>LEI: 549300ZOQJ5U8YBS5Q35 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1429812.90   | 0.07%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tarrant County Cultural Education Facilities Finance Corp                     | TARRANT CNTY TX CULTURAL EDU FACS FIN CORP REVENUE                                                                                         | CUSIP: 87638TGD9<br>LEI: 549300ROY505NVTMMI25 | Long             | DBT              | MUN               | US        |  10940000 | PA      | $12178192.48  | 0.59%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Housing & Economic Development Authority                            | WISCONSIN ST HSG & ECON DEV AUTH MF HSG                                                                                                    | CUSIP: 97689RER1<br>LEI: 549300AT0SEG8YQT2K79 | Long             | DBT              | MUN               | US        |    280000 | PA      | $249130.11    | 0.01%             | 2040-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Central Texas Regional Mobility Authority                                     | CENTRL TX REGL MOBILITY AUTH REVENUE                                                                                                       | CUSIP: 155498LJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1800000 | PA      | $2048785.02   | 0.10%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Richmond County Board of Education                                            | RICHMOND CNTY GA BRD OF EDU                                                                                                                | CUSIP: 764581KJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3400000 | PA      | $3460451.32   | 0.17%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                          | CONNECTICUT ST                                                                                                                             | CUSIP: 20772JT85<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |   2160000 | PA      | $2326369.03   | 0.11%             | 2032-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mississippi Hospital Equipment & Facilities Authority                         | MISSISSIPPI ST HOSP EQUIPMENT & FACS AUTH                                                                                                  | CUSIP: 605360SB3<br>LEI: 549300DW2GVUIGE04396 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1542177.90   | 0.07%             | 2036-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Trust for Cultural Resources of The City of New York/The                      | NEW YORK CITY NY TRUST FOR CULTURAL RESOURCES                                                                                              | CUSIP: 649717SP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5066276.00   | 0.25%             | 2043-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Columbia Housing Authority/SC                                                 | COLUMBIA SC HSG AUTH MF HSG REVENUE                                                                                                        | CUSIP: 198409AH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $98262.16     | 0.00%             | 2039-11-01      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Lees Summit Industrial Development Authority                                  | LEES SUMMIT MO INDL DEV AUTH SENIOR LIVING FACS REVENUE                                                                                    | CUSIP: 524292AQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1675000 | PA      | $1568387.59   | 0.08%             | 2036-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Territory of Guam                                                             | GUAM GOVT BUSINESS PRIVILEGE TAX REVENUE                                                                                                   | CUSIP: 40065NCC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2070000 | PA      | $2142108.86   | 0.10%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                          | CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                                                                                               | CUSIP: 167593Z47<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    680000 | PA      | $738987.14    | 0.04%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona Industrial Development Authority                                      | ARIZONA ST INDL DEV AUTH NATIONAL CHRT SCH REVOLVING LOAN FD                                                                               | CUSIP: 04052FBJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $883617.04    | 0.04%             | 2031-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tahoe-Douglas Visitors Authority                                              | TAHOE-DOUGLAS VISITORS AUTH NV STATELINE REVENUE                                                                                           | CUSIP: 873816AL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    805000 | PA      | $845511.87    | 0.04%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona Industrial Development Authority                                      | ARIZONA ST INDL DEV AUTH NATIONAL CHRT SCH REVOLVING LOAN FD                                                                               | CUSIP: 04052FBL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    900000 | PA      | $987679.53    | 0.05%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Osceola FL Transportation Revenue                                   | OSCEOLA CNTY FL TRANSPRTN REVENUE                                                                                                          | CUSIP: 688031EK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $80887.84     | 0.00%             | 2030-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                       | SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE                                                                                                  | CUSIP: 837151PQ6<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1043610.30   | 0.05%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio Higher Educational Facility Commission                                   | OHIO ST HGR EDUCTNL FAC COMMISSION                                                                                                         | CUSIP: 67756DE44<br>LEI: 5493007MQT6NGNN6BR81 | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1373763.13   | 0.07%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Tempe AZ                                                              | TEMPE AZ COPS                                                                                                                              | CUSIP: 87971LAN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2400000 | PA      | $1958173.92   | 0.09%             | 2031-07-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Centerra Metropolitan District No 1                                           | CENTERRA CO MET DIST #1 SPL REVENUE                                                                                                        | CUSIP: 15200XAE3<br>LEI: 549300SHE5ZPSMGZH793 | Long             | DBT              | MUN               | US        |   1510000 | PA      | $1510955.38   | 0.07%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                 | Long: IS0K1O9   IRS USD R V 00MLIBOR IS0K1P0 CPI SWAP 10252013 CITI / Short: IS0K1O9   IRS USD P F  2.52400 IS0K1O9 CPI SWAP 10252013 CITI | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |  30000000 | OU      | $447563.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                                                   | Long: BS21YN0   IRS USD R V 12MUSCPI IS21YO1 CCPINFLATIONZERO / Short: BS21YN0   IRS USD P F  1.23000 IS21YN0 CCPINFLATIONZERO             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  19310000 | OU      | $3275729.28   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| City of Pigeon Forge TN                                                       | PIGEON FORGE TN                                                                                                                            | CUSIP: 721014NZ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4545000 | PA      | $4701009.85   | 0.23%             | 2024-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                              | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 30711XAX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52161 | PA      | $53214.35     | 0.00%             | 2025-05-25      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                         | MET TRANSPRTN AUTH NY REVENUE                                                                                                              | CUSIP: 59261APY7<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1062573.80   | 0.05%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orange County Health Facilities Authority                                     | ORANGE CNTY FL HLTH FACS AUTH REVENUE                                                                                                      | CUSIP: 68450LGL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $940135.00    | 0.05%             | 2036-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                   | PUERTO RICO CMWLTH                                                                                                                         | CUSIP: 74514L3Q8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    260970 | PA      | $244413.05    | 0.01%             | 2024-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fort Worth Independent School District                                        | FORT WORTH TX INDEP SCH DIST                                                                                                               | CUSIP: 349461BB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2900000 | PA      | $3139734.59   | 0.15%             | 2026-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                 | DISH DBS Corp                                                                                                                              | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    959000 | PA      | $826322.35    | 0.04%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Montgomery County Higher Education and Health Authority                       | MONTGOMERY CNTY PA HGR EDU & HLTH AUTH                                                                                                     | CUSIP: 613603F95<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2985424.20   | 0.14%             | 2041-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Main Street Natural Gas Inc                                                   | MAIN STREET NATURAL GAS INC GA GAS SUPPLY REVENUE                                                                                          | CUSIP: 56035DAW2<br>LEI: 549300NY5M0QVZ6X4U26 | Long             | DBT              | MUN               | US        |   6850000 | PA      | $6888832.65   | 0.33%             | 2048-08-01      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Highway & Transportation Authority                                | PUERTO RICO CMWLTH HIGHWAY & TRANSPRTN AUTH RESTRUCTURED TOL                                                                               | CUSIP: 745197AB9<br>LEI: 549300J6QBXVWJXB7Y41 | Long             | DBT              | MUN               | US        |   1260000 | PA      | $792225.00    | 0.04%             | 2032-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                          | CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                                                                                               | CUSIP: 167593VQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5324040.00   | 0.26%             | 2033-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Parish of St James LA                                                         | SAINT JAMES PARISH LA REVENUE                                                                                                              | CUSIP: 790103AU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    455000 | PA      | $493189.56    | 0.02%             | 2038-06-01      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| State of Maryland                                                             | MARYLAND ST                                                                                                                                | CUSIP: 574193PC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5790000 | PA      | $6020703.13   | 0.29%             | 2024-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Airport System Revenue                                     | HOUSTON TX ARPT SYS REVENUE                                                                                                                | CUSIP: 442349FU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2467875.75   | 0.12%             | 2039-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northeast Ohio Regional Sewer District                                        | NORTHEAST OH REGL SWR DIST                                                                                                                 | CUSIP: 663903ED0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6000000 | PA      | $6042645.00   | 0.29%             | 2043-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                    | CHICAGO IL BRD OF EDU                                                                                                                      | CUSIP: 167505XA9<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    265000 | PA      | $278713.88    | 0.01%             | 2031-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority                                                | LOWER COLORADO RIVER TX AUTH TRANSMISSION CONTRACT REVENUE                                                                                 | CUSIP: 54811BYQ8<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5442524.00   | 0.26%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Maryland                                                             | MARYLAND ST                                                                                                                                | CUSIP: 574193PX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5015556.50   | 0.24%             | 2023-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark County School District                                                  | CLARK CNTY NV SCH DIST                                                                                                                     | CUSIP: 181059X50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5170000 | PA      | $5749276.79   | 0.28%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                   | Long: IS2E473   IRS USD R V 12MUSCPI IS2E484 INFLATIONZERO / Short: IS2E473   IRS USD P F  2.41250 IS2E473 INFLATIONZERO                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | GB        |   7000000 | OU      | $286610.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| University of Washington                                                      | UNIV OF WASHINGTON WA UNIV REVENUES                                                                                                        | CUSIP: 91523NXD3<br>LEI: T8YS5W0N70BYCTHPA429 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2154960.75   | 0.10%             | 2033-07-01      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                           | CALIFORNIA ST PUBLIC WKS BRD LEASE REVENUE                                                                                                 | CUSIP: 13068L7U3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10000000.00  | 0.48%             | 2023-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                      | PUBLIC FIN AUTH WI HLTHCARE FACS REVENUE                                                                                                   | CUSIP: 74444KBQ6<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    300000 | PA      | $325627.95    | 0.02%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | Long: IS1LUC2   IRS USD R V 12MUSCPI IS1LUD3 INFLATIONZERO / Short: IS1LUC2   IRS USD P F  2.37800 IS1LUC2 INFLATIONZERO                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |  18000000 | OU      | $1414580.22   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Wisconsin Health & Educational Facilities Authority                           | WISCONSIN ST HLTH & EDUCTNL FACS AUTH REVENUE                                                                                              | CUSIP: 97710BDK5<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |   3225000 | PA      | $3225000.00   | 0.16%             | 2033-12-01      | Floating      | 1.21%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                            | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                                                                                       | CUSIP: 64990FE34<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1690141.20   | 0.08%             | 2032-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Tennergy Corp/TN                                                              | TENNERGY CORP TN GAS REVENUE                                                                                                               | CUSIP: 880397CF9<br>LEI: 5493008K3JJFBSC4C235 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5418566.50   | 0.26%             | 2053-10-01      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                | NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                                                                                                    | CUSIP: 6461363Q2<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3210510.00   | 0.16%             | 2031-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hidalgo County Regional Mobility Authority                                    | HIDALGO CNTY TX REGL MOBILITY AUTH TOLL & VEHICLE REGISTRATI                                                                               | CUSIP: 42934AAN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $944386.30    | 0.05%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tobacco Settlement Finance Authority                                          | TOBACCO SETTLEMENT FIN AUTH WV ASSET BACKED                                                                                                | CUSIP: 88880LAW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2600000 | PA      | $2336767.42   | 0.11%             | 2049-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                           | MASSACHUSETTS ST WTR POLL ABATEMENT TRUST                                                                                                  | CUSIP: 57604PA95<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   2275000 | PA      | $2314521.07   | 0.11%             | 2023-08-01      | Floating      | 9.59%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                          | CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                                                                                               | CUSIP: 167593LY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2250000 | PA      | $2270345.18   | 0.11%             | 2025-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                 | NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE                                                                                               | CUSIP: 6461396R1<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |   7300000 | PA      | $8004135.37   | 0.39%             | 2033-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City Of South Miami Health Facilities Authority Inc                           | S MIAMI FL HLTH FACS AUTH                                                                                                                  | CUSIP: 838810DN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4500000 | PA      | $4746449.70   | 0.23%             | 2025-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Maryland                                                             | MARYLAND ST                                                                                                                                | CUSIP: 574193UX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  11500000 | PA      | $12489356.50  | 0.61%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allegheny County Airport Authority                                            | ALLEGHENY CNTY PA ARPT AUTH ARPT REVENUE                                                                                                   | CUSIP: 01728LFG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5255000 | PA      | $5112155.44   | 0.25%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | Long: IS0C9I5   IRS USD R F   .00000 IS0C9J6 CPI SWAP 122111 01 / Short: IS0C9I5   IRS USD P F   .00000 IS0C9I5 CPI SWAP 122111 01         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |   4850000 | OU      | $-5829.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alabama Special Care Facilities Financing Authority-Birmingham AL             | BIRMINGHAM AL SPL CARE FACS FING AUTH HLTH CARE FAC                                                                                        | CUSIP: 090929GG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3905000 | PA      | $4132310.44   | 0.20%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Higher Educational Facilities Authority                          | PENNSYLVANIA ST HGR EDUCTNL FACS AUTH REVENUE                                                                                              | CUSIP: 70917TCY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1980124.00   | 0.10%             | 2042-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                 | Sutter Health                                                                                                                              | CUSIP: 86944BAH6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $785570.00    | 0.04%             | 2040-08-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                     | INDIANA ST FIN AUTH ENVRNMNTL REVENUE                                                                                                      | CUSIP: 455054BH8<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |   5750000 | PA      | $5923624.70   | 0.29%             | 2031-03-01      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                    | CHICAGO IL BRD OF EDU                                                                                                                      | CUSIP: 167505UT1<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1257005.16   | 0.06%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Nevada Department of Business & Industry                             | DIRECTOR OF THE ST OF NEVADA DEPT OF BUSINESS & INDUSTRY                                                                                   | CUSIP: 25457VBS4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3800000 | PA      | $3800634.60   | 0.18%             | 2050-01-01      | Floating      | 3.70%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                            | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                                                                                       | CUSIP: 64990FX33<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5002033.00   | 0.24%             | 2042-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lewisville Independent School District                                        | LEWISVILLE TX INDEP SCH DIST                                                                                                               | CUSIP: 52882PEA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2295000 | PA      | $2387107.76   | 0.12%             | 2024-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                     | INDIANA ST FIN AUTH POLL CONTROL REVENUE                                                                                                   | CUSIP: 45505VAE6<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    495000 | PA      | $428680.40    | 0.02%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                      | PUBLIC FIN AUTH WI REVENUE                                                                                                                 | CUSIP: 74442PTT2<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1360762.20   | 0.07%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                      | NATIONAL FIN AUTH NH MUNI CTFS                                                                                                             | CUSIP: 63607WAC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9927899 | PA      | $9951805.02   | 0.48%             | 2036-09-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| California Housing Finance Agency                                             | CALIFORNIA HSG FIN AGY MUNI CTFS                                                                                                           | CUSIP: 13033DAG0<br>LEI: 549300BOPCVLBA552Z14 | Long             | DBT              | MUN               | US        |   4919125 | PA      | $4918375.79   | 0.24%             | 2035-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Airport Authority                                   | SAN DIEGO CNTY CA REGL ARPT AUTH AIRPORT REVENUE                                                                                           | CUSIP: 79739GNS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8655000 | PA      | $8424894.71   | 0.41%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Osceola FL Transportation Revenue                                   | OSCEOLA CNTY FL TRANSPRTN REVENUE                                                                                                          | CUSIP: 688031EP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $70967.48     | 0.00%             | 2034-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                      | NATIONAL FIN AUTH NH MUNI CTFS                                                                                                             | CUSIP: 63607WAD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8500000 | PA      | $207966.10    | 0.01%             | 2036-09-20      | Variable      | 0.35%                 | No            |                  2 | On Loan: No      |
| Iowa Tobacco Settlement Authority                                             | TOBACCO SETTLEMENT AUTH IA TOBACCO SETTLEMENT REVENUE                                                                                      | CUSIP: 888805BZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    515000 | PA      | $520424.29    | 0.03%             | 2035-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                 | NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE                                                                                               | CUSIP: 6461394X0<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |   4785000 | PA      | $4952540.55   | 0.24%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Industrial Development Authority of the County of Pima/The                    | PIMA CNTY AZ INDL DEV AUTH SENIOR LIVING REVENUE                                                                                           | CUSIP: 72178AAM4<br>LEI: 549300QDTQ25545R4K19 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2009040.40   | 0.10%             | 2029-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Village of Brookfield IL                                                      | BROOKFIELD IL                                                                                                                              | CUSIP: 112732AA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2350000 | PA      | $2350000.00   | 0.11%             | 2038-06-01      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Align Affordable Housing Bond Fund LP                                         | ALIGN CAP SER 2022-1 TRUST VIRGINIA                                                                                                        | CUSIP: 01630QAA6<br>LEI: 549300B2I0LUTCXK9B86 | Long             | DBT              | MUN               | US        |   1073723 | PA      | $1066072.29   | 0.05%             | 2052-08-01      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| New York City Health and Hospitals Corp                                       | NEW YORK CITY NY HLTH & HOSP CORP                                                                                                          | CUSIP: 649674GR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  11000000 | PA      | $11000000.00  | 0.53%             | 2031-02-15      | Floating      | 1.70%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                          | TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX                                                                                    | CUSIP: 89602HAV9<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |   4740000 | PA      | $5091712.27   | 0.25%             | 2050-05-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Bucks County Industrial Development Authority                                 | BUCKS CNTY PA INDL DEV AUTH HOSP REVENUE                                                                                                   | CUSIP: 11861MBB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1195557.14   | 0.06%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                   | PUERTO RICO CMWLTH                                                                                                                         | CUSIP: 74514L3M7<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |      2238 | PA      | $1980.39      | 0.00%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Berks County Municipal Authority/The                                          | BERKS CNTY PA MUNI AUTH                                                                                                                    | CUSIP: 084538JA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1893396.20   | 0.09%             | 2040-02-01      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                       | SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE                                                                                                  | CUSIP: 837151PS2<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |   1535000 | PA      | $1588721.16   | 0.08%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Small Business Financing Authority                                   | VIRGINIA ST SMALL BUSINESS FING AUTH ENVIRONMENTAL FACS REVE                                                                               | CUSIP: 92810RAA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4001102.00   | 0.19%             | 2052-11-01      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Wisconsin Housing & Economic Development Authority                            | WISCONSIN ST HSG & ECON DEV AUTH MF HSG                                                                                                    | CUSIP: 97689REQ3<br>LEI: 549300AT0SEG8YQT2K79 | Long             | DBT              | MUN               | US        |   1285000 | PA      | $1137171.67   | 0.06%             | 2039-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL                                                       | MIAMI-DADE CNTY FL PUBLIC FACS REVENUE                                                                                                     | CUSIP: 59333TDS6<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |   6100000 | PA      | $6152057.40   | 0.30%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports                                    | LOS ANGELES CA DEPT OF ARPTS ARPT REVENUE                                                                                                  | CUSIP: 544445S26<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4491951.20   | 0.22%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                         | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                             | CUSIP: 126292BS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3500000 | PA      | $2891392.70   | 0.14%             | 2043-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| County of Grand Forks ND                                                      | GRAND FORKS CNTY ND                                                                                                                        | CUSIP: 38543PAE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    425000 | PA      | $233750.00    | 0.01%             | 2031-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| State of Louisiana Gasoline & Fuels Tax Revenue                               | LOUISIANA ST GAS & FUELS TAX REVENUE                                                                                                       | CUSIP: 546475VU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4960000 | PA      | $4857679.66   | 0.24%             | 2043-05-01      | Floating      | 3.51%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                       | SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE                                                                                                  | CUSIP: 837151SL4<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |    930000 | PA      | $970574.88    | 0.05%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                   | Long: BS2CC28   IRS USD R V 12MUSCPI IS2CC39 CCPINFLATIONZERO / Short: BS2CC28   IRS USD P F  3.31000 IS2CC28 CCPINFLATIONZERO             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  20000000 | OU      | $638687.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                 | Long: IS2GGX9   IRS USD R V 12MUSCPI IS2GGY0 INFLATIONZERO / Short: IS2GGX9   IRS USD P F  2.88750 IS2GGX9 INFLATIONZERO                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |  35000000 | OU      | $-1419128.20  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Mississippi Development Bank                                                  | MISSISSIPPI DEV BK SPL OBLIG                                                                                                               | CUSIP: 60534XLR5<br>LEI: 549300122LOI8CB50V38 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1071431.40   | 0.05%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iowa Tobacco Settlement Authority                                             | TOBACCO SETTLEMENT AUTH IA TOBACCO SETTLEMENT REVENUE                                                                                      | CUSIP: 888805CH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1890000 | PA      | $1889916.27   | 0.09%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                              | PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE                                                                                       | CUSIP: 709225FK7<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1160067.50   | 0.06%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Texas Regional Mobility Authority                                     | CENTRL TX REGL MOBILITY AUTH REVENUE                                                                                                       | CUSIP: 155498LR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1675000 | PA      | $1862527.14   | 0.09%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCHSNER LSU HEALTH SYST                                                       | Ochsner LSU Health System of North Louisiana                                                                                               | CUSIP: 67555JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2300000 | PA      | $1731417.00   | 0.08%             | 2031-05-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily                                                       | Freddie Mac Multifamily ML Certificates                                                                                                    | CUSIP: 3137H9JP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1195183 | PA      | $71153.32     | 0.00%             | 2036-07-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| California State University                                                   | CALIFORNIA ST UNIV REVENUE                                                                                                                 | CUSIP: 13077DQP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $777621.20    | 0.04%             | 2035-11-01      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Iowa Tobacco Settlement Authority                                             | TOBACCO SETTLEMENT AUTH IA TOBACCO SETTLEMENT REVENUE                                                                                      | CUSIP: 888805BY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $510174.65    | 0.02%             | 2034-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Knox County Industrial Development Board                                      | KNOX CNTY TN INDL DEV BRD SOL WST DISPOSAL REVENUE                                                                                         | CUSIP: 499534AA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1013125.90   | 0.05%             | 2032-11-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Las Vegas Valley Water District                                               | LAS VEGAS VLY NV WTR DIST                                                                                                                  | CUSIP: 517845NA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6350000 | PA      | $6636209.11   | 0.32%             | 2037-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Colorado Health Facilities Authority                                          | COLORADO ST HLTH FACS AUTH REVENUE                                                                                                         | CUSIP: 19648FKJ2<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |    640000 | PA      | $706079.55    | 0.03%             | 2032-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority Aviation Revenue                   | MET WASHINGTON DC ARPTS AUTH ARPT SYS REVENUE                                                                                              | CUSIP: 592647EY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5500000 | PA      | $5806375.85   | 0.28%             | 2025-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Sparks NV                                                             | SPARKS NV TOURISM IMPT DIST #1 REVENUE                                                                                                     | CUSIP: 846562AC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $156080.93    | 0.01%             | 2024-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                   | Long: BS2AK06   IRS USD R V 12MUSCPI IS2AK17 CCPINFLATIONZERO / Short: BS2AK06   IRS USD P F  2.48750 IS2AK06 CCPINFLATIONZERO             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10000000 | OU      | $625655.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                      | PUBLIC FIN AUTH WI REVENUE                                                                                                                 | CUSIP: 74442PMS1<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    155000 | PA      | $157890.56    | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                          | CONNECTICUT ST                                                                                                                             | CUSIP: 20772JRA2<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |   5035000 | PA      | $5129034.67   | 0.25%             | 2024-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                              | NEW YORK ST THRUWAY AUTH PERSONAL INCOME TAX REVENUE                                                                                       | CUSIP: 650028YG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  21850000 | PA      | $25876653.47  | 1.25%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington State Convention Center Public Facilities District                 | WASHINGTON ST CONVENTION CENTER PUBLIC FACS DIST                                                                                           | CUSIP: 93976ACR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1600000 | PA      | $1500264.96   | 0.07%             | 2031-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority Dedicated Revenue              | WASHINGTON DC MET AREA TRANSIT AUTH DEDICATED REVENUE                                                                                      | CUSIP: 93878YBN8<br>LEI: 549300ADKOK76HQMJS30 | Long             | DBT              | MUN               | US        |   2450000 | PA      | $2523615.40   | 0.12%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Parish of St James LA                                                         | SAINT JAMES PARISH LA REVENUE                                                                                                              | CUSIP: 790103AX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    390000 | PA      | $422743.93    | 0.02%             | 2040-12-01      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Arizona Industrial Development Authority                                      | ARIZONA INDL DEV AUTH HOSP REVENUE                                                                                                         | CUSIP: 04052EBE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1125642.30   | 0.05%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                              | NEW YORK ST THRUWAY AUTH PERSONAL INCOME TAX REVENUE                                                                                       | CUSIP: 650028WK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2225000 | PA      | $2350847.78   | 0.11%             | 2025-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                          | TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX                                                                                    | CUSIP: 89602HDT1<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |  16500000 | PA      | $17111457.00  | 0.83%             | 2024-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Suffolk Tobacco Asset Securitization Corp                                     | SUFFOLK NY TOBACCO ASSET SECURITIZATION CORP TOBACCO SETTLEM                                                                               | CUSIP: 864809BQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2245000 | PA      | $2488822.94   | 0.12%             | 2032-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                 | Long: IS2EU20   IRS USD R V 12MUSCPI IS2EU31 INFLATIONZERO / Short: IS2EU20   IRS USD P F  2.74400 IS2EU20 INFLATIONZERO                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |  13000000 | OU      | $-197711.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Tobacco Settlement Financing Corp                                             | TOBACCO SETTLEMENT FING CORP NJ                                                                                                            | CUSIP: 888808HT2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3495000 | PA      | $3528889.97   | 0.17%             | 2046-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                   | Long: BS267D6   IRS USD R V 12MUSCPI IS267E7 CCPINFLATIONZERO / Short: BS267D6   IRS USD P F  2.07400 IS267D6 CCPINFLATIONZERO             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  15000000 | OU      | $2068595.70   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Kentucky Public Energy Authority                                              | KENTUCKY ST PUBLIC ENERGY AUTH GAS SPLY REVENUE                                                                                            | CUSIP: 74440DDS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  18485000 | PA      | $18448005.97  | 0.89%             | 2052-08-01      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                    | ILLINOIS ST FIN AUTH REVENUE                                                                                                               | CUSIP: 45204FGY5<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1735595.12   | 0.08%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Community Housing Agency                                           | CALIFORNIA CMNTY HSG AGY ESSENTIAL HSG REVENUE                                                                                             | CUSIP: 13013FAM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3315000 | PA      | $2747473.66   | 0.13%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kentucky Public Energy Authority                                              | KENTUCKY ST PUBLIC ENERGY AUTH GAS SPLY REVENUE                                                                                            | CUSIP: 74440DCZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7260000 | PA      | $7273571.84   | 0.35%             | 2050-12-01      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                         | SAN ANTONIO TX ELEC & GAS REVENUE                                                                                                          | CUSIP: 79625GDS9<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2230111.40   | 0.11%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                   | Long: BS2CC40   IRS USD R V 12MUSCPI IS2CC51 CCPINFLATIONZERO / Short: BS2CC40   IRS USD P F  2.63800 IS2CC40 CCPINFLATIONZERO             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  35000000 | OU      | $1064911.05   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                                                   | Long: BS20V36   IRS USD R V 12MUSCPI IS20V47 CCPINFLATIONZERO / Short: BS20V36   IRS USD P F   .73500 IS20V36 CCPINFLATIONZERO             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  14770000 | OU      | $3035078.73   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Florida Development Finance Corp                                              | FLORIDA ST DEV FIN CORP EDUCTNL FACS REVENUE                                                                                               | CUSIP: 34061UKL1<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |   2550000 | PA      | $2559359.01   | 0.12%             | 2042-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Health Care Facilities Financing Authority                         | NEW JERSEY ST HLTH CARE FACS FING AUTH REVENUE                                                                                             | CUSIP: 64579FWQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1000000.00   | 0.05%             | 2036-07-01      | Floating      | 1.55%                 | No            |                  2 | On Loan: No      |
| Black Belt Energy Gas District                                                | BLACK BELT ENERGY GAS DIST AL GAS PROJECT REVENUE                                                                                          | CUSIP: 09182TAM9<br>LEI: 549300I8V0Z68JQCB679 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5008380.00   | 0.24%             | 2052-10-01      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| City & County of Denver CO Airport System Revenue                             | DENVER CITY & CNTY CO ARPT REVENUE                                                                                                         | CUSIP: 249182LC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6555000 | PA      | $7248946.39   | 0.35%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Berks County Municipal Authority/The                                          | BERKS CNTY PA MUNI AUTH                                                                                                                    | CUSIP: 084538GY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $657892.50    | 0.03%             | 2041-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Virginia Small Business Financing Authority                                   | VIRGINIA ST SMALL BUSINESS FING AUTH REVENUE                                                                                               | CUSIP: 928104PA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3220000 | PA      | $3591244.75   | 0.17%             | 2032-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rhode Island Health and Educational Building Corp                             | RHODE ISLAND ST HLTH & EDUCTNL BLDG CORP PUBLIC SCHS REVENUE                                                                               | CUSIP: 762196Q55<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3435000 | PA      | $3502522.14   | 0.17%             | 2040-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                      | NATIONAL FIN AUTH NH MUNI CTFS                                                                                                             | CUSIP: 63607WAA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1487419 | PA      | $1502706.41   | 0.07%             | 2034-01-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fort Worth Independent School District                                        | FORT WORTH TX INDEP SCH DIST                                                                                                               | CUSIP: 349461BC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2350000 | PA      | $2605276.98   | 0.13%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hidalgo County Regional Mobility Authority                                    | HIDALGO CNTY TX REGL MOBILITY AUTH TOLL & VEHICLE REGISTRATI                                                                               | CUSIP: 42934AAP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $703585.73    | 0.03%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                          | CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                                                                                               | CUSIP: 167593K92<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1070334.90   | 0.05%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Texas Regional Mobility Authority                                     | CENTRL TX REGL MOBILITY AUTH REVENUE                                                                                                       | CUSIP: 155498LP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1350000 | PA      | $1528900.92   | 0.07%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Glendale AZ                                                           | GLENDALE AZ COPS                                                                                                                           | CUSIP: 37828AAK5<br>LEI: 5493002BC35ZY7XRQ949 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3187325.20   | 0.15%             | 2033-07-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| City of Cleveland OH Income Tax Revenue                                       | CLEVELAND OH INCOME TAX REVENUE                                                                                                            | CUSIP: 186387UB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1485000 | PA      | $1678906.55   | 0.08%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL                                                       | MIAMI-DADE CNTY FL PUBLIC FACS REVENUE                                                                                                     | CUSIP: 59333TDW7<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |   4515000 | PA      | $4770904.33   | 0.23%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                              | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 30711XAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46230 | PA      | $46702.42     | 0.00%             | 2024-07-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                          | Long: IS1BRC1   IRS USD R V 12MUSCPI IS1BRD2 INFLATIONZERO / Short: IS1BRC1   IRS USD P F  2.40250 IS1BRC1 INFLATIONZERO                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |  25000000 | OU      | $2006728.25   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports                                    | LOS ANGELES CA DEPT OF ARPTS ARPT REVENUE                                                                                                  | CUSIP: 544445LN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1410000 | PA      | $1533755.56   | 0.07%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wilson County Health & Educational Facilities Board                           | WILSON CNTY TN HLTH & EDUCTNL FACS BRD MF REVENUE                                                                                          | CUSIP: 972178AE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $942623.70    | 0.05%             | 2024-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Arizona Industrial Development Authority                                      | ARIZONA ST INDL DEV AUTH EDU REVENUE                                                                                                       | CUSIP: 04052BQU1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $454439.20    | 0.02%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Nashville Airport Authority/The                                  | MET NASHVILLE TN ARPT AUTH ARPT REVENUE                                                                                                    | CUSIP: 592190QT2<br>LEI: 549300IC0HNF8TDXEE63 | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1486058.08   | 0.07%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                   | Long: SS2FEL0   IRS USD R F  2.48350 IS2FEL0 CCPOIS / Short: SS2FEL0   IRS USD P V 00MSOFR IS2FEM1 CCPOIS                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  37000000 | OU      | $-1488075.74  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                  | AMERICAN MUNI PWR-OHIO INC OH REVENUE                                                                                                      | CUSIP: 02765UMG6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5271500.00   | 0.26%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Richland SC                                                         | RICHLAND CNTY SC                                                                                                                           | CUSIP: 7636312P2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  13020000 | PA      | $14841723.25  | 0.72%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp Enhanced Receipt                              | FEDERAL HOME LOAN MORTGAGE CORP ENHANCED RECEIPT                                                                                           | CUSIP: 3137ERAC6<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |  12363429 | PA      | $11619056.58  | 0.56%             | 2035-11-15      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                      | PUBLIC FIN AUTH WI REVENUE                                                                                                                 | CUSIP: 74442PMP7<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    590000 | PA      | $600225.35    | 0.03%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Pollution Control Financing Authority                              | CALIFORNIA ST POLL CONTROL FIN AUTH SOL WST DISP REVENUE                                                                                   | CUSIP: 130536RG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $167391.98    | 0.01%             | 2040-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                              | PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE                                                                                       | CUSIP: 709225AY2<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |   1245000 | PA      | $1038742.34   | 0.05%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mesquite Independent School District                                          | MESQUITE TX INDEP SCH DIST                                                                                                                 | CUSIP: 590760FS8<br>LEI: 549300M7COV11VUIZE16 | Long             | DBT              | MUN               | US        |   1590000 | PA      | $1659643.59   | 0.08%             | 2036-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                   | Long: BS249D4   IRS USD R V 12MUSCPI IS249E5 CCPINFLATIONZERO / Short: BS249D4   IRS USD P F  1.73100 IS249D4 CCPINFLATIONZERO             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1670000 | OU      | $243864.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                   | PUERTO RICO CMWLTH                                                                                                                         | CUSIP: 74514L3H8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   1128149 | PA      | $1199421.62   | 0.06%             | 2029-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Trust for Cultural Resources of The City of New York/The                      | NEW YORK CITY NY TRUST FOR CULTURAL RESOURCES                                                                                              | CUSIP: 649717QE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2540000 | PA      | $2540000.00   | 0.12%             | 2032-07-01      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| Fayetteville State University                                                 | FAYETTEVILLE NC ST UNIV                                                                                                                    | CUSIP: 312810FF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    655000 | PA      | $731840.93    | 0.04%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                           | CALIFORNIA ST                                                                                                                              | CUSIP: 13063DG44<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10112342.00  | 0.49%             | 2023-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                      | PUBLIC FIN AUTH WI HLTHCARE FACS REVENUE                                                                                                   | CUSIP: 74444KBR4<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    350000 | PA      | $375965.98    | 0.02%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                      | CONNECTICUT ST SPL TAX OBLIG REVENUE                                                                                                       | CUSIP: 207758A37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3040000 | PA      | $3417157.30   | 0.17%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois Housing Development Authority                                        | ILLINOIS ST HSG DEV AUTH MF HSG REVENUE                                                                                                    | CUSIP: 45203LDQ3<br>LEI: 54930053Z6M9JVHBQZ16 | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1260267.50   | 0.06%             | 2025-12-01      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                      | PUBLIC FIN AUTH WI HOSP REVENUE                                                                                                            | CUSIP: 74442CEE0<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1725000 | PA      | $1895814.68   | 0.09%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                   | PUERTO RICO CMWLTH                                                                                                                         | CUSIP: 74514L3N5<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |      3043 | PA      | $2616.77      | 0.00%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                             | Long: IS1O5T3   IRS USD R V 12MUSCPI IS1O5U4 INFLATIONZERO / Short: IS1O5T3   IRS USD P F  2.36750 IS1O5T3 INFLATIONZERO                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |  22000000 | OU      | $1836141.34   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| School District of Philadelphia/The                                           | PHILADELPHIA PA SCH DIST                                                                                                                   | CUSIP: 717883TK8<br>LEI: 254900HSKDHZKBZCUL90 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5303479.50   | 0.26%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of North Carolina                                                       | NORTH CAROLINA ST GRANT ANTICIPATION REVENUE                                                                                               | CUSIP: 658268EN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1175000 | PA      | $1333334.31   | 0.06%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                   | PUERTO RICO CMWLTH                                                                                                                         | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |     19113 | PA      | $8433.64      | 0.00%             | 2043-11-01      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Main Street Natural Gas Inc                                                   | MAIN STREET NATURAL GAS INC GA GAS SUPPLY REVENUE                                                                                          | CUSIP: 56035DDP4<br>LEI: 549300NY5M0QVZ6X4U26 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4819104.50   | 0.23%             | 2052-08-01      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Hampton Roads Transportation Accountability Commission                        | HAMPTON ROADS VA TRANSPRTN ACCOUNTABILITY COMMISSION REVENUE                                                                               | CUSIP: 40934TAV5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2685000 | PA      | $2931382.58   | 0.14%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bristol Industrial Development Board                                          | BRISTOL TN INDL DEV BRD ST SALES TAX REVENUE                                                                                               | CUSIP: 11023PAM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $619126.70    | 0.03%             | 2031-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Connecticut State Health & Educational Facilities Authority                   | CONNECTICUT ST HLTH & EDUCTNL FACS AUTH REVENUE                                                                                            | CUSIP: 20775DPH9<br>LEI: 549300ZOQJ5U8YBS5Q35 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $980680.10    | 0.05%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp                                  | NEW YORK ST ENVRNMNTL FACS CORP REVENUE                                                                                                    | CUSIP: 64985HL62<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |    800000 | PA      | $825338.24    | 0.04%             | 2038-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                     | DALLAS TX AREA RAPID TRANSIT SALES TAX REVENUE                                                                                             | CUSIP: 235241VB9<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4081036.00   | 0.20%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Howard Bend Levee District                                                    | HOWARD BEND MO LEVEE DIST                                                                                                                  | CUSIP: 442499CC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $137711.76    | 0.01%             | 2025-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government of Nashville & Davidson County TN                     | MET GOVT NASHVILLE & DAVIDSON CNTY TN                                                                                                      | CUSIP: 592112TT3<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |   6220000 | PA      | $6285834.35   | 0.30%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                          | DIST OF COLUMBIA UNIV REVENUE                                                                                                              | CUSIP: 25484JAQ3<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |   7700000 | PA      | $7700000.00   | 0.37%             | 2041-04-01      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| City of Fort Wayne IN                                                         | FORT WAYNE IN ECON DEV SOLID WST FAC REVENUE                                                                                               | CUSIP: 34924CAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    370000 | PA      | $369647.50    | 0.02%             | 2029-12-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Iowa Finance Authority                                                        | IOWA ST FIN AUTH MIDWSTRN DISASTER AREA REVENUE                                                                                            | CUSIP: 46246SAV7<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |   7000000 | PA      | $7141245.30   | 0.35%             | 2050-12-01      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona Industrial Development Authority                                      | ARIZONA ST INDL DEV AUTH NATIONAL CHRT SCH REVOLVING LOAN FD                                                                               | CUSIP: 04052FBH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    935000 | PA      | $970775.62    | 0.05%             | 2030-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Educational Facilities Authority                                   | NEW JERSEY ST EDUCTNL FACS AUTH REVENUE                                                                                                    | CUSIP: 646067DY1<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |    600000 | PA      | $690812.22    | 0.03%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Montgomery County Higher Education and Health Authority                       | MONTGOMERY CNTY PA HGR EDU & HLTH AUTH                                                                                                     | CUSIP: 613603G29<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2125000 | PA      | $2087303.56   | 0.10%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Colorado Health Facilities Authority                                          | COLORADO ST HLTH FACS AUTH REVENUE                                                                                                         | CUSIP: 19648FJT2<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |    750000 | PA      | $823776.68    | 0.04%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Main Street Natural Gas Inc                                                   | MAIN STREET NATURAL GAS INC GA GAS SUPPLY REVENUE                                                                                          | CUSIP: 56035DAK8<br>LEI: 549300NY5M0QVZ6X4U26 | Long             | DBT              | MUN               | US        |   9370000 | PA      | $9407314.15   | 0.46%             | 2048-04-01      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| E-470 Public Highway Authority                                                | E-470 CO PUBLIC HIGHWAY AUTH                                                                                                               | CUSIP: 26822LMV3<br>LEI: 549300164ZV2301BC703 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1991457.00   | 0.10%             | 2039-09-01      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                     | NEW JERSEY ST ECON DEV AUTH SPL FAC REVENUE                                                                                                | CUSIP: 64578CCD1<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |   1680000 | PA      | $1747119.02   | 0.08%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                   | PUERTO RICO CMWLTH                                                                                                                         | CUSIP: 74514L3P0<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |      3164 | PA      | $2638.18      | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wilson County Health & Educational Facilities Board                           | WILSON CNTY TN HLTH & EDUCTNL FACS BRD MF REVENUE                                                                                          | CUSIP: 972178AD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $781781.40    | 0.04%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                | NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                                                                                                    | CUSIP: 646136V32<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |   2960000 | PA      | $3085542.48   | 0.15%             | 2032-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                   | Long: BS2EP81   IRS USD R V 00MSOFR IS2EP92 CCPOIS / Short: BS2EP81   IRS USD P F  1.65750 IS2EP81 CCPOIS                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  20000000 | OU      | $2616868.33   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | Long: IS2DUQ1   IRS USD R V 12MUSCPI IS2DUR2 INFLATIONZERO / Short: IS2DUQ1   IRS USD P F  2.94350 IS2DUQ1 INFLATIONZERO                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |  29000000 | OU      | $934279.95    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| San Francisco City & County Airport Comm-San Francisco International Airport  | SAN FRANCISCO CALIF CITY &CNTY ARPTS COMMN INTL ARPT REV                                                                                   | CUSIP: 79766DTQ2<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |   5960000 | PA      | $6574693.54   | 0.32%             | 2036-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                         | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                             | CUSIP: 126292BP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6500000 | PA      | $5372775.20   | 0.26%             | 2047-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Airport System Revenue                                     | HOUSTON TX ARPT SYS REVENUE                                                                                                                | CUSIP: 442349DY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2980573.80   | 0.14%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Port Authority                                                  | MASSACHUSETTS ST PORT AUTH                                                                                                                 | CUSIP: 575896YF6<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5425415.00   | 0.26%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona Industrial Development Authority                                      | ARIZONA INDL DEV AUTH HOSP REVENUE                                                                                                         | CUSIP: 04052EBR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1800000 | PA      | $1812438.00   | 0.09%             | 2039-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Territory of Guam                                                             | GUAM GOVT                                                                                                                                  | CUSIP: 40065BCQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $144981.91    | 0.01%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Cleveland OH Income Tax Revenue                                       | CLEVELAND OH INCOME TAX REVENUE                                                                                                            | CUSIP: 186387TQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2804300.00   | 0.14%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                            | UNIV OF TEXAS TX UNIV REVENUES                                                                                                             | CUSIP: 91514AES0<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2028884.40   | 0.10%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland Health & Higher Educational Facilities Authority                     | MARYLAND ST HLTH & HGR EDUCTNL FACS AUTH REVENUE                                                                                           | CUSIP: 574215RC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1000000.00   | 0.05%             | 2035-04-01      | Floating      | 1.72%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                          | TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX                                                                                    | CUSIP: 89602HAL1<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $756223.70    | 0.04%             | 2040-05-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                | NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                                                                                                    | CUSIP: 6461363J8<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |   4170000 | PA      | $4492824.30   | 0.22%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Plains Energy Project                                                 | CENTRL PLAINS ENERGY PROJ NE GAS PROJ REVENUE                                                                                              | CUSIP: 154871CT2<br>LEI: SVQOT7V5CPLIGNP5BE29 | Long             | DBT              | MUN               | US        |  15000000 | PA      | $15163975.50  | 0.74%             | 2050-03-01      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Airport Authority                                   | SAN DIEGO CNTY CA REGL ARPT AUTH AIRPORT REVENUE                                                                                           | CUSIP: 79739GNT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3325000 | PA      | $3232941.39   | 0.16%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                   | Long: BS23W54   IRS USD R V 12MUSCPI IS23W65 CCPINFLATIONZERO / Short: BS23W54   IRS USD P F  1.58700 IS23W54 CCPINFLATIONZERO             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4825000 | OU      | $768852.99    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                              | Long: IS0XNC0   IRS USD R V 12MLIBOR IS0XND1 CPILV503692 / Short: IS0XNC0   IRS USD P F  1.88000 IS0XNC0 CPILV503692                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |  25000000 | OU      | $2867288.75   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                     | INDIANA ST FIN AUTH ENVRNMNTL REVENUE                                                                                                      | CUSIP: 455054BG0<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |   7555000 | PA      | $7782895.06   | 0.38%             | 2035-05-01      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Detroit City School District                                                  | DETROIT MI CITY SCH DIST                                                                                                                   | CUSIP: 251129Z21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3860000 | PA      | $4495866.29   | 0.22%             | 2029-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Central Texas Regional Mobility Authority                                     | CENTRL TX REGL MOBILITY AUTH REVENUE                                                                                                       | CUSIP: 155498LT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1102283.90   | 0.05%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Small Business Financing Authority                                   | VIRGINIA ST SMALL BUSINESS FING AUTH REVENUE                                                                                               | CUSIP: 928104PB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2800000 | PA      | $3118599.12   | 0.15%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                          | CONNECTICUT ST                                                                                                                             | CUSIP: 20772JF31<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |   4330000 | PA      | $4599047.58   | 0.22%             | 2025-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                   | Long: BS2CR34   IRS USD R V 12MUSCPI IS2CR45 CCPINFLATIONZERO / Short: BS2CR34   IRS USD P F  3.46875 IS2CR34 CCPINFLATIONZERO             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  40000000 | OU      | $1064964.40   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hidalgo County Regional Mobility Authority                                    | HIDALGO CNTY TX REGL MOBILITY AUTH TOLL & VEHICLE REGISTRATI                                                                               | CUSIP: 42934AAF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $799706.25    | 0.04%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HTA HRRB Custodial Trust                                                      | HTA HRRB 2007CC-745181C88 ASSURED CUSTODIAL TRUST                                                                                          | CUSIP: 40444DAA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100512.11    | 0.00%             | 2036-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MASSACHUSETTS ST SPL OBLG REVENUE                                                                                                          | CUSIP: 576004HG3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3200000 | PA      | $3161946.88   | 0.15%             | 2031-07-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority Aviation Revenue                   | MET WASHINGTON DC ARPTS AUTH ARPT SYS REVENUE                                                                                              | CUSIP: 592647KH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2492286.75   | 0.12%             | 2038-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                   | Long: BS23XF1   IRS USD R V 12MUSCPI IS23XG2 CCPINFLATIONZERO / Short: BS23XF1   IRS USD P F  1.57200 IS23XF1 CCPINFLATIONZERO             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4825000 | OU      | $775501.36    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| County of Osceola FL Transportation Revenue                                   | OSCEOLA CNTY FL TRANSPRTN REVENUE                                                                                                          | CUSIP: 688031EM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $63732.19     | 0.00%             | 2032-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Nashville Airport Authority/The                                  | MET NASHVILLE TN ARPT AUTH ARPT REVENUE                                                                                                    | CUSIP: 592190QX3<br>LEI: 549300IC0HNF8TDXEE63 | Long             | DBT              | MUN               | US        |   1485000 | PA      | $1663927.50   | 0.08%             | 2042-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HTA TRRB Custodial Trust                                                      | HTA TRRB-2007N-745190ZS0 ASSURED CUSTODIAL TR                                                                                              | CUSIP: 40445GAA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1095000 | PA      | $1100607.60   | 0.05%             | 2036-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Illinois Housing Development Authority                                        | ILLINOIS ST HSG DEV AUTH MF HSG REVENUE                                                                                                    | CUSIP: 45203LDS9<br>LEI: 54930053Z6M9JVHBQZ16 | Long             | DBT              | MUN               | US        |    125000 | PA      | $130196.76    | 0.01%             | 2038-11-01      | Fixed         | 7.17%                 | No            |                  2 | On Loan: No      |
| Virginia Small Business Financing Authority                                   | VIRGINIA ST SMALL BUSINESS FING AUTH REVENUE                                                                                               | CUSIP: 928104PL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2175000 | PA      | $2328965.21   | 0.11%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                | NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                                                                                                    | CUSIP: 6461362D2<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |   4390000 | PA      | $4722216.76   | 0.23%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                          | CONNECTICUT ST                                                                                                                             | CUSIP: 20772JYJ5<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |   1275000 | PA      | $1334901.54   | 0.06%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                               | Long: BS2KBX6   CDS USD R V 03MEVENT IS2KBY7 CCPCDX / Short: BS2KBX6   CDS USD P F  5.00000 IS2KBX6 CCPCDX                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  10200000 | OU      | $-342021.43   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| City of Philadelphia PA Water & Wastewater Revenue                            | PHILADELPHIA PA WTR & WSTWTR REVENUE                                                                                                       | CUSIP: 717893C25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1112525.80   | 0.05%             | 2032-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port of Seattle WA                                                            | PORT OF SEATTLE WA REVENUE                                                                                                                 | CUSIP: 735389T73<br>LEI: 549300T9UCDUJ3GZL429 | Long             | DBT              | MUN               | US        |   5855000 | PA      | $6167341.42   | 0.30%             | 2025-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                      | PUBLIC FIN AUTH WI REVENUE                                                                                                                 | CUSIP: 74442PML6<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    150000 | PA      | $150710.36    | 0.01%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                    | ILLINOIS ST FIN AUTH REVENUE                                                                                                               | CUSIP: 45204E6R4<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    100000 | PA      | $103057.24    | 0.00%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Knox County Industrial Development Board                                      | KNOX CNTY TN INDL DEV BRD SOL WST DISPOSAL REVENUE                                                                                         | CUSIP: 499534AB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1012839.20   | 0.05%             | 2042-11-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Energy Northwest                                                              | ENERGY N W WA ELEC REVENUE                                                                                                                 | CUSIP: 29270C4F9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1009870.00   | 0.05%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                   | Long: BS2BRP3   IRS USD R V 12MUSCPI IS2BRQ4 CCPINFLATIONZERO / Short: BS2BRP3   IRS USD P F  2.51000 IS2BRP3 CCPINFLATIONZERO             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  40000000 | OU      | $1948796.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| City of Detroit MI Sewage Disposal System Revenue                             | DETROIT MI SWR DISP SYS REVENUE                                                                                                            | CUSIP: 251237W66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2605000 | PA      | $2550804.02   | 0.12%             | 2032-07-01      | Floating      | 3.79%                 | No            |                  2 | On Loan: No      |
| Michigan Strategic Fund                                                       | MICHIGAN ST STRATEGIC FUND LTD OBLG REVENUE                                                                                                | CUSIP: 594698QF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6015000 | PA      | $6447250.53   | 0.31%             | 2029-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana Public Facilities Authority                                         | LOUISIANA ST PUBLIC FACS AUTH REVENUE                                                                                                      | CUSIP: 546398XX1<br>LEI: 549300RQIPT5S4P4M065 | Long             | DBT              | MUN               | US        |   2280000 | PA      | $2280000.00   | 0.11%             | 2023-04-02      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Hidalgo County Regional Mobility Authority                                    | HIDALGO CNTY TX REGL MOBILITY AUTH TOLL & VEHICLE REGISTRATI                                                                               | CUSIP: 42934ABU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $928766.30    | 0.05%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                        | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XDT0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4971850.00   | 0.24%             | 2025-04-07      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Washington State Housing Finance Commission                                   | Washington State Housing Finance Commission                                                                                                | CUSIP: 93978TS67<br>LEI: 549300YL1HU59NREG764 | Long             | ABS-MBS          | CORP              | US        |    978415 | PA      | $49226.91     | 0.00%             | 2035-12-20      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| Credit Suisse International                                                   | Long: IS1PDS1   CDS USD R F  3.00000 IS1PDS1 CMBX / Short: IS1PDS1   CDS USD P V 01MEVENT IS1PDT2 CMBX                                     | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | GB        |     24742 | OU      | $-6034.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sterling Ranch Community Authority Board                                      | STERLING RANCH CMNTY AUTH BRD CO SUPPORTED REVENUE                                                                                         | CUSIP: 85950NAL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1050000 | PA      | $859152.84    | 0.04%             | 2040-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| State of North Carolina                                                       | NORTH CAROLINA ST GRANT ANTICIPATION REVENUE                                                                                               | CUSIP: 658268DD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6710000 | PA      | $7088413.13   | 0.34%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio Turnpike & Infrastructure Commission                                     | OHIO ST TURNPIKE COMMISSION                                                                                                                | CUSIP: 67760HJM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5005000 | PA      | $5009454.45   | 0.24%             | 2024-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Montgomery County Higher Education and Health Authority                       | MONTGOMERY CNTY PA HGR EDU & HLTH AUTH                                                                                                     | CUSIP: 613603F53<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1506967.65   | 0.07%             | 2037-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                      | NATIONAL FIN AUTH NH MUNI CTFS                                                                                                             | CUSIP: 63607WAE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4980062 | PA      | $4825165.12   | 0.23%             | 2036-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Transportation Commission State Highway Fund                            | TEXAS ST TRANSPRTN COMMISSIONST HIGHWAY FUND REVENUE                                                                                       | CUSIP: 88283LJB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3345000 | PA      | $3359249.37   | 0.16%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                   | Long: BS2BFX7   IRS USD R V 12MUSCPI IS2BFY8 CCPINFLATIONZERO / Short: BS2BFX7   IRS USD P F  2.78200 IS2BFX7 CCPINFLATIONZERO             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   7850000 | OU      | $441479.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                      | PUBLIC FIN AUTH WI REVENUE                                                                                                                 | CUSIP: 74442PMR3<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    335000 | PA      | $341426.81    | 0.02%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iowa Finance Authority                                                        | IOWA ST FIN AUTH MIDWSTRN DISASTER AREA REVENUE                                                                                            | CUSIP: 46246SAW5<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4991722.50   | 0.24%             | 2050-12-01      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Kentucky Municipal Power Agency                                               | KENTUCKY ST MUNI PWR AGY PWR SYS REVENUE                                                                                                   | CUSIP: 491501DU3<br>LEI: 2549001MTI3IE05Z7959 | Long             | DBT              | MUN               | US        |   1875000 | PA      | $1899831.00   | 0.09%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                         | MET TRANSPRTN AUTH NY REVENUE                                                                                                              | CUSIP: 59261ANC7<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   1110000 | PA      | $1124556.21   | 0.05%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                   | Long: IS2E7D0   IRS USD R V 12MUSCPI IS2E7E1 INFLATIONZERO / Short: IS2E7D0   IRS USD P F  2.38000 IS2E7D0 INFLATIONZERO                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | GB        |  14000000 | OU      | $647858.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                    | ILLINOIS ST FIN AUTH REVENUE                                                                                                               | CUSIP: 45204E6Y9<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101262.42    | 0.00%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Parish of St James LA                                                         | SAINT JAMES PARISH LA REVENUE                                                                                                              | CUSIP: 790103AY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    340000 | PA      | $350403.39    | 0.02%             | 2041-08-01      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                    | MICHIGAN ST FIN AUTH REVENUE                                                                                                               | CUSIP: 59447TKZ5<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |   1735000 | PA      | $1879542.85   | 0.09%             | 2027-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Hope Cultural Education Facilities Finance Corp                           | NEW HOPE CULTURAL ED FACS FIN CORP TX RETIREMENT FAC REVENUE                                                                               | CUSIP: 64542UFQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $194276.25    | 0.01%             | 2036-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| City of Detroit MI                                                            | DETROIT MI                                                                                                                                 | CUSIP: 2510933P3<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |    750000 | PA      | $776887.20    | 0.04%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Seattle WA Municipal Light & Power Revenue                            | SEATTLE WA MUNI LIGHT & PWR REVENUE                                                                                                        | CUSIP: 812643WB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2020000 | PA      | $2147353.32   | 0.10%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                         | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                             | CUSIP: 126292BE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1614562.80   | 0.08%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clark County School District                                                  | CLARK CNTY NV SCH DIST                                                                                                                     | CUSIP: 181059X68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6710000 | PA      | $7625423.83   | 0.37%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                          | CONNECTICUT ST                                                                                                                             | CUSIP: 20772JD33<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |   2840000 | PA      | $3016773.24   | 0.15%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                             | Long: IS1GUO9   IRS USD R V 12MUSCPI IS1GUP0 INFLATIONZERO / Short: IS1GUO9   IRS USD P F  2.12800 IS1GUO9 INFLATIONZERO                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |  14000000 | OU      | $1772572.62   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority Aviation Revenue                   | MET WASHINGTON DC ARPTS AUTH ARPT SYS REVENUE                                                                                              | CUSIP: 592647EZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3065000 | PA      | $3291459.67   | 0.16%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Airport Authority                                   | SAN DIEGO CNTY CA REGL ARPT AUTH AIRPORT REVENUE                                                                                           | CUSIP: 79739GNG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2785000 | PA      | $3140636.15   | 0.15%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                      | Long: IS0AGE4   IRS USD R F   .00000 IS0AGF5 CPI SWAP 0628111 / Short: IS0AGE4   IRS USD P F  2.89000 IS0AGE4 CPI SWAP 0628111             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |   1400000 | OU      | $-114546.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bristol Industrial Development Board                                          | BRISTOL TN INDL DEV BRD ST SALES TAX REVENUE                                                                                               | CUSIP: 11023PAB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1410000 | PA      | $1354988.85   | 0.07%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                   | Long: BS1VNV2   IRS USD R V 12MUSCPI IS1VNW3 CCPINFLATIONZERO / Short: BS1VNV2   IRS USD P F  1.74800 IS1VNV2 CCPINFLATIONZERO             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  12000000 | OU      | $1741000.68   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Main Street Natural Gas Inc                                                   | MAIN STREET NATURAL GAS INC GA GAS SUPPLY REVENUE                                                                                          | CUSIP: 56035DCZ3<br>LEI: 549300NY5M0QVZ6X4U26 | Long             | DBT              | MUN               | US        |   2075000 | PA      | $2079066.17   | 0.10%             | 2052-05-01      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports                                    | LOS ANGELES CA DEPT OF ARPTS ARPT REVENUE                                                                                                  | CUSIP: 544445NT2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1069476.40   | 0.05%             | 2039-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port of Portland OR Airport Revenue                                           | PORT OF PORTLAND OR ARPT REVENUE                                                                                                           | CUSIP: 7352402N2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3449428.85   | 0.17%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Airport Authority                                   | SAN DIEGO CNTY CA REGL ARPT AUTH AIRPORT REVENUE                                                                                           | CUSIP: 79739GNR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7075000 | PA      | $6901498.36   | 0.33%             | 2039-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                          | CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                                                                                               | CUSIP: 167593X49<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3850000 | PA      | $4131930.11   | 0.20%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                    | ILLINOIS ST FIN AUTH REVENUE                                                                                                               | CUSIP: 45204FHA6<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |   1350000 | PA      | $1636931.16   | 0.08%             | 2037-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HTA TRRB Custodial Trust                                                      | HTA TRRB 2005L-745190UR7 ASSURED CUSTODIAL TRUST                                                                                           | CUSIP: 40444FAA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    790000 | PA      | $794982.69    | 0.04%             | 2041-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Central Plains Energy Project                                                 | CENTRL PLAINS ENERGY PROJ NE GAS SPLY REVENUE                                                                                              | CUSIP: 154872AT2<br>LEI: SVQOT7V5CPLIGNP5BE29 | Long             | DBT              | MUN               | US        |   6115000 | PA      | $6192874.53   | 0.30%             | 2049-12-01      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Atlanta GA Department of Aviation                                     | ATLANTA GA ARPT REVENUE                                                                                                                    | CUSIP: 04780MF53<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6830000 | PA      | $7369983.90   | 0.36%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Palmetto FL                                                           | PALMETTO FL EDUCTNL FACS REVENUE                                                                                                           | CUSIP: 697074AC6<br>LEI: 549300O5DRDBXPBU6I08 | Long             | DBT              | MUN               | US        |   2400000 | PA      | $2449917.60   | 0.12%             | 2042-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                          | TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX                                                                                    | CUSIP: 89602HAJ6<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1557116.40   | 0.08%             | 2036-05-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                              | PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE                                                                                       | CUSIP: 709224WL9<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |   5830000 | PA      | $6263259.37   | 0.30%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Educational Facilities Authority                                   | NEW JERSEY ST EDUCTNL FACS AUTH REVENUE                                                                                                    | CUSIP: 646067DX3<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |    400000 | PA      | $465451.12    | 0.02%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hospitals & Higher Education Facilities Authority of Philadelphia/The         | PHILADELPHIA PA HOSPS & HGR EDU FACS AUTH                                                                                                  | CUSIP: 717825QD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $9831084.00   | 0.48%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Minnesota                                                            | MINNESOTA ST                                                                                                                               | CUSIP: 60412AYQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2079690.20   | 0.10%             | 2024-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                           | NEW YORK NY                                                                                                                                | CUSIP: 64966QZY9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   3120000 | PA      | $2741444.16   | 0.13%             | 2027-08-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Mid-Bay Bridge Authority                                                      | FLORIDA ST MID-BAY BRIDGE AUTH                                                                                                             | CUSIP: 342814DG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1042782.20   | 0.05%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Riverside County Transportation Commission                                    | RIVERSIDE CNTY CA TRANSPRTN COMMISSION TOLL REVENUE                                                                                        | CUSIP: 76912DAB4<br>LEI: 5493003G0IESJS57M350 | Long             | DBT              | MUN               | US        |   7000000 | PA      | $7078762.60   | 0.34%             | 2048-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                      | PUBLIC FIN AUTH WI HOSP REVENUE                                                                                                            | CUSIP: 74442CCV4<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1220000 | PA      | $1248946.09   | 0.06%             | 2035-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                         | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                             | CUSIP: 126292AN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $795141.80    | 0.04%             | 2045-07-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                   | PUERTO RICO CMWLTH                                                                                                                         | CUSIP: 74514L3K1<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |      2900 | PA      | $2711.50      | 0.00%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Moon Industrial Development Authority                                         | MOON INDL DEV AUTH PA REVENUE                                                                                                              | CUSIP: 61543RAQ9<br>LEI: 549300CGX4T1GTNHL435 | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1268755.15   | 0.06%             | 2025-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Johnstown Plaza Metropolitan District                                         | JOHNSTOWN PLAZA MET DIST CO                                                                                                                | CUSIP: 479706AA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1952000 | PA      | $1606163.77   | 0.08%             | 2046-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                   | Long: IS1PBC1   CDS USD R F  3.00000 IS1PBC1 CMBX / Short: IS1PBC1   CDS USD P V 01MEVENT IS1PBD2 CMBX                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |    142883 | OU      | $-34851.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                             | Long: IS1F3I1   IRS USD R V 12MUSCPI IS1F3J2 INFLATIONZERO / Short: IS1F3I1   IRS USD P F  2.14500 IS1F3I1 INFLATIONZERO                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |  20000000 | OU      | $2414476.60   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Halifax County Industrial Development Authority                               | HALIFAX CNTY VA INDL DEV AUTH REVENUE                                                                                                      | CUSIP: 40579PAD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4858449.00   | 0.24%             | 2041-12-01      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                         | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                             | CUSIP: 126292AF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1107426.30   | 0.05%             | 2056-08-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| National Finance Authority                                                    | National Finance Authority                                                                                                                 | CUSIP: 63607WAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4980062 | PA      | $260030.45    | 0.01%             | 2036-10-01      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| New Jersey Educational Facilities Authority                                   | NEW JERSEY ST EDUCTNL FACS AUTH REVENUE                                                                                                    | CUSIP: 646067DZ8<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |    600000 | PA      | $684055.44    | 0.03%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                 | Long: IS1H4P1   IRS USD R V 12MUSCPI IS1H4Q2 INFLATIONZERO / Short: IS1H4P1   IRS USD P F  2.07000 IS1H4P1 INFLATIONZERO                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |  30000000 | OU      | $3173129.40   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Connecticut State Health & Educational Facilities Authority                   | CONNECTICUT ST HLTH & EDUCTNL FACS AUTH REVENUE                                                                                            | CUSIP: 20775DFJ6<br>LEI: 549300ZOQJ5U8YBS5Q35 | Long             | DBT              | MUN               | US        |  10105000 | PA      | $10101669.39  | 0.49%             | 2048-07-01      | Floating      | 1.10%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                  | AMERICAN MUNI PWR-OHIO INC OH REVENUE                                                                                                      | CUSIP: 02765UPR9<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |   1425000 | PA      | $1616379.21   | 0.08%             | 2035-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Territory of Guam                                                             | GUAM GOVT BUSINESS PRIVILEGE TAX REVENUE                                                                                                   | CUSIP: 40065NBW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    865000 | PA      | $901033.22    | 0.04%             | 2025-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                   | Long: IS2DLW4   IRS USD R V 12MUSCPI IS2DLX5 INFLATIONZERO / Short: IS2DLW4   IRS USD P F  4.30750 IS2DLW4 INFLATIONZERO                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | GB        |  57000000 | OU      | $1652962.95   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                                                   | Long: BS281O1   IRS USD R V 12MUSCPI IS281P2 CCPINFLATIONZERO / Short: BS281O1   IRS USD P F  2.56500 IS281O1 CCPINFLATIONZERO             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5345000 | OU      | $446466.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| American Samoa Economic Development Authority                                 | AMERICAN SAMOA AS ECON DEV AUTH GEN REVENUE                                                                                                | CUSIP: 02936TAB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1335000 | PA      | $1407096.41   | 0.07%             | 2035-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Main Street Natural Gas Inc                                                   | MAIN STREET NATURAL GAS INC GA GAS SUPPLY REVENUE                                                                                          | CUSIP: 56035DDH2<br>LEI: 549300NY5M0QVZ6X4U26 | Long             | DBT              | MUN               | US        |  31710000 | PA      | $32319478.88  | 1.57%             | 2052-07-01      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                           | NEW YORK NY                                                                                                                                | CUSIP: 64966QXU9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2007456.80   | 0.10%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                       | SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE                                                                                                  | CUSIP: 837151YS2<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |   1975000 | PA      | $1970557.44   | 0.10%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Village Community Development District No 14                                  | VLG FL CDD #14 SPL ASSMNT REVENUE                                                                                                          | CUSIP: 92708JAE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2750000 | PA      | $2767699.83   | 0.13%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                      | Caterpillar Financial Services Corp                                                                                                        | CUSIP: 14913R2R7<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2491400.00   | 0.12%             | 2024-09-13      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                        | PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE                                                                                          | CUSIP: 74529JQB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    790000 | PA      | $743613.33    | 0.04%             | 2024-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bucks County Industrial Development Authority                                 | BUCKS CNTY PA INDL DEV AUTH HOSP REVENUE                                                                                                   | CUSIP: 11861MBC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1333066.41   | 0.06%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Public Building Authority                                            | VIRGINIA ST PUBLIC BLDG AUTH PUBLIC FACS REVENUE                                                                                           | CUSIP: 9281725Y7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5065778.00   | 0.25%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Housing Authority                                                     | CHICAGO IL HSG AUTH                                                                                                                        | CUSIP: 16753QAP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2744831.25   | 0.13%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                      | CONNECTICUT ST SPL TAX OBLIG REVENUE                                                                                                       | CUSIP: 207758H48<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4185000 | PA      | $4327636.52   | 0.21%             | 2038-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily                                                       | Freddie Mac Multifamily ML Certificates                                                                                                    | CUSIP: 35833TAA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2475245 | PA      | $1966368.64   | 0.10%             | 2041-07-25      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Montana Facility Finance Authority                                            | MONTANA ST FAC FIN AUTH REVENUE                                                                                                            | CUSIP: 61204KKZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1350000 | PA      | $1428792.48   | 0.07%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mesquite Independent School District                                          | MESQUITE TX INDEP SCH DIST                                                                                                                 | CUSIP: 590760FR0<br>LEI: 549300M7COV11VUIZE16 | Long             | DBT              | MUN               | US        |   1530000 | PA      | $1597015.53   | 0.08%             | 2035-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City & County of Denver CO Airport System Revenue                             | DENVER CITY & CNTY CO ARPT REVENUE                                                                                                         | CUSIP: 249182KZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1700000 | PA      | $1825451.67   | 0.09%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sumter County Industrial Development Authority/AL                             | SUMTER CNTY AL INDL DEV AUTH EXEMPT FACS REVENUE                                                                                           | CUSIP: 86651LAA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3770000 | PA      | $3456203.67   | 0.17%             | 2052-07-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chester County Industrial Development Authority                               | CHESTER CNTY PA INDL DEV AUTH                                                                                                              | CUSIP: 165588FK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1006808.00   | 0.05%             | 2032-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tahoe-Douglas Visitors Authority                                              | TAHOE-DOUGLAS VISITORS AUTH NV STATELINE REVENUE                                                                                           | CUSIP: 873816AC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1216975.20   | 0.06%             | 2027-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                    | ILLINOIS ST FIN AUTH REVENUE                                                                                                               | CUSIP: 45204E6M5<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100575.28    | 0.00%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Conroe Local Government Corp                                                  | CONROE TX LOCAL GOVT CORP HOTEL & CONTRACT REVENUE                                                                                         | CUSIP: 20841CAK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    905000 | PA      | $920203.28    | 0.04%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bucks County Industrial Development Authority                                 | BUCKS CNTY PA INDL DEV AUTH HOSP REVENUE                                                                                                   | CUSIP: 11861MBA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1046614.10   | 0.05%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iowa Tobacco Settlement Authority                                             | TOBACCO SETTLEMENT AUTH IA TOBACCO SETTLEMENT REVENUE                                                                                      | CUSIP: 888805BV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    900000 | PA      | $995114.25    | 0.05%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut State Health & Educational Facilities Authority                   | CONNECTICUT ST HLTH & EDUCTNL FACS AUTH REVENUE                                                                                            | CUSIP: 20775DUX8<br>LEI: 549300ZOQJ5U8YBS5Q35 | Long             | DBT              | MUN               | US        |   7710000 | PA      | $7699403.38   | 0.37%             | 2048-07-01      | Floating      | 2.80%                 | No            |                  2 | On Loan: No      |
| Kentucky Public Energy Authority                                              | KENTUCKY ST PUBLIC ENERGY AUTH GAS SPLY REVENUE                                                                                            | CUSIP: 74440DCM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9015000 | PA      | $9040061.70   | 0.44%             | 2050-02-01      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Capital Trust Agency Inc                                                      | CAPITAL TRUST AGY FL EDUCTNL FACS LEASE REVENUE                                                                                            | CUSIP: 14054DAC1<br>LEI: 549300F49UWS7X0OGQ59 | Long             | DBT              | MUN               | US        |    300000 | PA      | $299023.26    | 0.01%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                          | DIST OF COLUMBIA REVENUE                                                                                                                   | CUSIP: 25483VAE4<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2500000.00   | 0.12%             | 2045-11-01      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| Township of Jefferson NJ                                                      | JEFFERSON TWP NJ                                                                                                                           | CUSIP: 475322MB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5380000 | PA      | $5380099.53   | 0.26%             | 2023-06-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kentucky Public Energy Authority                                              | KENTUCKY ST PUBLIC ENERGY AUTH GAS SPLY REVENUE                                                                                            | CUSIP: 74440DBU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  20000000 | PA      | $20162766.00  | 0.98%             | 2049-12-01      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| South Carolina Jobs-Economic Development Authority                            | SOUTH CAROLINA ST JOBS-ECON DEV AUTH SOL WST DISP REVENUE                                                                                  | CUSIP: 83704DAL0<br>LEI: 5493006X47I9VG3DL112 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $768656.30    | 0.04%             | 2040-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                           | NEW YORK NY                                                                                                                                | CUSIP: 64966QWM8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2626923.75   | 0.13%             | 2044-06-01      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                           | WASHINGTON ST                                                                                                                              | CUSIP: 93974DPW2<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |  13325000 | PA      | $14016819.34  | 0.68%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                              | PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE                                                                                       | CUSIP: 709224A41<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |   1255000 | PA      | $1409886.95   | 0.07%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                          | CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                                                                                               | CUSIP: 167593RF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5228352.50   | 0.25%             | 2029-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                           | MASSACHUSETTS ST CLEAN WTR TRUST                                                                                                           | CUSIP: 575829GK6<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   1645000 | PA      | $1645000.00   | 0.08%             | 2023-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue       | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE                                                                                             | CUSIP: 64971XEZ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6810000 | PA      | $6899250.50   | 0.33%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Health & Educational Facilities Authority                           | WISCONSIN ST HLTH & EDUCTNL FACS AUTH REVENUE                                                                                              | CUSIP: 97712JGW7<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1077340.50   | 0.05%             | 2054-08-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                          | CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                                                                                               | CUSIP: 167593Z70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $678841.74    | 0.03%             | 2031-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                 | Long: IS1NF89   IRS USD R V 12MUSCPI IS1NF90 INFLATIONZERO / Short: IS1NF89   IRS USD P F  2.35050 IS1NF89 INFLATIONZERO                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |  25000000 | OU      | $1945254.75   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Oregon Health & Science University                                            | OREGON ST HLTH & SCIENCE UNIV REVENUE                                                                                                      | CUSIP: 685869HH5<br>LEI: 549300XTWOAGON8L2G98 | Long             | DBT              | MUN               | US        |   4750000 | PA      | $5449711.58   | 0.26%             | 2046-07-01      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Houston TX                                                            | HOUSTON TX                                                                                                                                 | CUSIP: 4423316F6<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2702632.50   | 0.13%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Airport System Revenue                                     | HOUSTON TX ARPT SYS REVENUE                                                                                                                | CUSIP: 442349FM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1136377.10   | 0.06%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Build NYC Resource Corp                                                       | BUILD NYC RESOURCE CORP NY REVENUE                                                                                                         | CUSIP: 12008EJF4<br>LEI: 549300GROJFKMNLWEK84 | Long             | DBT              | MUN               | US        |   4725000 | PA      | $4725000.00   | 0.23%             | 2045-04-01      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                            | WISCONSIN ST                                                                                                                               | CUSIP: 97705L8C4<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |   9570000 | PA      | $9631113.06   | 0.47%             | 2029-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Health Care Facilities Financing Authority                         | NEW JERSEY ST HLTH CARE FACS FING AUTH REVENUE                                                                                             | CUSIP: 64579FWQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1145000 | PA      | $1145000.00   | 0.06%             | 2036-07-01      | Floating      | 1.55%                 | No            |                  2 | On Loan: No      |
| City & County of San Francisco CA                                             | SAN FRANCISCO CA CITY & CNTY                                                                                                               | CUSIP: 79773KHY3<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |   4250000 | PA      | $4292319.38   | 0.21%             | 2023-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port of Seattle WA                                                            | PORT OF SEATTLE WA REVENUE                                                                                                                 | CUSIP: 735389H35<br>LEI: 549300T9UCDUJ3GZL429 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2195672.20   | 0.11%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Greater Orlando Aviation Authority                                            | GTR ORLANDO FL AVIATION AUTH ARPT FACS REVENUE                                                                                             | CUSIP: 392274W28<br>LEI: 549300CP6PUG5S184F61 | Long             | DBT              | MUN               | US        |   4420000 | PA      | $4887765.95   | 0.24%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                       | PORT AUTH OF NEW YORK & NEW JERSEY NY                                                                                                      | CUSIP: 73358XAH5<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   1025000 | PA      | $1131971.05   | 0.05%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                   | Long: BS2CR12   IRS USD R V 12MUSCPI IS2CR23 CCPINFLATIONZERO / Short: BS2CR12   IRS USD P F  3.17625 IS2CR12 CCPINFLATIONZERO             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  25000000 | OU      | $497680.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                           | Long: IS0AW68   IRS USD R F   .00000 IS0AW79 CPI SWAP 081111 / Short: IS0AW68   IRS USD P F  2.88500 IS0AW68 CPI SWAP 081111               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              |  | US        |   5000000 | OU      | $-407567.90   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                                      | Baylor Scott & White Holdings                                                                                                              | CUSIP: 072863AG8<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $901880.00    | 0.04%             | 2025-11-15      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                   | Long: BS2KMD3   IRS USD R V 12MUSCPI IS2KME4 CCPINFLATIONZER0 / Short: BS2KMD3   IRS USD P F  5.20700 IS2KMD3 CCPINFLATIONZER0             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        | 400000000 | OU      | $400824.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                                      | Hackensack Meridian Health Inc                                                                                                             | CUSIP: 404530AC1<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1315059.30   | 0.06%             | 2041-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                   | Long: BS2EAL9   IRS USD R V 00MSOFR IS2EAM0 CCPOIS / Short: BS2EAL9   IRS USD P F  1.86150 IS2EAL9 CCPOIS                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  20000000 | OU      | $2262293.21   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Military Installation Development Authority                                   | MILITARY INSTALLATION DEV AUTH UT TAX ALLOCATION REVENUE                                                                                   | CUSIP: 599772AB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $828048.80    | 0.04%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                     | INDIANA FIN AUTH MIDWESTERN DISASTER RELIEF REVENUE                                                                                        | CUSIP: 45470CAG4<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |   1535000 | PA      | $1523642.69   | 0.07%             | 2030-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                             | ILLINOIS ST                                                                                                                                | CUSIP: 452153EH8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3271893.60   | 0.16%             | 2037-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                              | PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE                                                                                       | CUSIP: 709224WN5<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1858643.15   | 0.09%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                          | KANSAS ST DEV FIN AUTH HOSP REVENUE                                                                                                        | CUSIP: 48542AFG1<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |    720000 | PA      | $820206.86    | 0.04%             | 2054-11-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Tarrant County Cultural Education Facilities Finance Corp                     | TARRANT CNTY TX CULTURAL EDU FACS FIN CORP REVENUE                                                                                         | CUSIP: 87638TGC1<br>LEI: 549300ROY505NVTMMI25 | Long             | DBT              | MUN               | US        |   2465000 | PA      | $2749901.00   | 0.13%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                   | Long: BS2DB57   IRS USD R V 12MUSCPI IS2DB68 CCPINFLATIONZERO / Short: BS2DB57   IRS USD P F  3.50750 IS2DB57 CCPINFLATIONZERO             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 148000000 | OU      | $5118753.16   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Port of Seattle WA                                                            | PORT OF SEATTLE WA REVENUE                                                                                                                 | CUSIP: 735389H43<br>LEI: 549300T9UCDUJ3GZL429 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1093654.90   | 0.05%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona Industrial Development Authority                                      | ARIZONA ST INDL DEV AUTH NATIONAL CHRT SCH REVOLVING LOAN FD                                                                               | CUSIP: 04052FBK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    650000 | PA      | $717212.93    | 0.03%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                    | ILLINOIS ST FIN AUTH REVENUE                                                                                                               | CUSIP: 45204EFJ2<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |   1630000 | PA      | $1672830.37   | 0.08%             | 2024-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                              | PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE                                                                                       | CUSIP: 709224K99<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |   4250000 | PA      | $4335747.58   | 0.21%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                          | DIST OF COLUMBIA REVENUE                                                                                                                   | CUSIP: 25483VZU1<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |   5475000 | PA      | $6010838.25   | 0.29%             | 2032-02-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse International                                                   | Long: IS1NQY2   CDS USD R F  3.00000 IS1NQY2 CMBX / Short: IS1NQY2   CDS USD P V 01MEVENT IS1NQZ3 CMBX                                     | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | GB        |    291333 | OU      | $-71060.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Clark County School District                                                  | CLARK CNTY NV SCH DIST                                                                                                                     | CUSIP: 181059V94<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10085000 | PA      | $10800346.19  | 0.52%             | 2034-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Montgomery MD                                                       | MONTGOMERY CNTY MD                                                                                                                         | CUSIP: 61334PBC6<br>LEI: 549300GNX5SDUEBKPK13 | Long             | DBT              | MUN               | US        |   5925000 | PA      | $6543387.51   | 0.32%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Colorado                                                             | COLORADO ST COPS                                                                                                                           | CUSIP: 196711UZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6000000 | PA      | $7356296.40   | 0.36%             | 2041-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Central Texas Regional Mobility Authority                                     | CENTRL TX REGL MOBILITY AUTH REVENUE                                                                                                       | CUSIP: 155498LN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1575000 | PA      | $1799030.84   | 0.09%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                 | Long: IS0HK54   IRS USD R V 00MCPI IS0HK65 CPI SWAP 05222013 CITI / Short: IS0HK54   IRS USD P F  2.53250 IS0HK54 CPI SWAP 05222013 CITI   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |  47000000 | OU      | $103814.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                   | PUERTO RICO CMWLTH                                                                                                                         | CUSIP: 74514L3R6<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   4178733 | PA      | $2420072.27   | 0.12%             | 2033-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| County of Broward FL Airport System Revenue                                   | BROWARD CNTY FL ARPT SYS REVENUE                                                                                                           | CUSIP: 114894YR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  16215000 | PA      | $15643406.66  | 0.76%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                   | Long: BS2DC76   IRS USD R V 12MUSCPI IS2DC87 CCPINFLATIONZERO / Short: BS2DC76   IRS USD P F   .00000 IS2DC76 CCPINFLATIONZERO             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  74000000 | OU      | $2428828.74   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Lane County School District No 4J Eugene                                      | LANE CNTY OR SCH DIST #4J EUGENE                                                                                                           | CUSIP: 515300TS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8780000 | PA      | $9098958.96   | 0.44%             | 2024-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Airport Authority                                   | SAN DIEGO CNTY CA REGL ARPT AUTH AIRPORT REVENUE                                                                                           | CUSIP: 79739GNM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3100000 | PA      | $3123665.71   | 0.15%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                     | NEW JERSEY ST ECON DEV AUTH SPL FAC REVENUE                                                                                                | CUSIP: 64578CCC3<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |   2130000 | PA      | $2205482.94   | 0.11%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                    | CHICAGO IL BRD OF EDU                                                                                                                      | CUSIP: 167505WZ5<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    135000 | PA      | $142141.99    | 0.01%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Department of Transportation                                        | WISCONSIN ST TRANSPRTN REVENUE                                                                                                             | CUSIP: 977123S90<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4020000 | PA      | $4063217.81   | 0.20%             | 2024-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL                                                       | MIAMI-DADE CNTY FL PUBLIC FACS REVENUE                                                                                                     | CUSIP: 59333TDT4<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5156311.00   | 0.25%             | 2024-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New Orleans LA                                                        | NEW ORLEANS LA                                                                                                                             | CUSIP: 64763FYX1<br>LEI: 54930084B6KHR5PR2651 | Long             | DBT              | MUN               | US        |   2680000 | PA      | $2995001.30   | 0.15%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                      | CONNECTICUT ST SPL TAX OBLIG REVENUE                                                                                                       | CUSIP: 207758A60<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1118521.10   | 0.05%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Samoa Economic Development Authority                                 | AMERICAN SAMOA AS ECON DEV AUTH GEN REVENUE                                                                                                | CUSIP: 02936TAF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    295000 | PA      | $319562.70    | 0.02%             | 2028-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Align Affordable Housing Bond Fund LP                                         | ALIGN CAP SER 2021-3 TRUST                                                                                                                 | CUSIP: 01631GAA7<br>LEI: 549300B2I0LUTCXK9B86 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2211477.75   | 0.11%             | 2051-12-01      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                   | Long: BS2FEJ8   IRS USD R V 00MSOFR IS2FEK9 CCPOIS / Short: BS2FEJ8   IRS USD P F  2.31600 IS2FEJ8 CCPOIS                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  37000000 | OU      | $2723793.57   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                 | NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE                                                                                               | CUSIP: 646140DS9<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |   1350000 | PA      | $1165373.87   | 0.06%             | 2029-01-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                         | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                             | CUSIP: 126292BL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2300000 | PA      | $1971653.15   | 0.10%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Combined Utility System Revenue                            | HOUSTON TX UTILITY SYS REVENUE                                                                                                             | CUSIP: 44244CXF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1015000 | PA      | $1028695.90   | 0.05%             | 2039-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                     | INDIANA FIN AUTH EDUCTNL FACS REVENUE                                                                                                      | CUSIP: 45470ECA1<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5136133.00   | 0.25%             | 2037-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                                       | CUSIP: 57583RUZ6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1730000 | PA      | $1730000.00   | 0.08%             | 2037-09-01      | Floating      | 1.25%                 | No            |                  2 | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri            | MISSOURI ST HLTH & EDUCTNL FACS AUTH HLTH FACS REVENUE                                                                                     | CUSIP: 60637ATQ5<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |  11975000 | PA      | $12437403.85  | 0.60%             | 2051-05-01      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Howard Bend Levee District                                                    | HOWARD BEND MO LEVEE DIST                                                                                                                  | CUSIP: 442499CE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $123656.16    | 0.01%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                    | MICHIGAN ST FIN AUTH REVENUE                                                                                                               | CUSIP: 59447TKY8<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1075586.50   | 0.05%             | 2026-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                  | MASSACHUSETTS ST BAY TRANSPRTN AUTH SALES TAX REVENUE                                                                                      | CUSIP: 575579DV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3520000 | PA      | $3560855.23   | 0.17%             | 2023-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Iowa Higher Education Loan Authority                                          | IOWA ST HGR EDU LOAN AUTH                                                                                                                  | CUSIP: 4624607R1<br>LEI: 549300DWVTM3KRNR0M36 | Long             | DBT              | MUN               | US        |   2275000 | PA      | $2190912.36   | 0.11%             | 2040-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                   | PUERTO RICO CMWLTH                                                                                                                         | CUSIP: 74514L3L9<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |      2607 | PA      | $2367.95      | 0.00%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Columbus OH                                                           | COLUMBUS OH                                                                                                                                | CUSIP: 199492EU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1390000 | PA      | $1409626.38   | 0.07%             | 2023-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Chillicothe OH                                                        | CHILLICOTHE OH HOSP FACS REVENUE                                                                                                           | CUSIP: 169203AH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3385000 | PA      | $3528246.09   | 0.17%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                                       | CUSIP: 57584X2T7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1655000 | PA      | $1850435.81   | 0.09%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                       | SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE                                                                                                  | CUSIP: 837151XC8<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |   2260000 | PA      | $2216133.17   | 0.11%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Atlanta GA Department of Aviation                                     | ATLANTA GA ARPT REVENUE                                                                                                                    | CUSIP: 04780ME96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3440000 | PA      | $3787954.97   | 0.18%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Ashland KY                                                            | ASHLAND KY MED CENTER REVENUE                                                                                                              | CUSIP: 044293BS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $138679.68    | 0.01%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                          | DIST OF COLUMBIA REVENUE                                                                                                                   | CUSIP: 25483VVN1<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2063177.00   | 0.10%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Montgomery County Higher Education and Health Authority                       | MONTGOMERY CNTY PA HGR EDU & HLTH AUTH                                                                                                     | CUSIP: 613603YR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1631075.40   | 0.08%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                   | Long: BS29GF0   IRS USD R V 12MUSCPI IS29GG1 CCPINFLATIONZERO / Short: BS29GF0   IRS USD P F  2.51000 IS29GF0 CCPINFLATIONZERO             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10000000 | OU      | $727085.70    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** AB BOND FUND, INC.

**Signature:** Joseph Mantineo

**Name of Signer:** Joseph Mantineo

**Title:** Treasurer and Chief Financial Officer