# EDGAR Filing Document

**Accession Number:** 0000225997
**File Stem:** 0000225997-26-000254
**Filing Date:** 2026-6
**Character Count:** 1608720
**Document Hash:** f1a9d7e6caaebed9d61747f92f28b21f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000225997-26-000254.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0000225997-26-000254

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD MUNICIPAL BOND FUNDS
- **CENTRAL INDEX KEY:** 0000225997

**ORGANIZATION NAME:**
- **EIN:** 232022170
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02687
- **FILM NUMBER:** 261128217

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

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD MUNICIPAL BOND FUND
- **DATE OF NAME CHANGE:** 19851103

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WARWICK MUNICIPAL BOND FUND INC
- **DATE OF NAME CHANGE:** 19800619

## Series and Classes Contracts Data

### Vanguard Long-Term Tax-Exempt Bond ETF (Series ID: S000092428)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000260433 | ETF Shares   | VTEL            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD MUNICIPAL BOND FUNDS

- **b. Investment Company Act file number:** 811-02687

- **c. CIK number of Registrant:** 0000225997

- **d. LEI of Registrant:** 5493005YO1ELB2VD2X90

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

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

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

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

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

- **a. Name of Series:** VANGUARD LONG-TERM TAX-EXEMPT BOND ETF

- **b. EDGAR series identifier (if any):** S000092428

- **c. LEI of Series:** 529900EPHOFGM6IDUZ33

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $260137917.98

**Total Liabilities:** $887081.99

**Net Assets:** $259250835.99

**Delayed Delivery Securities:** $619425.20

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -449.62926340 | **1-Year:** -7249.96187526 | **5-Year:** -32374.58632537 | **10-Year:** -117835.48192649 | **30-Year:** -55539.37260726

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000260433 | 1.68%                | -2.49%               | 1.51%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $8871.49                 | $2859555.23                                |
| Month 2  | $-11283.76               | $-6747641.66                               |
| Month 3  | $-7889.92                | $2916462.09                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Vanguard Cmt Funds-Vanguard Municipal Cash Management Fund                       | Vanguard Municipal Cash Management Fund | CUSIP: N/A<br>LEI: VVKMFR2VC8EHEF9DKR84       | Long             | STIV             | CORP              | US        |   7390497 | NS      | $739049.69    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Adams & Weld Counties School District No 27J Brighton/CO                         | ADAMS & WELD ETC SD-A                   | CUSIP: 005518YT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26360.59     | 0.01%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Adams & Weld Counties School District No 27J Brighton/CO                         | ADAMS & WELD ETC SD-A                   | CUSIP: 005518YW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26484.59     | 0.01%             | 2047-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Adams CO                                                               | ADAMS COPS-REF-IMPT                     | CUSIP: 005596EJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $29169.30     | 0.01%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Adams County School District No 1                                                | ADAMS CO SD 1                           | CUSIP: 005626TB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35338.59     | 0.01%             | 2040-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alabama Corrections Institution Finance Authority                                | ALABAMA CORR INST FIN                   | CUSIP: 010507CK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $73199.75     | 0.03%             | 2047-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alabama Highway Authority                                                        | ALABAMA HWY AUTH                        | CUSIP: 010559AQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $111704.38    | 0.04%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alabama Highway Authority                                                        | ALABAMA HWY AUTH                        | CUSIP: 010559AS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $138087.10    | 0.05%             | 2042-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alabama Highway Authority                                                        | ALABAMA HWY AUTH                        | CUSIP: 010559AV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10779.79     | 0.00%             | 2045-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alabama Public School and College Authority                                      | ALABAMA PUB SCH & CLG                   | CUSIP: 010609FQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35804.20     | 0.01%             | 2036-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alabama Public School and College Authority                                      | ALABAMA PUB SCH & CLG                   | CUSIP: 010609FT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $74596.63     | 0.03%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alabama Public School and College Authority                                      | ALABAMA PUB SCH & CLG                   | CUSIP: 010609FU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $125868.96    | 0.05%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alameda Corridor Transportation Authority                                        | ALAMEDA CORRIDOR-B                      | CUSIP: 010869HA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $70438.92     | 0.03%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alameda Corridor Transportation Authority                                        | ALAMEDA CORRIDOR-B                      | CUSIP: 010869HB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15087.48     | 0.01%             | 2037-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alameda Corridor Transportation Authority                                        | ALAMEDA CA CORRIDOR T                   | CUSIP: 010869JN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $58581.64     | 0.02%             | 2048-10-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Alameda Corridor Transportation Authority                                        | ALAMEDA CA CORRIDOR T                   | CUSIP: 010869JP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $37852.89     | 0.01%             | 2049-10-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Alameda Corridor Transportation Authority                                        | ALAMEDA CA CORRIDOR T                   | CUSIP: 010869JQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $57633.98     | 0.02%             | 2050-10-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Alameda Corridor Transportation Authority                                        | ALAMEDA CORRIDOR-A                      | CUSIP: 010869MG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $13463.06     | 0.01%             | 2051-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Alameda Corridor Transportation Authority                                        | ALAMEDA CORRIDOR-A                      | CUSIP: 010869MJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $40333.26     | 0.02%             | 2053-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Alamo Community College District                                                 | ALAMO CCD-REF                           | CUSIP: 011415VF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25036.45     | 0.01%             | 2050-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Aldine Independent School District                                               | ALDINE ISD                              | CUSIP: 014393ZT2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $121434.59    | 0.05%             | 2054-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Allan Hancock Joint Community College District/CA                                | ALLAN HANCOCK CLG-C                     | CUSIP: 016730DB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $46455.71     | 0.02%             | 2047-08-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| County of Allegheny PA                                                           | ALLEGHENY CNTY-C76                      | CUSIP: 01728VTH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $95418.02     | 0.04%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Allegheny PA                                                           | ALLEGHENY CO-C-80                       | CUSIP: 01728VWU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25678.59     | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allegheny County Sanitary Authority                                              | ALLEGHENY CO SAN AUTH                   | CUSIP: 017357E83<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9300.59      | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Allegheny County Sanitary Authority                                              | ALLEGHENY CO SAN-REF                    | CUSIP: 017357R71<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $55249.13     | 0.02%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Allegheny County Sanitary Authority                                              | ALLEGHENY CO SAN-REF                    | CUSIP: 017357S21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26201.83     | 0.01%             | 2055-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alvin Independent School District/TX                                             | ALVIN ISD-A                             | CUSIP: 0224474B9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $79651.43     | 0.03%             | 2050-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                     | AMERICAN MUNI PWR-OHI                   | CUSIP: 02765UPW8<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50109.08     | 0.02%             | 2039-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                     | AMERICAN MUNI PWR-A                     | CUSIP: 02765URZ9<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    105000 | PA      | $115677.88    | 0.04%             | 2038-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Anaheim Union High School District                                               | ANAHEIM UN HSD-A                        | CUSIP: 032591VL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $141913.00    | 0.05%             | 2050-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Anaheim Union High School District                                               | ANAHEIM UN HSD-A                        | CUSIP: 032591VN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20337.97     | 0.01%             | 2052-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Municipality of Anchorage AK Solid Waste Services Revenue                        | ANCHORAGE MUNICIPLITY                   | CUSIP: 033262AW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50981.95     | 0.02%             | 2062-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Anna Independent School District                                                 | ANNA ISD                                | CUSIP: 035707N87<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $63145.80     | 0.02%             | 2055-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Arizona Board of Regents                                                         | ARIZONA BRD OF RGTS U                   | CUSIP: 040484WY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $23929.50     | 0.01%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arizona Board of Regents                                                         | AZ BRD OF RGTS-REF                      | CUSIP: 04048RXH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51733.76     | 0.02%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona Industrial Development Authority                                         | ARIZONA IDA-A                           | CUSIP: 04052BQG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $12311.84     | 0.00%             | 2051-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arizona Industrial Development Authority                                         | ARIZONA IDA-A                           | CUSIP: 04052BQH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $39137.07     | 0.02%             | 2061-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arizona Industrial Development Authority                                         | ARIZONA IDA-B                           | CUSIP: 04052BQV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $8207.89      | 0.00%             | 2051-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arizona Industrial Development Authority                                         | ARIZONA IDA-B                           | CUSIP: 04052BQW7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $19568.54     | 0.01%             | 2061-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arizona Industrial Development Authority                                         | AZ INDL DEV AUTH -A                     | CUSIP: 04052FCT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $8794.57      | 0.00%             | 2051-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arizona Industrial Development Authority                                         | AZ ST INDL DEV AUTH-A                   | CUSIP: 04052FEM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10179.83     | 0.00%             | 2053-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Arizona Industrial Development Authority                                         | AZ IND DEV AUTH-A                       | CUSIP: 04052FFF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $60253.81     | 0.02%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona Board of Regents                                                         | ARIZONA BRD OF RGTS-A                   | CUSIP: 040664LL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52302.27     | 0.02%             | 2050-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona Board of Regents                                                         | ARIZONA BRD OF RGTS-A                   | CUSIP: 040664LM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25948.04     | 0.01%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona Board of Regents                                                         | ARIZONA BRD-REF-A                       | CUSIP: 040664PT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $86476.38     | 0.03%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arkansas River Power Authority                                                   | AR RIVER PWR AUTH-REF                   | CUSIP: 041036DP6<br>LEI: 549300JY7B7H80DT6195 | Long             | DBT              | MUN               | US        |     95000 | PA      | $96413.17     | 0.04%             | 2043-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arlington Higher Education Finance Corp                                          | ARLINGTON TX HGR EDU                    | CUSIP: 0418063A6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $22756.04     | 0.01%             | 2051-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arlington Higher Education Finance Corp                                          | ARLINGTON HGR EDU FIN                   | CUSIP: 041806RS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $27263.98     | 0.01%             | 2048-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arlington Higher Education Finance Corp                                          | ARLINGTON HGR EDU FIN                   | CUSIP: 041806WE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $69476.72     | 0.03%             | 2049-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Arlington Higher Education Finance Corp                                          | ARLINGTON TX HGR EDU                    | CUSIP: 041806XB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $54967.70     | 0.02%             | 2049-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Arlington Higher Education Finance Corp                                          | ARLINGTON TX HGR EDU                    | CUSIP: 041806XC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $3549.10      | 0.00%             | 2054-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Arlington Higher Education Finance Corp                                          | ARLINGTON HGR EDU FIN                   | CUSIP: 041807GT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $19427.04     | 0.01%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arlington Higher Education Finance Corp                                          | ARLINGTON HGR EDU FIN                   | CUSIP: 041807LQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $51522.02     | 0.02%             | 2049-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Arlington Higher Education Finance Corp                                          | ARLINGTON HGR EDU FIN                   | CUSIP: 041807LR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $48865.59     | 0.02%             | 2054-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Arlington Independent School District/TX                                         | ARLINGTON ISD -REF                      | CUSIP: 0418267Y8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4739.34      | 0.00%             | 2047-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Arlington TX Special Tax Revenue                                         | ARLINGTON-SPL TAX-A                     | CUSIP: 04184RBS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $56763.71     | 0.02%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Atlanta GA Department of Aviation                                        | ATLANTA-B-1                             | CUSIP: 04780MJ75<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $77107.82     | 0.03%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Atlanta GA Department of Aviation                                        | ATLANTA-A-1                             | CUSIP: 04780MU98<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52051.97     | 0.02%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Atlanta GA Water & Wastewater Revenue                                    | ATLANTA WTR/WSTWTR-B                    | CUSIP: 047870QR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9162.74      | 0.00%             | 2043-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aubrey Independent School District                                               | AUBREY ISD                              | CUSIP: 050195WW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $14316.61     | 0.01%             | 2047-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aubrey Independent School District                                               | AUBREY ISD                              | CUSIP: 050195XB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $8977.68      | 0.00%             | 2052-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Auburn University                                                                | AUBURN UNIV-A-REF                       | CUSIP: 050589NU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10009.87     | 0.00%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Augusta GA Water & Sewer Revenue                                                 | AUGUSTA WTR&SWR-REF                     | CUSIP: 051249GR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $27470.02     | 0.01%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| City of Aurora CO Water Revenue                                                  | AURORA CO WTR REV                       | CUSIP: 051595BP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $9398.80      | 0.00%             | 2051-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| City of Austin TX Airport System Revenue                                         | AUSTIN TX ARPT SYS RE                   | CUSIP: 052398FD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $161178.90    | 0.06%             | 2041-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Austin TX Airport System Revenue                                         | AUSTIN TX ARPT SYS RE                   | CUSIP: 052398FE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $170722.16    | 0.07%             | 2046-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Austin Community College District                                                | AUSTIN CCD                              | CUSIP: 052403KH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $67557.61     | 0.03%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Austin Community College District                                                | AUSTIN CCD                              | CUSIP: 052403KJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20953.98     | 0.01%             | 2053-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Austin Community College District                                                | AUSTIN CMNTY CLG DT                     | CUSIP: 052403LA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $31699.98     | 0.01%             | 2050-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Austin TX Electric Utility Revenue                                       | AUSTIN TX ELEC UTL-B                    | CUSIP: 052414SS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $56022.17     | 0.02%             | 2049-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Austin TX Electric Utility Revenue                                       | AUSTIN -ELEC UTL SYS-                   | CUSIP: 052414VT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $104233.53    | 0.04%             | 2053-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Austin TX Electric Utility Revenue                                       | AUSTIN-REV                              | CUSIP: 052414WP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15550.22     | 0.01%             | 2050-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Austin Independent School District                                               | AUSTIN TX INDEP SCH D                   | CUSIP: 052430WC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $75167.41     | 0.03%             | 2043-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Austin Independent School District                                               | AUSTIN TX INDEP SCH D                   | CUSIP: 052430WD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $37259.97     | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Austin Independent School District                                               | AUSTIN ISD                              | CUSIP: 052430WT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $44471.40     | 0.02%             | 2038-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Austin Independent School District                                               | AUSTIN ISD                              | CUSIP: 052430WU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $77418.58     | 0.03%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Austin Independent School District                                               | AUSTIN ISD                              | CUSIP: 052430WV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $97350.14     | 0.04%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Austin Independent School District                                               | AUSTIN ISD                              | CUSIP: 052430WW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $54008.09     | 0.02%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Austin Independent School District                                               | AUSTIN ISD                              | CUSIP: 052430WY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $44753.53     | 0.02%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Austin TX Water & Wastewater System Revenue                              | AUSTIN-C-REF-REV                        | CUSIP: 052477EL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20457.07     | 0.01%             | 2050-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Austin TX Water & Wastewater System Revenue                              | AUSTIN-REF-REV                          | CUSIP: 052477QB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15408.08     | 0.01%             | 2052-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Austin TX Water & Wastewater System Revenue                              | AUSTIN-REF                              | CUSIP: 052477YT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $82526.41     | 0.03%             | 2053-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Azle Independent School District                                                 | AZLE ISD -REF                           | CUSIP: 054789ZY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $46532.62     | 0.02%             | 2049-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Baltimore MD                                                             | BALTIMORE -A-WTR PROJ                   | CUSIP: 05922KB81<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $50511.86     | 0.02%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Baltimore MD                                                             | BALTIMORE -A-WSTWTR                     | CUSIP: 05922KE62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $152338.22    | 0.06%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Baltimore MD                                                             | BALTIMORE-A-SUB-WTR                     | CUSIP: 05922KYU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $80234.00     | 0.03%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barbers Hill Independent School District                                         | BARBERS HILL ISD                        | CUSIP: 067167D86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $69495.68     | 0.03%             | 2049-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barbers Hill Independent School District                                         | BARBERS HILL ISD                        | CUSIP: 067167D94<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $14119.11     | 0.01%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bastrop Independent School District                                              | BASTROP ISD                             | CUSIP: 070329S81<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $6138.37      | 0.00%             | 2051-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bastrop Independent School District                                              | BASTROP ISD                             | CUSIP: 070329W29<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25902.43     | 0.01%             | 2048-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Battery Park City Authority                                                      | BATTERY PARK CITY NY                    | CUSIP: 07133AJM5<br>LEI: 549300RF3SFDOWRHVM56 | Long             | DBT              | MUN               | US        |    300000 | PA      | $311577.75    | 0.12%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Battery Park City Authority                                                      | BATTERY PARK-REF                        | CUSIP: 07133AKJ0<br>LEI: 549300RF3SFDOWRHVM56 | Long             | DBT              | MUN               | US        |     35000 | PA      | $39505.71     | 0.02%             | 2042-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Battery Park City Authority                                                      | BATTERY PARK-REF                        | CUSIP: 07133AKP6<br>LEI: 549300RF3SFDOWRHVM56 | Long             | DBT              | MUN               | US        |    100000 | PA      | $105198.42    | 0.04%             | 2050-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Battery Park City Authority                                                      | BATTERY PARK-REF                        | CUSIP: 07133AKQ4<br>LEI: 549300RF3SFDOWRHVM56 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53273.01     | 0.02%             | 2055-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL AUTH-F2                   | CUSIP: 072024A69<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     50000 | PA      | $54555.68     | 0.02%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL AUTH-F2                   | CUSIP: 072024A85<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21572.69     | 0.01%             | 2043-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL AUTH-F2                   | CUSIP: 072024J60<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     10000 | PA      | $11310.20     | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL AUTH-F2                   | CUSIP: 072024J86<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     75000 | PA      | $83455.21     | 0.03%             | 2043-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL AUTH-F2                   | CUSIP: 072024K27<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     25000 | PA      | $27330.58     | 0.01%             | 2045-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL-F-1-REF                   | CUSIP: 072024L67<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    100000 | PA      | $119717.12    | 0.05%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL-F-1-REF                   | CUSIP: 072024L75<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    125000 | PA      | $149445.15    | 0.06%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL-F-1-REF                   | CUSIP: 072024L91<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    230000 | PA      | $274197.79    | 0.11%             | 2042-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA CA TOLL AUTH                   | CUSIP: 072024VL3<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     25000 | PA      | $23746.94     | 0.01%             | 2036-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA CA TOLL AUTH                   | CUSIP: 072024VN9<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     85000 | PA      | $85078.66     | 0.03%             | 2038-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA CA TOLL AUTH                   | CUSIP: 072024VP4<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    110000 | PA      | $109054.20    | 0.04%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA CA TOLL AUTH                   | CUSIP: 072024VQ2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     50000 | PA      | $47455.84     | 0.02%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA CA TOLL AUTH                   | CUSIP: 072024WG3<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    145000 | PA      | $105213.89    | 0.04%             | 2054-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA CA TOLL AUTH                   | CUSIP: 072024XV9<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    135000 | PA      | $89452.89     | 0.03%             | 2056-04-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Bedford City School District                                                     | BEDFORD SD                              | CUSIP: 076365LY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $78542.25     | 0.03%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Belton Independent School District                                               | BELTON ISD                              | CUSIP: 081077G45<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4687.36      | 0.00%             | 2047-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Belton Independent School District                                               | BELTON ISD                              | CUSIP: 081077U56<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $45941.19     | 0.02%             | 2052-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Berea City School District                                                       | BEREA SD-IMPT                           | CUSIP: 083599KD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $54585.88     | 0.02%             | 2053-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Bexar TX                                                               | BEXAR CNTY TX-CTFS                      | CUSIP: 0882815N6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $46775.47     | 0.02%             | 2046-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Birdville Independent School District                                            | BIRDVILLE ISD                           | CUSIP: 090874QU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $69166.16     | 0.03%             | 2048-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Birdville Independent School District                                            | BIRDVILLE ISD  - A                      | CUSIP: 090874RN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $77618.19     | 0.03%             | 2048-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Birmingham Regional Water Works                                          | BIRMINGHAM WTRWKS-A                     | CUSIP: 091096KX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9778.88      | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Broward FL Airport System Revenue                                      | BROWARD-Q1-ARPT                         | CUSIP: 114894RF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $34519.17     | 0.01%             | 2042-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| School District of Broward County/FL                                             | BROWARD CO SCH BRD                      | CUSIP: 115065D76<br>LEI: 5493006KVNQDJ1D0OD92 | Long             | DBT              | MUN               | US        |    150000 | PA      | $162758.16    | 0.06%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| School District of Broward County/FL                                             | BROWARD CO SD                           | CUSIP: 115067JP6<br>LEI: 5493006KVNQDJ1D0OD92 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15240.28     | 0.01%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Broward County FL Water & Sewer Utility Revenue                                  | BROWARD BO-WTR SWR-A                    | CUSIP: 115117LZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $73734.33     | 0.03%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Broward County FL Water & Sewer Utility Revenue                                  | BROWARD BO-WTR SWR-A                    | CUSIP: 115117MA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $21024.04     | 0.01%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Broward County FL Water & Sewer Utility Revenue                                  | BROWARD CO-A-REV                        | CUSIP: 115117NJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $193445.84    | 0.07%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Brunswick NC Enterprise Systems Revenue                                | BRUNSWICK CO -REV                       | CUSIP: 117068HL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $36239.93     | 0.01%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Build NYC Resource Corp                                                          | BUILD NYC RESOURCE CO                   | CUSIP: 12008ETX4<br>LEI: 549300GROJFKMNLWEK84 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15206.17     | 0.01%             | 2052-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Burbank Unified School District                                                  | BURBANK UNIF SD                         | CUSIP: 12082SEN0<br>LEI: 54930068ZHOQ5PICU256 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31637.33     | 0.01%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Community College Financing Authority                                 | CA CMNTY CLG AUTH                       | CUSIP: 13012RAV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10082.87     | 0.00%             | 2048-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| California Educational Facilities Authority                                      | CA EDU FACS AUTH-U6                     | CUSIP: 1301783W4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $134575.09    | 0.05%             | 2045-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Educational Facilities Authority                                      | CA EDU FAC AUTH -U-3                    | CUSIP: 130178X76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $77392.78     | 0.03%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Educational Facilities Authority                                      | CA EDU FACS AUTH-U-4                    | CUSIP: 130178X84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $41673.03     | 0.02%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Educational Facilities Authority                                      | CALIFORNIA ST EDUCTNL                   | CUSIP: 130179GV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $69312.57     | 0.03%             | 2046-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Educational Facilities Authority                                      | CA ST EDUCTNL FACS-A                    | CUSIP: 130179RK2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25043.97     | 0.01%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Educational Facilities Authority                                      | CA ST EDUCTNL FACS-A                    | CUSIP: 130179RL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $54912.40     | 0.02%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Educational Facilities Authority                                      | CALIFORNIA ST EDUCTNL                   | CUSIP: 130179SD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $169629.06    | 0.07%             | 2049-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Educational Facilities Authority                                      | CALIFORNIA ST EDU FAC                   | CUSIP: 130179TM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $100908.15    | 0.04%             | 2051-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| California Educational Facilities Authority                                      | CALIFORNIA ST EDU FAC                   | CUSIP: 130179TN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $106386.03    | 0.04%             | 2051-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Educational Facilities Authority                                      | CA EDUCTNL FACS - A                     | CUSIP: 130179YE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $342196.37    | 0.13%             | 2055-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Infrastructure & Economic Development Bank                            | CA INFRA & ECON DEV                     | CUSIP: 13034A2G4<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41518.45     | 0.02%             | 2039-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Infrastructure & Economic Development Bank                            | CA INFRA & ECON DEV                     | CUSIP: 13034A2H2<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10308.96     | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Infrastructure & Economic Development Bank                            | CA INFRA & ECON DEV                     | CUSIP: 13034A2J8<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |     75000 | PA      | $76913.17     | 0.03%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Infrastructure & Economic Development Bank                            | CA INFRA & ECON DEV                     | CUSIP: 13034A2K5<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |     80000 | PA      | $81636.90     | 0.03%             | 2042-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Infrastructure & Economic Development Bank                            | CA INFRA & ECON DEV                     | CUSIP: 13034A2L3<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101581.01    | 0.04%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Infrastructure & Economic Development Bank                            | CA INFRA & ECON DEV                     | CUSIP: 13034A2M1<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |     55000 | PA      | $55523.48     | 0.02%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Infrastructure & Economic Development Bank                            | CA INFRA & ECON DEV                     | CUSIP: 13034A2N9<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45134.46     | 0.02%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Infrastructure & Economic Development Bank                            | CA INFRA & ECON DEV                     | CUSIP: 13034A7A2<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |    100000 | PA      | $105288.25    | 0.04%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Infrastructure & Economic Development Bank                            | CA INFRA & ECON DEV                     | CUSIP: 13034A7B0<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |     65000 | PA      | $65142.75     | 0.03%             | 2055-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| California Infrastructure & Economic Development Bank                            | CA INFRA & ECON DEV                     | CUSIP: 13034A7C8<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |    100000 | PA      | $106337.26    | 0.04%             | 2059-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| California Infrastructure & Economic Development Bank                            | CA INFRA & ECO DEV BK                   | CUSIP: 13034A8A1<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101324.27    | 0.04%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Infrastructure & Economic Development Bank                            | CA INFRA & ECO DEV BK                   | CUSIP: 13034A8C7<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |     60000 | PA      | $59717.69     | 0.02%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Infrastructure & Economic Development Bank                            | CA INFRA & ECON DEV                     | CUSIP: 13034ATX8<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |     60000 | PA      | $61170.21     | 0.02%             | 2047-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Infrastructure & Economic Development Bank                            | CALIFORNIA ST INFRAST                   | CUSIP: 13034RAU7<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25724.30     | 0.01%             | 2049-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                           | CA MUNI FIN AUTH-A                      | CUSIP: 13048V6Q6<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52986.48     | 0.02%             | 2051-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                           | CA MUNI FIN AUTH-A                      | CUSIP: 13048V6R4<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10741.24     | 0.00%             | 2056-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                           | CA MUNI FIN AUTH-A                      | CUSIP: 13048V6S2<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53338.47     | 0.02%             | 2060-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                           | CA MUNI FIN AUTH-A                      | CUSIP: 13048V6T0<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25533.14     | 0.01%             | 2060-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                           | CALIFORNIA ST MUNI FI                   | CUSIP: 13048VF37<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10316.89     | 0.00%             | 2053-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                           | CALIFORNIA ST MUNI FI                   | CUSIP: 13049UEY1<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51546.97     | 0.02%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                           | CA MUNI FIN AUTH                        | CUSIP: 13049YBL4<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |     25000 | PA      | $22773.71     | 0.01%             | 2048-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                           | CALIFORNIA ST MUNI FI                   | CUSIP: 13049YFP1<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |     40000 | PA      | $37786.30     | 0.01%             | 2046-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California School Facilities Financing Authority                                 | CA SCH FACS-CABS-AZUS                   | CUSIP: 13058RAU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $30930.44     | 0.01%             | 2049-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063C2B5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     55000 | PA      | $55311.67     | 0.02%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA                              | CUSIP: 13063C5C0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     50000 | PA      | $48509.71     | 0.02%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA-REF                          | CUSIP: 13063C6Y1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     45000 | PA      | $44951.81     | 0.02%             | 2038-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063CE30<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15000.14     | 0.01%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063CY20<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     50000 | PA      | $49996.12     | 0.02%             | 2037-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-REF-C                     | CUSIP: 13063D2G2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     80000 | PA      | $87337.01     | 0.03%             | 2042-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063D4E5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     25000 | PA      | $27328.37     | 0.01%             | 2045-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063D4F2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    100000 | PA      | $95798.27     | 0.04%             | 2050-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063D4G0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     35000 | PA      | $37338.90     | 0.01%             | 2050-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063D4Q8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5597.77      | 0.00%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063D4T2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    175000 | PA      | $191957.87    | 0.07%             | 2042-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063D5D6<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    120000 | PA      | $134539.48    | 0.05%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063D5F1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    160000 | PA      | $170351.22    | 0.07%             | 2053-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-REF                       | CUSIP: 13063D5R5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21915.48     | 0.01%             | 2043-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-REF                       | CUSIP: 13063D5S3<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    235000 | PA      | $236673.79    | 0.09%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063DA57<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     15000 | PA      | $11552.84     | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063DA65<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     95000 | PA      | $64180.95     | 0.02%             | 2049-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063DAY4<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    135000 | PA      | $136937.74    | 0.05%             | 2047-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063DAZ1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |      5000 | PA      | $4849.31      | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-REF                       | CUSIP: 13063DE53<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    215000 | PA      | $233025.60    | 0.09%             | 2041-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063DF78<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36380.13     | 0.01%             | 2036-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063DF86<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41363.78     | 0.02%             | 2037-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063DFR4<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     25000 | PA      | $21839.86     | 0.01%             | 2047-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063DG28<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     45000 | PA      | $31603.27     | 0.01%             | 2046-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063DG36<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    110000 | PA      | $69996.49     | 0.03%             | 2051-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-REF                       | CUSIP: 13063DM96<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     70000 | PA      | $76496.67     | 0.03%             | 2037-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063DP44<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10541.02     | 0.00%             | 2047-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063DP51<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     50000 | PA      | $48289.09     | 0.02%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063DP69<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     65000 | PA      | $48830.65     | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA                              | CUSIP: 13063DPV4<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     50000 | PA      | $49544.48     | 0.02%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA                              | CUSIP: 13063DPW2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30953.45     | 0.01%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA                              | CUSIP: 13063DPX0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     30000 | PA      | $23126.68     | 0.01%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST -REF                      | CUSIP: 13063DQ43<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     55000 | PA      | $55650.16     | 0.02%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063DS74<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5490.17      | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063DS82<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20857.19     | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063DTK4<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     50000 | PA      | $49323.49     | 0.02%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063DTL2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     20000 | PA      | $13383.69     | 0.01%             | 2050-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-REF                       | CUSIP: 13063DU89<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     50000 | PA      | $54477.87     | 0.02%             | 2042-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063DUS5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     50000 | PA      | $38154.19     | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063DUT3<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     15000 | PA      | $14378.17     | 0.01%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063DVD7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     65000 | PA      | $66605.78     | 0.03%             | 2038-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063DVX3<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     35000 | PA      | $31511.26     | 0.01%             | 2041-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063DWA2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     45000 | PA      | $34217.04     | 0.01%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063DWZ7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     20000 | PA      | $16761.00     | 0.01%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063DXA1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25836.87     | 0.01%             | 2036-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063DXB9<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25746.91     | 0.01%             | 2037-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063DXC7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     45000 | PA      | $46193.03     | 0.02%             | 2038-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-GRP B                     | CUSIP: 13063DZH4<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     55000 | PA      | $59416.81     | 0.02%             | 2036-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-GRP B                     | CUSIP: 13063DZJ0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    100000 | PA      | $74058.67     | 0.03%             | 2043-11-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063DZX9<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     65000 | PA      | $70402.44     | 0.03%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063EAN6<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     25000 | PA      | $27961.37     | 0.01%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063EAR7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     70000 | PA      | $74368.54     | 0.03%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063EAS5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     45000 | PA      | $47274.24     | 0.02%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-REF                       | CUSIP: 13063EBK1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     50000 | PA      | $56423.11     | 0.02%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-REF                       | CUSIP: 13063EBL9<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     80000 | PA      | $88116.82     | 0.03%             | 2043-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063ECA2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     50000 | PA      | $55922.73     | 0.02%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063ECC8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     25000 | PA      | $27332.64     | 0.01%             | 2044-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063ECD6<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     20000 | PA      | $19620.16     | 0.01%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063ECE4<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     10000 | PA      | $9453.00      | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063ECM6<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     95000 | PA      | $108393.93    | 0.04%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063ECN4<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     50000 | PA      | $55838.47     | 0.02%             | 2044-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063ECP9<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     45000 | PA      | $47857.86     | 0.02%             | 2049-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063ECT1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     70000 | PA      | $74927.27     | 0.03%             | 2054-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-REF                       | CUSIP: 13063EDJ2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     35000 | PA      | $37241.63     | 0.01%             | 2036-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-REF                       | CUSIP: 13063EDL7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    100000 | PA      | $112439.53    | 0.04%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063ELK0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     55000 | PA      | $60689.41     | 0.02%             | 2044-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063ELL8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     50000 | PA      | $49200.86     | 0.02%             | 2049-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063ELM6<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     75000 | PA      | $80044.32     | 0.03%             | 2049-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063ELN4<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    190000 | PA      | $200236.63    | 0.08%             | 2055-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-REF                       | CUSIP: 13063EMB9<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    155000 | PA      | $177661.22    | 0.07%             | 2037-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-REF                       | CUSIP: 13063EMD5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     50000 | PA      | $56968.39     | 0.02%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-REF                       | CUSIP: 13063EMF0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     75000 | PA      | $82106.27     | 0.03%             | 2045-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063EMU7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     90000 | PA      | $104022.95    | 0.04%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063EMV5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    185000 | PA      | $212586.89    | 0.08%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063EMX1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    125000 | PA      | $141462.50    | 0.05%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063EMY9<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    365000 | PA      | $410545.39    | 0.16%             | 2042-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063EMZ6<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16755.59     | 0.01%             | 2043-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063ENA0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     70000 | PA      | $77528.89     | 0.03%             | 2044-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063ENB8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     60000 | PA      | $65909.77     | 0.03%             | 2045-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063ENC6<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    490000 | PA      | $521738.18    | 0.20%             | 2050-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063END4<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    245000 | PA      | $263737.65    | 0.10%             | 2055-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-REF                       | CUSIP: 13063ENW2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     95000 | PA      | $104357.14    | 0.04%             | 2045-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-GRP B                     | CUSIP: 13063ERU2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     50000 | PA      | $56125.26     | 0.02%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063ERW8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    100000 | PA      | $109175.76    | 0.04%             | 2045-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063ERZ1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    100000 | PA      | $106044.71    | 0.04%             | 2050-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063ESB3<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    100000 | PA      | $105224.39    | 0.04%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063ESJ6<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     30000 | PA      | $34325.38     | 0.01%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063ESK3<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     20000 | PA      | $22647.62     | 0.01%             | 2042-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063ESL1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     25000 | PA      | $28103.40     | 0.01%             | 2043-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063ESM9<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     45000 | PA      | $50131.92     | 0.02%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063ESN7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     45000 | PA      | $49698.32     | 0.02%             | 2045-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063ESQ0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     30000 | PA      | $32279.60     | 0.01%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063ESR8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    150000 | PA      | $163069.28    | 0.06%             | 2051-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063ESS6<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     20000 | PA      | $19407.61     | 0.01%             | 2051-10-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                           | CUSIP: 13063EST4<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     90000 | PA      | $95236.26     | 0.04%             | 2056-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-REF                       | CUSIP: 13063ETB2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     85000 | PA      | $87432.61     | 0.03%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-REF                       | CUSIP: 13063ETC0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     95000 | PA      | $102998.12    | 0.04%             | 2047-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-REF                       | CUSIP: 13063ETD8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     85000 | PA      | $92469.48     | 0.04%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-REF                       | CUSIP: 13063ETE6<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     15000 | PA      | $17170.56     | 0.01%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Enterprise Development Authority                                      | CA ENTERPRISE DEV-A                     | CUSIP: 13067VBR4<br>LEI: 549300544P6FSHU1HB46 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53375.76     | 0.02%             | 2049-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| California Enterprise Development Authority                                      | CA ENTERPRISE DEV-A                     | CUSIP: 13067VBS2<br>LEI: 549300544P6FSHU1HB46 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36993.03     | 0.01%             | 2054-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of California Department of Water Resources                                | CA ST DEPT OF WTR-A                     | CUSIP: 13067WVA7<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |     70000 | PA      | $74794.90     | 0.03%             | 2051-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California Department of Water Resources                                | CA ST DEPT OF WTR-A                     | CUSIP: 13067WVB5<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |     65000 | PA      | $68893.53     | 0.03%             | 2056-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                              | CALIFORNIA ST PUBLIC                    | CUSIP: 13068L4X0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $156845.28    | 0.06%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                              | CA ST PUB WKS-A                         | CUSIP: 13068XAQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $71191.61     | 0.03%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                              | CALIFORNIA ST PUBLIC                    | CUSIP: 13068XBT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $48589.93     | 0.02%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                              | CA ST PUB WKS BRD-REF                   | CUSIP: 13068XCH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $27381.39     | 0.01%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                              | CALIFORNIA ST PUBLIC                    | CUSIP: 13068XDF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $77708.13     | 0.03%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                              | CALIFORNIA ST PUBLIC                    | CUSIP: 13068XDG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $89373.59     | 0.03%             | 2046-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                              | CA ST PUB WKS-C-REF                     | CUSIP: 13068XHM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $61549.25     | 0.02%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                              | CA ST PUB WKS BRD-A                     | CUSIP: 13068XKX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $22478.36     | 0.01%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                              | CA ST PUB WKS BRD-A                     | CUSIP: 13068XKY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $72675.45     | 0.03%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                              | CA ST PUB WKS BRD-A                     | CUSIP: 13068XLC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $98825.99     | 0.04%             | 2043-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                              | CA ST PUB WKS BRD-A                     | CUSIP: 13068XLD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $43594.86     | 0.02%             | 2044-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                              | CA ST PUB WKS BRD-A                     | CUSIP: 13068XLF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $162904.44    | 0.06%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                              | CA ST PUB WKS-C-REF                     | CUSIP: 13068XMD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $68404.91     | 0.03%             | 2036-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                              | CA ST PUB WKS-C-REF                     | CUSIP: 13068XME6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5666.48      | 0.00%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                              | CA ST PUB WKS-C-REF                     | CUSIP: 13068XMG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $229523.00    | 0.09%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                              | CA ST PUB WKS BRD-A                     | CUSIP: 13068XPM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $11583.91     | 0.00%             | 2038-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                              | CA ST PUB WKS BRD-A                     | CUSIP: 13068XPN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $57506.32     | 0.02%             | 2039-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                              | CA ST PUB WKS BRD-A                     | CUSIP: 13068XPT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $109949.05    | 0.04%             | 2044-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                              | CA ST PUB WKS BRD-A                     | CUSIP: 13068XPW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $162973.77    | 0.06%             | 2050-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                              | CA ST PUB WKS-C                         | CUSIP: 13068XRE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5740.90      | 0.00%             | 2037-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                              | CA ST PUB WKS-C                         | CUSIP: 13068XRN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $76585.49     | 0.03%             | 2045-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                              | CA ST PUB WKS-C                         | CUSIP: 13068XRP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5412.51      | 0.00%             | 2046-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                              | CA ST PUB WKS-C                         | CUSIP: 13068XRQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $16072.31     | 0.01%             | 2047-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                              | CA ST PUB WKS-C                         | CUSIP: 13068XRR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $105421.60    | 0.04%             | 2050-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                              | CA ST PUB WORKS BRD-A                   | CUSIP: 13068XSU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $51958.00     | 0.02%             | 2036-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                              | CA ST PUB WORKS BRD-A                   | CUSIP: 13068XSV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $137649.18    | 0.05%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                              | CA ST PUB WORKS BRD-A                   | CUSIP: 13068XSW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $119712.15    | 0.05%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                              | CA ST PUB WORKS BRD-A                   | CUSIP: 13068XSY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $299166.08    | 0.12%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CA ST UNIV-A                            | CUSIP: 13077C3T9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25041.55     | 0.01%             | 2036-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CA ST UNIV-A                            | CUSIP: 13077C4B7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $49008.15     | 0.02%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CA ST UNIV TRUSTEES-A                   | CUSIP: 13077DSX1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $80720.90     | 0.03%             | 2048-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CA ST UNIV TRUSTEES-A                   | CUSIP: 13077DSY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $16010.96     | 0.01%             | 2053-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CA ST UNIV TRUSTEES-A                   | CUSIP: 13077DUP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $117786.83    | 0.05%             | 2045-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CA ST UNIV TRUSTEES-A                   | CUSIP: 13077DUQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $61614.65     | 0.02%             | 2046-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CA ST UNIV TRUSTEES-A                   | CUSIP: 13077DUR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $66579.28     | 0.03%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CA ST UNIV TRUSTEES-A                   | CUSIP: 13077DUS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5508.10      | 0.00%             | 2049-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CA ST UNIV TRUSTEES-A                   | CUSIP: 13077DUT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $54382.88     | 0.02%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CA ST UNIV-A-REF                        | CUSIP: 13077DWF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $108663.36    | 0.04%             | 2050-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CA ST UNIV-A-REF                        | CUSIP: 13077DWG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $107243.12    | 0.04%             | 2056-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CA ST UNIV-A-REF                        | CUSIP: 13077DWH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50545.68     | 0.02%             | 2056-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| California Statewide Communities Development Authority                           | CA STWD CMNTY DEV-A                     | CUSIP: 13078RHE3<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25209.88     | 0.01%             | 2042-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Statewide Communities Development Authority                           | CA STWD CMNTY DEV-A                     | CUSIP: 13078RHF0<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20054.92     | 0.01%             | 2047-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canutillo Independent School District/TX                                         | CANUTILLO ISD-A                         | CUSIP: 138735YV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $37399.79     | 0.01%             | 2049-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canutillo Independent School District/TX                                         | CANUTILLO ISD                           | CUSIP: 138735ZS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5239.60      | 0.00%             | 2060-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Cape Coral FL Water & Sewer Revenue                                      | CAPE CORAL-REF-REV                      | CUSIP: 13937XEQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $21391.52     | 0.01%             | 2048-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Carrollton-Farmers Branch Independent School District                            | CARROLLTON-FARMERS BR                   | CUSIP: 145628M34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $27579.34     | 0.01%             | 2051-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Carrollton-Farmers Branch Independent School District                            | CARROLLTON FARMERS                      | CUSIP: 145628R70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $36585.22     | 0.01%             | 2053-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carrollton-Farmers Branch Independent School District                            | CARROLLTON BRANCH ISD                   | CUSIP: 145628V42<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $131646.45    | 0.05%             | 2055-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Carrollton-Farmers Branch Independent School District                            | CARROLLTON FRMR-PRERE                   | CUSIP: 145628V67<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5650.66      | 0.00%             | 2048-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carrollton-Farmers Branch Independent School District                            | CARROLLTON FRMR-UNREF                   | CUSIP: 145628V75<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20745.73     | 0.01%             | 2048-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cedar Hill Independent School District                                           | CEDAR HILL ISD                          | CUSIP: 1504294C9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $18407.99     | 0.01%             | 2050-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Centinela Valley Union High School District                                      | CENTINELA VLY SD-B                      | CUSIP: 152339QH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $133337.51    | 0.05%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Central Florida Expressway Authority                                             | CENTRL FL EXPWY AUTH                    | CUSIP: 153476BT2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45005.52     | 0.02%             | 2038-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Central Florida Expressway Authority                                             | CENTRL FL EXPWY AUTH                    | CUSIP: 153476BU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $19538.00     | 0.01%             | 2039-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Central Florida Expressway Authority                                             | CENTRL FL EXPWY AUTH                    | CUSIP: 153476BW5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10005.84     | 0.00%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Central Florida Expressway Authority                                             | CENTRL EXPRESSWAY                       | CUSIP: 153476CZ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $61600.41     | 0.02%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Florida Expressway Authority                                             | CENTRL EXPRESSWAY                       | CUSIP: 153476DC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $24478.12     | 0.01%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Central Florida Expressway Authority                                             | CENTRL EXPRESSWAY                       | CUSIP: 153476DD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $86471.75     | 0.03%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Florida Expressway Authority                                             | CENTRL EXPRESSWAY                       | CUSIP: 153476EJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25450.98     | 0.01%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Florida Expressway Authority                                             | CENTRL FL EXPRESSWAY                    | CUSIP: 153476FF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $134648.96    | 0.05%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Florida Expressway Authority                                             | CENTRL FL EXPRESSWAY                    | CUSIP: 153476FG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $61769.82     | 0.02%             | 2049-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Central Florida Expressway Authority                                             | CENTRL FL EXPRESSWAY                    | CUSIP: 153476GD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $67521.29     | 0.03%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Florida Expressway Authority                                             | CENTRL FL EXPRESSWAY                    | CUSIP: 153476GE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5106.45      | 0.00%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Florida Expressway Authority                                             | CENTRL EXPRESSWAY-A                     | CUSIP: 153476JH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $83083.98     | 0.03%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Florida Expressway Authority                                             | CENTRAL FL-A                            | CUSIP: 153476JY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $16985.25     | 0.01%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Puget Sound Regional Transit Authority                                   | CENTRL PUGET TRANS-S1                   | CUSIP: 155048DL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $73544.80     | 0.03%             | 2046-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Puget Sound Regional Transit Authority                                   | CENTRL PUGET-S-1-REF                    | CUSIP: 155048EB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $54623.27     | 0.02%             | 2036-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Puget Sound Regional Transit Authority                                   | CENTRL PUGET-S-1-REF                    | CUSIP: 155048EF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $21274.05     | 0.01%             | 2043-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Puget Sound Regional Transit Authority                                   | CENTRL PUGET-S-1-REF                    | CUSIP: 155048EG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $29291.45     | 0.01%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Central Texas Regional Mobility Authority                                        | CENTRL REGL MOB AUTH                    | CUSIP: 155498EQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $83106.81     | 0.03%             | 2041-01-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Central Texas Regional Mobility Authority                                        | CENTRL TX REGL MOBILI                   | CUSIP: 155498KP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $77141.65     | 0.03%             | 2045-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Texas Regional Mobility Authority                                        | CENTRL TX REGL MOBILI                   | CUSIP: 155498KQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $88633.05     | 0.03%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Central Texas Regional Mobility Authority                                        | CENTRL TEXAS REGL MOB                   | CUSIP: 155498LW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51525.97     | 0.02%             | 2046-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Texas Regional Mobility Authority                                        | CENTRL TEXAS REGL MOB                   | CUSIP: 155498LX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $48907.11     | 0.02%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Central Texas Regional Mobility Authority                                        | CENTRL TX REGL ETC-D                    | CUSIP: 155498NM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $38409.08     | 0.01%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chabot-Las Positas Community College District                                    | CHABOT ETC CMNTY CLG                    | CUSIP: 15722TGS4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50012.66     | 0.02%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chabot-Las Positas Community College District                                    | CHABOT ETC CMNTY CLG                    | CUSIP: 15722THP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $57964.33     | 0.02%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Charleston County Airport District                                               | CHARLESTON ARPT-B                       | CUSIP: 160070FE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $140625.92    | 0.05%             | 2054-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Charlotte NC Airport Revenue                                             | CHARLOTTE NC ARPT REV                   | CUSIP: 161036PZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $64900.78     | 0.03%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Charlotte NC Airport Revenue                                             | CHARLOTTE-A-REV-REF                     | CUSIP: 161036RW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9439.72      | 0.00%             | 2051-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Charlotte NC Airport Revenue                                             | CHARLOTTE-A                             | CUSIP: 161036VP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $84059.53     | 0.03%             | 2053-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Charlotte NC Airport Revenue                                             | CHARLOTTE-A-REF                         | CUSIP: 161036XL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26486.88     | 0.01%             | 2055-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Charlotte NC Water & Sewer System Revenue                                | CHARLOTTE -A-REV-REF                    | CUSIP: 161045RV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $47808.77     | 0.02%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Charlotte NC Water & Sewer System Revenue                                | CHARLOTTE NC WTR & SW                   | CUSIP: 161045TE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52286.32     | 0.02%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arapahoe County School District No 5 Cherry Creek                                | CHERRY CREEK SD #5                      | CUSIP: 164555DL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26969.35     | 0.01%             | 2038-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arapahoe County School District No 5 Cherry Creek                                | CHERRY CREEK SD #5                      | CUSIP: 164555DM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $80777.20     | 0.03%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arapahoe County School District No 5 Cherry Creek                                | CHERRY CREEK SD#5                       | CUSIP: 164555EA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $56659.07     | 0.02%             | 2041-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Arapahoe County School District No 5 Cherry Creek                                | CHERRY CREEK SD#5                       | CUSIP: 164555EB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $101400.56    | 0.04%             | 2042-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Arapahoe County School District No 5 Cherry Creek                                | CHERRY CREEK SD#5                       | CUSIP: 164555ED2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $61089.22     | 0.02%             | 2044-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chesapeake Bay Bridge & Tunnel District                                          | CHESAPEAKE BAY VA BRI                   | CUSIP: 16514PAC3<br>LEI: 549300JGWE66ZSSOYN09 | Long             | DBT              | MUN               | US        |    120000 | PA      | $120164.38    | 0.05%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chesapeake Bay Bridge & Tunnel District                                          | CHESAPEAKE BAY VA BRI                   | CUSIP: 16514PAD1<br>LEI: 549300JGWE66ZSSOYN09 | Long             | DBT              | MUN               | US        |     70000 | PA      | $70003.26     | 0.03%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chesapeake Bay Bridge & Tunnel District                                          | CHESAPEAKE BAY VA BRI                   | CUSIP: 16514PAF6<br>LEI: 549300JGWE66ZSSOYN09 | Long             | DBT              | MUN               | US        |     15000 | PA      | $12870.05     | 0.00%             | 2055-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chesterfield County Economic Development Authority                               | CHESTERFIELD CO ECON                    | CUSIP: 16639EBY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $13974.69     | 0.01%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Chicago IL                                                               | CHICAGO-A                               | CUSIP: 167486D89<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |     70000 | PA      | $70238.31     | 0.03%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Chicago IL                                                               | CHICAGO-A                               | CUSIP: 167486D97<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25034.09     | 0.01%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Chicago IL                                                               | CHICAGO-A                               | CUSIP: 167486E21<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |    125000 | PA      | $122111.14    | 0.05%             | 2044-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Chicago IL                                                               | CHICAGO-A                               | CUSIP: 167486E39<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |     90000 | PA      | $90129.02     | 0.03%             | 2049-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| City of Chicago IL                                                               | CHICAGO IL-A-REF                        | CUSIP: 167486M55<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |     75000 | PA      | $71665.21     | 0.03%             | 2036-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Chicago IL                                                               | CHICAGO - SER A                         | CUSIP: 167486P45<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |     55000 | PA      | $56734.98     | 0.02%             | 2038-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Chicago IL                                                               | CHICAGO - SER A                         | CUSIP: 167486P60<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |     55000 | PA      | $57046.48     | 0.02%             | 2040-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| City of Chicago IL                                                               | CHICAGO-A                               | CUSIP: 167486S75<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25004.17     | 0.01%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Chicago IL                                                               | CHICAGO-A                               | CUSIP: 167486S83<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |     25000 | PA      | $24763.17     | 0.01%             | 2043-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Chicago IL                                                               | CHICAGO-A                               | CUSIP: 167486S91<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |    180000 | PA      | $175840.04    | 0.07%             | 2044-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Chicago IL                                                               | CHICAGO-A                               | CUSIP: 167486T25<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |     60000 | PA      | $57818.20     | 0.02%             | 2045-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Chicago IL                                                               | CHICAGO-A                               | CUSIP: 167486U72<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36496.86     | 0.01%             | 2050-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| City of Chicago IL                                                               | CHICAGO-B                               | CUSIP: 167486V63<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |    180000 | PA      | $189591.10    | 0.07%             | 2040-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| City of Chicago IL                                                               | CHICAGO-B                               | CUSIP: 167486V71<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10454.02     | 0.00%             | 2041-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Education Dedicated Capital Improvement Tax                     | CHICAGO IL BRD OF EDU                   | CUSIP: 167510AA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $187060.83    | 0.07%             | 2046-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Education Dedicated Capital Improvement Tax                     | CHICAGO BOE                             | CUSIP: 167510BJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $120645.43    | 0.05%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Metropolitan Water Reclamation District of Greater Chicago                       | GREATER CHICAGO MET-C                   | CUSIP: 167560TL5<br>LEI: 254900GOGQEZEWCZ4D37 | Long             | DBT              | MUN               | US        |     85000 | PA      | $85534.19     | 0.03%             | 2045-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Water Reclamation District of Greater Chicago                       | GTR CHICAGO MET WTR-A                   | CUSIP: 167560XC0<br>LEI: 254900GOGQEZEWCZ4D37 | Long             | DBT              | MUN               | US        |     75000 | PA      | $83149.87     | 0.03%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Water Reclamation District of Greater Chicago                       | GTR CHICAGO MET WTR-A                   | CUSIP: 167560XE6<br>LEI: 254900GOGQEZEWCZ4D37 | Long             | DBT              | MUN               | US        |     95000 | PA      | $104464.72    | 0.04%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Water Reclamation District of Greater Chicago                       | GTR CHICAGO MET WTR-A                   | CUSIP: 167560XF3<br>LEI: 254900GOGQEZEWCZ4D37 | Long             | DBT              | MUN               | US        |     70000 | PA      | $76478.11     | 0.03%             | 2042-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Midway International Airport                                             | CHICAGO-B-REF                           | CUSIP: 167562VW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51521.90     | 0.02%             | 2050-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Midway International Airport                                             | CHICAGO-B-REF                           | CUSIP: 167562VX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51119.39     | 0.02%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO-D-REF-REV                       | CUSIP: 167591BY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $11351.36     | 0.00%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO-D-REF-REV                       | CUSIP: 167591BZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $78943.35     | 0.03%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO-B-REV                           | CUSIP: 1675935E8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $46823.88     | 0.02%             | 2053-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO-B-REV                           | CUSIP: 1675935F5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $105458.10    | 0.04%             | 2059-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO O'HARE ARPT-B                   | CUSIP: 167593A77<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $207276.89    | 0.08%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO O'HARE ARPT-B                   | CUSIP: 167593M25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $73019.95     | 0.03%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO O'HARE ARPT-B                   | CUSIP: 167593M33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26027.01     | 0.01%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO O'HARE ARPT-B                   | CUSIP: 167593M41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $71769.32     | 0.03%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO O'HARE ARPT-B                   | CUSIP: 167593M58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $136629.37    | 0.05%             | 2048-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO O'HARE ARPT-B                   | CUSIP: 167593M66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15119.84     | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO O'HARE ARPT-B                   | CUSIP: 167593M74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $39337.34     | 0.02%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO IL O'HARE INT                   | CUSIP: 167593WQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $202083.92    | 0.08%             | 2042-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO IL O'HARE INT                   | CUSIP: 167593WR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100465.34    | 0.04%             | 2047-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO IL O'HARE INT                   | CUSIP: 167593WS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100232.75    | 0.04%             | 2052-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO O'HARE ARPT-F                   | CUSIP: 167593XU1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $150123.93    | 0.06%             | 2042-01-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO O'HARE ARPT-F                   | CUSIP: 167593XV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $47772.26     | 0.02%             | 2047-01-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO-B-ARPT REV                      | CUSIP: 167593Y55<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $90156.97     | 0.03%             | 2056-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO-B-ARPT REV                      | CUSIP: 167593Y63<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $102128.83    | 0.04%             | 2056-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Chicago IL Wastewater Transmission Revenue                               | CHICAGO-A-REV                           | CUSIP: 167727C46<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5174.35      | 0.00%             | 2053-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Chicago IL Wastewater Transmission Revenue                               | CHICAGO-A-REV                           | CUSIP: 167727C53<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $82475.96     | 0.03%             | 2058-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Chicago IL Wastewater Transmission Revenue                               | CHICAGO-A-REV                           | CUSIP: 167727E28<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $104723.83    | 0.04%             | 2048-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Chicago IL Wastewater Transmission Revenue                               | CHICAGO IL WSTWTR TRA                   | CUSIP: 167727YL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $22012.18     | 0.01%             | 2052-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales Tax Receipts Fund                                | CHICAGO TRANSIT AUTH                    | CUSIP: 16772PBT2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100144.67    | 0.04%             | 2051-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales Tax Receipts Fund                                | CHICAGO TRANSIT AUTH                    | CUSIP: 16772PCC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $42924.73     | 0.02%             | 2050-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales Tax Receipts Fund                                | CHICAGO TRANSIT-A-REF                   | CUSIP: 16772PDK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $118988.68    | 0.05%             | 2046-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales Tax Receipts Fund                                | CHICAGO TRANSIT-A-REF                   | CUSIP: 16772PDM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101505.25    | 0.04%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales Tax Receipts Fund                                | CHICAGO TRANSIT-A-REF                   | CUSIP: 16772PDN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $75670.75     | 0.03%             | 2057-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales Tax Receipts Fund                                | CHICAGO TRANSIT AUTH                    | CUSIP: 16772PEL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $21637.08     | 0.01%             | 2042-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales Tax Receipts Fund                                | CHICAGO TRANSIT AUTH                    | CUSIP: 16772PEM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $112874.71    | 0.04%             | 2043-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales Tax Receipts Fund                                | CHICAGO TRANSIT AUTH                    | CUSIP: 16772PEP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $117641.57    | 0.05%             | 2049-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales Tax Receipts Fund                                | CHICAGO TRANSIT-A                       | CUSIP: 16772PEW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5465.55      | 0.00%             | 2042-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales Tax Receipts Fund                                | CHICAGO TRANSIT-A                       | CUSIP: 16772PFB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $36722.34     | 0.01%             | 2051-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales Tax Receipts Fund                                | CHICAGO TRANSIT-A                       | CUSIP: 16772PFC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $37043.26     | 0.01%             | 2056-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales Tax Receipts Fund                                | CHICAGO TRANSIT-A                       | CUSIP: 16772PFE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52918.95     | 0.02%             | 2059-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| City of Chicago IL Waterworks Revenue                                            | CHICAGO                                 | CUSIP: 167736U88<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $156472.61    | 0.06%             | 2048-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Chicago IL Waterworks Revenue                                            | CHICAGO                                 | CUSIP: 167736U96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25807.88     | 0.01%             | 2053-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Chicago IL Waterworks Revenue                                            | CHICAGO                                 | CUSIP: 167736V38<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $62673.10     | 0.02%             | 2062-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| City of Chicago IL Waterworks Revenue                                            | CHICAGO                                 | CUSIP: 167736X36<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100491.44    | 0.04%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chino Valley Unified School District                                             | CHINO VLY CA UNIF SD                    | CUSIP: 169583GZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $39630.09     | 0.02%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chino Valley Unified School District                                             | CHINO VLY CA UNIF SD                    | CUSIP: 169583HB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $61705.64     | 0.02%             | 2055-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chino Valley Unified School District                                             | CHINO VLY SD-CIBS-D                     | CUSIP: 169583LA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52548.06     | 0.02%             | 2055-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citrus Community College District                                                | CITRUS CCD-B                            | CUSIP: 17741RJP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15932.10     | 0.01%             | 2049-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clackamas County School District No 12 North Clackamas                           | CLACKAMAS SD #12 -A                     | CUSIP: 179093HL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $119405.83    | 0.05%             | 2036-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Oregon City School District No 62                                                | CLACKAMAS SD #62C-B                     | CUSIP: 179162HE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $274987.33    | 0.11%             | 2049-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Clark NV                                                               | CLARK CO                                | CUSIP: 180848WK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $95768.14     | 0.04%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Clark NV                                                               | CLARK CO-A                              | CUSIP: 180848XH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $66879.23     | 0.03%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Clark NV                                                               | CLARK CO-A                              | CUSIP: 180848XJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40797.70     | 0.02%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Clark NV                                                               | CLARK CO -REV                           | CUSIP: 181000SV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $71437.42     | 0.03%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Clark NV                                                               | CLARK CO -REV                           | CUSIP: 181000SZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50483.63     | 0.02%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clark County School District                                                     | CLARK CO SCH DT-B-REF                   | CUSIP: 1810597D2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $54527.68     | 0.02%             | 2042-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark County School District                                                     | CLARK CO SCH DT-B-REF                   | CUSIP: 1810597E0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10823.75     | 0.00%             | 2043-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark County School District                                                     | CLARK CO SCH DT-B-REF                   | CUSIP: 1810597F7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $112535.23    | 0.04%             | 2044-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark County Water Reclamation District                                          | CLARK CO WTR DT                         | CUSIP: 181070GB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $46804.10     | 0.02%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark County Water Reclamation District                                          | CLARK CO WTR DT                         | CUSIP: 181070GF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5155.46      | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Clarksville TN Water Sewer & Gas Revenue                                 | CLARKSVILLE-A-REV                       | CUSIP: 182618PQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $72903.33     | 0.03%             | 2045-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clifton Higher Education Finance Corp                                            | CLIFTON HGR EDU FIN                     | CUSIP: 187145HF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $19324.71     | 0.01%             | 2042-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clifton Higher Education Finance Corp                                            | CLIFTON TX HGR EDU FI                   | CUSIP: 187145KS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $65967.41     | 0.03%             | 2044-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clifton Higher Education Finance Corp                                            | CLIFTON HGR EDU FIN-T                   | CUSIP: 187145QH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $13485.38     | 0.01%             | 2050-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clifton Higher Education Finance Corp                                            | CLIFTON HGR EDU                         | CUSIP: 187145RA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $27495.34     | 0.01%             | 2052-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Clifton Higher Education Finance Corp                                            | CLIFTON HGR EDU-A-REF                   | CUSIP: 187145ST5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $23912.91     | 0.01%             | 2044-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clifton Higher Education Finance Corp                                            | CLIFTON HGR EDU-A-REF                   | CUSIP: 187145SU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $50727.45     | 0.02%             | 2049-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Clifton Higher Education Finance Corp                                            | CLIFTON HGR EDU-REF                     | CUSIP: 187145UD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $57927.11     | 0.02%             | 2044-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clovis Unified School District                                                   | CLOVIS UNIF DIST-C                      | CUSIP: 189342T32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $72001.33     | 0.03%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Coachella Valley Unified School District/CA                                      | COACHELLA VY USD CAB                    | CUSIP: 189849FY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $52716.74     | 0.02%             | 2043-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Coast Community College District                                                 | COAST CA CMNTY CLG DT                   | CUSIP: 190335JZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $5426.69      | 0.00%             | 2041-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Coast Community College District                                                 | COAST CA CMNTY CLG DT                   | CUSIP: 190335KB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $9675.57      | 0.00%             | 2043-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cobb-Marietta Coliseum & Exhibit Hall Authority                                  | COBB MARIETTA COLISEU                   | CUSIP: 190760JP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $135739.14    | 0.05%             | 2050-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Colorado Bridge & Tunnel Enterprise                                              | CO BRIDGE & TUNNEL-A                    | CUSIP: 19633TAE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15973.88     | 0.01%             | 2049-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Colorado Bridge & Tunnel Enterprise                                              | CO BRIDGE &TUNNEL-A                     | CUSIP: 19633TAZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $31867.73     | 0.01%             | 2050-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Colorado Educational & Cultural Facilities Authority                             | COLORADO EDU & CULT-A                   | CUSIP: 19645R6D8<br>LEI: 549300BJRX2FHSSZP042 | Long             | DBT              | MUN               | US        |    125000 | PA      | $125697.14    | 0.05%             | 2047-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado Educational & Cultural Facilities Authority                             | CO EDU & CULTURAL-A                     | CUSIP: 19645UWT7<br>LEI: 549300BJRX2FHSSZP042 | Long             | DBT              | MUN               | US        |    350000 | PA      | $342062.60    | 0.13%             | 2051-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Colorado Educational & Cultural Facilities Authority                             | CO EDU & CULTURAL-A                     | CUSIP: 19645UWU4<br>LEI: 549300BJRX2FHSSZP042 | Long             | DBT              | MUN               | US        |     65000 | PA      | $67418.86     | 0.03%             | 2056-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Colorado High Performance Transportation Enterprise                              | CO HIGH PERFORMANCE T                   | CUSIP: 19648DAD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $83445.71     | 0.03%             | 2056-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Colorado Springs CO Utilities System Revenue                             | COLORADO SPRINGS-B                      | CUSIP: 1966322P7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9711.06      | 0.00%             | 2046-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Colorado Springs CO Utilities System Revenue                             | COLORADO SPRINGS-B                      | CUSIP: 1966322Q5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $90494.85     | 0.03%             | 2051-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Colorado Springs CO Utilities System Revenue                             | COLORADO SPRINGS CO U                   | CUSIP: 1966324F7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5231.01      | 0.00%             | 2052-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Colorado Springs CO Utilities System Revenue                             | COLORADO SPRINGS CO-A                   | CUSIP: 1966324Y6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26722.90     | 0.01%             | 2048-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Colorado Springs CO Utilities System Revenue                             | COLORADO SPRINGS-A                      | CUSIP: 1966328B2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $90858.64     | 0.04%             | 2050-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Colorado Springs CO Utilities System Revenue                             | COLORADO SPRINGS-A                      | CUSIP: 1966328C0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $42397.80     | 0.02%             | 2055-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of Colorado                                                                | CO BLDG SCHS-J                          | CUSIP: 19668QJF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $122622.69    | 0.05%             | 2042-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Colorado                                                                | COLORADO ST-O-COPS                      | CUSIP: 19668QMC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $49188.56     | 0.02%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Colorado                                                                | COLORADO ST -S -COPS                    | CUSIP: 19668QNX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $47636.34     | 0.02%             | 2046-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Board of Governors of Colorado State University System                           | CO BRD GOV-A-REF                        | CUSIP: 196707MR1<br>LEI: 549300MAE3RAIIEIQV71 | Long             | DBT              | MUN               | US        |     20000 | PA      | $22849.71     | 0.01%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Colorado                                                                | COLORADO ST COPS                        | CUSIP: 196711SG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $111487.58    | 0.04%             | 2036-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of Colorado                                                                | COLORADO ST COPS                        | CUSIP: 196711SJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25403.60     | 0.01%             | 2038-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Colorado                                                                | COLORADO ST COPS                        | CUSIP: 196711SK2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10133.11     | 0.00%             | 2039-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Colorado                                                                | COLORADO ST-A                           | CUSIP: 196711TZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10286.17     | 0.00%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Colorado                                                                | COLORADO ST-A                           | CUSIP: 196711UC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45716.10     | 0.02%             | 2039-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Colorado                                                                | COLORADO ST-A                           | CUSIP: 196711UD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5051.17      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Colorado                                                                | COLORADO ST-COPS                        | CUSIP: 196711UW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $46608.56     | 0.02%             | 2038-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| State of Colorado                                                                | COLORADO ST-COPS                        | CUSIP: 196711UX1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $28996.01     | 0.01%             | 2039-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| State of Colorado                                                                | COLORADO ST-A-COPS                      | CUSIP: 196711VX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $62267.32     | 0.02%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colton Joint Unified School District                                             | COLTON JOINT USD-A                      | CUSIP: 197036RU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5226.48      | 0.00%             | 2055-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Columbia SC Waterworks & Sewer System Revenue                            | COLUMBIA WTRWKS/SWR-B                   | CUSIP: 198504WV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35000.30     | 0.01%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Columbus Regional Airport Authority                                              | COLUMBUS REGL ARPT-B                    | CUSIP: 199546DW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5255.42      | 0.00%             | 2050-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Columbus Regional Airport Authority                                              | COLUMBUS REGL ARPT-B                    | CUSIP: 199546DX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26073.08     | 0.01%             | 2055-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Comal Independent School District                                                | COMAL ISD-REF                           | CUSIP: 1998207Z8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $27743.94     | 0.01%             | 2039-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Comal Independent School District                                                | COMAL ISD-REF                           | CUSIP: 1998208F1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $148688.32    | 0.06%             | 2049-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                             | CONNECTICUT ST-A                        | CUSIP: 20772J6W7<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    180000 | PA      | $180725.85    | 0.07%             | 2037-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                             | CONNECTICUT ST-A                        | CUSIP: 20772JU42<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     55000 | PA      | $55011.65     | 0.02%             | 2036-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                             | CONNECTICUT ST-C                        | CUSIP: 20772KF53<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     40000 | PA      | $45859.31     | 0.02%             | 2036-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                             | CONNECTICUT ST-C                        | CUSIP: 20772KF61<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     50000 | PA      | $56949.96     | 0.02%             | 2037-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                             | CONNECTICUT ST-C                        | CUSIP: 20772KF95<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     70000 | PA      | $78357.60     | 0.03%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                             | CONNECTICUT ST-C                        | CUSIP: 20772KG37<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    100000 | PA      | $110676.27    | 0.04%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                             | CONNECTICUT ST-C                        | CUSIP: 20772KG60<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     90000 | PA      | $97207.62     | 0.04%             | 2045-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                             | CONNECTICUT ST-A                        | CUSIP: 20772KGG8<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30318.98     | 0.01%             | 2038-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                             | CONNECTICUT ST-A                        | CUSIP: 20772KJC4<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     10000 | PA      | $9046.95      | 0.00%             | 2039-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                             | CONNECTICUT ST -A                       | CUSIP: 20772KMC0<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     25000 | PA      | $23136.96     | 0.01%             | 2038-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                             | CONNECTICUT ST                          | CUSIP: 20772KPU7<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30874.44     | 0.01%             | 2037-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                             | CONNECTICUT ST-F                        | CUSIP: 20772KYM5<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    100000 | PA      | $112136.09    | 0.04%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                             | CONNECTICUT ST-G                        | CUSIP: 20772KYQ6<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5532.64      | 0.00%             | 2041-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut State Health & Educational Facilities Authority                      | CT ST HLTH EDU-I-1                      | CUSIP: 20774Y2C0<br>LEI: 549300ZOQJ5U8YBS5Q35 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25298.78     | 0.01%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut State Health & Educational Facilities Authority                      | CT ST HLTH EDU-R                        | CUSIP: 20774Y3A3<br>LEI: 549300ZOQJ5U8YBS5Q35 | Long             | DBT              | MUN               | US        |     15000 | PA      | $14706.68     | 0.01%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Connecticut State Health & Educational Facilities Authority                      | CT HLT&EDU FACS-L-REF                   | CUSIP: 20774YXG7<br>LEI: 549300ZOQJ5U8YBS5Q35 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100199.00    | 0.04%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                         | CONNECTICUT ST-A-REF                    | CUSIP: 2077582C6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $32483.15     | 0.01%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                         | CONNECTICUT ST -A-REV                   | CUSIP: 207758A37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $80057.18     | 0.03%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                         | CONNECTICUT ST -A-REV                   | CUSIP: 207758A52<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $31761.47     | 0.01%             | 2040-05-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                         | CONNECTICUT ST-A                        | CUSIP: 207758C84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $46396.73     | 0.02%             | 2036-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                         | CONNECTICUT ST-A                        | CUSIP: 207758C92<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30737.94     | 0.01%             | 2037-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                         | CONNECTICUT ST-A                        | CUSIP: 207758D26<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $86577.78     | 0.03%             | 2038-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                         | CONNECTICUT ST-A                        | CUSIP: 207758D59<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $106716.81    | 0.04%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                         | CONNECTICUT ST -D                       | CUSIP: 207758H55<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10120.81     | 0.00%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                         | CONNECTICUT ST -A                       | CUSIP: 207758K69<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $22090.16     | 0.01%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                         | CONNECTICUT ST -A-REV                   | CUSIP: 207758Q30<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $16833.14     | 0.01%             | 2040-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                         | CONNECTICUT ST-A-2                      | CUSIP: 207758U68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $113174.44    | 0.04%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                         | CONNECTICUT ST-A-REF                    | CUSIP: 207758Z48<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $40065.18     | 0.02%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                         | CONNECTICUT ST-A-REF                    | CUSIP: 207758Z63<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $112985.66    | 0.04%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                         | CONNECTICUT ST-A-REF                    | CUSIP: 207758Z71<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $28109.98     | 0.01%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                         | CONNECTICUT ST-A-REF                    | CUSIP: 207758Z97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $111040.06    | 0.04%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                         | CONNECTICUT ST -A-REV                   | CUSIP: 207758ZZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10252.33     | 0.00%             | 2036-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Clean Water Fund - State Revolving Fund                     | CT ST REVOLVING FUND                    | CUSIP: 20775YFA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $107118.71    | 0.04%             | 2038-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Conroe Independent School District                                               | CONROE ISD-A                            | CUSIP: 2084182J1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $94786.72     | 0.04%             | 2047-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Conroe Independent School District                                               | CONROE ISD                              | CUSIP: 2084183Q4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $308860.20    | 0.12%             | 2037-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Conroe Independent School District                                               | CONROE ISD                              | CUSIP: 2084183R2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $72610.47     | 0.03%             | 2038-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Conroe Independent School District                                               | CONROE ISD                              | CUSIP: 2084183S0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $122226.84    | 0.05%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Conroe Independent School District                                               | CONROE ISD                              | CUSIP: 2084183T8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $44241.18     | 0.02%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Conroe Independent School District                                               | CONROE ISD                              | CUSIP: 2084183U5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $82408.98     | 0.03%             | 2041-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Conroe Independent School District                                               | CONROE ISD                              | CUSIP: 2084183V3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $54618.76     | 0.02%             | 2042-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Conroe Independent School District                                               | CONROE ISD                              | CUSIP: 2084183Y7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $83416.66     | 0.03%             | 2049-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Conroe Independent School District                                               | CONROE ISD                              | CUSIP: 2084185F6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $11161.14     | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Conroe Independent School District                                               | CONROE ISD                              | CUSIP: 2084185J8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $70985.80     | 0.03%             | 2043-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Conroe Independent School District                                               | CONROE ISD                              | CUSIP: 2084185L3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $112733.50    | 0.04%             | 2045-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Conroe Independent School District                                               | CONROE ISD                              | CUSIP: 2084185M1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $45951.74     | 0.02%             | 2050-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Cook IL Sales Tax Revenue                                              | COOK CNTY-REF-A                         | CUSIP: 213248CP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $92968.09     | 0.04%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Cook IL Sales Tax Revenue                                              | COOK CO-A-REF                           | CUSIP: 213248DE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $147737.55    | 0.06%             | 2045-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Corona-Norco Unified School District                                             | CORONA ETC USD-CABS-C                   | CUSIP: 219764LH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $9064.66      | 0.00%             | 2039-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Corpus Christi Independent School District                                       | CORPUS CHRISTI ISD                      | CUSIP: 220148CV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $77299.60     | 0.03%             | 2054-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Corpus Christi TX Utility System Revenue                                 | CORPUS CHRISTI-REF                      | CUSIP: 2202452L7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50968.64     | 0.02%             | 2049-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Corpus Christi TX Utility System Revenue                                 | CORPUS CHRISTI-REF                      | CUSIP: 2202455W0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $62617.44     | 0.02%             | 2050-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Corpus Christi TX Utility System Revenue                                 | CORPUS CHRISTI UTL SY                   | CUSIP: 220245WS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $47482.21     | 0.02%             | 2045-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Corsicana Independent School District                                            | CORSICANA ISD                           | CUSIP: 220435UF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $279827.24    | 0.11%             | 2056-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Creek County Educational Facilities Authority                                    | CREEK CO EDUCTNL FACS                   | CUSIP: 225472BV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $75580.72     | 0.03%             | 2048-09-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Crowley Independent School District                                              | CROWLEY INDEP SCH DT                    | CUSIP: 228130KG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $109100.11    | 0.04%             | 2048-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Crowley Independent School District                                              | CROWLEY INDEP SCH DT                    | CUSIP: 228130KH2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $52097.40     | 0.02%             | 2053-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Crowley Independent School District                                              | CROWLEY INDEP SCH DT                    | CUSIP: 228130KJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $83681.72     | 0.03%             | 2053-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Crowley Independent School District                                              | CROWLEY ISD                             | CUSIP: 228130LD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $67555.79     | 0.03%             | 2049-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Crowley Independent School District                                              | CROWLEY ISD                             | CUSIP: 228130LE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $51777.74     | 0.02%             | 2054-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Crowley Independent School District                                              | CROWLEY ISD                             | CUSIP: 228130LW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $79533.53     | 0.03%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Crowley Independent School District                                              | CROWLEY ISD                             | CUSIP: 228130LX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $116219.37    | 0.04%             | 2056-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cypress-Fairbanks Independent School District                                    | CYPRESS-FAIRBANKS TX                    | CUSIP: 232769FU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $29770.64     | 0.01%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cypress-Fairbanks Independent School District                                    | CYPRESS-FAIRBANKS ISD                   | CUSIP: 232769GP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $78318.35     | 0.03%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cypress-Fairbanks Independent School District                                    | CYPRESS-FAIRBANKS ISD                   | CUSIP: 232769GQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $63816.82     | 0.02%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cypress-Fairbanks Independent School District                                    | CYPRESS FAIRBANKS ISD                   | CUSIP: 232769MN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $65999.33     | 0.03%             | 2048-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FT WORTH-A-REF                   | CUSIP: 2350367U8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $65159.28     | 0.03%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS & FORT WORTH-B                   | CUSIP: 23503CAL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $47769.95     | 0.02%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS & FORT WORTH-B                   | CUSIP: 23503CBJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $134818.95    | 0.05%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS & FORT WORTH-B                   | CUSIP: 23503CBL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50040.59     | 0.02%             | 2042-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS & FORT WORTH-B                   | CUSIP: 23503CBM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $95921.49     | 0.04%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS & FORT WORTH-B                   | CUSIP: 23503CDD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $67655.89     | 0.03%             | 2047-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH                       | CUSIP: 23503CDY0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $28174.31     | 0.01%             | 2036-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH                       | CUSIP: 23503CEA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $61186.07     | 0.02%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH                       | CUSIP: 23503CEG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $69782.60     | 0.03%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH                       | CUSIP: 23503CEH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $43222.10     | 0.02%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH                       | CUSIP: 23503CEJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $53307.99     | 0.02%             | 2048-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH                       | CUSIP: 23503CEK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $27088.73     | 0.01%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS FORT WORTH-B                     | CUSIP: 23503CFH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $68836.42     | 0.03%             | 2050-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS FORT WORTH-B                     | CUSIP: 23503CFJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52464.06     | 0.02%             | 2056-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                        | DALLAS TX AREA RAPID                    | CUSIP: 235241WQ5<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51896.59     | 0.02%             | 2047-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                        | DALLAS TX AREA RAPID                    | CUSIP: 235241WS1<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |     60000 | PA      | $53840.24     | 0.02%             | 2051-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dallas Independent School District                                               | DALLAS ISD                              | CUSIP: 235308M34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $150757.78    | 0.06%             | 2048-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas Independent School District                                               | DALLAS ISD                              | CUSIP: 235308P98<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10391.76     | 0.00%             | 2049-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas Independent School District                                               | DALLAS ISD-A                            | CUSIP: 235308X73<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51901.70     | 0.02%             | 2051-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas Independent School District                                               | DALLAS ISD-A                            | CUSIP: 235308X81<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $73926.35     | 0.03%             | 2056-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| City of Dallas TX Waterworks & Sewer System Revenue                              | DALLAS-REV                              | CUSIP: 23542JK53<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $46185.03     | 0.02%             | 2054-10-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| City of Dallas TX Waterworks & Sewer System Revenue                              | DALLAS TX WTRWKS & SW                   | CUSIP: 23542JVL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $7271.45      | 0.00%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Dallas TX Waterworks & Sewer System Revenue                              | DALLAS -A -REV                          | CUSIP: 23542JZU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $78876.92     | 0.03%             | 2047-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Davie FL                                                                 | DAVIE EDUCTNL FACS                      | CUSIP: 23867PBU1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $130978.07    | 0.05%             | 2048-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of DeKalb GA Water & Sewerage Revenue                                     | DEKALB CO -REF -REV                     | CUSIP: 240523A75<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $56637.38     | 0.02%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of DeKalb GA Water & Sewerage Revenue                                     | DEKALB CO-A-REV                         | CUSIP: 240523E71<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10491.77     | 0.00%             | 2050-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of DeKalb GA Water & Sewerage Revenue                                     | DEKALB CO -REF -REV                     | CUSIP: 240523ZR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $54866.67     | 0.02%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Decatur AL Water & Sewer Revenue                                         | DECATUR-A-WARRANTS                      | CUSIP: 243002BL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $22284.09     | 0.01%             | 2050-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Delaware River Joint Toll Bridge Commission                                      | DE RIVER JT TOLL                        | CUSIP: 246343LL9<br>LEI: 549300N6IGAQMI0JLE23 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50398.11     | 0.02%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delaware River Port Authority                                                    | DELAWARE RIVER PORT-A                   | CUSIP: 246352HC5<br>LEI: 549300OBM31KJO8JR048 | Long             | DBT              | MUN               | US        |     75000 | PA      | $78156.98     | 0.03%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delaware River Port Authority                                                    | DELAWARE RIVER PRT                      | CUSIP: 246352JK5<br>LEI: 549300OBM31KJO8JR048 | Long             | DBT              | MUN               | US        |     50000 | PA      | $55490.34     | 0.02%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Delray Beach FL Water & Sewer Revenue                                    | DELRAY BEACH-REV                        | CUSIP: 247325PY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $68599.16     | 0.03%             | 2055-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Denison Independent School District                                              | DENISON ISD-REF                         | CUSIP: 248415ZD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $92386.79     | 0.04%             | 2053-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Denton Independent School District                                               | DENTON ISD-BLDG                         | CUSIP: 249002GG5<br>LEI: 5493005I9W678SUI0Z07 | Long             | DBT              | MUN               | US        |     30000 | PA      | $28014.07     | 0.01%             | 2048-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Denton Independent School District                                               | DENTON ISD                              | CUSIP: 249002HN9<br>LEI: 5493005I9W678SUI0Z07 | Long             | DBT              | MUN               | US        |     75000 | PA      | $44804.50     | 0.02%             | 2048-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Denton Independent School District                                               | DENTON ISD                              | CUSIP: 249002LT1<br>LEI: 5493005I9W678SUI0Z07 | Long             | DBT              | MUN               | US        |    100000 | PA      | $111540.84    | 0.04%             | 2036-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denton Independent School District                                               | DENTON ISD                              | CUSIP: 249002LU8<br>LEI: 5493005I9W678SUI0Z07 | Long             | DBT              | MUN               | US        |     75000 | PA      | $83158.49     | 0.03%             | 2037-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denton Independent School District                                               | DENTON ISD                              | CUSIP: 249002LZ7<br>LEI: 5493005I9W678SUI0Z07 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10828.22     | 0.00%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denton Independent School District                                               | DENTON ISD                              | CUSIP: 249002MB9<br>LEI: 5493005I9W678SUI0Z07 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41670.55     | 0.02%             | 2048-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denton Independent School District                                               | DENTON ISD                              | CUSIP: 249002MC7<br>LEI: 5493005I9W678SUI0Z07 | Long             | DBT              | MUN               | US        |    110000 | PA      | $113380.48    | 0.04%             | 2053-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Board of Water Commissioners City & County of Denver/The                         | DENVER CITY & CO-A                      | CUSIP: 24916PKE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $31269.43     | 0.01%             | 2050-12-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Denver City & County School District No 1                                        | DENVER SD #1                            | CUSIP: 249174VQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5053.15      | 0.00%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denver City & County School District No 1                                        | DENVER CITY CO SD #1                    | CUSIP: 249174XZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $39439.39     | 0.02%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Denver City & County School District No 1                                        | DENVER CO SD#1-A                        | CUSIP: 249174YW7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $122250.64    | 0.05%             | 2036-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Denver City & County School District No 1                                        | DENVER CO SD#1-A                        | CUSIP: 249174YX5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5786.97      | 0.00%             | 2037-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City & County of Denver CO Pledged Excise Tax Revenue                            | DENVER CITY/CO-A-REF                    | CUSIP: 24917DAU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $138887.16    | 0.05%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City & County of Denver CO Pledged Excise Tax Revenue                            | DENVER CO CITY & CNTY                   | CUSIP: 24917DCR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $81814.38     | 0.03%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City & County of Denver CO Airport System Revenue                                | DENVER-B-ARPT REV                       | CUSIP: 249182GJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $184990.36    | 0.07%             | 2043-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City & County of Denver CO Airport System Revenue                                | DENVER CITY & CNTY CO                   | CUSIP: 249182RS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $67735.73     | 0.03%             | 2047-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City & County of Denver CO Airport System Revenue                                | DENVER CITY & CNTY CO                   | CUSIP: 249182RT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $78304.39     | 0.03%             | 2053-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Deschutes Public Library District                                                | DESCHUTES PUB LIBR DI                   | CUSIP: 250353BL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $78345.60     | 0.03%             | 2041-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Desert Community College District                                                | DESERT CCD-REF                          | CUSIP: 250375HB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50115.00     | 0.02%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Desert Community College District                                                | DESERT CMNTY CLG DT-A                   | CUSIP: 250375KW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $61370.13     | 0.02%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Desert Community College District                                                | DESERT CCD                              | CUSIP: 250375NC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $23677.19     | 0.01%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Desert Sands Unified School District                                             | DESERT SANDS UNIF SD                    | CUSIP: 250433WR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $96119.11     | 0.04%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Detroit Downtown Development Authority                                           | DETROIT DOWNTOWN DEV                    | CUSIP: 251135HU6<br>LEI: 549300WO3NSMP6FECO66 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30973.47     | 0.01%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                             | DT OF COLUMBIA                          | CUSIP: 25476FA24<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     35000 | PA      | $37978.06     | 0.01%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                             | DT OF COLUMBIA                          | CUSIP: 25476FA40<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     65000 | PA      | $69155.46     | 0.03%             | 2045-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                             | DT OF COLUMBIA                          | CUSIP: 25476FA57<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26428.11     | 0.01%             | 2048-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                             | DIST OF COLUMBIA-A                      | CUSIP: 25476FE20<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     45000 | PA      | $50308.97     | 0.02%             | 2038-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                             | DIST OF COLUMBIA-A                      | CUSIP: 25476FE46<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    100000 | PA      | $111266.19    | 0.04%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                             | DIST OF COLUMBIA-A                      | CUSIP: 25476FE53<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     45000 | PA      | $49913.18     | 0.02%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                             | DIST OF COLUMBIA-A                      | CUSIP: 25476FE79<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     85000 | PA      | $93118.69     | 0.04%             | 2043-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                             | DIST OF COLUMBIA-A                      | CUSIP: 25476FE87<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10863.96     | 0.00%             | 2044-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                             | DIST OF COLUMBIA-A                      | CUSIP: 25476FF37<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    100000 | PA      | $104629.95    | 0.04%             | 2049-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                             | COLUMBIA DT-A                           | CUSIP: 25476FL71<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     50000 | PA      | $55629.16     | 0.02%             | 2042-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                             | COLUMBIA DT-A                           | CUSIP: 25476FM21<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     30000 | PA      | $32519.19     | 0.01%             | 2045-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                             | DT OF COLUMBIA-B-REF                    | CUSIP: 25476FN61<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     90000 | PA      | $103391.26    | 0.04%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                             | DT OF COLUMBIA-B-REF                    | CUSIP: 25476FN95<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    100000 | PA      | $112863.26    | 0.04%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                             | DIST OF COLUMBIA-D                      | CUSIP: 25476FVK1<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20291.15     | 0.01%             | 2042-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                             | DIST OF COLUMBIA-A                      | CUSIP: 25476FWG9<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     45000 | PA      | $46182.34     | 0.02%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                             | DIST OF COLUMBIA                        | CUSIP: 25476FXP8<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     60000 | PA      | $63070.90     | 0.02%             | 2036-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                             | DIST OF COLUMBIA                        | CUSIP: 25476FXS2<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20098.37     | 0.01%             | 2039-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                             | DT OF COLUMBIA -REF-E                   | CUSIP: 25476FZH4<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15359.38     | 0.01%             | 2037-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                             | DT OF COLUMBIA                          | CUSIP: 25476FZZ4<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     85000 | PA      | $92701.74     | 0.04%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Income Tax Revenue                                          | DIST OF COLUMBIA INCO                   | CUSIP: 25477GPH2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $70931.17     | 0.03%             | 2037-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Income Tax Revenue                                          | DIST OF COLUMBIA INCO                   | CUSIP: 25477GPN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9770.46      | 0.00%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Income Tax Revenue                                          | DIST OF COLUMBIA INC                    | CUSIP: 25477GRT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $42402.07     | 0.02%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Income Tax Revenue                                          | DIST OF COLUMBIA INC                    | CUSIP: 25477GRV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $79116.03     | 0.03%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Income Tax Revenue                                          | DIST OF COLUMBIA INC                    | CUSIP: 25477GRX5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $74951.51     | 0.03%             | 2045-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| District of Columbia Income Tax Revenue                                          | DIST OF COLUMBIA INC                    | CUSIP: 25477GRY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $14549.97     | 0.01%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Income Tax Revenue                                          | DT OF COLUMBIA-A-REV                    | CUSIP: 25477GUN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $154194.98    | 0.06%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Income Tax Revenue                                          | DT OF COLUMBIA-A-REV                    | CUSIP: 25477GUQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $81865.47     | 0.03%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Income Tax Revenue                                          | DT OF COLUMBIA-A-REV                    | CUSIP: 25477GUR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $38067.54     | 0.01%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Income Tax Revenue                                          | DT OF COLUMBIA-A-REV                    | CUSIP: 25477GUU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5368.14      | 0.00%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Income Tax Revenue                                          | DT OF COLUMBIA-A-REV                    | CUSIP: 25477GUW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26069.00     | 0.01%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Income Tax Revenue                                          | DT OF COLUMBIA-C-REF                    | CUSIP: 25477GVS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $55262.96     | 0.02%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Income Tax Revenue                                          | COLUMBIA DT-A                           | CUSIP: 25477GVV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $27586.14     | 0.01%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Income Tax Revenue                                          | COLUMBIA DT-A                           | CUSIP: 25477GVX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $109440.35    | 0.04%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Income Tax Revenue                                          | COLUMBIA DT-A                           | CUSIP: 25477GVY8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $16334.66     | 0.01%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Income Tax Revenue                                          | COLUMBIA DT-A                           | CUSIP: 25477GVZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5412.15      | 0.00%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Income Tax Revenue                                          | COLUMBIA DT-A                           | CUSIP: 25477GWB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $132259.51    | 0.05%             | 2048-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| District of Columbia Income Tax Revenue                                          | DIST OF COLUMBIA -A                     | CUSIP: 25477GWM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $169803.66    | 0.07%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Income Tax Revenue                                          | COLUMBIA DT-A-REF                       | CUSIP: 25477GYC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $57178.37     | 0.02%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Income Tax Revenue                                          | COLUMBIA DT-A-REF                       | CUSIP: 25477GYD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $11361.03     | 0.00%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Income Tax Revenue                                          | COLUMBIA DT-A-REF                       | CUSIP: 25477GYF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $134839.81    | 0.05%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Income Tax Revenue                                          | COLUMBIA DT-A-REF                       | CUSIP: 25477GYM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5385.26      | 0.00%             | 2045-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Income Tax Revenue                                          | COLUMBIA DT-A-REF                       | CUSIP: 25477GYN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $114987.61    | 0.04%             | 2050-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Income Tax Revenue                                          | COLUMBIA DT-A-REF                       | CUSIP: 25477GYP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $106390.28    | 0.04%             | 2050-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority                                     | DIST OF COLUMBIA WTR                    | CUSIP: 254845MX5<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25168.98     | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority                                     | DIST OF COLUMBIA WTR                    | CUSIP: 254845NY2<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |      5000 | PA      | $4989.12      | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority                                     | DIST OF COLUMBIA WTR                    | CUSIP: 254845QA1<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35616.99     | 0.01%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority                                     | DC WTR & SWR AUTH-A                     | CUSIP: 254845TW0<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |     15000 | PA      | $17003.95     | 0.01%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority                                     | DC WTR & SWR AUTH-A                     | CUSIP: 254845TY6<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16778.49     | 0.01%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority                                     | DC WTR & SWR AUTH-A                     | CUSIP: 254845UC2<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |     70000 | PA      | $76935.11     | 0.03%             | 2042-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority                                     | DT OF COLUMBIA-B-REF                    | CUSIP: 254845VT4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5325.05      | 0.00%             | 2050-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority                                     | DC WTR & SWR AUTH -A                    | CUSIP: 254845WN6<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |    100000 | PA      | $113113.23    | 0.04%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority                                     | DC WTR & SWR AUTH -A                    | CUSIP: 254845WP1<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |     45000 | PA      | $50595.78     | 0.02%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                             | UNREF-DC-REF                            | CUSIP: 25484JDH0<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101355.14    | 0.04%             | 2036-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Douglas County School District No Re-1 Douglas & Elbert Counties                 | DOUGLAS CO SD#RE-1                      | CUSIP: 258885S29<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $50506.75     | 0.02%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Douglas County Public Utility District No 1 Wells Hydroelectric Project Revenue  | DOUGLAS CNTY PUB UTIL                   | CUSIP: 259561TW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $36674.85     | 0.01%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Downey Unified School District                                                   | DOWNEY UNIF SD -A                       | CUSIP: 261005SN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $96140.72     | 0.04%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Downey Unified School District                                                   | DOWNEY UNIF SD -A                       | CUSIP: 261005SS2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $14093.46     | 0.01%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dripping Springs Independent School District/TX                                  | DRIPPING SPRINGS ISD                    | CUSIP: 262061VC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26329.29     | 0.01%             | 2055-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dublin Unified School District                                                   | DUBLIN USD-B                            | CUSIP: 26362VTG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $43978.38     | 0.02%             | 2053-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dutchess County Local Development Corp                                           | DUTCHESS CO DEV-REF                     | CUSIP: 267045JX1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10113.62     | 0.00%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dutchess County Local Development Corp                                           | DUTCHESS CO DEV-REF                     | CUSIP: 267045JY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4686.67      | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| E-470 Public Highway Authority                                                   | E-470 HWY-CABS                          | CUSIP: 26822LLS1<br>LEI: 549300164ZV2301BC703 | Long             | DBT              | MUN               | US        |      5000 | PA      | $2916.93      | 0.00%             | 2040-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| E-470 Public Highway Authority                                                   | E-470 HWY-CABS                          | CUSIP: 26822LLT9<br>LEI: 549300164ZV2301BC703 | Long             | DBT              | MUN               | US        |     15000 | PA      | $8319.91      | 0.00%             | 2041-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Eagle Mountain & Saginaw Independent School District                             | EAGLE MOUNTAIN & SAGI                   | CUSIP: 269696MD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $13632.95     | 0.01%             | 2050-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eagle Mountain & Saginaw Independent School District                             | EAGLE MOUNTAIN ISD                      | CUSIP: 269696RH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $31406.63     | 0.01%             | 2052-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eagle Mountain & Saginaw Independent School District                             | EAGLE MOUNTAIN ISD                      | CUSIP: 269696TG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26031.61     | 0.01%             | 2055-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| East Baton Rouge Sewerage Commission                                             | E BATON ROUGE PARISH                    | CUSIP: 270618FQ9<br>LEI: 5493006BC84VNIRSCG97 | Long             | DBT              | MUN               | US        |     80000 | PA      | $78282.64     | 0.03%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| East Bay Municipal Utility District Water System Revenue                         | E BAY MUD-A                             | CUSIP: 271014Q62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26435.78     | 0.01%             | 2049-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| East Bay Municipal Utility District Water System Revenue                         | E BAY MUD-A                             | CUSIP: 271014Q70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5251.96      | 0.00%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| East Bay Municipal Utility District Water System Revenue                         | E BAY MUD-A-REV                         | CUSIP: 271014X80<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $53689.47     | 0.02%             | 2051-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| East Bay Municipal Utility District Water System Revenue                         | E BAY MUD-A-REV                         | CUSIP: 271014X98<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $47954.26     | 0.02%             | 2056-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| East Bay Municipal Utility District Water System Revenue                         | E BAY MUD-B-REF-REV                     | CUSIP: 271014Y30<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $65092.79     | 0.03%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| East Bay Municipal Utility District Water System Revenue                         | E BAY MUD-B-REF-REV                     | CUSIP: 271014Y48<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $58693.46     | 0.02%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| East Bay Municipal Utility District Water System Revenue                         | E BAY MUD-B-REF-REV                     | CUSIP: 271014Y55<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $46584.87     | 0.02%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Ector TX                                                               | ECTOR CNTY-CTFS OBLIG                   | CUSIP: 279245KV5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $133556.93    | 0.05%             | 2050-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Edmond Public Works Authority                                                    | EDMOND PUB WKS AUTH                     | CUSIP: 28112NHY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $91186.32     | 0.04%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EHOVE Joint Vocational School District                                           | EHOVE JT VOC SD                         | CUSIP: 282407DG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50943.56     | 0.02%             | 2061-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| El Camino Community College District                                             | EL CAMINO CCD-C-CABS                    | CUSIP: 282726DY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $32199.82     | 0.01%             | 2038-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| El Monte Union High School District                                              | EL MONTE UHSD-CABS                      | CUSIP: 283353QM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $5096.29      | 0.00%             | 2042-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| El Paso County School District No 20 Academy                                     | EL PASO CO SD#20                        | CUSIP: 283461G88<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10001.51     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of El Paso TX                                                               | EL PASO TX-C                            | CUSIP: 2837345U1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $92191.11     | 0.04%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of El Paso TX                                                               | EL PASO REV CTFS OBLG                   | CUSIP: 283734F71<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50172.87     | 0.02%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of El Paso TX                                                               | EL PASO-CTFS OBLIG                      | CUSIP: 283734V73<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $47881.91     | 0.02%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| El Paso Independent School District                                              | EL PASO ISD                             | CUSIP: 283770MX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4814.93      | 0.00%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| El Paso Independent School District                                              | EL PASO ISD-UNREFUND                    | CUSIP: 283770PE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $32113.29     | 0.01%             | 2048-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of El Paso TX Water & Sewer Revenue                                         | EL PASO TX WTR & SWR                    | CUSIP: 283822WJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $48883.54     | 0.02%             | 2049-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of El Paso TX Water & Sewer Revenue                                         | EL PASO-A-REV                           | CUSIP: 283822XD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $71802.14     | 0.03%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of El Paso TX Water & Sewer Revenue                                         | EL PASO -REV                            | CUSIP: 283822YB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10507.86     | 0.00%             | 2049-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of El Paso TX Water & Sewer Revenue                                         | EL PASO WTR & SWR-REF                   | CUSIP: 283822ZW7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26395.23     | 0.01%             | 2050-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Elk Grove Unified School District                                                | ELK GROVE USD                           | CUSIP: 287281XE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $27869.23     | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Elk Grove Unified School District                                                | ELK GROVE UNIF SD                       | CUSIP: 287281ZC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10011.87     | 0.00%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Elk Grove Unified School District                                                | ELK GROVE UNIF SD                       | CUSIP: 287281ZE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $19966.58     | 0.01%             | 2055-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ellis County Unified School District No 489 Hays                                 | ELLIS CO USD #489-B                     | CUSIP: 288695EW5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5177.17      | 0.00%             | 2047-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ellis County Unified School District No 489 Hays                                 | ELLIS CO USD #489-B                     | CUSIP: 288695EX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $31233.29     | 0.01%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest                                                                 | ENERGY NW ELEC REV-A                    | CUSIP: 29270C2S3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52786.85     | 0.02%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest                                                                 | ENERGY NW ELEC REV-A                    | CUSIP: 29270C2T1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $210606.56    | 0.08%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest                                                                 | ENERGY NW-A-REF                         | CUSIP: 29270C3Q6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $101671.03    | 0.04%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest                                                                 | ENERGY NW ELEC REV                      | CUSIP: 29270C4K8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $182376.10    | 0.07%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest                                                                 | ENERGY N W-A-REF                        | CUSIP: 29270C4V4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $98934.76     | 0.04%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest                                                                 | ENERGY NW-A-REF                         | CUSIP: 29270C5K7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $66489.87     | 0.03%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest                                                                 | ENERGY NW-A-REF                         | CUSIP: 29270C5T8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $185022.59    | 0.07%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest                                                                 | ENERGY NW-A-REF                         | CUSIP: 29270C5X9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $101476.48    | 0.04%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest                                                                 | ENERGY N W WA-SER A                     | CUSIP: 29270C6U4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $11064.03     | 0.00%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest                                                                 | ENERGY N W WA-SER A                     | CUSIP: 29270C6V2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $32965.96     | 0.01%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest                                                                 | ENERGY N W WA-A-REF                     | CUSIP: 29270C7C3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5607.15      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Escondido Union High School District                                             | ESCONDIDO HSD-C-CABS                    | CUSIP: 296353MA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $12400.10     | 0.00%             | 2051-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Florida Atlantic University Finance Corp                                         | FAU FIN CORP                            | CUSIP: 31200CEX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25841.31     | 0.01%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Atlantic University Finance Corp                                         | FAU FIN CORP                            | CUSIP: 31200CEY8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $71542.65     | 0.03%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fayetteville School District No 1                                                | FAYETTEVILLE SD#1-REF                   | CUSIP: 312680CY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $97579.24     | 0.04%             | 2046-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fayetteville School District No 1                                                | FAYETTEVILLE SD#1-REF                   | CUSIP: 312680DC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $67324.08     | 0.03%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fircrest Properties                                                              | FIRCREST PROPERTIES                     | CUSIP: 318094AT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $64413.49     | 0.02%             | 2049-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fishers Town Hall Building Corp                                                  | FISHERS TWN HALL -A                     | CUSIP: 338042EK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $97657.22     | 0.04%             | 2053-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Florida Development Finance Corp                                                 | FL ST DEV FIN CORP-A                    | CUSIP: 34061UKQ0<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |     10000 | PA      | $9222.63      | 0.00%             | 2056-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Higher Educational Facilities Financing Authority                        | HIGHER EDUCTNL FACS-A                   | CUSIP: 34073TNP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $14829.50     | 0.01%             | 2048-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Florida Higher Educational Facilities Financing Authority                        | HIGHER EDUCTNL FACS-A                   | CUSIP: 34073TNQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $43392.06     | 0.02%             | 2050-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Florida                                                                 | FL ST DEPT TRANSPRN-A                   | CUSIP: 34115PDB8<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |     15000 | PA      | $14246.10     | 0.01%             | 2053-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| State of Florida                                                                 | FLORIDA ST-B                            | CUSIP: 34115PFN0<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |     55000 | PA      | $58149.40     | 0.02%             | 2050-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida State Board of Governors                                                 | FLORIDA ST-A                            | CUSIP: 34157NBE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $18546.11     | 0.01%             | 2053-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| State of Florida Department of Transportation Turnpike System Revenue            | FLORIDA ST-DOT-D                        | CUSIP: 343137A54<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $113968.99    | 0.04%             | 2055-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| State of Florida Department of Transportation Turnpike System Revenue            | FLORIDA ST-DOT-A                        | CUSIP: 343137E27<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $62020.44     | 0.02%             | 2053-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| State of Florida Department of Transportation Turnpike System Revenue            | FLORIDA ST-DOT-A                        | CUSIP: 343137E43<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $49491.55     | 0.02%             | 2055-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State of Florida Department of Transportation Turnpike System Revenue            | FL TURNPIKE-A                           | CUSIP: 343137EC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $47558.38     | 0.02%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Florida Department of Transportation Turnpike System Revenue            | FLORIDA ST TURNPK-B                     | CUSIP: 343137GE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $73188.49     | 0.03%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of Florida Department of Transportation Turnpike System Revenue            | FL ST DOT -C                            | CUSIP: 343137MR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $88880.93     | 0.03%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of Florida Department of Transportation Turnpike System Revenue            | FL ST DOT TURNPIKE-RE                   | CUSIP: 343137QK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15680.39     | 0.01%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Florida Department of Transportation Turnpike System Revenue            | FL ST DOT TURNPIKE-RE                   | CUSIP: 343137QQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $61912.55     | 0.02%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Florida Department of Transportation Turnpike System Revenue            | FL DEPT OF TRANSPRT-B                   | CUSIP: 343137TF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $138548.09    | 0.05%             | 2051-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Florida Department of Transportation Turnpike System Revenue            | FL DEPT OF TRANSPRT-B                   | CUSIP: 343137TJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9131.62      | 0.00%             | 2054-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Florida Department of Transportation Turnpike System Revenue            | FL ST DEPT-C                            | CUSIP: 343137UM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $41564.43     | 0.02%             | 2051-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Folsom Cordova Unified School District                                           | FOLSOM CORDOVA USD-D                    | CUSIP: 34440PBY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $49105.46     | 0.02%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fontana Public Facilities Financing Authority                                    | FONTANA PUBLIC-A-REF                    | CUSIP: 34461BCP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $47220.82     | 0.02%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                                  | FOOTHILL E TRANSP-B1                    | CUSIP: 345105GT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $102831.06    | 0.04%             | 2053-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                                  | FOOTHILL E TRANSP-CAB                   | CUSIP: 345105HU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $6926.78      | 0.00%             | 2037-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                                  | FOOTHILL E TRANSP-A                     | CUSIP: 345105JH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $173318.63    | 0.07%             | 2046-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Forney Independent School District                                               | FORNEY ISD-A                            | CUSIP: 346425FZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $14306.25     | 0.01%             | 2051-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Forney Independent School District                                               | FORNEY ISD                              | CUSIP: 346425JX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51782.66     | 0.02%             | 2048-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Forney Independent School District                                               | FORNEY ISD-REF                          | CUSIP: 346425ML2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $105855.08    | 0.04%             | 2055-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| County of Fort Bend TX                                                           | FORT BEND CO                            | CUSIP: 346766H50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $99845.81     | 0.04%             | 2053-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| County of Fort Bend TX Toll Road Revenue                                         | FORT BEND CO-REV-REF                    | CUSIP: 346817FT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $31580.63     | 0.01%             | 2050-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fort Bend Grand Parkway Toll Road Authority                                      | FORT BEND GRAND PKWY                    | CUSIP: 346832CL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $17327.21     | 0.01%             | 2046-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fort Bend Independent School District                                            | FORT BEND ISD-A-REF                     | CUSIP: 346843WQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $50416.64     | 0.02%             | 2049-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fort Bend County Texas Public Facility Corp                                      | FORT BEND CO PUB FAC                    | CUSIP: 34687KAW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51461.97     | 0.02%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Fort Lauderdale FL Water & Sewer Revenue                                 | FT LAUDERDALE WTR/SWR                   | CUSIP: 347658YC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $42635.85     | 0.02%             | 2048-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| City of Fort Lauderdale FL Water & Sewer Revenue                                 | FORT LAUDERDALE-A                       | CUSIP: 347658ZA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $220728.44    | 0.09%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| City of Fort Lauderdale FL Water & Sewer Revenue                                 | FORT LAUDERDALE-B                       | CUSIP: 347658ZY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $32301.72     | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| City of Fort Myers FL Utility System Revenue                                     | FORT MYERS-A-REV-REF                    | CUSIP: 348172UG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25015.05     | 0.01%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Fort Myers FL Utility System Revenue                                     | FORT MYERS-A-REV-REF                    | CUSIP: 348172UH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $23034.60     | 0.01%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Fort Myers FL Utility System Revenue                                     | FORT MYERS-REF                          | CUSIP: 348172VX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $110045.85    | 0.04%             | 2053-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fort Pierce Utilities Authority                                                  | FORT PIERCE UTL AUTH                    | CUSIP: 348430PV5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $89180.35     | 0.03%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fort Worth Independent School District                                           | FORT WORTH ISD                          | CUSIP: 349461ED1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $28285.43     | 0.01%             | 2048-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fort Worth Independent School District                                           | FORT WORTH ISD                          | CUSIP: 349461FF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10427.08     | 0.00%             | 2049-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Fort Worth TX Water & Sewer System Revenue                               | FORT WORTH-REV                          | CUSIP: 349515W28<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $37738.66     | 0.01%             | 2053-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Franklin County Convention Facilities Authority                                  | FRANKLIN CO OH CONVEN                   | CUSIP: 35317EAT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40364.38     | 0.02%             | 2051-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fremont Union High School District                                               | FREMONT CA UNION HIGH                   | CUSIP: 357172ZW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $34727.29     | 0.01%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fresno Unified School District                                                   | FRESNO USD-A-REF                        | CUSIP: 3582323J3<br>LEI: 549300WL4QIP65TFU882 | Long             | DBT              | MUN               | US        |    110000 | PA      | $109100.29    | 0.04%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fresno Unified School District                                                   | FRESNO USD-B-REF                        | CUSIP: 3582324A1<br>LEI: 549300WL4QIP65TFU882 | Long             | DBT              | MUN               | US        |     50000 | PA      | $47599.05     | 0.02%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fullerton Joint Union High School District                                       | FULLERTON JT UN HSD-A                   | CUSIP: 359796LE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $84504.36     | 0.03%             | 2054-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Fulton GA Water & Sewerage Revenue                                     | FULTON CO -A -WTR SWR                   | CUSIP: 360066PN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $43892.56     | 0.02%             | 2041-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| County of Fulton GA Water & Sewerage Revenue                                     | FULTON CO -A -WTR SWR                   | CUSIP: 360066PP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $19052.72     | 0.01%             | 2042-01-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| County of Fulton GA Water & Sewerage Revenue                                     | FULTON CO -A -WTR SWR                   | CUSIP: 360066PR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $29523.28     | 0.01%             | 2044-01-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| City of Gainesville FL Utilities System Revenue                                  | GAINESVILLE UTIL-A                      | CUSIP: 362848UK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5119.09      | 0.00%             | 2037-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Gainesville FL Utilities System Revenue                                  | GAINESVILLE UTL-A-UNR                   | CUSIP: 362848VK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15483.37     | 0.01%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Gainesville FL Utilities System Revenue                                  | GAINESVILLE UTL-A-UNR                   | CUSIP: 362848VL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $76762.88     | 0.03%             | 2047-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Garden Grove Public Financing Authority                                          | GARDEN GROVE PUB-A                      | CUSIP: 36527RBP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26310.99     | 0.01%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Garland TX Electric Utility System Revenue                               | GARLAND ELEC UTIL-REF                   | CUSIP: 366133NB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $13389.95     | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Garland Independent School District                                              | GARLAND ISD-A                           | CUSIP: 3661552D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51864.32     | 0.02%             | 2048-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Garland Independent School District                                              | GARLAND ISD-A                           | CUSIP: 366155Z69<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $82787.52     | 0.03%             | 2037-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Garland Independent School District                                              | GARLAND ISD-A                           | CUSIP: 366155Z77<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $43941.89     | 0.02%             | 2038-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Garland Independent School District                                              | GARLAND ISD-A                           | CUSIP: 366155Z93<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $76177.33     | 0.03%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgetown Independent School District                                           | GEORGETOWN ISD                          | CUSIP: 373046A68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $96324.96     | 0.04%             | 2047-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| City of Georgetown TX Utility System Revenue                                     | GEORGETOWN-REV                          | CUSIP: 373064Q31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $58463.10     | 0.02%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Georgetown TX Utility System Revenue                                     | GEORGETOWN-REV                          | CUSIP: 373064Q49<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9610.26      | 0.00%             | 2047-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| City of Georgetown TX Utility System Revenue                                     | GEORGETOWN-REV                          | CUSIP: 373064Q56<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $62082.63     | 0.02%             | 2052-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC AUTH OF GA                    | CUSIP: 37329DBS5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |     60000 | PA      | $56220.41     | 0.02%             | 2049-01-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| State of Georgia                                                                 | GEORGIA ST-A-2                          | CUSIP: 373385AV5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $91460.59     | 0.04%             | 2037-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Georgia Ports Authority                                                          | GEORGIA ST PORTS AUTH                   | CUSIP: 373586GS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $43549.58     | 0.02%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Georgia Ports Authority                                                          | GEORGIA ST PORTS AUTH                   | CUSIP: 373586GU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $112093.99    | 0.04%             | 2051-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Georgia Ports Authority                                                          | GEORGIA ST PORTS AUTH                   | CUSIP: 373586GV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $50550.09     | 0.02%             | 2051-07-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Georgia Ports Authority                                                          | GEORGIA PORTS AUTH                      | CUSIP: 373586HR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $64455.34     | 0.02%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia Ports Authority                                                          | GEORGIA PORTS AUTH                      | CUSIP: 373586HV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $83512.31     | 0.03%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Georgia Ports Authority                                                          | GEORGIA PORTS AUTH                      | CUSIP: 373586HW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52408.82     | 0.02%             | 2052-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Gilbert Water Resource Municipal Property Corp                                   | GILBERT TWN WTR RES                     | CUSIP: 37530ACF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5046.27      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gilbert Water Resource Municipal Property Corp                                   | GILBERT TWN WTR RES                     | CUSIP: 37530ACH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $34621.18     | 0.01%             | 2047-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Glendale Community College District                                              | GLENDALE CMNTY CLG DT                   | CUSIP: 378394JA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $97463.80     | 0.04%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Glendale Community College District                                              | GLENDALE CLG DT-A                       | CUSIP: 378394KY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $95519.72     | 0.04%             | 2050-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Glendale Community College District                                              | GLENDALE CLG DT-A                       | CUSIP: 378394LA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $157817.69    | 0.06%             | 2055-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                                | GRAND PARKWAY-CABS-B                    | CUSIP: 38611TAR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15696.67     | 0.01%             | 2046-10-01      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                                | GRAND PARKWAY-CABS-B                    | CUSIP: 38611TAS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $156848.70    | 0.06%             | 2047-10-01      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                                | GRAND PKWY TRANSPRTN                    | CUSIP: 38611TBM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $31024.14     | 0.01%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                                | GRAND PKWY TRANSPRTN                    | CUSIP: 38611TBP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51524.88     | 0.02%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                                | GRAND PKWY TRANSPRTN                    | CUSIP: 38611TBQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $251087.52    | 0.10%             | 2043-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                                | GRAND PKWY TRANSPRTN                    | CUSIP: 38611TBR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $116924.04    | 0.05%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                                | GRAND PKWY TRANSPRTN                    | CUSIP: 38611TCB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $169204.05    | 0.07%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                                | GRAND PKWY TRANSPRTN                    | CUSIP: 38611TCC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $193555.38    | 0.07%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                                | GRAND PKWY TRANSPRTN                    | CUSIP: 38611TCD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $35726.94     | 0.01%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Grand River Dam Authority                                                        | GRAND RIVER DAM AUTH                    | CUSIP: 386442ZH3<br>LEI: 549300XGK5KWQHON4Q79 | Long             | DBT              | MUN               | US        |     60000 | PA      | $64811.43     | 0.02%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Grand River Dam Authority                                                        | GRAND RIVER DAM-A-REF                   | CUSIP: 386442ZY6<br>LEI: 549300XGK5KWQHON4Q79 | Long             | DBT              | MUN               | US        |     35000 | PA      | $38147.50     | 0.01%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Grayson County Junior College District/TX                                        | GRAYSON CO JUNIOR CLG                   | CUSIP: 389712HP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $23010.95     | 0.01%             | 2049-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Great Lakes Water Authority Sewage Disposal System Revenue                       | GREAT LAKES WTR -B                      | CUSIP: 39081HEM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $105030.13    | 0.04%             | 2052-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Great Lakes Water Authority Water Supply System Revenue                          | GREAT LAKES MI WTR AU                   | CUSIP: 39081JAB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $130186.90    | 0.05%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Great Lakes Water Authority Water Supply System Revenue                          | GREAT LAKES MI WTR AU                   | CUSIP: 39081JBE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $95283.62     | 0.04%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Great Lakes Water Authority Water Supply System Revenue                          | GREAT LAKES WTR AUTH                    | CUSIP: 39081JEV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5182.25      | 0.00%             | 2052-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Great Lakes Water Authority Water Supply System Revenue                          | GREAT LAKES WTR-A                       | CUSIP: 39081JFT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $122706.58    | 0.05%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Great Lakes Water Authority Water Supply System Revenue                          | GREAT LAKES WTR-B                       | CUSIP: 39081JGP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $95110.48     | 0.04%             | 2048-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Great Lakes Water Authority Water Supply System Revenue                          | GREAT LAKES WTR-C                       | CUSIP: 39081JJS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $115184.04    | 0.04%             | 2055-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Great Lakes Water Authority Water Supply System Revenue                          | GREAT LAKES WTR-D                       | CUSIP: 39081JKP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26532.29     | 0.01%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Greater Texoma Utility Authority                                                 | GTR TEXOMA UTIL AUTH                    | CUSIP: 39239H5W9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4569.73      | 0.00%             | 2053-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Greater Texoma Utility Authority                                                 | GTR TEXOMA UTIL AUTH                    | CUSIP: 39239MAU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4678.70      | 0.00%             | 2053-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Greenville-Spartanburg Airport District                                          | GREENVILLE-SPARTAN-A                    | CUSIP: 396613DJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26041.84     | 0.01%             | 2054-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Greenville TX Electric System Revenue                                    | GREENVILLE ELEC-REF                     | CUSIP: 396706JC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25366.87     | 0.01%             | 2054-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Greenville TX Waterworks & Sewer System Revenue                          | GREENVILLE -REV                         | CUSIP: 396757KL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $28315.72     | 0.01%             | 2054-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Greenwood Independent School District                                            | GREENWOOD INDP SCH DI                   | CUSIP: 397370KH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15445.28     | 0.01%             | 2049-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Greenwood Independent School District                                            | GREENWOOD INDP SCH DI                   | CUSIP: 397370KJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $44617.53     | 0.02%             | 2054-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Grossmont-Cuyamaca Community College District                                    | GROSSMONT ETC CCD-B                     | CUSIP: 399267GT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $24151.81     | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Guilford NC                                                            | GUILFORD CO                             | CUSIP: 401784X57<br>LEI: 549300OUKUGQGH8RCL96 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35451.99     | 0.01%             | 2043-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gwinnett County School District                                                  | GWINNETT CO SD                          | CUSIP: 403755V65<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5248.38      | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gwinnett County School District                                                  | GWINNETT CO SD                          | CUSIP: 403755X97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35979.59     | 0.01%             | 2037-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hampton Roads Sanitation District                                                | HAMPTON ROADS-B                         | CUSIP: 409327MR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5380.04      | 0.00%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hampton Roads Sanitation District                                                | HAMPTON ROADS-B                         | CUSIP: 409327MU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $67546.61     | 0.03%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hampton Roads Transportation Accountability Commission                           | HAMPTON ROADS VA TRAN                   | CUSIP: 409328AR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9727.43      | 0.00%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hampton Roads Transportation Accountability Commission                           | HAMPTON ROADS VA TRAN                   | CUSIP: 409328AS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5140.29      | 0.00%             | 2050-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hampton Roads Transportation Accountability Commission                           | HAMPTON ROADS VA TRAN                   | CUSIP: 409328AU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $88931.58     | 0.03%             | 2055-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hampton Roads Transportation Accountability Commission                           | HAMPTON ROADS VA TRAN                   | CUSIP: 409328AV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $17698.01     | 0.01%             | 2060-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hampton Roads Transportation Accountability Commission                           | HAMPTON ROADS VA TRAN                   | CUSIP: 409328AW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25823.85     | 0.01%             | 2060-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hampton Roads Transportation Accountability Commission                           | HAMPTON ROADS VA TRAN                   | CUSIP: 409328AX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51061.81     | 0.02%             | 2060-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hampton Roads Transportation Accountability Commission                           | HAMPTON ROADS TRANSPR                   | CUSIP: 409328BR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $112664.14    | 0.04%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hampton Roads Transportation Accountability Commission                           | HAMPTON ROADS TRANSPR                   | CUSIP: 409328BT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $58726.69     | 0.02%             | 2057-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hampton Roads Transportation Accountability Commission                           | HAMPTON ROADS-COMM-A                    | CUSIP: 409328CQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $73430.57     | 0.03%             | 2059-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hampton Roads Transportation Accountability Commission                           | HAMPTON ROADS VA TRAN                   | CUSIP: 40934TAQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $128594.89    | 0.05%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harris County-Houston Sports Authority                                           | HARRIS CO HOUSTON -A                    | CUSIP: 413890GD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $38630.88     | 0.01%             | 2056-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| County of Harris TX                                                              | HARRIS C0-A                             | CUSIP: 4140052L1<br>LEI: 549300G9BRP25M0W1S40 | Long             | DBT              | MUN               | US        |     85000 | PA      | $87472.78     | 0.03%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Harris TX                                                              | HARRIS CO-CTFS OBLIG                    | CUSIP: 4140054F2<br>LEI: 549300G9BRP25M0W1S40 | Long             | DBT              | MUN               | US        |    115000 | PA      | $118345.52    | 0.05%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Harris TX                                                              | HARRIS CNTY-A                           | CUSIP: 414005W46<br>LEI: 549300G9BRP25M0W1S40 | Long             | DBT              | MUN               | US        |     85000 | PA      | $88400.71     | 0.03%             | 2048-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Harris TX                                                              | HARRIS CNTY-A-REF                       | CUSIP: 414005WS3<br>LEI: 549300G9BRP25M0W1S40 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100258.80    | 0.04%             | 2041-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harris County Flood Control District                                             | HARRIS CO FLOOD DT-A                    | CUSIP: 414019BT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $106589.75    | 0.04%             | 2047-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Harris County Flood Control District                                             | HARRIS CO FLOOD CTR-A                   | CUSIP: 414019CP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $50845.76     | 0.02%             | 2048-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Harris TX Toll Road Revenue                                            | HARRIS CNTY TOLL ROAD                   | CUSIP: 41423PAX5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $134122.56    | 0.05%             | 2048-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Harris TX Toll Road Revenue                                            | HARRIS CNTY TOLL-REF                    | CUSIP: 41423PCA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $71257.06     | 0.03%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Harris TX Toll Road Revenue                                            | HARRIS CNTY TOLL-REF                    | CUSIP: 41423PCB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $35953.24     | 0.01%             | 2050-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Harris TX Toll Road Revenue                                            | HARRIS CO-A-REV                         | CUSIP: 41423PDT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $55039.31     | 0.02%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Harris TX Toll Road Revenue                                            | HARRIS CO-A-REV                         | CUSIP: 41423PDV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $39416.71     | 0.02%             | 2042-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Harris TX Toll Road Revenue                                            | HARRIS CO-A-REV                         | CUSIP: 41423PDY0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9092.72      | 0.00%             | 2049-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Harris TX Toll Road Revenue                                            | HARRIS CO-A-REV                         | CUSIP: 41423PEA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10587.77     | 0.00%             | 2049-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| County of Harris TX Toll Road Revenue                                            | HARRIS CO-A-REV                         | CUSIP: 41423PEB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $78713.90     | 0.03%             | 2054-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of Hawaii                                                                  | HAWAII ST                               | CUSIP: 419792RV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45192.34     | 0.02%             | 2036-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Hawaii Airports System Revenue                                          | HAWAII ST-B                             | CUSIP: 419794K76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26302.03     | 0.01%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Hays TX                                                                | HAYS CO                                 | CUSIP: 4210202E7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $78270.66     | 0.03%             | 2051-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| County of Hays TX                                                                | HAYS CO                                 | CUSIP: 421020K31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $79856.38     | 0.03%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hays Consolidated Independent School District                                    | HAYS CONSL ISD                          | CUSIP: 4211106F9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $43790.86     | 0.02%             | 2046-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Hays Consolidated Independent School District                                    | HAYS CONSOL ISD                         | CUSIP: 4211107D3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $71090.04     | 0.03%             | 2047-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hays Consolidated Independent School District                                    | HAYS CONSOL ISD                         | CUSIP: 4211108A8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $103193.05    | 0.04%             | 2048-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hays Consolidated Independent School District                                    | HAYS CONSOL ISD                         | CUSIP: 421111AW5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $106427.01    | 0.04%             | 2050-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hayward Unified School District                                                  | HAYWARD USD-REF                         | CUSIP: 4212905R4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40089.87     | 0.02%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hayward Unified School District                                                  | HAYWARD USD                             | CUSIP: 4212906Z5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $23675.32     | 0.01%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Henderson NV                                                             | HENDERSON NV                            | CUSIP: 4252006W7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $77559.02     | 0.03%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Hidalgo TX                                                             | HIDALGO CNTY TX-A                       | CUSIP: 429326C33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $179997.42    | 0.07%             | 2043-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Hillsborough FL                                                        | HILLSBOROUGH CO FL                      | CUSIP: 43232RCE8<br>LEI: 549300L0R7XNYJEJGF23 | Long             | DBT              | MUN               | US        |     40000 | PA      | $24314.26     | 0.01%             | 2051-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| County of Hillsborough FL Utility Revenue                                        | HILLSBOROUGH CO -A                      | CUSIP: 432347PV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $25844.32     | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Homewood Educational Building Authority                                          | HOMEWOOD EDUCTNL BL-C                   | CUSIP: 437887HZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $18916.98     | 0.01%             | 2056-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City & County Honolulu HI Wastewater System Revenue                              | HONOLULU CO -REV                        | CUSIP: 4387013U6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10531.54     | 0.00%             | 2053-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City & County Honolulu HI Wastewater System Revenue                              | HONOLULU CITY & C0-A                    | CUSIP: 4387014N1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $85371.30     | 0.03%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City & County Honolulu HI Wastewater System Revenue                              | HONOLULU CITY & CO                      | CUSIP: 438701P65<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15082.10     | 0.01%             | 2038-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City & County Honolulu HI Wastewater System Revenue                              | HONOLULU CITY & CO                      | CUSIP: 438701P81<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $49897.95     | 0.02%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City & County Honolulu HI Wastewater System Revenue                              | HONOLULU-A                              | CUSIP: 438701U36<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35778.10     | 0.01%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Houston TX                                                               | HOUSTON-A                               | CUSIP: 442332DD1<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16471.09     | 0.01%             | 2040-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Houston TX                                                               | HOUSTON-A                               | CUSIP: 442332DF6<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |     30000 | PA      | $32700.27     | 0.01%             | 2042-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Houston TX                                                               | HOUSTON-A-REF                           | CUSIP: 442332DZ2<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |     45000 | PA      | $49029.57     | 0.02%             | 2041-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Houston TX                                                               | HOUSTON-A-REF                           | CUSIP: 442332ED0<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |    175000 | PA      | $185816.93    | 0.07%             | 2049-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Houston TX                                                               | HOUSTON-A-REF                           | CUSIP: 442332EE8<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |     90000 | PA      | $82595.84     | 0.03%             | 2051-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Airport System Revenue                                        | HOUSTON ARPT SYS REV                    | CUSIP: 442349DD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $88002.72     | 0.03%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Hotel Occupancy Tax & Special Revenue                         | HOUSTON-C-REV-REF                       | CUSIP: 44237NMH2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $55917.71     | 0.02%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Hotel Occupancy Tax & Special Revenue                         | HOUSTON-C-REV-REF                       | CUSIP: 44237NMR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $53098.11     | 0.02%             | 2046-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Hotel Occupancy Tax & Special Revenue                         | HOUSTON-C-REF-CABS                      | CUSIP: 44237NMS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $12338.58     | 0.00%             | 2049-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Hotel Occupancy Tax & Special Revenue                         | HOUSTON-C-REV-REF                       | CUSIP: 44237NMU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $53200.96     | 0.02%             | 2058-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Hotel Occupancy Tax & Special Revenue                         | HOUSTON-C-REV-REF                       | CUSIP: 44237NMW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52490.88     | 0.02%             | 2058-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Combined Utility System Revenue                               | HOUSTON UTL SYS-C-REF                   | CUSIP: 44244CA80<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20899.81     | 0.01%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Combined Utility System Revenue                               | HOUSTON UTL SYS-C-REF                   | CUSIP: 44244CA98<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $14962.63     | 0.01%             | 2047-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Combined Utility System Revenue                               | HOUSTON UTL SYS-C-REF                   | CUSIP: 44244CB22<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $53689.60     | 0.02%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Combined Utility System Revenue                               | HOUSTON-UTL SYS-B-REF                   | CUSIP: 44244CGU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25236.48     | 0.01%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Combined Utility System Revenue                               | HOUSTON-A-REV-REF                       | CUSIP: 44244CL39<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $26475.89     | 0.01%             | 2051-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Combined Utility System Revenue                               | HOUSTON-B-REF-COMB                      | CUSIP: 44244CNE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10197.59     | 0.00%             | 2042-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Combined Utility System Revenue                               | HOUSTON-B-REF-COMB                      | CUSIP: 44244CNF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $54950.11     | 0.02%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Combined Utility System Revenue                               | HOUSTON-A-REF-REV                       | CUSIP: 44244CT49<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $16876.33     | 0.01%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Combined Utility System Revenue                               | HOUSTON-A-REF-REV                       | CUSIP: 44244CU54<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $69769.20     | 0.03%             | 2049-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Combined Utility System Revenue                               | HOUSTON-A-REF-REV                       | CUSIP: 44244CU62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $74677.54     | 0.03%             | 2054-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Combined Utility System Revenue                               | HOUSTON TX UTL SYS-B                    | CUSIP: 44244CXG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $115497.86    | 0.04%             | 2044-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Infrastructure Corp                                                 | HUDSON NY YARDS INFRA                   | CUSIP: 44420RBA7<br>LEI: 549300EE2HJ67TPURL87 | Long             | DBT              | MUN               | US        |    220000 | PA      | $222897.09    | 0.09%             | 2037-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Infrastructure Corp                                                 | HUDSON NY YARDS INFRA                   | CUSIP: 44420RBD1<br>LEI: 549300EE2HJ67TPURL87 | Long             | DBT              | MUN               | US        |    200000 | PA      | $202791.04    | 0.08%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Infrastructure Corp                                                 | HUDSON NY YARDS INFRA                   | CUSIP: 44420RBE9<br>LEI: 549300EE2HJ67TPURL87 | Long             | DBT              | MUN               | US        |    260000 | PA      | $262956.67    | 0.10%             | 2042-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Infrastructure Corp                                                 | HUDSON NY YARDS INFRA                   | CUSIP: 44420RBF6<br>LEI: 549300EE2HJ67TPURL87 | Long             | DBT              | MUN               | US        |    215000 | PA      | $206782.23    | 0.08%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Infrastructure Corp                                                 | HUDSON NY YARDS INFRA                   | CUSIP: 44420RBG4<br>LEI: 549300EE2HJ67TPURL87 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20151.22     | 0.01%             | 2045-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Infrastructure Corp                                                 | HUDSON NY YARDS INFRA                   | CUSIP: 44420RBH2<br>LEI: 549300EE2HJ67TPURL87 | Long             | DBT              | MUN               | US        |    105000 | PA      | $96706.93     | 0.04%             | 2047-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Infrastructure Corp                                                 | HUDSON YARDS INFRA-A                    | CUSIP: 44420RCD0<br>LEI: 549300EE2HJ67TPURL87 | Long             | DBT              | MUN               | US        |     20000 | PA      | $19961.49     | 0.01%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Infrastructure Corp                                                 | HUDSON YARDS INFRA-A                    | CUSIP: 44420RCF5<br>LEI: 549300EE2HJ67TPURL87 | Long             | DBT              | MUN               | US        |     60000 | PA      | $58877.00     | 0.02%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Infrastructure Corp                                                 | HUDSON YARDS INFRA-A                    | CUSIP: 44420RCG3<br>LEI: 549300EE2HJ67TPURL87 | Long             | DBT              | MUN               | US        |     30000 | PA      | $20789.19     | 0.01%             | 2047-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Humble Independent School District                                               | HUMBLE TX ISD-A                         | CUSIP: 445047JQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $32378.44     | 0.01%             | 2049-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Humble Independent School District                                               | HUMBLE ISD                              | CUSIP: 445047ND1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $33145.16     | 0.01%             | 2049-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Humble Independent School District                                               | HUMBLE ISD                              | CUSIP: 445047NE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $13601.42     | 0.01%             | 2054-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hurst-Euless-Bedford Independent School District                                 | HURST-EULESS-BEDFORD                    | CUSIP: 447819KL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $22643.86     | 0.01%             | 2050-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Hutto TX                                                                 | HUTTO-CTFS OBLIGS                       | CUSIP: 448474ZR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $70358.99     | 0.03%             | 2049-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| City of Hutto TX                                                                 | HUTTO-CTFS OBLIGS                       | CUSIP: 448474ZS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $69702.50     | 0.03%             | 2054-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hutto Independent School District                                                | HUTTO ISD                               | CUSIP: 4484925R5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $103314.95    | 0.04%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Idaho Housing & Finance Association                                              | IDAHO ST HSG & FIN AS                   | CUSIP: 45130AAW5<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |     65000 | PA      | $67928.05     | 0.03%             | 2047-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Idaho Housing & Finance Association                                              | IDAHO ST HSG & FIN AS                   | CUSIP: 45130ABT1<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |     45000 | PA      | $47781.31     | 0.02%             | 2048-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Idaho Housing & Finance Association                                              | ID HSG & FIN ASSN -A                    | CUSIP: 45130ACR4<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |     75000 | PA      | $78603.16     | 0.03%             | 2048-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Idaho Housing & Finance Association                                              | IDAHO HSG & FIN-A                       | CUSIP: 45130ADP7<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |     55000 | PA      | $57684.81     | 0.02%             | 2049-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Idaho Housing & Finance Association                                              | IDAHO HSG & FIN-A                       | CUSIP: 45130ADQ5<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |    125000 | PA      | $116916.01    | 0.05%             | 2050-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | IL FIN AUTH-A                           | CUSIP: 45203HB50<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |     65000 | PA      | $64991.90     | 0.03%             | 2038-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | IL ST FIN AUTH-A-REF                    | CUSIP: 45204EHW1<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |     45000 | PA      | $44009.11     | 0.02%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | IL ST FIN AUTH-A                        | CUSIP: 45204FAD7<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |     80000 | PA      | $71150.31     | 0.03%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | IL FIN AUTH-A                           | CUSIP: 45204FC60<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5577.59      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | IL FIN AUTH-A                           | CUSIP: 45204FC78<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |     90000 | PA      | $99877.38     | 0.04%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | ILLINOIS ST FIN AUTH                    | CUSIP: 45204FFW0<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |     65000 | PA      | $69890.02     | 0.03%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | ILLINOIS ST FIN AUTH                    | CUSIP: 45204FFX8<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |     85000 | PA      | $86282.64     | 0.03%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | IL FIN AUTH-A                           | CUSIP: 45204FUX1<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    100000 | PA      | $105087.03    | 0.04%             | 2048-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | IL FIN AUTH-A                           | CUSIP: 45204FUY9<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36377.62     | 0.01%             | 2054-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | IL FIN AUTH-B-REF                       | CUSIP: 45204FXB6<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |     25000 | PA      | $28589.44     | 0.01%             | 2036-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | IL FIN AUTH-B-REF                       | CUSIP: 45204FXC4<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |     50000 | PA      | $56208.59     | 0.02%             | 2038-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | IL FIN AUTH-B-REF                       | CUSIP: 45204FXD2<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |     75000 | PA      | $83875.11     | 0.03%             | 2039-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST -B                          | CUSIP: 4521525R8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     95000 | PA      | $94639.35     | 0.04%             | 2036-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST -B                          | CUSIP: 4521525U1<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     45000 | PA      | $43604.74     | 0.02%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST -C                          | CUSIP: 4521527B1<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     50000 | PA      | $49417.38     | 0.02%             | 2037-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST -C                          | CUSIP: 4521527E5<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     50000 | PA      | $48056.84     | 0.02%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST -C                          | CUSIP: 4521527F2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    100000 | PA      | $95358.94     | 0.04%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST -C                          | CUSIP: 4521527G0<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     25000 | PA      | $23701.25     | 0.01%             | 2042-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                             | CUSIP: 452152B91<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25015.54     | 0.01%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-A                           | CUSIP: 452153AS8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    105000 | PA      | $103358.77    | 0.04%             | 2038-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-A                           | CUSIP: 452153AT6<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    125000 | PA      | $121826.35    | 0.05%             | 2039-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-A                           | CUSIP: 452153AU3<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     60000 | PA      | $57993.64     | 0.02%             | 2040-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-A                           | CUSIP: 452153AW9<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40795.50     | 0.02%             | 2046-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                             | CUSIP: 452153CZ0<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     60000 | PA      | $64711.63     | 0.02%             | 2038-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                             | CUSIP: 452153DA4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    175000 | PA      | $187813.82    | 0.07%             | 2042-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-B                           | CUSIP: 452153EG0<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     90000 | PA      | $98461.51     | 0.04%             | 2036-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-C                           | CUSIP: 452153EJ4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21365.01     | 0.01%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-B                           | CUSIP: 452153FE4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53985.35     | 0.02%             | 2038-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-B                           | CUSIP: 452153FF1<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53737.23     | 0.02%             | 2039-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-B                           | CUSIP: 452153FG9<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5350.49      | 0.00%             | 2040-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-B                           | CUSIP: 452153FK0<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21101.15     | 0.01%             | 2043-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-B                           | CUSIP: 452153FL8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    190000 | PA      | $198199.45    | 0.08%             | 2047-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-D-REF                       | CUSIP: 452153GM5<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     40000 | PA      | $43142.86     | 0.02%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-D-REF                       | CUSIP: 452153GN3<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     20000 | PA      | $19812.42     | 0.01%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-B                           | CUSIP: 452153HG7<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     40000 | PA      | $43647.97     | 0.02%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-B                           | CUSIP: 452153HH5<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    135000 | PA      | $146373.66    | 0.06%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-B                           | CUSIP: 452153HJ1<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     90000 | PA      | $97017.80     | 0.04%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-C                           | CUSIP: 452153HK8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     30000 | PA      | $32163.22     | 0.01%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-C                           | CUSIP: 452153HQ5<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15585.70     | 0.01%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-C                           | CUSIP: 452153HR3<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25783.18     | 0.01%             | 2045-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-C                           | CUSIP: 452153HT9<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     80000 | PA      | $81242.30     | 0.03%             | 2047-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-C                           | CUSIP: 452153HU6<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     75000 | PA      | $75750.97     | 0.03%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-B                           | CUSIP: 452153JT7<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    125000 | PA      | $137525.40    | 0.05%             | 2036-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-B                           | CUSIP: 452153JU4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5461.31      | 0.00%             | 2037-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-B                           | CUSIP: 452153JW0<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     30000 | PA      | $32370.63     | 0.01%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-B                           | CUSIP: 452153JY6<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53324.47     | 0.02%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-B                           | CUSIP: 452153JZ3<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10769.81     | 0.00%             | 2042-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-B                           | CUSIP: 452153KA6<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26764.59     | 0.01%             | 2043-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-B                           | CUSIP: 452153KC2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    150000 | PA      | $158101.86    | 0.06%             | 2045-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-B                           | CUSIP: 452153KD0<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     40000 | PA      | $37907.25     | 0.01%             | 2046-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-B                           | CUSIP: 452153KE8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    100000 | PA      | $103584.86    | 0.04%             | 2047-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-REF                         | CUSIP: 452153KW8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5483.56      | 0.00%             | 2037-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-REF                         | CUSIP: 452153KX6<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    100000 | PA      | $108939.81    | 0.04%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-REF                         | CUSIP: 452153KY4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     55000 | PA      | $59548.72     | 0.02%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-B                           | CUSIP: 452153LW7<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     85000 | PA      | $92708.20     | 0.04%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-C                           | CUSIP: 452153LZ0<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     50000 | PA      | $48490.07     | 0.02%             | 2039-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-C                           | CUSIP: 452153MA4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     30000 | PA      | $28834.10     | 0.01%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-C                           | CUSIP: 452153MF3<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     20000 | PA      | $18498.53     | 0.01%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-C                           | CUSIP: 452153MJ5<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     45000 | PA      | $40262.58     | 0.02%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-D                           | CUSIP: 452153NW5<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16512.00     | 0.01%             | 2036-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-D                           | CUSIP: 452153NZ8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26988.15     | 0.01%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-F                           | CUSIP: 452153PG8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     90000 | PA      | $94049.07     | 0.04%             | 2046-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-F                           | CUSIP: 452153PH6<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51803.47     | 0.02%             | 2047-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-C                           | CUSIP: 452153RE1<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     50000 | PA      | $54243.32     | 0.02%             | 2043-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-C                           | CUSIP: 452153RF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53773.19     | 0.02%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-C                           | CUSIP: 452153RH4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     55000 | PA      | $58064.54     | 0.02%             | 2046-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-C                           | CUSIP: 452153RJ0<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    115000 | PA      | $120248.14    | 0.05%             | 2051-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State of Illinois Sales Tax Revenue                                              | IL SALES TAX-B                          | CUSIP: 452227PS4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25265.50     | 0.01%             | 2043-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| State of Illinois Sales Tax Revenue                                              | ILLINOIS ST-B                           | CUSIP: 452227UM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $88046.18     | 0.03%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois Sales Tax Revenue                                              | ILLINOIS ST-B                           | CUSIP: 452227UP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $27203.83     | 0.01%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois Sales Tax Revenue                                              | IL ST-REV-B                             | CUSIP: 452227VH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $11038.75     | 0.00%             | 2037-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois Sales Tax Revenue                                              | IL ST-REV-B                             | CUSIP: 452227VJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $71324.05     | 0.03%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois Sales Tax Revenue                                              | IL ST-REV-B                             | CUSIP: 452227VK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $120097.78    | 0.05%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois Sales Tax Revenue                                              | IL ST-REV-B                             | CUSIP: 452227VL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $65262.25     | 0.03%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois Sales Tax Revenue                                              | IL ST SALES TAX REV-C                   | CUSIP: 452227VN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $32285.94     | 0.01%             | 2042-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois Sales Tax Revenue                                              | IL ST SALES TAX REV-C                   | CUSIP: 452227VP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $149510.16    | 0.06%             | 2043-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois Sales Tax Revenue                                              | IL ST SALES TAX REV-C                   | CUSIP: 452227VR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10481.84     | 0.00%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois Sales Tax Revenue                                              | ILLINOIS-ST-B-REV                       | CUSIP: 452227WC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $205551.08    | 0.08%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | IL TOLL HWY AUTH-A                      | CUSIP: 452252KS7<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35076.14     | 0.01%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | IL TOLL HWY AUTH-B                      | CUSIP: 452252LC1<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50067.48     | 0.02%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | IL TOLL HWY AUTH-B                      | CUSIP: 452252LD9<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30037.96     | 0.01%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | IL TOLL HWY AUTH-B                      | CUSIP: 452252LE7<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |     70000 | PA      | $70152.30     | 0.03%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | IL TOLL HWY AUTH-B                      | CUSIP: 452252LX5<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |    200000 | PA      | $200421.60    | 0.08%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | ILLINOIS ST TOLL HWY                    | CUSIP: 452252MT3<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |    130000 | PA      | $133049.11    | 0.05%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | ILLINOIS ST TOLL HIGH                   | CUSIP: 452252NN5<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |     85000 | PA      | $88769.98     | 0.03%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | ILLINOIS ST TOLL HIGH                   | CUSIP: 452252NP0<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |     85000 | PA      | $88001.76     | 0.03%             | 2044-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | ILLINOIS ST TOLL HIGH                   | CUSIP: 452252NQ8<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |     55000 | PA      | $53698.45     | 0.02%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | ILLINOIS ST TOLL HWY                    | CUSIP: 452252PP8<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |     45000 | PA      | $47868.24     | 0.02%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | ILLINOIS ST TOLL HWY                    | CUSIP: 452252PQ6<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |    235000 | PA      | $244781.57    | 0.09%             | 2045-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | IL ST TOLL HWY AUTH-A                   | CUSIP: 452252PU7<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5359.31      | 0.00%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | IL ST TOLL HWY AUTH-A                   | CUSIP: 452252PV5<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |     65000 | PA      | $65001.31     | 0.03%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | IL ST TOLL HWY AUTH-A                   | CUSIP: 452252PW3<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5306.37      | 0.00%             | 2043-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | IL ST TOLL HWY AUTH-A                   | CUSIP: 452252PX1<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |     65000 | PA      | $67856.11     | 0.03%             | 2046-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | IL ST TOLL HWY AUTH-A                   | CUSIP: 452252PY9<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |    200000 | PA      | $188826.46    | 0.07%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | ILLINOIS ST TOLL HIGH                   | CUSIP: 452252QA0<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |    115000 | PA      | $124741.55    | 0.05%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | ILLINOIS ST TOLL HIGH                   | CUSIP: 452252QB8<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |     95000 | PA      | $103707.27    | 0.04%             | 2043-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | ILLINOIS ST TOLL HIGH                   | CUSIP: 452252QC6<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53373.04     | 0.02%             | 2044-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | ILLINOIS ST TOLL HIGH                   | CUSIP: 452252QD4<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |    135000 | PA      | $145488.96    | 0.06%             | 2045-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | IL ST TOLL HWY -A-REF                   | CUSIP: 452252QS1<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |    105000 | PA      | $117138.42    | 0.05%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | IL ST TOLL HWY AUTH-A                   | CUSIP: 452252QY8<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26839.13     | 0.01%             | 2045-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | IL ST TOLL HWY AUTH-A                   | CUSIP: 452252QZ5<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21282.56     | 0.01%             | 2046-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | IL ST TOLL HWY AUTH-A                   | CUSIP: 452252RA9<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |    150000 | PA      | $158394.48    | 0.06%             | 2047-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Imperial Irrigation District Electric System Revenue                             | IMPERIAL IRR DT -B-1                    | CUSIP: 452650HH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25110.01     | 0.01%             | 2046-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | INDIANA FIN AUTH-A                      | CUSIP: 45471FAF8<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |     10000 | PA      | $9578.67      | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana Municipal Power Agency                                                   | IN MUNI PWR AGY-A-REF                   | CUSIP: 454898TX5<br>LEI: AX0ZCCVOQ71Z4RXBL233 | Long             | DBT              | MUN               | US        |    265000 | PA      | $265101.20    | 0.10%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana Municipal Power Agency                                                   | IN MUNI PWR AGY-A-REF                   | CUSIP: 454898TY3<br>LEI: AX0ZCCVOQ71Z4RXBL233 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5010.25      | 0.00%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana Municipal Power Agency                                                   | IN MUNI PWR AGY-A-REF                   | CUSIP: 454898TZ0<br>LEI: AX0ZCCVOQ71Z4RXBL233 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25006.28     | 0.01%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indiana Municipal Power Agency                                                   | IN MUNI PWR AGY-A-REF                   | CUSIP: 454898YV3<br>LEI: AX0ZCCVOQ71Z4RXBL233 | Long             | DBT              | MUN               | US        |     90000 | PA      | $97101.43     | 0.04%             | 2043-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | IN FIN AUTH-A                           | CUSIP: 45505MFD3<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40157.40     | 0.02%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | IN FIN AUTH-REF-1                       | CUSIP: 45505MJS6<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25635.32     | 0.01%             | 2036-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | INDIANA ST FIN AUTH R                   | CUSIP: 45506DX26<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |     90000 | PA      | $93960.18     | 0.04%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | INDIANA ST FIN AUTH R                   | CUSIP: 45506DX34<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31298.15     | 0.01%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indianapolis Local Public Improvement Bond Bank                                  | INDIANAPOLIS LOCAL-F1                   | CUSIP: 45528U7H8<br>LEI: 549300LX8ESJHDSESB87 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20588.21     | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indianapolis Local Public Improvement Bond Bank                                  | INDIANAPOLIS LOCAL-F1                   | CUSIP: 45528U7J4<br>LEI: 549300LX8ESJHDSESB87 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30723.90     | 0.01%             | 2058-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indianapolis Local Public Improvement Bond Bank                                  | INDIANAPOLIS LOC IMPT                   | CUSIP: 45528UT50<br>LEI: 549300LX8ESJHDSESB87 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25163.97     | 0.01%             | 2039-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indianapolis Local Public Improvement Bond Bank                                  | INDIANAPOLIS IN LOCAL                   | CUSIP: 45528UXS5<br>LEI: 549300LX8ESJHDSESB87 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10275.28     | 0.00%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indianapolis Local Public Improvement Bond Bank                                  | INDIANAPOLIS LOCAL-A                    | CUSIP: 45528UZG9<br>LEI: 549300LX8ESJHDSESB87 | Long             | DBT              | MUN               | US        |     25000 | PA      | $24385.50     | 0.01%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indianapolis Local Public Improvement Bond Bank                                  | INDIANAPOLIS LOCAL-A                    | CUSIP: 45528UZK0<br>LEI: 549300LX8ESJHDSESB87 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5082.31      | 0.00%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indianapolis Local Public Improvement Bond Bank                                  | INDIANAPOLIS LOCAL-A                    | CUSIP: 45528UZM6<br>LEI: 549300LX8ESJHDSESB87 | Long             | DBT              | MUN               | US        |     35000 | PA      | $30832.19     | 0.01%             | 2054-02-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Indianapolis Local Public Improvement Bond Bank                                  | INDIANAPOLIS LOCAL-D                    | CUSIP: 45528VHQ5<br>LEI: 549300LX8ESJHDSESB87 | Long             | DBT              | MUN               | US        |     30000 | PA      | $32881.08     | 0.01%             | 2040-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intermountain Power Agency                                                       | INTERMOUNTAIN PWR AGY                   | CUSIP: 45884AA94<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $143659.38    | 0.06%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intermountain Power Agency                                                       | INTERMOUNTAIN PWR AGY                   | CUSIP: 45884AB28<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $48730.29     | 0.02%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intermountain Power Agency                                                       | INTERMOUNTAIN PWR AGY                   | CUSIP: 45884AB36<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $97101.44     | 0.04%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intermountain Power Agency                                                       | INTERMOUNTAIN PWR AGY                   | CUSIP: 45884AF24<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $43797.48     | 0.02%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intermountain Power Agency                                                       | INTERMOUNTAIN PWR AGY                   | CUSIP: 45884AF32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $158039.50    | 0.06%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intermountain Power Agency                                                       | INTERMOUNTAIN PWR AGY                   | CUSIP: 45884AF40<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $108466.38    | 0.04%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intermountain Power Agency                                                       | INTERMOUNTAIN PWR AGY                   | CUSIP: 45884AF73<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $64301.59     | 0.02%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intermountain Power Agency                                                       | INTERMOUNTAIN PWR AGY                   | CUSIP: 45884AG23<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10749.61     | 0.00%             | 2044-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Iowa Finance Authority                                                           | IA ST FIN AUTH                          | CUSIP: 46247SDR2<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |     35000 | PA      | $39294.36     | 0.02%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Irvine CA                                                                | IRVINE SPL TAX                          | CUSIP: 46360TGS6<br>LEI: 549300PJ9FL2XGFR8J79 | Long             | DBT              | MUN               | US        |     25000 | PA      | $22361.13     | 0.01%             | 2058-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Irvine CA                                                                | IRVINE CMNTY FACS DT                    | CUSIP: 46360TJQ7<br>LEI: 549300PJ9FL2XGFR8J79 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15796.22     | 0.01%             | 2060-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Irvine Facilities Financing Authority                                            | IRVINE FACS FING-A                      | CUSIP: 46360WAU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52621.75     | 0.02%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Irvine Facilities Financing Authority                                            | IRVINE FACS FING-A                      | CUSIP: 46360WAY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $13551.71     | 0.01%             | 2058-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Irvine Facilities Financing Authority                                            | IRVINE FACS FING AUTH                   | CUSIP: 46360XAQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $48183.67     | 0.02%             | 2053-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Irving Independent School District                                               | IRVING ISD                              | CUSIP: 463813L94<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $48759.71     | 0.02%             | 2041-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Irving Independent School District                                               | IRVING ISD                              | CUSIP: 463813M36<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $32205.12     | 0.01%             | 2043-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JEA Water & Sewer System Revenue                                                 | JEA WTR & SWR-REF-A                     | CUSIP: 46613P3W4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $49186.91     | 0.02%             | 2039-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JEA Water & Sewer System Revenue                                                 | JEA WTR REV-A-REF                       | CUSIP: 46615SFN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $117052.35    | 0.05%             | 2049-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JEA Water & Sewer System Revenue                                                 | JEA WTR REV-A-REF                       | CUSIP: 46615SFP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $74760.01     | 0.03%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JEA Water & Sewer System Revenue                                                 | JEA WTR & SWR REV-A                     | CUSIP: 46615SGH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $91581.47     | 0.04%             | 2045-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JEA Water & Sewer System Revenue                                                 | JEA WTR & SWR REV-A                     | CUSIP: 46615SGL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $158397.69    | 0.06%             | 2055-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Jackson County Reorganized School District No 7/MO                               | JACKSON CO REORG SD#7                   | CUSIP: 467520ZE5<br>LEI: 549300HKYX7HMV5CWZ34 | Long             | DBT              | MUN               | US        |     80000 | PA      | $87845.54     | 0.03%             | 2045-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| County of Jackson MO                                                             | JACKSON CO-A-REV                        | CUSIP: 467578LX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $85260.66     | 0.03%             | 2053-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| County of Jackson MO                                                             | JACKSON CO-A-REV                        | CUSIP: 467578LY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $98391.50     | 0.04%             | 2058-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| County of Jackson MO                                                             | JACKSON CO-A-REV                        | CUSIP: 467578LZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $52609.96     | 0.02%             | 2058-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| City of Jacksonville FL                                                          | JACKSONVILLE FL-A-REF                   | CUSIP: 469487VC3<br>LEI: 549300XQE0JVN9WV0J40 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53250.92     | 0.02%             | 2048-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Jacksonville FL                                                          | JACKSONVILLE-REV-REF                    | CUSIP: 469487WG3<br>LEI: 549300XQE0JVN9WV0J40 | Long             | DBT              | MUN               | US        |     40000 | PA      | $42154.92     | 0.02%             | 2054-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Jarrell Independent School District                                              | JARRELL ISD                             | CUSIP: 471146XX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4519.27      | 0.00%             | 2054-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Jefferson AL Sewer Revenue                                             | JEFFERSON CO-REF                        | CUSIP: 472682ZF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $27410.93     | 0.01%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Jefferson AL Sewer Revenue                                             | JEFFERSON CO-REF                        | CUSIP: 472682ZG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $76341.61     | 0.03%             | 2037-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Jefferson AL Sewer Revenue                                             | JEFFERSON CO-REF                        | CUSIP: 472682ZK2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $60045.40     | 0.02%             | 2040-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| County of Jefferson AL Sewer Revenue                                             | JEFFERSON CO-REF                        | CUSIP: 472682ZL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $147008.05    | 0.06%             | 2041-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| County of Jefferson AL Sewer Revenue                                             | JEFFERSON CO-REF                        | CUSIP: 472682ZM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10833.90     | 0.00%             | 2042-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| County of Jefferson AL Sewer Revenue                                             | JEFFERSON CO-REF                        | CUSIP: 472682ZN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $16169.66     | 0.01%             | 2043-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| County of Jefferson AL Sewer Revenue                                             | JEFFERSON CO-REF                        | CUSIP: 472682ZP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10729.18     | 0.00%             | 2044-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| County of Jefferson AL Sewer Revenue                                             | JEFFERSON CO-REF                        | CUSIP: 472682ZQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $21300.76     | 0.01%             | 2045-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| County of Jefferson AL Sewer Revenue                                             | JEFFERSON CO-REF                        | CUSIP: 472682ZR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $222302.43    | 0.09%             | 2049-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| County of Jefferson AL Sewer Revenue                                             | JEFFERSON CO-REF                        | CUSIP: 472682ZS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $229649.07    | 0.09%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jefferson Sales Tax District                                                     | JEFFERSON SALES TAX-B                   | CUSIP: 474176KM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20352.86     | 0.01%             | 2042-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JOBSOHIO BEVERAGE -A                    | CUSIP: 47770VCD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $126127.17    | 0.05%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JOBSOHIO BEVERAGE -A                    | CUSIP: 47770VCP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $140980.47    | 0.05%             | 2050-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JOBSOHIO BEVERAGE -A                    | CUSIP: 47770VCQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51874.82     | 0.02%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Judson Independent School District                                               | JUDSON ISD                              | CUSIP: 481305MP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $62559.39     | 0.02%             | 2049-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Judson Independent School District                                               | JUDSON ISD                              | CUSIP: 481305MQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $50978.44     | 0.02%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Judson Independent School District                                               | JUDSON ISD                              | CUSIP: 481305MS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $63128.16     | 0.02%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Kansas Department of Transportation                                     | KS DEPT TRANSPRTN-A                     | CUSIP: 485424UA1<br>LEI: 5493001635XK841MIO47 | Long             | DBT              | MUN               | US        |     25000 | PA      | $27949.31     | 0.01%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                             | KANSAS DEV FIN-C-1                      | CUSIP: 48542RV50<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |     50000 | PA      | $48830.74     | 0.02%             | 2054-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Katy Independent School District                                                 | KATY ISD -D                             | CUSIP: 486063L81<br>LEI: 254900H9QSKVP2HWVL72 | Long             | DBT              | MUN               | US        |      5000 | PA      | $3601.70      | 0.00%             | 2051-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Katy Independent School District                                                 | KATY ISD                                | CUSIP: 486063P61<br>LEI: 254900H9QSKVP2HWVL72 | Long             | DBT              | MUN               | US        |     25000 | PA      | $23696.68     | 0.01%             | 2047-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Katy Independent School District                                                 | KATY ISD                                | CUSIP: 486063S43<br>LEI: 254900H9QSKVP2HWVL72 | Long             | DBT              | MUN               | US        |    110000 | PA      | $115000.24    | 0.04%             | 2048-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Katy Independent School District                                                 | KATY ISD                                | CUSIP: 486063S50<br>LEI: 254900H9QSKVP2HWVL72 | Long             | DBT              | MUN               | US        |     50000 | PA      | $45015.99     | 0.02%             | 2053-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Katy Independent School District                                                 | KATY ISD                                | CUSIP: 486063V31<br>LEI: 254900H9QSKVP2HWVL72 | Long             | DBT              | MUN               | US        |     60000 | PA      | $54057.49     | 0.02%             | 2054-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Keller Independent School District/TX                                            | KELLER TX ISD                           | CUSIP: 487694SV4<br>LEI: 549300BS0JDJPR8KUN68 | Long             | DBT              | MUN               | US        |     20000 | PA      | $18827.06     | 0.01%             | 2047-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kentucky Bond Development Corp                                                   | KENTUCKY BOND DEV COR                   | CUSIP: 491209AW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $111972.14    | 0.04%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Kentucky                                                         | KENTUCKY ST COPS-A                      | CUSIP: 491449BN3<br>LEI: 549300F6MON81PRPVJ50 | Long             | DBT              | MUN               | US        |     75000 | PA      | $67631.25     | 0.03%             | 2048-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kentucky Municipal Energy Agency                                                 | KY MUNI ENERGY AGY                      | CUSIP: 491499AU3<br>LEI: 254900W8G3M70YHUAO94 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5105.47      | 0.00%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky Municipal Power Agency                                                  | KENTUCKY MUNI PWR AGY                   | CUSIP: 491501EC2<br>LEI: 2549001MTI3IE05Z7959 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50018.80     | 0.02%             | 2042-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky Municipal Power Agency                                                  | KENTUCKY MUNI PWR AGY                   | CUSIP: 491501ED0<br>LEI: 2549001MTI3IE05Z7959 | Long             | DBT              | MUN               | US        |     20000 | PA      | $19109.55     | 0.01%             | 2039-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kentucky State Property & Building Commission                                    | KY ST PROPERTY-A                        | CUSIP: 49151F4A5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $112974.07    | 0.04%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky State Property & Building Commission                                    | KY ST PROPERTY-A                        | CUSIP: 49151F4B3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5615.13      | 0.00%             | 2037-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky State Property & Building Commission                                    | KY ST PROPERTY-A                        | CUSIP: 49151F4F4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $225621.75    | 0.09%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky State Property & Building Commission                                    | KY ST PROPERTY-A                        | CUSIP: 49151F4G2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $76782.01     | 0.03%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky State Property & Building Commission                                    | KY ST PROPERTY-A                        | CUSIP: 49151F4H0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $103688.91    | 0.04%             | 2042-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky State Property & Building Commission                                    | KY ST PROPERTY-A                        | CUSIP: 49151F4K3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $161407.31    | 0.06%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky State Property & Building Commission                                    | KY COMMONWEALTH-A                       | CUSIP: 49151F4X5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $11410.07     | 0.00%             | 2036-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky State Property & Building Commission                                    | KY COMMONWEALTH-A                       | CUSIP: 49151F4Y3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $84953.94     | 0.03%             | 2037-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky State Property & Building Commission                                    | KY COMMONWEALTH-A                       | CUSIP: 49151F5F3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5447.77      | 0.00%             | 2043-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky State Property & Building Commission                                    | KY COMMONWEALTH-A                       | CUSIP: 49151F5K2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5360.35      | 0.00%             | 2045-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky State Property & Building Commission                                    | KY COMMONWEALTH-A                       | CUSIP: 49151F6G0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $74318.97     | 0.03%             | 2036-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky State Property & Building Commission                                    | KY COMMONWEALTH-A                       | CUSIP: 49151F6P0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $16395.42     | 0.01%             | 2043-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky State Property & Building Commission                                    | KY COMMONWEALTH-A                       | CUSIP: 49151F6S4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $145102.25    | 0.06%             | 2045-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| King & Snohomish Counties School District No 417 Northshore                      | KING ETC SD #417                        | CUSIP: 494656T92<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $57166.97     | 0.02%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| King & Snohomish Counties School District No 417 Northshore                      | KING CNTYS SD#41-REF                    | CUSIP: 494656Z79<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $104766.31    | 0.04%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| King & Snohomish Counties School District No 417 Northshore                      | KING CNTYS SD#41-REF                    | CUSIP: 494656Z87<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $142579.75    | 0.05%             | 2042-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of King WA Sewer Revenue                                                  | KING CNTY SWR-REF-A                     | CUSIP: 4952893K4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25000.08     | 0.01%             | 2038-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of King WA Sewer Revenue                                                  | KING CNTY SWR-REF-A                     | CUSIP: 4952893L2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $84994.93     | 0.03%             | 2039-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of King WA Sewer Revenue                                                  | KING CNTY SWR-REF-A                     | CUSIP: 4952893M0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $49998.60     | 0.02%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of King WA Sewer Revenue                                                  | KING CO SWR-B-REF                       | CUSIP: 4952894T4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $125064.35    | 0.05%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of King WA Sewer Revenue                                                  | KING CNTY WA SWR REVE                   | CUSIP: 495289Y20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $34549.49     | 0.01%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of King WA Sewer Revenue                                                  | KING CNTY-A-REF                         | CUSIP: 495290CL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $58392.16     | 0.02%             | 2052-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of King WA Sewer Revenue                                                  | KING CO-B-REF                           | CUSIP: 495290GF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5633.76      | 0.00%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Klein Independent School District                                                | KLEIN ISD                               | CUSIP: 498531KQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9292.46      | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Knox County Health Educational & Housing Facility Board                          | KNOX CO HLTH EDU-A1                     | CUSIP: 499526AT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10429.63     | 0.00%             | 2059-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lake Travis Independent School District                                          | LAKE TRAVIS ISD                         | CUSIP: 511074XE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $57351.73     | 0.02%             | 2048-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lamar Consolidated Independent School District                                   | LAMAR CONSOL ISD                        | CUSIP: 513174E81<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $59354.31     | 0.02%             | 2052-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lamar Consolidated Independent School District                                   | LAMAR CONSOL ISD                        | CUSIP: 513174F23<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $13178.06     | 0.01%             | 2062-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lamar Consolidated Independent School District                                   | LAMAR CONSOL ISD                        | CUSIP: 513174H88<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $120784.65    | 0.05%             | 2048-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lamar Consolidated Independent School District                                   | LAMAR CONSOL ISD                        | CUSIP: 513174H96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $62577.42     | 0.02%             | 2053-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lamar Consolidated Independent School District                                   | LAMAR CONSOL ISD                        | CUSIP: 513174J29<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $111079.21    | 0.04%             | 2058-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lamar Consolidated Independent School District                                   | LAMAR CONSOL ISD-A                      | CUSIP: 513174L91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $41339.39     | 0.02%             | 2053-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lamar Consolidated Independent School District                                   | LAMAR CONSOL ISD-A                      | CUSIP: 513174M25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15420.69     | 0.01%             | 2058-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lamar Consolidated Independent School District                                   | LAMAR CONSOL ISD-REF                    | CUSIP: 513174P97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26168.64     | 0.01%             | 2049-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lamar Consolidated Independent School District                                   | LAMAR CONSOL-A-REF                      | CUSIP: 513174S45<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $24684.04     | 0.01%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lamar Consolidated Independent School District                                   | LAMAR CONSOL ISD                        | CUSIP: 513174ZT2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $10900.88     | 0.00%             | 2051-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lamar Consolidated Independent School District                                   | LAMAR CONSOL ISD                        | CUSIP: 513174ZV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $6984.85      | 0.00%             | 2056-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Lancaster PA                                                             | LANCASTER       -REF                    | CUSIP: 514282WA6<br>LEI: 549300BGOEKNNN4HPE68 | Long             | DBT              | MUN               | US        |     10000 | PA      | $9634.25      | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| L'Anse Creuse Public Schools                                                     | L'ANSE CREUSE PUB-I                     | CUSIP: 516228TM5<br>LEI: 549300L3W88HP5QUMY54 | Long             | DBT              | MUN               | US        |     65000 | PA      | $67551.48     | 0.03%             | 2049-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Lansing MI                                                               | LANSING MI                              | CUSIP: 516372UB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $28661.12     | 0.01%             | 2048-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Lansing Board of Water & Light                                                   | LANSING MICH BRD-A                      | CUSIP: 516391FL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20838.21     | 0.01%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lansing Board of Water & Light                                                   | LANSING MICH BRD-A                      | CUSIP: 516391FM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $61852.64     | 0.02%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lansing Board of Water & Light                                                   | LANSING MICH BRD-A                      | CUSIP: 516391FN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26194.35     | 0.01%             | 2054-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Laredo TX Waterworks & Sewer System Revenue                              | LAREDO -REV                             | CUSIP: 517039A45<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $46437.76     | 0.02%             | 2052-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Las Vegas Convention & Visitors Authority                                        | LAS VEGAS CONVENTION                    | CUSIP: 51771FAT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $102605.75    | 0.04%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Las Vegas Convention & Visitors Authority                                        | LAS VEGAS CONVENTION                    | CUSIP: 51771FAU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $140972.13    | 0.05%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Las Vegas Convention & Visitors Authority                                        | LAS VEGAS CONVENTION                    | CUSIP: 51771FBH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $130319.30    | 0.05%             | 2049-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Las Vegas Convention & Visitors Authority                                        | LAS VEGAS CONVENTION                    | CUSIP: 51771FCF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $56624.39     | 0.02%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Las Vegas Valley Water District                                                  | LAS VEGAS VLY WTR DT                    | CUSIP: 517845NK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $43323.33     | 0.02%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Las Vegas Valley Water District                                                  | LAS VEGAS VLY WTR DT                    | CUSIP: 517845NQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $73148.78     | 0.03%             | 2051-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Las Vegas Valley Water District                                                  | LAS VEGAS VLY WTR -A                    | CUSIP: 517845SM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $84955.06     | 0.03%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Las Vegas Valley Water District                                                  | LAS VEGAS VLY WTR -A                    | CUSIP: 517845SP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $83771.80     | 0.03%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Las Vegas Valley Water District                                                  | LAS VEGAS VLY WTR -A                    | CUSIP: 517845SQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $55476.70     | 0.02%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Las Vegas Valley Water District                                                  | LAS VEGAS VLY WTR-A                     | CUSIP: 517845TJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $58727.07     | 0.02%             | 2050-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Las Vegas Valley Water District                                                  | LAS VEGAS VLY WTR-A                     | CUSIP: 517845TK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $79320.00     | 0.03%             | 2055-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Leander TX                                                               | LEANDER-CTFS OBLIG                      | CUSIP: 5218382H4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $88718.92     | 0.03%             | 2055-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Leander Independent School District                                              | LEANDER ISD                             | CUSIP: 521841H58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $153729.05    | 0.06%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Leander Independent School District                                              | LEANDER TX INDEP SCH                    | CUSIP: 521841QD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $14999.35     | 0.01%             | 2049-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Leander Independent School District                                              | LEANDER TX INDEP SCH                    | CUSIP: 521841QF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4556.60      | 0.00%             | 2049-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Leander Independent School District                                              | LEANDER ISD-A-REF                       | CUSIP: 521841R73<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $17032.19     | 0.01%             | 2037-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Leander Independent School District                                              | LEANDER ISD-A-REF                       | CUSIP: 521841R99<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $44752.14     | 0.02%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Leander Independent School District                                              | LEANDER TX INDEP SCH                    | CUSIP: 521841RB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $24399.46     | 0.01%             | 2042-08-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Leander Independent School District                                              | LEANDER ISD-A-REF                       | CUSIP: 521841S23<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $27752.23     | 0.01%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lee County School Board/The                                                      | LEE CO SCH BRD-A-COPS                   | CUSIP: 523494RJ3<br>LEI: 54930014H67DITNA1Q29 | Long             | DBT              | MUN               | US        |     40000 | PA      | $37592.03     | 0.01%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lee County School Board/The                                                      | LEE CO SCH BRD-A-COPS                   | CUSIP: 523494RK0<br>LEI: 54930014H67DITNA1Q29 | Long             | DBT              | MUN               | US        |     25000 | PA      | $22932.95     | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lee County School Board/The                                                      | LEE CO SCH BRD-A                        | CUSIP: 523494SG8<br>LEI: 54930014H67DITNA1Q29 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52774.08     | 0.02%             | 2050-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lewisville Independent School District                                           | LEWISVILLE ISD                          | CUSIP: 52882PFX1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $178685.70    | 0.07%             | 2036-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lewisville Independent School District                                           | LEWISVILLE ISD                          | CUSIP: 52882PGA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $120815.29    | 0.05%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lewisville Independent School District                                           | LEWISVILLE ISD                          | CUSIP: 52882PGB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $38221.15     | 0.01%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lewisville Independent School District                                           | LEWISVILLE ISD                          | CUSIP: 52882PGD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $70469.84     | 0.03%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lewisville Independent School District                                           | LEWISVILLE ISD                          | CUSIP: 52882PGE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $102123.60    | 0.04%             | 2043-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Liberty Hill Independent School District                                         | LIBERTY HILL ISD -REF                   | CUSIP: 530574RJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10254.79     | 0.00%             | 2052-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Liberty Hill Independent School District                                         | LIBERTY HILL INDPT SD                   | CUSIP: 530574TY8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15504.68     | 0.01%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Little Elm Independent School District                                           | LITTLE ELM ISD                          | CUSIP: 5370966V6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $27826.54     | 0.01%             | 2053-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles CA Wastewater System Revenue                                 | LOS ANGELES WSTWTR-A                    | CUSIP: 53945CGT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $86217.64     | 0.03%             | 2047-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles CA Wastewater System Revenue                                 | LOS ANGELES CA WSTWTR                   | CUSIP: 53945CJY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30617.01     | 0.01%             | 2048-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles CA Wastewater System Revenue                                 | LOS ANGELES-A-REV                       | CUSIP: 53945CKY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $70818.65     | 0.03%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles CA Wastewater System Revenue                                 | LOS ANGELES-A                           | CUSIP: 53945CMD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $121973.62    | 0.05%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles CA Wastewater System Revenue                                 | LOS ANGELES-A-REF                       | CUSIP: 53945CNN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $16384.11     | 0.01%             | 2045-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Long Beach CA Harbor Revenue                                             | LONG BEACH-C-REV-REF                    | CUSIP: 542424VE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5061.57      | 0.00%             | 2047-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Long Beach CA Harbor Revenue                                             | LONG BEACH CA HARBOR                    | CUSIP: 542424VX1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10321.74     | 0.00%             | 2049-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Beach Unified School District                                               | LONG BEACH UNIF SD-B                    | CUSIP: 542433E86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9814.48      | 0.00%             | 2053-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Long Beach Unified School District                                               | LONG BEACH UNIF SD-B                    | CUSIP: 542433F28<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $49916.44     | 0.02%             | 2055-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Long Beach Unified School District                                               | LONG BEACH UNIF SD-B                    | CUSIP: 542433F44<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $14868.03     | 0.01%             | 2057-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Long Beach Unified School District                                               | LONG BEACH USD-CABS                     | CUSIP: 542433QN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $29732.63     | 0.01%             | 2038-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Long Beach Unified School District                                               | LONG BEACH UNIF SD                      | CUSIP: 542433YZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $47695.42     | 0.02%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Long Beach Unified School District                                               | LONG BEACH UNIF SD                      | CUSIP: 542433ZC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $23597.02     | 0.01%             | 2053-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Long Island Power Authority                                                      | LONG ISLAND PWR AUTH                    | CUSIP: 542691BT6<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26036.14     | 0.01%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Island Power Authority                                                      | LONG ISLAND PWR-E                       | CUSIP: 542691HM5<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52192.38     | 0.02%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Island Power Authority                                                      | LONG ISLAND PWR-E                       | CUSIP: 542691HP8<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51640.41     | 0.02%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Island Power Authority                                                      | LONG ISLAND PWR -A                      | CUSIP: 542691JX9<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52250.51     | 0.02%             | 2049-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports                                       | LOS ANGELES ARPT-D                      | CUSIP: 5444455Y1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $46484.06     | 0.02%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports                                       | LOS ANGELES ARPT-D                      | CUSIP: 5444456E4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $27806.62     | 0.01%             | 2043-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports                                       | LOS ANGELES ARPT-D                      | CUSIP: 5444456G9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $21755.19     | 0.01%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports                                       | LOS ANGELES ARPT-D                      | CUSIP: 5444456J3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5441.58      | 0.00%             | 2048-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports                                       | LOS ANGELES ARPT-D                      | CUSIP: 5444456K0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $214894.54    | 0.08%             | 2051-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports                                       | LOS ANGELES ARPT-E                      | CUSIP: 5444457H6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $106882.21    | 0.04%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports                                       | LA DEPT ARPTS-A-REF                     | CUSIP: 544445PN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $59134.63     | 0.02%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports                                       | LA DEPT ARPTS-A-REF                     | CUSIP: 544445PR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $74658.47     | 0.03%             | 2039-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports                                       | LA DEPT ARPTS-A-REF                     | CUSIP: 544445PS2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $63846.68     | 0.02%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports                                       | LOS ANGELES-B-REF                       | CUSIP: 544445QL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35569.18     | 0.01%             | 2040-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports                                       | LA DEPT OF ARPTS-D                      | CUSIP: 544445SD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $24034.74     | 0.01%             | 2048-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports                                       | LOS ANGELES ARPTS-B                     | CUSIP: 544445TS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $205258.09    | 0.08%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports                                       | LOS ANGELES ARPTS-B                     | CUSIP: 544445TT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $72672.61     | 0.03%             | 2048-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports                                       | LOS ANGELES DEPT ARPT                   | CUSIP: 544445XL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $38455.58     | 0.01%             | 2048-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LOS ANGELES CA DEPT-C                   | CUSIP: 5444953R3<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     70000 | PA      | $70489.34     | 0.03%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LOS ANGELES WTR PWR-A                   | CUSIP: 5444956V1<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25468.67     | 0.01%             | 2049-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LOS ANGELES DEPT WTR                    | CUSIP: 5444958D9<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10335.12     | 0.00%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LOS ANGELES DEPT WTR                    | CUSIP: 544495Z64<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    335000 | PA      | $337574.07    | 0.13%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power Water System Revenue                     | LOS ANGELES -C-REF                      | CUSIP: 5445252J6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5565.96      | 0.00%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power Water System Revenue                     | LOS ANGELES -C-REF                      | CUSIP: 5445252U1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $41384.28     | 0.02%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power Water System Revenue                     | LOS ANGELES -C-REF                      | CUSIP: 5445252V9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5125.44      | 0.00%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power Water System Revenue                     | LOS ANGELES -C-REF                      | CUSIP: 5445252W7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15308.70     | 0.01%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power Water System Revenue                     | LOS ANGELES DEPT WTR                    | CUSIP: 544525A24<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15714.91     | 0.01%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power Water System Revenue                     | LOS ANGELES DEPT WTR                    | CUSIP: 544525A32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $135891.03    | 0.05%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power Water System Revenue                     | LOS ANGELES CA DEPT O                   | CUSIP: 544525C97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $46165.29     | 0.02%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power Water System Revenue                     | LOS ANGELES DEPT WTR                    | CUSIP: 544525F52<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26593.73     | 0.01%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power Water System Revenue                     | LOS ANGELES DEPT WTR                    | CUSIP: 544525G28<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $97473.37     | 0.04%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power Water System Revenue                     | LOS ANGELES WTR-C-REF                   | CUSIP: 544525L89<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $21338.63     | 0.01%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power Water System Revenue                     | LOS ANGELES WTR-C-REF                   | CUSIP: 544525M39<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $36902.43     | 0.01%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power Water System Revenue                     | LOS ANGELES-D-REF-REV                   | CUSIP: 544525Q43<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35629.77     | 0.01%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power Water System Revenue                     | LOS ANGELS WTR & PWR-                   | CUSIP: 544525T32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $46269.37     | 0.02%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power Water System Revenue                     | LA DEPT OF WTR-A-REF                    | CUSIP: 544525WL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $18630.87     | 0.01%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power Water System Revenue                     | LOS ANGELES WTR PWR-B                   | CUSIP: 544525X60<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $116691.53    | 0.05%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power Water System Revenue                     | LOS ANGELES WTR PWR-B                   | CUSIP: 544525X78<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5512.67      | 0.00%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power Water System Revenue                     | LOS ANGELES WTR PWR-B                   | CUSIP: 544525X86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $109579.78    | 0.04%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power Water System Revenue                     | LOS ANGELES WTR PWR-B                   | CUSIP: 544525X94<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $70714.03     | 0.03%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power Water System Revenue                     | LOS ANGELES WTR PWR-B                   | CUSIP: 544525Y69<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10611.89     | 0.00%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power Water System Revenue                     | LOS ANGELES CA DEPT O                   | CUSIP: 544525YF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10315.72     | 0.00%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power Water System Revenue                     | LOS ANGELES CA DEPT O                   | CUSIP: 544525YH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $261209.56    | 0.10%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power Water System Revenue                     | LOS ANGELES CA DEPT O                   | CUSIP: 544525ZF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $109758.14    | 0.04%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power Water System Revenue                     | LOS ANGELES CA DEPT O                   | CUSIP: 544525ZH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $86341.93     | 0.03%             | 2050-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power Water System Revenue                     | LOS ANGELES DEPT WTR                    | CUSIP: 544525ZX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $100315.76    | 0.04%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power Water System Revenue                     | LOS ANGELES DEPT WTR                    | CUSIP: 544525ZY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $105275.89    | 0.04%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power Water System Revenue                     | LOS ANGELES DEPT WTR                    | CUSIP: 544525ZZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $89125.53     | 0.03%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LOS ANGELES CA DEPT O                   | CUSIP: 544532AR5<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35495.01     | 0.01%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LOS ANGELES DEPT-B                      | CUSIP: 544532BL7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52383.02     | 0.02%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LOS ANGELES DEPT-B                      | CUSIP: 544532BN3<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30473.62     | 0.01%             | 2050-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LA DEPT OF WTR-B-REF                    | CUSIP: 544532CL6<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52514.78     | 0.02%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LA DEPT OF WTR-B-REF                    | CUSIP: 544532CM4<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15388.43     | 0.01%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LOS ANGELES CA DEPT O                   | CUSIP: 544532DJ0<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41414.95     | 0.02%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LOS ANGELES CA DEPT O                   | CUSIP: 544532DK7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     80000 | PA      | $81389.54     | 0.03%             | 2051-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LOS ANGELES CA DEPT O                   | CUSIP: 544532DZ4<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    160000 | PA      | $169134.45    | 0.07%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LOS ANGELES CA DEPT O                   | CUSIP: 544532EC4<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30851.33     | 0.01%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LOS ANGELES CA DEPT O                   | CUSIP: 544532ED2<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50868.47     | 0.02%             | 2051-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LOS ANGELES DEPT WTR                    | CUSIP: 544532EV2<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     55000 | PA      | $58273.44     | 0.02%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LOS ANGELES DEPT WTR                    | CUSIP: 544532EW0<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     75000 | PA      | $79076.64     | 0.03%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LOS ANGELES DEPT WTR                    | CUSIP: 544532EX8<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41121.57     | 0.02%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LOS ANGELES DEPT OF W                   | CUSIP: 544532FQ2<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    130000 | PA      | $138287.37    | 0.05%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LOS ANGELES DEPT OF W                   | CUSIP: 544532FS8<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21199.56     | 0.01%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LOS ANGELES DEPT OF W                   | CUSIP: 544532FU3<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    150000 | PA      | $157563.15    | 0.06%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LOS ANGELES DEPT-D                      | CUSIP: 544532HS6<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    115000 | PA      | $122809.42    | 0.05%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LOS ANGELES DEPT-D                      | CUSIP: 544532HT4<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     45000 | PA      | $47789.72     | 0.02%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LOS ANG DEPT OF WTR-E                   | CUSIP: 544532JG0<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     75000 | PA      | $82448.14     | 0.03%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LOS ANG DEPT OF WTR-E                   | CUSIP: 544532JH8<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     35000 | PA      | $38202.35     | 0.01%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LOS ANG DEPT OF WTR-E                   | CUSIP: 544532JS4<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     70000 | PA      | $72119.35     | 0.03%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LOS ANG DEPT OF WTR-E                   | CUSIP: 544532JT2<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40761.03     | 0.02%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LOS ANGELES CA DEPT O                   | CUSIP: 544532KQ6<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    150000 | PA      | $158699.36    | 0.06%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LA DEPT OF WTR-B-REF                    | CUSIP: 544532LU6<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     85000 | PA      | $93250.41     | 0.04%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LA DEPT OF WTR-B-REF                    | CUSIP: 544532LV4<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     25000 | PA      | $27267.61     | 0.01%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LA DEPT OF WTR-B-REF                    | CUSIP: 544532LW2<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     75000 | PA      | $81244.02     | 0.03%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LOS ANGELES DEPT-C                      | CUSIP: 544532MM3<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    100000 | PA      | $108325.36    | 0.04%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LOS ANGELES DEPT-C                      | CUSIP: 544532MN1<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    100000 | PA      | $108102.09    | 0.04%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LOS ANGELES DEPT-C                      | CUSIP: 544532MQ4<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53599.18     | 0.02%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LOS ANGELES DEPT-C                      | CUSIP: 544532MR2<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53285.06     | 0.02%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LOS ANGELES DEPT-C                      | CUSIP: 544532MU5<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52000.70     | 0.02%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LOS ANGELES DEPT -D                     | CUSIP: 544532NE0<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21386.72     | 0.01%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LOS ANGELES-E-REF                       | CUSIP: 544532NX8<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50975.66     | 0.02%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LOS ANGELES DEPT-C                      | CUSIP: 544532QN7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     85000 | PA      | $92118.55     | 0.04%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LOS ANGELES DEPT-C                      | CUSIP: 544532QP2<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52899.95     | 0.02%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LOS ANGELES DEPT-C                      | CUSIP: 544532QR8<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    190000 | PA      | $193910.16    | 0.07%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LOS ANGELES DEPT-A                      | CUSIP: 544532SB1<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    100000 | PA      | $103877.97    | 0.04%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LOS ANGELES DEPT-A                      | CUSIP: 544532SE5<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    120000 | PA      | $124952.30    | 0.05%             | 2056-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Municipal Improvement Corp of Los Angeles                                        | LOS ANGELES MUN-A                       | CUSIP: 5445875V6<br>LEI: 549300ZJ0YLTZNSR8F57 | Long             | DBT              | MUN               | US        |    120000 | PA      | $126682.79    | 0.05%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Municipal Improvement Corp of Los Angeles                                        | LOS ANGELES MUN-A                       | CUSIP: 5445875W4<br>LEI: 549300ZJ0YLTZNSR8F57 | Long             | DBT              | MUN               | US        |     60000 | PA      | $61428.83     | 0.02%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Municipal Improvement Corp of Los Angeles                                        | LOS ANGELES MUN-A                       | CUSIP: 5445875X2<br>LEI: 549300ZJ0YLTZNSR8F57 | Long             | DBT              | MUN               | US        |    130000 | PA      | $139306.97    | 0.05%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                           | LOS ANGELES-B1                          | CUSIP: 5446466W7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $154714.07    | 0.06%             | 2042-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                           | LOS ANGELES-M1                          | CUSIP: 5446467Z9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $46414.22     | 0.02%             | 2042-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                           | LOS ANGELES CA UNIF S                   | CUSIP: 544647BS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5175.49      | 0.00%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                           | LOS ANGELES CA UNIF S                   | CUSIP: 544647BV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30680.83     | 0.01%             | 2039-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                           | LOS ANGELES CA UNIF S                   | CUSIP: 544647BX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $175662.41    | 0.07%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                           | LOS ANGELES UNIF SD-C                   | CUSIP: 544647DJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10268.85     | 0.00%             | 2038-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                           | LOS ANGELES UNIF SD-C                   | CUSIP: 544647DL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $71588.59     | 0.03%             | 2039-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                           | LOS ANGELES UNIF SD-C                   | CUSIP: 544647DN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50189.26     | 0.02%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                           | LOS ANGELES UNIF SD                     | CUSIP: 544647GD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $117747.73    | 0.05%             | 2047-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                           | LOS ANGELES CA UN-QRR                   | CUSIP: 544647GZ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $72570.61     | 0.03%             | 2042-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                           | LOS ANGELES CA UN-QRR                   | CUSIP: 544647HA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $109121.65    | 0.04%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                           | LOS ANGELES CA UN-QRR                   | CUSIP: 544647HB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $69915.37     | 0.03%             | 2048-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                           | LOS ANGELES-SER QRR                     | CUSIP: 544647JD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $73580.63     | 0.03%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                           | LOS ANGELES-SER QRR                     | CUSIP: 544647JE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $112699.69    | 0.04%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                           | LOS ANGELES-SER QRR                     | CUSIP: 544647JH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $104630.41    | 0.04%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                           | LOS ANGELES-SER QRR                     | CUSIP: 544647JK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $97220.93     | 0.04%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                           | LOS ANGELES-SER QRR                     | CUSIP: 544647JL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $107981.67    | 0.04%             | 2049-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                           | LOS ANGELES-SER QRR                     | CUSIP: 544647JM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $71046.32     | 0.03%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                           | LOS ANGELES UNIF-A-1                    | CUSIP: 544647KU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10840.95     | 0.00%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                           | LOS ANGELES UNIF-A-1                    | CUSIP: 544647KV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $106314.26    | 0.04%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue       | LOS ANGELES CNTY CA M                   | CUSIP: 54466HHE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10424.44     | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue       | LOS ANGELES CO MTA -A                   | CUSIP: 54466HJR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $83090.84     | 0.03%             | 2036-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue       | LOS ANGELES CNTY CA-A                   | CUSIP: 54466HLR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20868.69     | 0.01%             | 2036-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue       | LOS ANGELES CNTY CA-A                   | CUSIP: 54466HLS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $46678.91     | 0.02%             | 2037-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue       | LOS ANGELES CO MTA-B                    | CUSIP: 54466HRK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $32888.19     | 0.01%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles County Public Works Financing Authority                              | LA CO PUB WRKS-D                        | CUSIP: 54473EST2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $90004.90     | 0.03%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles County Public Works Financing Authority                              | LA CO CA PUB WKS-A                      | CUSIP: 54473EVQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $19835.34     | 0.01%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles County Public Works Financing Authority                              | LA CO CA PUB WKS-A                      | CUSIP: 54473EVS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $14985.70     | 0.01%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles County Public Works Financing Authority                              | LOS ANGELES CNTY PUB                    | CUSIP: 54473EWP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $49041.98     | 0.02%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles County Public Works Financing Authority                              | LOS ANGELES CO PUB-H                    | CUSIP: 54473EYM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $21539.37     | 0.01%             | 2053-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Los Angeles County Public Works Financing Authority                              | LOS ANGELES CO PUB-J                    | CUSIP: 54473EZL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $87989.95     | 0.03%             | 2045-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles County Public Works Financing Authority                              | LOS ANGELES CO PUB-J                    | CUSIP: 54473EZM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $87185.10     | 0.03%             | 2046-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles County Public Works Financing Authority                              | LOS ANGELES CO PUB-J                    | CUSIP: 54473EZN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $108194.26    | 0.04%             | 2047-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles County Public Works Financing Authority                              | LOS ANGELES CO PUB-J                    | CUSIP: 54473EZP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $109135.15    | 0.04%             | 2050-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Los Angeles County Public Works Financing Authority                              | LOS ANGELES CO PUB-J                    | CUSIP: 54473EZQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $91989.46     | 0.04%             | 2054-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Los Angeles County Facilities Inc                                                | LOS ANGELES CO FACS-A                   | CUSIP: 54531FAT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $75555.55     | 0.03%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles County Facilities 2 Inc                                              | LOS ANGELES CO #2-A                     | CUSIP: 54531PAS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $138869.21    | 0.05%             | 2049-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Los Angeles County Facilities 2 Inc                                              | LOS ANGELES CO #2-A                     | CUSIP: 54531PAT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52798.51     | 0.02%             | 2054-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LOUISIANA ST LOCAL GO                   | CUSIP: 546275AN8<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45657.09     | 0.02%             | 2037-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana Public Facilities Authority                                            | LA PUB FACS-CONV CAB                    | CUSIP: 5463988B7<br>LEI: 549300RQIPT5S4P4M065 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50406.99     | 0.02%             | 2046-10-01      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Louisiana Public Facilities Authority                                            | LOUISIANA PUB FACS AU                   | CUSIP: 546399JU1<br>LEI: 549300RQIPT5S4P4M065 | Long             | DBT              | MUN               | US        |    105000 | PA      | $108192.25    | 0.04%             | 2045-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana Public Facilities Authority                                            | LA PUB FAC-A-UNREFD                     | CUSIP: 546399PF7<br>LEI: 549300RQIPT5S4P4M065 | Long             | DBT              | MUN               | US        |    100000 | PA      | $87770.35     | 0.03%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Louisiana Public Facilities Authority                                            | LA PUB FACS AUTH-A                      | CUSIP: 546399QQ2<br>LEI: 549300RQIPT5S4P4M065 | Long             | DBT              | MUN               | US        |     65000 | PA      | $66853.31     | 0.03%             | 2052-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana Public Facilities Authority                                            | LOUISIANA PUB FACS AU                   | CUSIP: 546399RQ1<br>LEI: 549300RQIPT5S4P4M065 | Long             | DBT              | MUN               | US        |     50000 | PA      | $49233.56     | 0.02%             | 2053-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Louisiana Public Facilities Authority                                            | LA PUB FACS AUTH-A                      | CUSIP: 54639TBS0<br>LEI: 549300RQIPT5S4P4M065 | Long             | DBT              | MUN               | US        |     65000 | PA      | $65014.05     | 0.03%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana Public Facilities Authority                                            | LA PUB FACS AUTH-A                      | CUSIP: 54639TBX9<br>LEI: 549300RQIPT5S4P4M065 | Long             | DBT              | MUN               | US        |     20000 | PA      | $16913.26     | 0.01%             | 2056-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Louisiana Stadium & Exposition District                                          | LA ST STADIUM & EXPOS                   | CUSIP: 546410CY5<br>LEI: 5493000QEHWDGVGH7J62 | Long             | DBT              | MUN               | US        |    100000 | PA      | $103080.89    | 0.04%             | 2053-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of Louisiana Gasoline & Fuels Tax Revenue                                  | LOUISIANA ST-REV-A                      | CUSIP: 546475WN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $104663.11    | 0.04%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Louisiana Gasoline & Fuels Tax Revenue                                  | LOUISIANA ST-A-REF                      | CUSIP: 546475WX8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $111336.01    | 0.04%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Louisiana Gasoline & Fuels Tax Revenue                                  | LOUISIANA ST-A-REF                      | CUSIP: 546475WZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10136.47     | 0.00%             | 2040-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Louisville and Jefferson County Metropolitan Sewer District                      | LOUISVILLE & JEFF-C                     | CUSIP: 5465892D3<br>LEI: 5493004O4I11L8BK0A22 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31091.34     | 0.01%             | 2051-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisville and Jefferson County Metropolitan Sewer District                      | LOUISVILLE & JEFF-A                     | CUSIP: 5465892V3<br>LEI: 5493004O4I11L8BK0A22 | Long             | DBT              | MUN               | US        |     25000 | PA      | $28115.73     | 0.01%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisville and Jefferson County Metropolitan Sewer District                      | LOUISVILLE ETC MET-A                    | CUSIP: 546589P55<br>LEI: 5493004O4I11L8BK0A22 | Long             | DBT              | MUN               | US        |     30000 | PA      | $18963.28     | 0.01%             | 2050-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Louisville and Jefferson County Metropolitan Sewer District                      | LOUISVILLE & JEFFERSO                   | CUSIP: 546589ZR6<br>LEI: 5493004O4I11L8BK0A22 | Long             | DBT              | MUN               | US        |    140000 | PA      | $113400.84    | 0.04%             | 2046-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Louisville & Jefferson County Visitors and Convention Commission                 | LOUISVILLE & JEFFERSO                   | CUSIP: 546604FU8<br>LEI: 549300DJQHPGXYF1M317 | Long             | DBT              | MUN               | US        |    130000 | PA      | $113654.09    | 0.04%             | 2041-06-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Louisville & Jefferson County Visitors and Convention Commission                 | LOUISVILLE & JEFFERSO                   | CUSIP: 546604FV6<br>LEI: 549300DJQHPGXYF1M317 | Long             | DBT              | MUN               | US        |     85000 | PA      | $67407.29     | 0.03%             | 2046-06-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority                                                   | LOWER COLORADO RIVER                    | CUSIP: 54811BB91<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15805.05     | 0.01%             | 2053-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority                                                   | LOWER COLORADO RIVER                    | CUSIP: 54811BH46<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |    150000 | PA      | $157223.61    | 0.06%             | 2048-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority                                                   | LOWER COLORADO RIVER                    | CUSIP: 54811BH53<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36513.33     | 0.01%             | 2053-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority                                                   | LOWER COLORADO RIVER                    | CUSIP: 54811BL33<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25770.50     | 0.01%             | 2049-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority                                                   | LOWER COLORADO RIVER                    | CUSIP: 54811BL41<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |     75000 | PA      | $78165.33     | 0.03%             | 2054-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority                                                   | LWR COLORADO RIVER-A                    | CUSIP: 54811BN80<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20689.42     | 0.01%             | 2049-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority                                                   | LWR COLORADO RIVER-A                    | CUSIP: 54811BN98<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |     80000 | PA      | $82169.85     | 0.03%             | 2054-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority                                                   | LOWER COLORADO RIVER                    | CUSIP: 54811BR86<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |     80000 | PA      | $82040.82     | 0.03%             | 2055-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority                                                   | LOWER COLORADO RIVER                    | CUSIP: 54811BR94<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15291.80     | 0.01%             | 2055-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority                                                   | LOWER COLORADO RIVER                    | CUSIP: 54811BSA0<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5050.48      | 0.00%             | 2048-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority                                                   | LOWER COLORADO-A                        | CUSIP: 54811BT50<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16904.18     | 0.01%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority                                                   | LOWER COLORADO RIVER                    | CUSIP: 54811BTA9<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45458.03     | 0.02%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority                                                   | LOWER COLORADO RIVER                    | CUSIP: 54811BTB7<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |     50000 | PA      | $43393.97     | 0.02%             | 2049-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority                                                   | LOWER COLORADO-A                        | CUSIP: 54811BU82<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52769.49     | 0.02%             | 2050-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority                                                   | LOWER COLORADO-A                        | CUSIP: 54811BU90<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |     40000 | PA      | $42893.10     | 0.02%             | 2055-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority                                                   | LWR COLORADO RIVER-A                    | CUSIP: 54811BUA7<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |     50000 | PA      | $44169.92     | 0.02%             | 2049-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority                                                   | LOWER COLORADO RIVER                    | CUSIP: 54811BVY4<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25776.30     | 0.01%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority                                                   | LOWER COLORADO RIVER                    | CUSIP: 54811BVZ1<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50752.13     | 0.02%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority                                                   | LOWER COLORADO RIVER                    | CUSIP: 54811BWW7<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5129.24      | 0.00%             | 2046-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority                                                   | LOWER COLORADO RIVER                    | CUSIP: 54811BWX5<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20284.53     | 0.01%             | 2051-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority                                                   | LOWER COLORADO RIVER                    | CUSIP: 54811BXU0<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |     95000 | PA      | $98001.63     | 0.04%             | 2046-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority                                                   | LOWER COLORADO RIVER                    | CUSIP: 54811BYU9<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |    250000 | PA      | $256649.53    | 0.10%             | 2047-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Lubbock TX Electric Light & Power System Revenue                         | LUBBOCK-REV                             | CUSIP: 549203XM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $46520.66     | 0.02%             | 2046-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Lubbock TX Electric Light & Power System Revenue                         | LUBBOCK-REV                             | CUSIP: 549203XN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $48992.59     | 0.02%             | 2051-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lubbock Independent School District                                              | LUBBOCK ISD                             | CUSIP: 5492206L0<br>LEI: 549300SBJI5UDVLE3F39 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50142.80     | 0.02%             | 2055-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mabank Independent School District                                               | MABANK ISD-REF                          | CUSIP: 554086PR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $93709.17     | 0.04%             | 2049-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Maine Health & Higher Educational Facilities Authority                           | MAINE HLTH & HGR-B                      | CUSIP: 56042SEE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15638.09     | 0.01%             | 2054-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Maine Turnpike Authority                                                         | ME TURNPIKE AUTH                        | CUSIP: 560551QY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $48451.42     | 0.02%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Manatee FL Public Utilities Revenue                                    | MANATEE CO PUB UTILS-                   | CUSIP: 561851LQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $22616.12     | 0.01%             | 2053-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Manatee FL                                                             | MANATEE CO-REF-REV                      | CUSIP: 561852HH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $74245.99     | 0.03%             | 2047-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| County of Manatee FL                                                             | MANATEE CO-REF-REV                      | CUSIP: 561852HJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $36509.37     | 0.01%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Manatee FL                                                             | MANATEE CO-REV                          | CUSIP: 561852JD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $100742.09    | 0.04%             | 2048-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Manchester NH Sewer Revenue                                              | MANCHESTER-REV                          | CUSIP: 562361BP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $37051.79     | 0.01%             | 2054-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mansfield Independent School District                                            | MANSFIELD ISD                           | CUSIP: 564386UE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $91852.53     | 0.04%             | 2054-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mansfield Independent School District                                            | MANSFIELD ISD                           | CUSIP: 564386VM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $104173.31    | 0.04%             | 2050-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mansfield Independent School District                                            | MANSFIELD ISD                           | CUSIP: 564386VN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $100192.38    | 0.04%             | 2055-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Salem-Keizer School District No 24J                                              | SALEM ETC SD #24J-A                     | CUSIP: 569203NS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $5688.08      | 0.00%             | 2039-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Salem-Keizer School District No 24J                                              | SALEM ETC SD #24J-A                     | CUSIP: 569203NT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $40462.54     | 0.02%             | 2040-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State of Maryland                                                                | MARYLAND ST 2ND SER A                   | CUSIP: 574193UU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5152.11      | 0.00%             | 2036-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Maryland                                                                | MARYLAND ST-A                           | CUSIP: 574193WQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $22763.50     | 0.01%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Maryland                                                                | MARYLAND ST-A                           | CUSIP: 574193WR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $56532.94     | 0.02%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Maryland                                                                | MARYLAND ST-A                           | CUSIP: 574193WS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $179801.66    | 0.07%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Maryland                                                                | MARYLAND ST-A                           | CUSIP: 574193XH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $56889.86     | 0.02%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Maryland                                                                | MARYLAND ST-A                           | CUSIP: 574193XJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $11312.60     | 0.00%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Maryland                                                                | MARYLAND ST-A                           | CUSIP: 574193XK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $123785.51    | 0.05%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Maryland Department of Transportation                                   | MD DEPT TRANSPRTN-A                     | CUSIP: 574204S46<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $46193.83     | 0.02%             | 2036-10-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| State of Maryland Department of Transportation                                   | MD DEPT TRANSPRTN-B                     | CUSIP: 574204X99<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $66644.78     | 0.03%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                               | MD ECON DEV CORP -A                     | CUSIP: 57420VSP9<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10582.05     | 0.00%             | 2058-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                               | MD ECON DEV CORP                        | CUSIP: 57420VTH6<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50473.48     | 0.02%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                               | MD ECON DEV CORP                        | CUSIP: 57420VTK9<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51229.25     | 0.02%             | 2064-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                               | MD ECO DEV CORP-A                       | CUSIP: 57420VUD3<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |     70000 | PA      | $68369.74     | 0.03%             | 2065-07-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Maryland Stadium Authority                                                       | MARYLAND STADIUM AUTH                   | CUSIP: 574294AW4<br>LEI: 549300VA283TTQRDNF71 | Long             | DBT              | MUN               | US        |    100000 | PA      | $67813.17     | 0.03%             | 2051-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Maryland Stadium Authority                                                       | MARYLAND STADIUM AUTH                   | CUSIP: 574294AX2<br>LEI: 549300VA283TTQRDNF71 | Long             | DBT              | MUN               | US        |     10000 | PA      | $9059.77      | 0.00%             | 2051-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Maryland Stadium Authority                                                       | MARYLAND STADIUM AUTH                   | CUSIP: 574294BV5<br>LEI: 549300VA283TTQRDNF71 | Long             | DBT              | MUN               | US        |     30000 | PA      | $26734.01     | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Maryland Stadium Authority                                                       | MARYLAND STADIUM AUTH                   | CUSIP: 574294CT9<br>LEI: 549300VA283TTQRDNF71 | Long             | DBT              | MUN               | US        |     10000 | PA      | $9105.99      | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Maryland Stadium Authority                                                       | MARYLAND STADIUM AUTH                   | CUSIP: 574294CU6<br>LEI: 549300VA283TTQRDNF71 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10504.60     | 0.00%             | 2051-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Maryland Stadium Authority                                                       | MARYLAND ST STADIUM                     | CUSIP: 574296BV0<br>LEI: 549300VA283TTQRDNF71 | Long             | DBT              | MUN               | US        |     65000 | PA      | $66608.70     | 0.03%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland Stadium Authority                                                       | MARYLAND ST STADIUM A                   | CUSIP: 574296CR8<br>LEI: 549300VA283TTQRDNF71 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31919.06     | 0.01%             | 2050-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland State Transportation Authority                                          | MARYLAND ST TRANSPRTN                   | CUSIP: 574300MP1<br>LEI: 254900MKNK0MO0Z4X426 | Long             | DBT              | MUN               | US        |     90000 | PA      | $83296.49     | 0.03%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Maryland State Transportation Authority                                          | MARYLAND ST TRANSPRTN                   | CUSIP: 574300NW5<br>LEI: 254900MKNK0MO0Z4X426 | Long             | DBT              | MUN               | US        |    125000 | PA      | $131431.24    | 0.05%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland State Transportation Authority                                          | MARYLAND ST TRANSPRTN                   | CUSIP: 574300NX3<br>LEI: 254900MKNK0MO0Z4X426 | Long             | DBT              | MUN               | US        |     50000 | PA      | $38917.69     | 0.02%             | 2047-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Maryland State Transportation Authority                                          | MARYLAND ST TRANSPRTN                   | CUSIP: 574300NY1<br>LEI: 254900MKNK0MO0Z4X426 | Long             | DBT              | MUN               | US        |     25000 | PA      | $17646.41     | 0.01%             | 2047-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Maryland State Transportation Authority                                          | MD TRANSPRTN-A-REF                      | CUSIP: 574300PN3<br>LEI: 254900MKNK0MO0Z4X426 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5629.31      | 0.00%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland State Transportation Authority                                          | MD TRANSPRTN-A-REF                      | CUSIP: 574300PR4<br>LEI: 254900MKNK0MO0Z4X426 | Long             | DBT              | MUN               | US        |     25000 | PA      | $27711.18     | 0.01%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Assessment Revenue                    | MA BAY TRANS AUTH-A-1                   | CUSIP: 575577NX5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20345.68     | 0.01%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Assessment Revenue                    | MA BAY TRANS AUTH-A-2                   | CUSIP: 575577NZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $61985.57     | 0.02%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                     | MA ST BAY AUTH-SER B                    | CUSIP: 5755792F3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $78655.32     | 0.03%             | 2050-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                     | MA ST BAY AUTH-SER B                    | CUSIP: 5755792H9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15120.15     | 0.01%             | 2055-07-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                     | MA ST BAY AUTH-SER B                    | CUSIP: 5755792J5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $106186.92    | 0.04%             | 2055-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                     | MASSACHUSETTS ST BAY                    | CUSIP: 575579K97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15447.16     | 0.01%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                     | MASSACHUSETTS ST BAY                    | CUSIP: 575579L70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $41135.54     | 0.02%             | 2051-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                     | MA BAY TRANS AUTH-A-1                   | CUSIP: 575579Q75<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $46907.48     | 0.02%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                     | MA BAY TRANS AUTH-A-1                   | CUSIP: 575579Q91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $59130.34     | 0.02%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                     | MA BAY TRANS AUTH-A-1                   | CUSIP: 575579R25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $57863.22     | 0.02%             | 2053-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                     | MA BAY TRANS AUTH-A                     | CUSIP: 575579U47<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5896.52      | 0.00%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                     | MA BAY TRANS AUTH-A                     | CUSIP: 575579U62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $39564.28     | 0.02%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                     | MA BAY TRANS AUTH-A                     | CUSIP: 575579U70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5622.55      | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                     | MA BAY TRANS AUTH-A                     | CUSIP: 575579V61<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $27050.94     | 0.01%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                     | MA BAY TRANS AUTH-A                     | CUSIP: 575579V79<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $53595.58     | 0.02%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                     | MA BAY TRANS AUTH-A                     | CUSIP: 575579W29<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $84726.70     | 0.03%             | 2052-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                     | MA ST BAY AUTH-SER B                    | CUSIP: 575579Z75<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $112564.13    | 0.04%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | CWLTH OF MASSACHUSETT                   | CUSIP: 57582R2B1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     75000 | PA      | $78078.95     | 0.03%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | CWLTH OF MASSACHUSETT                   | CUSIP: 57582R2F2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     95000 | PA      | $97868.72     | 0.04%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MA ST-A                                 | CUSIP: 57582R2V7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     55000 | PA      | $60910.27     | 0.02%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MA ST-A                                 | CUSIP: 57582R2Z8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    130000 | PA      | $135689.84    | 0.05%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MA ST-A                                 | CUSIP: 57582R3A2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    105000 | PA      | $108228.55    | 0.04%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MA CMNWLTH-C                            | CUSIP: 57582R3Y0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21181.11     | 0.01%             | 2046-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS CMNWL-D                   | CUSIP: 57582R4C7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36410.10     | 0.01%             | 2050-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS CMNWL-D                   | CUSIP: 57582R4F0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     45000 | PA      | $46451.53     | 0.02%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS-C-REF                     | CUSIP: 57582R4W3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     30000 | PA      | $33128.87     | 0.01%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST-A                      | CUSIP: 57582R5J1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     35000 | PA      | $39354.79     | 0.02%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST-A                      | CUSIP: 57582R5K8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5591.88      | 0.00%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST-A                      | CUSIP: 57582R5N2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    120000 | PA      | $131988.78    | 0.05%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST-A                      | CUSIP: 57582R5Q5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    135000 | PA      | $140986.95    | 0.05%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST-A                      | CUSIP: 57582R5R3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    130000 | PA      | $134095.40    | 0.05%             | 2054-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST-A                      | CUSIP: 57582R6E1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     50000 | PA      | $55693.71     | 0.02%             | 2039-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST-A                      | CUSIP: 57582R6F8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    105000 | PA      | $116412.45    | 0.04%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST-A                      | CUSIP: 57582R6H4<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10952.24     | 0.00%             | 2042-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MA CMNWLTH-B-REF                        | CUSIP: 57582R6V3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     50000 | PA      | $56197.53     | 0.02%             | 2037-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST-B                      | CUSIP: 57582R7L4<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     25000 | PA      | $28342.79     | 0.01%             | 2036-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST-B                      | CUSIP: 57582R7M2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     20000 | PA      | $22539.94     | 0.01%             | 2037-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST-B                      | CUSIP: 57582R7S9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5485.13      | 0.00%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST-B                      | CUSIP: 57582R7T7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10903.42     | 0.00%             | 2043-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST-B                      | CUSIP: 57582R8A7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     65000 | PA      | $67126.01     | 0.03%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MA CMWLTH-B                             | CUSIP: 57582RA63<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     50000 | PA      | $38877.31     | 0.01%             | 2043-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MA CMWLTH -C                            | CUSIP: 57582RA71<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     30000 | PA      | $23130.09     | 0.01%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MA CMWLTH -C                            | CUSIP: 57582RA97<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     25000 | PA      | $18805.63     | 0.01%             | 2049-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MA CMWLTH -C                            | CUSIP: 57582RB21<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    170000 | PA      | $123533.32    | 0.05%             | 2050-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST                        | CUSIP: 57582RD29<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    120000 | PA      | $108794.45    | 0.04%             | 2039-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST                        | CUSIP: 57582RD37<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15946.96     | 0.01%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST                        | CUSIP: 57582RD45<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     60000 | PA      | $63620.75     | 0.02%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST                        | CUSIP: 57582RD52<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    155000 | PA      | $161676.10    | 0.06%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST                        | CUSIP: 57582RD60<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    130000 | PA      | $133879.80    | 0.05%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST                        | CUSIP: 57582RD78<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     10000 | PA      | $7610.24      | 0.00%             | 2048-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS-E                         | CUSIP: 57582RFU5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     40000 | PA      | $36751.13     | 0.01%             | 2040-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS-E                         | CUSIP: 57582RFV3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     50000 | PA      | $49999.67     | 0.02%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS-E                         | CUSIP: 57582RFY7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     85000 | PA      | $82842.15     | 0.03%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST                        | CUSIP: 57582RH33<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     10000 | PA      | $9022.51      | 0.00%             | 2039-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST                        | CUSIP: 57582RH41<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     20000 | PA      | $17681.77     | 0.01%             | 2040-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST                        | CUSIP: 57582RH58<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25256.24     | 0.01%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST                        | CUSIP: 57582RJK3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    125000 | PA      | $119383.78    | 0.05%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST                        | CUSIP: 57582RJL1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    100000 | PA      | $85650.78     | 0.03%             | 2041-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST                        | CUSIP: 57582RJM9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    125000 | PA      | $101274.49    | 0.04%             | 2044-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST-G                      | CUSIP: 57582RLH7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45023.49     | 0.02%             | 2037-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST-G                      | CUSIP: 57582RLJ3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    150000 | PA      | $147104.15    | 0.06%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST-G                      | CUSIP: 57582RLK0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    120000 | PA      | $93508.78     | 0.04%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST-J                      | CUSIP: 57582RMC7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5057.67      | 0.00%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST-J                      | CUSIP: 57582RMH6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     50000 | PA      | $48720.08     | 0.02%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST-A                      | CUSIP: 57582RMY9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    260000 | PA      | $262090.27    | 0.10%             | 2047-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MA CMWLTH-B                             | CUSIP: 57582RN69<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     45000 | PA      | $34676.89     | 0.01%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MA CMWLTH-B                             | CUSIP: 57582RN85<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    100000 | PA      | $75185.52     | 0.03%             | 2049-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MA CMWLTH-B                             | CUSIP: 57582RN93<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     60000 | PA      | $36946.22     | 0.01%             | 2050-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST-B                      | CUSIP: 57582RNE2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25415.94     | 0.01%             | 2037-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST-B                      | CUSIP: 57582RNF9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25200.99     | 0.01%             | 2047-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MA CMWLTH-B                             | CUSIP: 57582RP26<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     50000 | PA      | $31129.94     | 0.01%             | 2051-04-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST-D                      | CUSIP: 57582RPF7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15041.50     | 0.01%             | 2037-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST-D                      | CUSIP: 57582RPK6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     65000 | PA      | $65024.38     | 0.03%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST-D                      | CUSIP: 57582RPM2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     25000 | PA      | $24740.49     | 0.01%             | 2043-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST                        | CUSIP: 57582RQM1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20463.52     | 0.01%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST                        | CUSIP: 57582RQN9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10218.28     | 0.00%             | 2042-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST                        | CUSIP: 57582RQP4<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     70000 | PA      | $71433.25     | 0.03%             | 2043-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST                        | CUSIP: 57582RQS8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     75000 | PA      | $76093.47     | 0.03%             | 2046-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MA CMWLTH-C                             | CUSIP: 57582RR65<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     15000 | PA      | $10318.53     | 0.00%             | 2046-09-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MA CMWLTH-C                             | CUSIP: 57582RR73<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     45000 | PA      | $30396.69     | 0.01%             | 2047-09-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS-A                         | CUSIP: 57582RRJ7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25565.85     | 0.01%             | 2043-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MA CMWLTH-D                             | CUSIP: 57582RS31<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51464.73     | 0.02%             | 2051-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST                        | CUSIP: 57582RVU7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5246.47      | 0.00%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST                        | CUSIP: 57582RVV5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     60000 | PA      | $62826.28     | 0.02%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST                        | CUSIP: 57582RVW3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15675.50     | 0.01%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST                        | CUSIP: 57582RVY9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5099.18      | 0.00%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSSETS-B                         | CUSIP: 57582RW51<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     50000 | PA      | $38150.97     | 0.01%             | 2048-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST-C                      | CUSIP: 57582RWS1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10476.44     | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST-C                      | CUSIP: 57582RWT9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31356.25     | 0.01%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST-C                      | CUSIP: 57582RWU6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52127.50     | 0.02%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST-C                      | CUSIP: 57582RWZ5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10253.48     | 0.00%             | 2047-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS CMWLTH-                   | CUSIP: 57582RX43<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16533.86     | 0.01%             | 2037-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS CMWLTH-                   | CUSIP: 57582RX76<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     40000 | PA      | $43532.30     | 0.02%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS CMWLTH-                   | CUSIP: 57582RY26<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    100000 | PA      | $104549.82    | 0.04%             | 2047-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS CMWLTH-                   | CUSIP: 57582RY34<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     70000 | PA      | $74241.55     | 0.03%             | 2047-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS CMWLTH-                   | CUSIP: 57582RY42<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10481.87     | 0.00%             | 2052-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS CMN-D                     | CUSIP: 57582TAH5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     95000 | PA      | $105565.80    | 0.04%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MA CMWLTH-E                             | CUSIP: 57582TAP7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36445.06     | 0.01%             | 2051-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MA CMWLTH-E                             | CUSIP: 57582TAR3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    100000 | PA      | $103348.41    | 0.04%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS CMNWL-H                   | CUSIP: 57582TBS0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     35000 | PA      | $38606.63     | 0.01%             | 2042-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS CMNWL-H                   | CUSIP: 57582TBT8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    100000 | PA      | $109592.20    | 0.04%             | 2043-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MA CMNWLTH-I                            | CUSIP: 57582TBY7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26299.02     | 0.01%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MA CMNWLTH-I                            | CUSIP: 57582TCD2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10364.37     | 0.00%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MA CMNWLTH-I                            | CUSIP: 57582TCE0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    100000 | PA      | $103462.83    | 0.04%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS-A                         | CUSIP: 57582TCR1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    125000 | PA      | $130873.88    | 0.05%             | 2050-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS-A                         | CUSIP: 57582TCS9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51743.57     | 0.02%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MA CMNWLTH-SER B                        | CUSIP: 57582TDJ8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    200000 | PA      | $228759.40    | 0.09%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MA CMNWLTH-SER B                        | CUSIP: 57582TDK5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     75000 | PA      | $84593.54     | 0.03%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS-C                         | CUSIP: 57582TDM1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    100000 | PA      | $110813.45    | 0.04%             | 2042-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS-C                         | CUSIP: 57582TDQ2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5409.43      | 0.00%             | 2045-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS-C                         | CUSIP: 57582TDU3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    100000 | PA      | $105110.08    | 0.04%             | 2049-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MA CMNWLTH-F                            | CUSIP: 57582TFJ6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    100000 | PA      | $104051.71    | 0.04%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MA CMNWLTH-G                            | CUSIP: 57582TFZ0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    100000 | PA      | $111313.26    | 0.04%             | 2042-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MA CMNWLTH-G                            | CUSIP: 57582TGC0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     45000 | PA      | $48852.49     | 0.02%             | 2045-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MA CMNWLTH-G                            | CUSIP: 57582TGD8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10757.06     | 0.00%             | 2046-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MA CMNWLTH-G                            | CUSIP: 57582TGG1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51848.22     | 0.02%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                         | MA DEV FIN AGY-A                        | CUSIP: 57584XD57<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     45000 | PA      | $44998.80     | 0.02%             | 2047-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                         | MA DEV FIN AGY-T                        | CUSIP: 57584XK42<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     85000 | PA      | $83649.38     | 0.03%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                         | MA DEV FIN AGY                          | CUSIP: 57584XM81<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     60000 | PA      | $56982.89     | 0.02%             | 2039-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                         | MASSACHUSETTS ST DEV                    | CUSIP: 57584XWU1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     30000 | PA      | $29149.52     | 0.01%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                         | MASSACHUSETTS ST DEV                    | CUSIP: 57584XWV9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100232.68    | 0.04%             | 2046-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                         | MA DEV FIN AGY-A                        | CUSIP: 57584XYC9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10024.77     | 0.00%             | 2036-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                         | MA DEV FIN AGY-A                        | CUSIP: 57584XYD7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     75000 | PA      | $88095.97     | 0.03%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                         | MASSACHUSETTS ST DEV                    | CUSIP: 57584Y3Q0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     25000 | PA      | $27449.39     | 0.01%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                         | MASSACHUSETTS ST DEV                    | CUSIP: 57584Y3R8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     35000 | PA      | $38291.51     | 0.01%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                         | MASSACHUSETTS ST DEV                    | CUSIP: 57584Y3S6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     70000 | PA      | $76307.69     | 0.03%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                         | MASSACHUSETTS ST DEV                    | CUSIP: 57584Y3T4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     40000 | PA      | $43419.25     | 0.02%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                         | MASSACHUSETTS ST DEV                    | CUSIP: 57584Y3V9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     55000 | PA      | $58792.22     | 0.02%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                         | MA ST DEV-FF                            | CUSIP: 57584Y5M7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     55000 | PA      | $52640.39     | 0.02%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                         | MA ST DEV-FF                            | CUSIP: 57584Y5N5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    120000 | PA      | $125531.93    | 0.05%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                         | MASSACHUSETTS ST DEV                    | CUSIP: 57584YN54<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53274.68     | 0.02%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                         | MA DEV FIN                              | CUSIP: 57584YVR7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51272.08     | 0.02%             | 2059-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                         | MA DEV FIN AGY-REF                      | CUSIP: 57585BFD5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     35000 | PA      | $34419.54     | 0.01%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                         | MA DEV FIN AGY-B-2                      | CUSIP: 57585BGQ5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    155000 | PA      | $163200.76    | 0.06%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                         | MA ST DEV FIN AGY-A-2                   | CUSIP: 57585BGU6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     25000 | PA      | $28904.22     | 0.01%             | 2055-05-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                         | MA DEV FIN AGY-REF                      | CUSIP: 57585BHN1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     10000 | PA      | $9592.33      | 0.00%             | 2055-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                         | MA ST DEV FIN AGY                       | CUSIP: 57585BMV7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30847.68     | 0.01%             | 2055-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                         | MA ST DEV FIN AGY                       | CUSIP: 57585BMX3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25590.74     | 0.01%             | 2065-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                         | MA DEV FIN AGY-N-REF                    | CUSIP: 57585BQE1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5582.25      | 0.00%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                         | MA DEV FIN AGY-A-1                      | CUSIP: 57585BTV0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     90000 | PA      | $104778.10    | 0.04%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Port Authority                                                     | MA PORT AUTH     -A                     | CUSIP: 575896PX7<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30031.42     | 0.01%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | MA SCH BLDG AUTH-A                      | CUSIP: 576000E33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $64046.00     | 0.02%             | 2050-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | MA SCH BLDG AUTH-A                      | CUSIP: 576000E41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $47118.51     | 0.02%             | 2050-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | MA SCH BLDG AUTH-B                      | CUSIP: 576000F81<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $56099.72     | 0.02%             | 2041-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | MA SCH BLDG AUTH-B                      | CUSIP: 576000G49<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $85859.17     | 0.03%             | 2038-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | MA SCH BLDG AUTH-B                      | CUSIP: 576000G64<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $123893.00    | 0.05%             | 2037-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | MA SCH BLDG AUTH-B                      | CUSIP: 576000G72<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $118156.82    | 0.05%             | 2038-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | MA SCH BLDG-B-SENIOR                    | CUSIP: 576000VB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10121.08     | 0.00%             | 2046-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | MA SCH BLDG-SUB-A                       | CUSIP: 576000WD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $54752.46     | 0.02%             | 2043-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | MA SCH BLDG-SUB-A                       | CUSIP: 576000WE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $102390.00    | 0.04%             | 2048-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | MA SCH BLDG-B-SUB                       | CUSIP: 576000WL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35836.50     | 0.01%             | 2048-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | MASSACHUSETTS ST SCH                    | CUSIP: 576000WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26054.10     | 0.01%             | 2044-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | MASSACHUSETTS ST SCH                    | CUSIP: 576000YX5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $58729.36     | 0.02%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | MASSACHUSETTS ST SCH                    | CUSIP: 576000YY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51199.23     | 0.02%             | 2050-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | MASSACHUSETTS ST SCH                    | CUSIP: 576000YZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $51785.71     | 0.02%             | 2050-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                        | MA TRANS FUND-B                         | CUSIP: 57604TEU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $72383.54     | 0.03%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                        | MASSACHUSETTS ST-A                      | CUSIP: 57604TFK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4630.01      | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                        | MASSACHUSETTS ST-A                      | CUSIP: 57604TGH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101200.73    | 0.04%             | 2047-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                        | MASSACHUSETTS ST TRAN                   | CUSIP: 57604THJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40956.22     | 0.02%             | 2049-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                        | MA COMMONWEALTH -A                      | CUSIP: 57604THK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $46632.20     | 0.02%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                        | MASSACHUSETTS CMNWLTH                   | CUSIP: 57604TKC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $46425.42     | 0.02%             | 2050-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                        | MASSACHUSETTS CMNWLTH                   | CUSIP: 57604TKD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $143903.82    | 0.06%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                        | MASS CMNWLTH-A                          | CUSIP: 57604TKE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $273205.17    | 0.11%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                        | MASS CMNWLTH-A                          | CUSIP: 57604TLG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $31038.20     | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                        | MASS CMNWLTH-B                          | CUSIP: 57604TLH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $165261.92    | 0.06%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                        | MA CMWLTH-A                             | CUSIP: 57604TMC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $119062.80    | 0.05%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                        | MA CMWLTH-A-REF                         | CUSIP: 57604TMU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5428.94      | 0.00%             | 2045-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                          | MA WTR RES AUTH-B-REF                   | CUSIP: 576051PM2<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30017.80     | 0.01%             | 2036-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                          | MA WTR RES AUTH-B-REF                   | CUSIP: 576051PN0<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25003.75     | 0.01%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                          | MA WTR RES AUTH-B-GEN                   | CUSIP: 576051TD8<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |     70000 | PA      | $72499.99     | 0.03%             | 2043-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Medina Valley Independent School District                                        | MEDINA VLY ISD                          | CUSIP: 584887UR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $77253.84     | 0.03%             | 2053-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Medina Valley Independent School District                                        | MEDINA VLY ISD                          | CUSIP: 584887US0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30200.04     | 0.01%             | 2047-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| City of Memphis TN Memphis Light Gas & Water Division Electric System Revenue    | MEMPHIS ELEC SYS REV                    | CUSIP: 586158RE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $143580.40    | 0.06%             | 2050-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Memphis TN Memphis Light Gas & Water Division Electric System Revenue    | MEMPHIS-REF-REV                         | CUSIP: 586158SV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $67199.63     | 0.03%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Memphis TN Memphis Light Gas & Water Division Electric System Revenue    | MEMPHIS-REV                             | CUSIP: 586187AX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $103139.20    | 0.04%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Merrillville Multi School Building Corp                                          | MERRILLVILLE SCHOOLS                    | CUSIP: 590252RB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $32026.37     | 0.01%             | 2042-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mesa County Valley School District No 51 Grand Junction/CO                       | MESA CO VLY SD #51                      | CUSIP: 590621LZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $176505.96    | 0.07%             | 2049-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mesquite Independent School District                                             | MESQUITE ISD-REF                        | CUSIP: 590760VB7<br>LEI: 549300M7COV11VUIZE16 | Long             | DBT              | MUN               | US        |     50000 | PA      | $54624.45     | 0.02%             | 2043-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mesquite Independent School District                                             | MESQUITE ISD-REF                        | CUSIP: 590760VF8<br>LEI: 549300M7COV11VUIZE16 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10724.09     | 0.00%             | 2047-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Atlanta Rapid Transit Authority                                     | MET ATLANTA TRANSIT-C                   | CUSIP: 5917453J1<br>LEI: 5493006NVWO3NVLK0F49 | Long             | DBT              | MUN               | US        |     65000 | PA      | $62169.81     | 0.02%             | 2037-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Atlanta Rapid Transit Authority                                     | MET ATLANTA TRANSIT-C                   | CUSIP: 5917453K8<br>LEI: 5493006NVWO3NVLK0F49 | Long             | DBT              | MUN               | US        |     50000 | PA      | $48962.76     | 0.02%             | 2038-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Metropolitan Atlanta Rapid Transit Authority                                     | MET ATLANTA TRANSIT-C                   | CUSIP: 5917453L6<br>LEI: 5493006NVWO3NVLK0F49 | Long             | DBT              | MUN               | US        |     40000 | PA      | $37332.15     | 0.01%             | 2039-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Atlanta Rapid Transit Authority                                     | MET ATLANTA RAPID-A                     | CUSIP: 591746BZ4<br>LEI: 5493006NVWO3NVLK0F49 | Long             | DBT              | MUN               | US        |    275000 | PA      | $293558.02    | 0.11%             | 2050-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Atlanta Rapid Transit Authority                                     | MET ATLANTA RAPID-A                     | CUSIP: 591746CA8<br>LEI: 5493006NVWO3NVLK0F49 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26033.19     | 0.01%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government Nashville & Davidson County Health & Educational Facs Bd | NASHVILLE ETC CO MET                    | CUSIP: 592029CZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5258.66      | 0.00%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government Nashville & Davidson County Health & Educational Facs Bd | NASHVILLE ETC CO MET                    | CUSIP: 592029DA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26038.83     | 0.01%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government Nashville & Davidson County Health & Educational Facs Bd | NASHVILLE ETC CO MET                    | CUSIP: 592029DB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $13485.30     | 0.01%             | 2054-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government of Nashville & Davidson County TN Electric Revenue       | NASHVILLE ETC-A-REV                     | CUSIP: 592030R93<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $106996.61    | 0.04%             | 2049-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government Nashville & Davidson County Sports Authority             | MET GOVT NASHVILLE -A                   | CUSIP: 592090JY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26466.96     | 0.01%             | 2048-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government Nashville & Davidson County Sports Authority             | MET GOVT NASHVILLE -A                   | CUSIP: 592090KA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $104063.77    | 0.04%             | 2056-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government of Nashville & Davidson County TN Water & Sewer Revenue  | NASHVILLE CO WTR-REF                    | CUSIP: 5920983G0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $55947.86     | 0.02%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government of Nashville & Davidson County TN Water & Sewer Revenue  | NASHVILLE CO WTR-REF                    | CUSIP: 5920983R6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $58209.98     | 0.02%             | 2055-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government of Nashville & Davidson County TN Water & Sewer Revenue  | MET GOVT NASHVILLE &                    | CUSIP: 592098T49<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5053.89      | 0.00%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government of Nashville & Davidson County TN                        | NASHVILLE& DAVIDSON-C                   | CUSIP: 592112XT8<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |    110000 | PA      | $121816.23    | 0.05%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government of Nashville & Davidson County TN                        | NASHVILLE& DAVIDSON-C                   | CUSIP: 592112XU5<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |    100000 | PA      | $109983.60    | 0.04%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government of Nashville & Davidson County TN                        | NASHVILLE& DAVIDSON-C                   | CUSIP: 592112XV3<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |     75000 | PA      | $81899.30     | 0.03%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government of Nashville & Davidson County TN                        | NASHVILLE & DAVIDSON                    | CUSIP: 592112YR1<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |    200000 | PA      | $198474.24    | 0.08%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Nashville Airport Authority/The                                     | MET NASHVILLE TN ARPT                   | CUSIP: 592190NK4<br>LEI: 549300IC0HNF8TDXEE63 | Long             | DBT              | MUN               | US        |    115000 | PA      | $119270.84    | 0.05%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Nashville Airport Authority/The                                     | MET NASHVILLE TN ARPT                   | CUSIP: 592190NM0<br>LEI: 549300IC0HNF8TDXEE63 | Long             | DBT              | MUN               | US        |     35000 | PA      | $32374.99     | 0.01%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Nashville Airport Authority/The                                     | MET NASHVILLE TN ARPT                   | CUSIP: 592190NN8<br>LEI: 549300IC0HNF8TDXEE63 | Long             | DBT              | MUN               | US        |     90000 | PA      | $91173.82     | 0.04%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Nashville Airport Authority/The                                     | MET NASHVILLE TN ARPT                   | CUSIP: 592190NP3<br>LEI: 549300IC0HNF8TDXEE63 | Long             | DBT              | MUN               | US        |     80000 | PA      | $71988.68     | 0.03%             | 2054-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Pier & Exposition Authority                                         | MET PIER                                | CUSIP: 592248BE7<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |    110000 | PA      | $40369.24     | 0.02%             | 2047-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Pier & Exposition Authority                                         | MET PIER-B-CABS                         | CUSIP: 592250AP9<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |     40000 | PA      | $20543.59     | 0.01%             | 2041-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Pier & Exposition Authority                                         | MET PIER-B-CABS                         | CUSIP: 592250AQ7<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |     50000 | PA      | $14690.51     | 0.01%             | 2050-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Pier & Exposition Authority                                         | MET PIER-B-CABS                         | CUSIP: 592250AR5<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |    110000 | PA      | $30452.09     | 0.01%             | 2051-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Pier & Exposition Authority                                         | MET PIER & EXPO-A                       | CUSIP: 592250BK9<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |     75000 | PA      | $73416.65     | 0.03%             | 2053-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Pier & Exposition Authority                                         | MET PIER & EXPO-A                       | CUSIP: 592250BN3<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |     85000 | PA      | $22771.26     | 0.01%             | 2052-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Pier & Exposition Authority                                         | MET PIER & EXPOSITION                   | CUSIP: 592250CK8<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |    155000 | PA      | $32450.35     | 0.01%             | 2056-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Pier & Exposition Authority                                         | MET PIER & EXPOSITION                   | CUSIP: 592250CL6<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |     45000 | PA      | $44422.09     | 0.02%             | 2057-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Pier & Exposition Authority                                         | MET PIER & EXPOSITION                   | CUSIP: 592250CZ5<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |    100000 | PA      | $23344.01     | 0.01%             | 2054-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Pier & Exposition Authority                                         | MET PIER & EXPOSITION                   | CUSIP: 592250DA9<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |     75000 | PA      | $16177.67     | 0.01%             | 2056-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Pier & Exposition Authority                                         | MET PIER & EXPOSITION                   | CUSIP: 592250DM3<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |    250000 | PA      | $249574.55    | 0.10%             | 2050-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Pier & Exposition Authority                                         | MET PIER & EXPOSITION                   | CUSIP: 592250DN1<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |    185000 | PA      | $161301.91    | 0.06%             | 2050-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Pier & Exposition Authority                                         | MET PIER & EXPOSITION                   | CUSIP: 592250EB6<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |     55000 | PA      | $56608.54     | 0.02%             | 2042-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Pier & Exposition Authority                                         | MET PIER & EXPOSITION                   | CUSIP: 592250EW0<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |    100000 | PA      | $95424.25     | 0.04%             | 2042-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Pier & Exposition Authority                                         | MET PIER & EXPOSITION                   | CUSIP: 592250EX8<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |    155000 | PA      | $139307.13    | 0.05%             | 2047-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Pier & Exposition Authority                                         | MET PIER & EXPOSITION                   | CUSIP: 592250EY6<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |     50000 | PA      | $42873.95     | 0.02%             | 2052-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Pier & Exposition Authority                                         | MET PIER-B-REF                          | CUSIP: 592250FV1<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |     25000 | PA      | $24652.11     | 0.01%             | 2053-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan St Louis Sewer District                                             | MET SAINT LOUIS SWR                     | CUSIP: 592481RG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52269.08     | 0.02%             | 2052-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority Dedicated Tax Fund                         | MET TRANS AUTH -B-1                     | CUSIP: 59259N3K7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $232128.28    | 0.09%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority Dedicated Tax Fund                         | MET TRANS AUTH -B-1                     | CUSIP: 59259N3L5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40173.95     | 0.02%             | 2046-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority Dedicated Tax Fund                         | MET TRANS AUTH-A                        | CUSIP: 59259N6Q1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30193.44     | 0.01%             | 2047-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority Dedicated Tax Fund                         | MET TRANS AUTH-A                        | CUSIP: 59259N6S7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $126643.46    | 0.05%             | 2042-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority Dedicated Tax Fund                         | MET TRANS AUTH-B1                       | CUSIP: 59259N8J5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35331.06     | 0.01%             | 2047-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority Dedicated Tax Fund                         | MET TRANS AUTH-B1                       | CUSIP: 59259N8L0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $26377.26     | 0.01%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRAN AUTH-B                         | CUSIP: 59259Y5H8<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     75000 | PA      | $68058.31     | 0.03%             | 2045-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority Dedicated Tax Fund                         | MET TRANSPRTN AUTH-A                    | CUSIP: 59260XBB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $17990.19     | 0.01%             | 2050-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority Dedicated Tax Fund                         | MET TRANSPRTN AUTH-A                    | CUSIP: 59260XCE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $62423.31     | 0.02%             | 2049-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority Dedicated Tax Fund                         | MET TRANSPRTN AUTH-A                    | CUSIP: 59260XCF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4483.48      | 0.00%             | 2051-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority Dedicated Tax Fund                         | MET TRANSPRTN AUTH-A                    | CUSIP: 59260XCG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $47203.14     | 0.02%             | 2054-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority Dedicated Tax Fund                         | MET TRANSPRTN-B-1                       | CUSIP: 59260XCJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $71813.33     | 0.03%             | 2041-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority Dedicated Tax Fund                         | MET TRANSPRTN-B-1                       | CUSIP: 59260XCL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $27210.15     | 0.01%             | 2043-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority Dedicated Tax Fund                         | MET TRANSPRTN-B-1                       | CUSIP: 59260XCM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $178039.75    | 0.07%             | 2044-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority Dedicated Tax Fund                         | MET TRANSPRTN-B-1                       | CUSIP: 59260XCN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $117622.99    | 0.05%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority Dedicated Tax Fund                         | MET TRANSPRTN-B-2                       | CUSIP: 59260XCP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15906.39     | 0.01%             | 2046-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority Dedicated Tax Fund                         | MET TRANSPRTN-B-2                       | CUSIP: 59260XCQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $105055.15    | 0.04%             | 2047-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority Dedicated Tax Fund                         | MET TRANSPRTN-B-1                       | CUSIP: 59260XCS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20807.77     | 0.01%             | 2049-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority Dedicated Tax Fund                         | MET TRANSPRTN-B-1                       | CUSIP: 59260XCU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $61977.90     | 0.02%             | 2051-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority Dedicated Tax Fund                         | MET TRANSPRTN-B-1                       | CUSIP: 59260XCV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $56684.66     | 0.02%             | 2052-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority Dedicated Tax Fund                         | MET TRANSPRTN-B-1                       | CUSIP: 59260XCX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $44102.69     | 0.02%             | 2054-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANS AUTH-A-REF                    | CUSIP: 59261A2D8<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     65000 | PA      | $68458.55     | 0.03%             | 2044-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANS AUTH-A-REF                    | CUSIP: 59261A2G1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     90000 | PA      | $96097.23     | 0.04%             | 2047-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANS AUTH-A-REF                    | CUSIP: 59261A2H9<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     95000 | PA      | $86023.41     | 0.03%             | 2048-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANS AUTH-A-REF                    | CUSIP: 59261A2J5<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     70000 | PA      | $72900.59     | 0.03%             | 2049-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN-REF-B                     | CUSIP: 59261A3G0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     50000 | PA      | $55549.11     | 0.02%             | 2037-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN-REF-B                     | CUSIP: 59261A3H8<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     10000 | PA      | $11032.37     | 0.00%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH-A                    | CUSIP: 59261A4T1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16865.02     | 0.01%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH-A                    | CUSIP: 59261A4U8<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     10000 | PA      | $11165.22     | 0.00%             | 2037-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH-A                    | CUSIP: 59261A4Y0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     60000 | PA      | $65200.08     | 0.03%             | 2041-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH-A                    | CUSIP: 59261A5G8<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51659.94     | 0.02%             | 2055-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN -A-1                      | CUSIP: 59261AC70<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |      5000 | PA      | $4893.62      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN -A-1                      | CUSIP: 59261AC88<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     50000 | PA      | $48726.59     | 0.02%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | METRO TRANSP AUTH-A1                    | CUSIP: 59261ACR6<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    130000 | PA      | $113020.56    | 0.04%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | METRO TRANSP AUTH-A1                    | CUSIP: 59261ACU9<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50044.32     | 0.02%             | 2041-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | METRO TRANSP AUTH-A1                    | CUSIP: 59261ACW5<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     80000 | PA      | $80078.58     | 0.03%             | 2056-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN -A-1                      | CUSIP: 59261AD20<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    100000 | PA      | $96106.10     | 0.04%             | 2043-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN -A-1                      | CUSIP: 59261AD46<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     15000 | PA      | $13885.90     | 0.01%             | 2045-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN -A-1                      | CUSIP: 59261AD53<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     30000 | PA      | $27373.15     | 0.01%             | 2046-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN -A-1                      | CUSIP: 59261AD61<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25349.08     | 0.01%             | 2047-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN -A-1                      | CUSIP: 59261AD95<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     45000 | PA      | $39937.29     | 0.02%             | 2050-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN -A-1                      | CUSIP: 59261AE29<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     65000 | PA      | $56425.73     | 0.02%             | 2051-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN -A-1                      | CUSIP: 59261AE37<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     15000 | PA      | $12942.95     | 0.00%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN -A-1                      | CUSIP: 59261AE45<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     50000 | PA      | $42951.90     | 0.02%             | 2053-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY                   | CUSIP: 59261AFR3<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    370000 | PA      | $370305.47    | 0.14%             | 2036-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY                   | CUSIP: 59261AFS1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     70000 | PA      | $70470.35     | 0.03%             | 2037-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN-C-1                       | CUSIP: 59261AG35<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60343.90     | 0.02%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN-C-1                       | CUSIP: 59261AG43<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    305000 | PA      | $307756.77    | 0.12%             | 2050-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN-C-1                       | CUSIP: 59261AG50<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    175000 | PA      | $177645.98    | 0.07%             | 2055-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH-D1                   | CUSIP: 59261AH34<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51526.97     | 0.02%             | 2044-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH-D3                   | CUSIP: 59261AH83<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     75000 | PA      | $67014.52     | 0.03%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH-D3                   | CUSIP: 59261AH91<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     20000 | PA      | $17556.63     | 0.01%             | 2050-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN-C-1                       | CUSIP: 59261AHL4<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    125000 | PA      | $125019.89    | 0.05%             | 2056-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN-C-1                       | CUSIP: 59261AHP5<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35036.76     | 0.01%             | 2056-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN-C-1                       | CUSIP: 59261AHR1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    105000 | PA      | $95806.01     | 0.04%             | 2046-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN-C-1                       | CUSIP: 59261AHS9<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     25000 | PA      | $17731.41     | 0.01%             | 2046-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANS AUTH-C-2A                     | CUSIP: 59261AHU4<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     25000 | PA      | $24598.61     | 0.01%             | 2038-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY                   | CUSIP: 59261AJ99<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    105000 | PA      | $97249.96     | 0.04%             | 2045-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANS AUTH-A-1                      | CUSIP: 59261AK48<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     15000 | PA      | $13686.57     | 0.01%             | 2046-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH-A1                   | CUSIP: 59261AK71<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    100000 | PA      | $87981.66     | 0.03%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH-A2                   | CUSIP: 59261AK97<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     90000 | PA      | $87808.10     | 0.03%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH-A2                   | CUSIP: 59261AL39<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     95000 | PA      | $90849.68     | 0.04%             | 2043-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY                   | CUSIP: 59261AMB0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60163.37     | 0.02%             | 2057-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY                   | CUSIP: 59261AMC8<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     35000 | PA      | $32654.66     | 0.01%             | 2043-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY                   | CUSIP: 59261AMD6<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     20000 | PA      | $17697.65     | 0.01%             | 2048-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANS AUTH-C2-CAB                   | CUSIP: 59261APK7<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     60000 | PA      | $34381.68     | 0.01%             | 2039-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANS AUTH-C2-CAB                   | CUSIP: 59261APL5<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    225000 | PA      | $121856.29    | 0.05%             | 2040-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANS AUTH-C1-REF                   | CUSIP: 59261AQK6<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     75000 | PA      | $68045.54     | 0.03%             | 2036-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANS AUTH-C1-REF                   | CUSIP: 59261AQN0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     15000 | PA      | $14845.84     | 0.01%             | 2038-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY                   | CUSIP: 59261ATJ6<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    140000 | PA      | $132420.06    | 0.05%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY                   | CUSIP: 59261ATK3<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     50000 | PA      | $45621.91     | 0.02%             | 2046-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN-B-UNREF                   | CUSIP: 59261AU70<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    150000 | PA      | $140282.82    | 0.05%             | 2043-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH-B                    | CUSIP: 59261AYX9<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     35000 | PA      | $30347.44     | 0.01%             | 2050-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH-B                    | CUSIP: 59261AYZ4<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25370.31     | 0.01%             | 2052-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANS AUTH-A-REF                    | CUSIP: 59261AZ75<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     60000 | PA      | $65046.54     | 0.03%             | 2040-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority Dulles Toll Road Revenue              | MET WA ARPTS-CABS-A                     | CUSIP: 592643BP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $150003.50    | 0.06%             | 2037-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority Dulles Toll Road Revenue              | MET WASHINGTON DC-B                     | CUSIP: 592643DD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $70328.00     | 0.03%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority Dulles Toll Road Revenue              | MET WASHINGTON DC-B                     | CUSIP: 592643DE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35354.12     | 0.01%             | 2047-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority Dulles Toll Road Revenue              | MET WASHINGTON DC-B                     | CUSIP: 592643DF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $123897.40    | 0.05%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority Dulles Toll Road Revenue              | MET WASHINGTON DC-B                     | CUSIP: 592643DG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $35854.16     | 0.01%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority Dulles Toll Road Revenue              | MET WASHINGTON DC-B                     | CUSIP: 592643DH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $118007.94    | 0.05%             | 2053-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority Dulles Toll Road Revenue              | MET WASHINGTON DC-B                     | CUSIP: 592643DJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $51134.26     | 0.02%             | 2053-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority Dulles Toll Road Revenue              | MET WASHINGTON DC ARP                   | CUSIP: 592643DR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $144861.95    | 0.06%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority Dulles Toll Road Revenue              | MET WASHINGTON DC ARP                   | CUSIP: 592643DS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $19153.87     | 0.01%             | 2053-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority Dulles Toll Road Revenue              | MET WASHINGTON DC ARP                   | CUSIP: 592643DT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $10363.29     | 0.00%             | 2053-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Water District of Southern California                               | STHRN CA MET WTR DT-A                   | CUSIP: 59266TRQ6<br>LEI: 5493003GD0S0P56RLT45 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41252.72     | 0.02%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Water District of Southern California                               | STHRN CA MET WTR DT-C                   | CUSIP: 59266TSR3<br>LEI: 5493003GD0S0P56RLT45 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21550.83     | 0.01%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Water District of Southern California                               | MET WTR DIST OF STHRN                   | CUSIP: 59266TTH4<br>LEI: 5493003GD0S0P56RLT45 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5311.82      | 0.00%             | 2046-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Water District of Southern California                               | MET WTR DIST OF STHRN                   | CUSIP: 59266TWN7<br>LEI: 5493003GD0S0P56RLT45 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26456.99     | 0.01%             | 2048-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Miami Beach FL                                                           | MIAMI BEACH FL-REF                      | CUSIP: 593201ZL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $49551.12     | 0.02%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Miami Beach FL                                                           | MIAMI BEACH FL RESORT                   | CUSIP: 593238CF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40036.26     | 0.02%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Miami Beach FL                                                           | MIAMI BEACH FL RESORT                   | CUSIP: 593238CH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $200102.52    | 0.08%             | 2045-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Miami Beach FL Water & Sewer Revenue                                     | MIAMI BEACH W/S-REF                     | CUSIP: 593241BY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20205.03     | 0.01%             | 2047-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Miami Beach FL Stormwater Revenue                                        | MIAMI BEACH STORMWTR                    | CUSIP: 59324PEC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $130042.12    | 0.05%             | 2047-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade County Educational Facilities Authority                               | MIAMI-DADE FACS-A                       | CUSIP: 59333AMB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $119084.91    | 0.05%             | 2045-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade County Educational Facilities Authority                               | MIAMI-DADE CNTY-A                       | CUSIP: 59333AMZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $55035.18     | 0.02%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade County Educational Facilities Authority                               | MIAMI-DADE CNTY-A                       | CUSIP: 59333ANA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $42710.32     | 0.02%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade County Educational Facilities Authority                               | MIAMI-DADE CO EDU-A                     | CUSIP: 59333ANT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $33051.93     | 0.01%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade County Educational Facilities Authority                               | MIAMI-DADE CO EDU-A                     | CUSIP: 59333ANX5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $48171.84     | 0.02%             | 2044-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade County Educational Facilities Authority                               | MIAMI-DADE CO EDU-A                     | CUSIP: 59333ANY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26532.73     | 0.01%             | 2045-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade County Educational Facilities Authority                               | MIAMI-DADE CO EDU-A                     | CUSIP: 59333APA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $21236.23     | 0.01%             | 2047-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Miami-Dade County Educational Facilities Authority                               | MIAMI-DADE CO EDU-B                     | CUSIP: 59333APN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $22412.08     | 0.01%             | 2040-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Miami-Dade County Educational Facilities Authority                               | MIAMI-DADE CO EDU FAC                   | CUSIP: 59333AQG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $42708.92     | 0.02%             | 2045-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade County Educational Facilities Authority                               | MIAMI-DADE CO EDU FAC                   | CUSIP: 59333AQK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $223967.26    | 0.09%             | 2048-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL                                                          | MIAMI-DADE CO-A-REMK                    | CUSIP: 59333FM64<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |     70000 | PA      | $72679.61     | 0.03%             | 2051-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL                                                          | MIAMI-DADE CO-A-REF                     | CUSIP: 59333FSV3<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45120.28     | 0.02%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL                                                          | MIAMI-DADE CO-D                         | CUSIP: 59333FUA6<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |     90000 | PA      | $90065.69     | 0.03%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL                                                          | MIAMI DADE-CABS                         | CUSIP: 59333HBJ4<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |    250000 | PA      | $81715.75     | 0.03%             | 2049-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL                                                          | MIAMI DADE CO-A                         | CUSIP: 59333N4K6<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |    130000 | PA      | $134328.25    | 0.05%             | 2048-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL                                                          | MIAMI-DADE CO-A                         | CUSIP: 59333N5M1<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |     70000 | PA      | $72247.99     | 0.03%             | 2051-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL                                                          | MIAMI-DADE CO-A                         | CUSIP: 59333N5Q2<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102532.39    | 0.04%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL                                                          | MIAMI-DADE CNTY -REF                    | CUSIP: 59333NYV9<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30018.74     | 0.01%             | 2039-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL                                                          | MIAMI-DADE CNTY -REF                    | CUSIP: 59333NYW7<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25027.87     | 0.01%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| School Board of Miami-Dade County/The                                            | MIAMI-DADE CO SD                        | CUSIP: 59333RJC9<br>LEI: 549300J3U4QVT6U3O129 | Long             | DBT              | MUN               | US        |     45000 | PA      | $41157.86     | 0.02%             | 2047-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Aviation Revenue                                         | MIAMI-DADE CO-B                         | CUSIP: 593340AD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $36467.64     | 0.01%             | 2055-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Water & Sewer System Revenue                             | MIAMI-DADE W/S-A                        | CUSIP: 59334DJR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $24465.26     | 0.01%             | 2047-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Water & Sewer System Revenue                             | MIAMI-DADE W/S-B                        | CUSIP: 59334DKK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35260.75     | 0.01%             | 2036-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Water & Sewer System Revenue                             | MIAMI-DADE W/S-B                        | CUSIP: 59334DKL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50312.38     | 0.02%             | 2037-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Water & Sewer System Revenue                             | MIAMI-DADE W/S-B                        | CUSIP: 59334DKP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $45852.60     | 0.02%             | 2039-10-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Water & Sewer System Revenue                             | MIAMI-DADE CO WTRSWR                    | CUSIP: 59334DLF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10212.11     | 0.00%             | 2046-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Water & Sewer System Revenue                             | MIAMI-DADE CO WTRSWR                    | CUSIP: 59334DLG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $74415.17     | 0.03%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Water & Sewer System Revenue                             | MIAMI-DADE CO WTR&SWR                   | CUSIP: 59334DLV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $217625.30    | 0.08%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Water & Sewer System Revenue                             | MIAMI-DADE CO WTR&SWR                   | CUSIP: 59334DLW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $118175.46    | 0.05%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Water & Sewer System Revenue                             | MIAMI-DADE COUNTY-REV                   | CUSIP: 59334DMK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $87825.25     | 0.03%             | 2040-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Water & Sewer System Revenue                             | MIAMI-DADE COUNTY-REV                   | CUSIP: 59334DML5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $75674.00     | 0.03%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Water & Sewer System Revenue                             | MIAMI-DADE COUNTY-REV                   | CUSIP: 59334DMN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $16780.75     | 0.01%             | 2043-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Water & Sewer System Revenue                             | MIAMI-DADE COUNTY-REV                   | CUSIP: 59334DMQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $62028.21     | 0.02%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Water & Sewer System Revenue                             | MIAMI-DADE COUNTY-REV                   | CUSIP: 59334DMR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $83166.63     | 0.03%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Water & Sewer System Revenue                             | MIAMI-DADE COUNTY-REV                   | CUSIP: 59334DMS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $44159.98     | 0.02%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Water & Sewer System Revenue                             | MIAMI-DADE COUNTY-REV                   | CUSIP: 59334DMT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $22613.48     | 0.01%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Water & Sewer System Revenue                             | MIAMI-DADE CNTY WTR-A                   | CUSIP: 59334DNV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26140.43     | 0.01%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Water & Sewer System Revenue                             | MIAMI-DADE CNTY WTR-A                   | CUSIP: 59334DNW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4683.72      | 0.00%             | 2050-10-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Water & Sewer System Revenue                             | MIAMI-DADE CNTY WTR-A                   | CUSIP: 59334DNX8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $68019.20     | 0.03%             | 2054-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Water & Sewer System Revenue                             | MIAMI-DADE CO-A                         | CUSIP: 59334DQN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $54360.03     | 0.02%             | 2051-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Water & Sewer System Revenue                             | MIAMI-DADE CO-A                         | CUSIP: 59334DQP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $154758.95    | 0.06%             | 2055-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade County Expressway Authority                                           | MIAMI-DADE EXPWY-A                      | CUSIP: 59334KJQ2<br>LEI: 549300NSQPQSO55VM780 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25046.48     | 0.01%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Transit System                                           | MIAMI-DADE TRANSIT                      | CUSIP: 59334PHM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25204.90     | 0.01%             | 2039-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Transit System                                           | MIAMI-DADE CO-A                         | CUSIP: 59334PHU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $90658.03     | 0.03%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Transit System                                           | MIAMI-DADE CO -REV                      | CUSIP: 59334PKQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $106549.46    | 0.04%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Transit System                                           | MIAMI-DADE CO -REV                      | CUSIP: 59334PKR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $37029.68     | 0.01%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Transit System                                           | MIAMI-DADE CO -REV                      | CUSIP: 59334PKU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25927.41     | 0.01%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Transit System                                           | MIAMI-DADE CO -REV                      | CUSIP: 59334PKW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25635.23     | 0.01%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Transit System                                           | MIAMI-DADE CO -REV                      | CUSIP: 59334PKY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $61352.22     | 0.02%             | 2051-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Transit System                                           | MIAMI-DADE CO -REV                      | CUSIP: 59334PKZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $91893.81     | 0.04%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade Seaport Department                                          | MIAMI-DADE CO-A-2-REV                   | CUSIP: 59335KDH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $120804.26    | 0.05%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade Seaport Department                                          | MIAMI-DADE CO-A-2-REV                   | CUSIP: 59335KDJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $66272.91     | 0.03%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade Seaport Department                                          | MIAMI-DADE CO-B-2-REV                   | CUSIP: 59335KDR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $29679.48     | 0.01%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Miami FL                                                                 | MIAMI FL-A                              | CUSIP: 59338CAM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $64615.01     | 0.02%             | 2049-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| City of Miami FL                                                                 | MIAMI-A-REV                             | CUSIP: 593490NH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $31611.97     | 0.01%             | 2053-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Miami University/Oxford OH                                                       | MIAMI UNIV OH                           | CUSIP: 593791HX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30097.10     | 0.01%             | 2041-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | MICHIGAN FIN AUTH                       | CUSIP: 59447TP72<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |     10000 | PA      | $8879.93      | 0.00%             | 2055-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | MICHIGAN ST FIN AUTH                    | CUSIP: 59447TSN4<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |     35000 | PA      | $31829.11     | 0.01%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Michigan State Building Authority                                                | MICHIGAN ST BLDG AUTH                   | CUSIP: 594615FY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50323.07     | 0.02%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan State Building Authority                                                | MICHIGAN ST BLDG AUTH                   | CUSIP: 594615GZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $82097.25     | 0.03%             | 2049-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Michigan State Building Authority                                                | MICHIGAN ST BLDG AUTH                   | CUSIP: 594615HK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $35872.24     | 0.01%             | 2045-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Michigan State Building Authority                                                | MICHIGAN ST BLDG AUTH                   | CUSIP: 594615JY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $65489.12     | 0.03%             | 2046-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Michigan State Building Authority                                                | MICHIGAN ST BLDG AUTH                   | CUSIP: 594615KM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5229.58      | 0.00%             | 2047-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan State Building Authority                                                | MICHIGAN ST BLDG AUTH                   | CUSIP: 594615KN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $58393.00     | 0.02%             | 2052-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Michigan State Building Authority                                                | MICHIGAN ST BLDG AUTH                   | CUSIP: 594615KP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $156370.59    | 0.06%             | 2057-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Michigan State Building Authority                                                | MI ST BLDG AUTH-II                      | CUSIP: 594615LR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $37073.45     | 0.01%             | 2047-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Michigan State Building Authority                                                | ST BLDG AUTH-II                         | CUSIP: 594615MP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52667.57     | 0.02%             | 2059-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Michigan State Building Authority                                                | MICHIGAN BLDG AUTH-I                    | CUSIP: 594615NL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $142378.10    | 0.05%             | 2037-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan State Building Authority                                                | MICHIGAN BLDG AUTH-I                    | CUSIP: 594615PD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $63044.10     | 0.02%             | 2050-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan State Building Authority                                                | MICHIGAN BLDG AUTH-I                    | CUSIP: 594615PF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $105528.41    | 0.04%             | 2060-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of Michigan Trunk Line Revenue                                             | MICHIGAN ST -B -REV                     | CUSIP: 5946952A5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $87214.49     | 0.03%             | 2037-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Michigan Trunk Line Revenue                                             | MICHIGAN ST -B -REV                     | CUSIP: 5946952B3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $66488.03     | 0.03%             | 2038-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Michigan Trunk Line Revenue                                             | MICHIGAN ST -B -REV                     | CUSIP: 5946952C1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $66273.62     | 0.03%             | 2039-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Michigan Trunk Line Revenue                                             | MICHIGAN ST -B -REV                     | CUSIP: 5946952D9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $71131.45     | 0.03%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Michigan Trunk Line Revenue                                             | MICHIGAN ST -B -REV                     | CUSIP: 5946952F4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $114978.12    | 0.04%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Michigan Trunk Line Revenue                                             | MICHIGAN ST -B -REV                     | CUSIP: 5946952G2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $96688.85     | 0.04%             | 2045-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Michigan Trunk Line Revenue                                             | MICHIGAN ST TRUNK LIN                   | CUSIP: 5946952T4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $102892.75    | 0.04%             | 2036-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Michigan Trunk Line Revenue                                             | MICHIGAN ST TRUNK LIN                   | CUSIP: 5946952U1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35774.97     | 0.01%             | 2037-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Michigan Trunk Line Revenue                                             | MICHIGAN ST TRUNK LIN                   | CUSIP: 5946952V9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $66129.18     | 0.03%             | 2038-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Michigan Trunk Line Revenue                                             | MICHIGAN ST TRUNK LIN                   | CUSIP: 5946952Y3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50423.62     | 0.02%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Michigan Trunk Line Revenue                                             | MICHIGAN ST TRUNK LIN                   | CUSIP: 5946952Z0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $118975.45    | 0.05%             | 2044-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Michigan Trunk Line Revenue                                             | MICHIGAN ST TRUNK LIN                   | CUSIP: 5946953A4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $57461.59     | 0.02%             | 2046-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Michigan Trunk Line Revenue                                             | MICHIGAN ST -REV                        | CUSIP: 5946954G0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $89069.30     | 0.03%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Michigan Trunk Line Revenue                                             | MICHIGAN ST -REV                        | CUSIP: 5946954J4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $38632.81     | 0.01%             | 2040-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Michigan Trunk Line Revenue                                             | MICHIGAN ST -REV                        | CUSIP: 5946954K1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $82428.47     | 0.03%             | 2041-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Michigan Trunk Line Revenue                                             | MICHIGAN ST -REV                        | CUSIP: 5946954L9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $70979.35     | 0.03%             | 2042-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Michigan Trunk Line Revenue                                             | MICHIGAN ST -REV                        | CUSIP: 5946954P0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26381.71     | 0.01%             | 2046-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Michigan Trunk Line Revenue                                             | MICHIGAN ST -REV                        | CUSIP: 5946954Q8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15889.52     | 0.01%             | 2049-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Michigan State University                                                        | MI ST UNIV BRD-A-REF                    | CUSIP: 594712C74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51800.92     | 0.02%             | 2055-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan State University                                                        | MICHIGAN ST UNIV-B                      | CUSIP: 594712VF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $81608.07     | 0.03%             | 2048-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan State University                                                        | MICHIGAN ST UNIV-C                      | CUSIP: 594712WH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $24499.86     | 0.01%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Michigan State University                                                        | MICHIGAN ST UNIV-A                      | CUSIP: 594712ZG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26108.52     | 0.01%             | 2049-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan State University                                                        | MICHIGAN ST UNIV-A                      | CUSIP: 594712ZH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $63030.44     | 0.02%             | 2054-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Midland Independent School District                                              | MIDLAND ISD                             | CUSIP: 5977832Z1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25455.94     | 0.01%             | 2039-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Midland Independent School District                                              | MIDLAND ISD                             | CUSIP: 5977833B3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $65578.08     | 0.03%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Midland Independent School District                                              | MIDLAND ISD                             | CUSIP: 5977833F4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26060.70     | 0.01%             | 2047-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Midland Independent School District                                              | MIDLAND ISD                             | CUSIP: 5977833H0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $63067.07     | 0.02%             | 2054-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Minneapolis-St Paul Metropolitan Airports Commission                             | MINNEAPOLIS ST PAUL-A                   | CUSIP: 603827H74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $37777.02     | 0.01%             | 2052-01-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Minneapolis-St Paul Metropolitan Airports Commission                             | MINNEAPOLIS ST PAUL-A                   | CUSIP: 603827N36<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $117625.98    | 0.05%             | 2052-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minneapolis-St Paul Metropolitan Airports Commission                             | MINNEAPOLIS ST PAUL-A                   | CUSIP: 603827N44<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $22482.48     | 0.01%             | 2054-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Minnesota                                                               | MINNESOTA ST-A                          | CUSIP: 60412AM59<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5685.17      | 0.00%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Minnesota                                                               | MINNESOTA ST-A                          | CUSIP: 60412AM67<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $33954.75     | 0.01%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Minnesota                                                               | MINNESOTA ST-A                          | CUSIP: 60412AM75<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $123836.31    | 0.05%             | 2038-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Minnesota                                                               | MINNESOTA ST-A                          | CUSIP: 60412AN33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $132650.80    | 0.05%             | 2042-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Minnesota                                                               | MINNESOTA ST-A                          | CUSIP: 60412AN41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $60436.35     | 0.02%             | 2043-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Minnesota                                                               | MINNESOTA ST-A-GRP-2                    | CUSIP: 60412AW25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $17274.49     | 0.01%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Minnesota                                                               | MINNESOTA ST-A-GRP-2                    | CUSIP: 60412AW33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $131671.45    | 0.05%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Minnesota                                                               | MINNESOTA ST-A-GRP-2                    | CUSIP: 60412AW41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $91112.87     | 0.04%             | 2038-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Minnesota                                                               | MN -A -BID GROUP 2                      | CUSIP: 60412AWT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $56283.50     | 0.02%             | 2038-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Minnesota                                                               | MINNESOTA ST-COPS-REV                   | CUSIP: 604140XW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10872.64     | 0.00%             | 2042-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Minnesota                                                               | MINNESOTA ST-COPS-REV                   | CUSIP: 604140XX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10860.33     | 0.00%             | 2043-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota Health & Education Facilities Authority                                | MN HGR EDU FACS-A                       | CUSIP: 60416JJA9<br>LEI: 549300DI4V4CIPMX7K35 | Long             | DBT              | MUN               | US        |     10000 | PA      | $9082.05      | 0.00%             | 2053-10-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| State of Mississippi                                                             | MISSISSIPPI ST-A                        | CUSIP: 605581LE5<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |     65000 | PA      | $64562.32     | 0.02%             | 2038-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Missouri Joint Municipal Electric Utility Commission                             | MO JT MUNI ELEC UTL-A                   | CUSIP: 606092LD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30023.90     | 0.01%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Modesto Irrigation District                                                      | MODESTO IRR DT FING-A                   | CUSIP: 607767DH0<br>LEI: S6U6XLZ7IOWYIG8C8H50 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21588.36     | 0.01%             | 2048-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Monroe County Industrial Development Corp/NY                                     | MONROE CO NY INDL-A                     | CUSIP: 61075TUV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $116576.37    | 0.04%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Monroe County Industrial Development Corp/NY                                     | MONROE CO INDL DEV-A                    | CUSIP: 61075TWT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $233405.10    | 0.09%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Montebello Unified School District                                               | MONTEBELLO USD-A                        | CUSIP: 612289TD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $77420.38     | 0.03%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Montgomery Independent School District                                           | MONTGOMERY ISD                          | CUSIP: 614121YY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $23638.23     | 0.01%             | 2048-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Montgomery Independent School District                                           | MONTGOMERY ISD                          | CUSIP: 614121ZD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $102871.91    | 0.04%             | 2053-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Mount Pleasant SC Water & Sewer Revenue                                  | MT PLEASANT-A                           | CUSIP: 622634FU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $39746.41     | 0.02%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mt San Antonio Community College District                                        | MT SAN ANTONIO CCD-A                    | CUSIP: 623040KE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $38168.18     | 0.01%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mt San Antonio Community College District                                        | MT SAN ANTONIO-E                        | CUSIP: 623040MR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $86836.64     | 0.03%             | 2046-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mt San Antonio Community College District                                        | MT SAN ANTONIO-C                        | CUSIP: 623040NM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $10323.66     | 0.00%             | 2046-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Mt San Antonio Community College District                                        | MT SAN ANTONIO CCD-D                    | CUSIP: 623040PZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9613.11      | 0.00%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mountain House Financing Authority                                               | MOUNTAIN HOUSE CA-A                     | CUSIP: 62412PBQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $36752.51     | 0.01%             | 2055-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MTA Hudson Rail Yards Trust Obligations                                          | MTA HUDSON RAIL YRD-A                   | CUSIP: 62476RAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $114241.66    | 0.04%             | 2051-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MTA Hudson Rail Yards Trust Obligations                                          | MTA HUDSON RAIL YRD-A                   | CUSIP: 62476RAC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $108747.03    | 0.04%             | 2056-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Multnomah County School District No 1 Portland/OR                                | MULTNOMAH CO SD #1J                     | CUSIP: 625517QN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $49337.85     | 0.02%             | 2055-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Multnomah County School District No 40                                           | MULTNOMAH CNTY SCH DT                   | CUSIP: 625693JF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $15541.57     | 0.01%             | 2043-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Multnomah County School District No 40                                           | MULTNOMAH CNTY SCH DT                   | CUSIP: 625693JN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    355000 | PA      | $98241.95     | 0.04%             | 2051-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Multnomah County School District No 40                                           | DAVDI DOUGLAS SD-40                     | CUSIP: 625693JS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10687.08     | 0.00%             | 2053-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC AUTH OF GEO                   | CUSIP: 6262072R4<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |     55000 | PA      | $55051.61     | 0.02%             | 2048-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | GA MUNI ELEC AUTH-A                     | CUSIP: 6262078J6<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10034.64     | 0.00%             | 2062-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | GA MUNI ELEC AUTH-A                     | CUSIP: 626207H23<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    180000 | PA      | $178714.76    | 0.07%             | 2060-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | GA MUNI ELEC AUTH-A                     | CUSIP: 626207H31<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25006.01     | 0.01%             | 2060-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | GA MUNI ELEC AUTH -A                    | CUSIP: 626207X33<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    100000 | PA      | $99615.96     | 0.04%             | 2059-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC AUTH OF GA                    | CUSIP: 626207Z56<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20001.22     | 0.01%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC AUTH OF GA                    | CUSIP: 626207Z72<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |     50000 | PA      | $49386.59     | 0.02%             | 2063-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | GA MUNI ELEC -A-REF                     | CUSIP: 62620HBR2<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |     20000 | PA      | $17628.20     | 0.01%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | GA MUNI ELEC AUTH-A                     | CUSIP: 62620HEL2<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50843.51     | 0.02%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | GA MUNI ELEC AUTH-A                     | CUSIP: 62620HEM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    100000 | PA      | $93608.27     | 0.04%             | 2063-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | GA MUNI ELEC AUTH -A                    | CUSIP: 62620HGR7<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10150.14     | 0.00%             | 2064-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | GA MUNI ELEC AUTH                       | CUSIP: 62620HHP0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51171.06     | 0.02%             | 2064-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| County of Nassau NY                                                              | NASSAU-A                                | CUSIP: 63165T2W4<br>LEI: 549300ICRCGQYCPS7T40 | Long             | DBT              | MUN               | US        |     20000 | PA      | $19097.08     | 0.01%             | 2047-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| County of Nassau NY                                                              | NASSAU CO-A                             | CUSIP: 63165T5Z4<br>LEI: 549300ICRCGQYCPS7T40 | Long             | DBT              | MUN               | US        |     75000 | PA      | $68948.47     | 0.03%             | 2054-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Nassau NY                                                              | NASSAU CO-A                             | CUSIP: 63165T6Z3<br>LEI: 549300ICRCGQYCPS7T40 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52467.41     | 0.02%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Nassau NY                                                              | NASSAU CO-A                             | CUSIP: 63165T7A7<br>LEI: 549300ICRCGQYCPS7T40 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15553.34     | 0.01%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Nevada                                                                  | NEVADA ST -A                            | CUSIP: 641462SJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $11044.85     | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Braunfels Independent School District                                        | NEW BRAUNFELS ISD-REF                   | CUSIP: 642543E40<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $14190.87     | 0.01%             | 2049-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| City of New Braunfels TX Utility System Revenue                                  | NEW BRAUNFELS-REF-REV                   | CUSIP: 642577B66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $44035.66     | 0.02%             | 2055-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Caney Independent School District                                            | NEW CANEY ISD-REF                       | CUSIP: 643154KC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $41172.11     | 0.02%             | 2053-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Caney Independent School District                                            | NEW CANEY ISD                           | CUSIP: 643154KZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $70308.27     | 0.03%             | 2049-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Caney Independent School District                                            | NEW CANEY ISD                           | CUSIP: 643154LA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $90240.40     | 0.03%             | 2054-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                        | NEW JERSEY ST ECON DE                   | CUSIP: 64577B5G5<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |     55000 | PA      | $55912.93     | 0.02%             | 2048-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                        | NEW JERSEY ST ECON DE                   | CUSIP: 64577B5H3<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50160.86     | 0.02%             | 2048-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                        | NEW JERSEY ST ECON DE                   | CUSIP: 64577XBF2<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |     70000 | PA      | $67182.85     | 0.03%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                        | NJ ECON DEV AUTH-A                      | CUSIP: 64577XEE2<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30720.99     | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                        | NJ ECON DEV-UNREFD                      | CUSIP: 64577XEH5<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |     80000 | PA      | $82469.22     | 0.03%             | 2043-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                        | NJ ECON DEV AUTH-A                      | CUSIP: 64578EKA4<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    110000 | PA      | $112424.02    | 0.04%             | 2042-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                        | NEW JERSEY ST ECON DE                   | CUSIP: 64578EKY2<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25550.91     | 0.01%             | 2042-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Educational Facilities Authority                                      | NEW JERSEY ST EDUCTNL                   | CUSIP: 6460666L9<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |     40000 | PA      | $29084.42     | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Educational Facilities Authority                                      | NEW JERSEY ST EDUCTNL                   | CUSIP: 646066UZ1<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60052.36     | 0.02%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Educational Facilities Authority                                      | NEW JERSEY EDUCTNL-B                    | CUSIP: 646067GX0<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |     75000 | PA      | $71980.09     | 0.03%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Educational Facilities Authority                                      | NEW JERSEY EDUCTNL-B                    | CUSIP: 646067GY8<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |    135000 | PA      | $143666.58    | 0.06%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRANSPRTN TRUST-A                    | CUSIP: 6461364J7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25158.75     | 0.01%             | 2037-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRANSPRTN TRUST-A                    | CUSIP: 6461364K4<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    125000 | PA      | $125775.48    | 0.05%             | 2038-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NEW JERSEY ST TRANSPR                   | CUSIP: 6461364X6<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41482.06     | 0.02%             | 2043-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NEW JERSEY ST TRANSPR                   | CUSIP: 6461365K3<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10016.01     | 0.00%             | 2038-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NEW JERSEY ST TRANSPR                   | CUSIP: 6461365L1<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     45000 | PA      | $41018.98     | 0.02%             | 2039-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NEW JERSEY ST TRANSPR                   | CUSIP: 6461365M9<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     80000 | PA      | $77256.60     | 0.03%             | 2044-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NEW JERSEY ST TRANSPR                   | CUSIP: 6461365N7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    165000 | PA      | $170042.35    | 0.07%             | 2044-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NEW JERSEY ST TRANSPR                   | CUSIP: 6461365P2<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     25000 | PA      | $21632.76     | 0.01%             | 2046-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NEW JERSEY ST TRANSPR                   | CUSIP: 6461365Q0<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     55000 | PA      | $50550.56     | 0.02%             | 2050-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NEW JERSEY ST TRANSPR                   | CUSIP: 6461366L0<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     15000 | PA      | $14858.23     | 0.01%             | 2039-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRANSPRTN TRUST-AA                   | CUSIP: 6461367C9<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50032.27     | 0.02%             | 2038-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRANSPRTN TRUST-AA                   | CUSIP: 6461367E5<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     15000 | PA      | $14833.76     | 0.01%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRANSPRTN TRUST-AA                   | CUSIP: 6461367J4<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     50000 | PA      | $47538.51     | 0.02%             | 2045-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRANSPRTN TRUST-AA                   | CUSIP: 6461367K1<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51848.25     | 0.02%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRANSPRTN TRUST-AA                   | CUSIP: 6461367L9<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     90000 | PA      | $82103.81     | 0.03%             | 2050-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRANSPRTN TRUST-AA                   | CUSIP: 6461367N5<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     70000 | PA      | $51250.74     | 0.02%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRN TR FD-A-CABS                     | CUSIP: 646136WK3<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    170000 | PA      | $105862.84    | 0.04%             | 2038-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRN FD CAB-SER -A                    | CUSIP: 646136WT4<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     90000 | PA      | $56045.03     | 0.02%             | 2038-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRN FD CAB-SER -A                    | CUSIP: 646136WU1<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    355000 | PA      | $210010.94    | 0.08%             | 2039-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ ST TRANSN TR FD                      | CUSIP: 646136XP1<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    190000 | PA      | $124243.70    | 0.05%             | 2037-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ ST TRANSN TR FD                      | CUSIP: 646136XQ9<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     95000 | PA      | $53468.89     | 0.02%             | 2040-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRANSPRTN TRUST-AA                   | CUSIP: 646136Y47<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    150000 | PA      | $150062.39    | 0.06%             | 2046-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRANSPRTN TRUST-A                    | CUSIP: 64613CAB4<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    120000 | PA      | $118670.11    | 0.05%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRANSPRTN TRUST-A                    | CUSIP: 64613CAD0<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     25000 | PA      | $24588.52     | 0.01%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRANSPRTN TRUST-BB                   | CUSIP: 64613CBE7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     65000 | PA      | $70684.30     | 0.03%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRANSPRTN TRUST-BB                   | CUSIP: 64613CBN7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     15000 | PA      | $13683.97     | 0.01%             | 2050-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRANSPRTN TRUST-BB                   | CUSIP: 64613CBP2<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     25000 | PA      | $18303.84     | 0.01%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRANSPR TRUST                        | CUSIP: 64613CCD8<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     65000 | PA      | $70232.86     | 0.03%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRANSPR TRUST                        | CUSIP: 64613CCE6<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     75000 | PA      | $81827.87     | 0.03%             | 2041-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRANSPRTN TRUST-A                    | CUSIP: 64613CCU0<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100784.60    | 0.04%             | 2040-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRANSPRTN TRUST-A                    | CUSIP: 64613CCW6<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     50000 | PA      | $54559.80     | 0.02%             | 2042-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ ST TRANSPRTN TRUST                   | CUSIP: 64613CDQ8<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     25000 | PA      | $24769.80     | 0.01%             | 2044-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRANSPRTN TRUST-BB                   | CUSIP: 64613CEA2<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     75000 | PA      | $82710.85     | 0.03%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRANSPRTN TRUST-BB                   | CUSIP: 64613CEB0<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     70000 | PA      | $76773.80     | 0.03%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRANSPRTN TRUST-BB                   | CUSIP: 64613CEF1<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     70000 | PA      | $75073.20     | 0.03%             | 2043-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRANSPRTN TRUST-BB                   | CUSIP: 64613CEG9<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    165000 | PA      | $173174.74    | 0.07%             | 2046-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRANSPRTN TRUST-BB                   | CUSIP: 64613CEH7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    255000 | PA      | $267952.04    | 0.10%             | 2050-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRANSPRTN TRUST-A                    | CUSIP: 64613CEN4<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    130000 | PA      | $146637.28    | 0.06%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRANSPRTN TRUST-A                    | CUSIP: 64613CEP9<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    135000 | PA      | $151326.86    | 0.06%             | 2037-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRANSPRTN TRUST-A                    | CUSIP: 64613CEQ7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    160000 | PA      | $178433.63    | 0.07%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRANSPRTN TRUST-A                    | CUSIP: 64613CER5<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    215000 | PA      | $242279.61    | 0.09%             | 2039-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRANSPRTN TRUST-AA                   | CUSIP: 64613CEU8<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    185000 | PA      | $203740.57    | 0.08%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRANSPRTN TRUST-AA                   | CUSIP: 64613CEV6<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    245000 | PA      | $273240.54    | 0.11%             | 2041-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRANSPRTN TRUST-AA                   | CUSIP: 64613CEW4<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     25000 | PA      | $24541.50     | 0.01%             | 2042-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRANSPRTN TRUST-AA                   | CUSIP: 64613CEX2<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     25000 | PA      | $27212.14     | 0.01%             | 2042-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRANSPRTN-AA-UNREF                   | CUSIP: 64613CFB9<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    300000 | PA      | $298356.51    | 0.12%             | 2044-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRANSPRTN-UNREFD                     | CUSIP: 64613CFH6<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     15000 | PA      | $14847.63     | 0.01%             | 2049-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRANSPR-UNREFD                       | CUSIP: 64613CFM5<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     80000 | PA      | $84729.50     | 0.03%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRANSPRTN TRUST-CC                   | CUSIP: 64613CFX1<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     35000 | PA      | $39479.27     | 0.02%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRANSPRTN TRUST-CC                   | CUSIP: 64613CFY9<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16814.10     | 0.01%             | 2037-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRANSPRTN TRUST-CC                   | CUSIP: 64613CGA0<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5542.19      | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRANSPRTN TRUST-CC                   | CUSIP: 64613CGE2<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     40000 | PA      | $43281.06     | 0.02%             | 2043-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRANSPRTN TRUST-CC                   | CUSIP: 64613CGF9<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    140000 | PA      | $150293.16    | 0.06%             | 2044-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRANSPRTN TRUST-CC                   | CUSIP: 64613CGG7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    100000 | PA      | $106457.64    | 0.04%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRANSPRTN TRUST-CC                   | CUSIP: 64613CGH5<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    210000 | PA      | $221819.49    | 0.09%             | 2050-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRANSPRTN TRUST-CC                   | CUSIP: 64613CGK8<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    190000 | PA      | $198972.60    | 0.08%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRANSPRTN TRUST-AA                   | CUSIP: 64613CHF8<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    100000 | PA      | $113278.86    | 0.04%             | 2037-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRANSPRTN TRUST-AA                   | CUSIP: 64613CHH4<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    110000 | PA      | $122993.57    | 0.05%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRANSPRTN TRUST-AA                   | CUSIP: 64613CHK7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     50000 | PA      | $55241.01     | 0.02%             | 2041-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRANSPRTN TRUST-AA                   | CUSIP: 64613CHL5<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     50000 | PA      | $54851.92     | 0.02%             | 2042-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRANSPRTN TRUST-AA                   | CUSIP: 64613CHP6<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    100000 | PA      | $106990.46    | 0.04%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRANSPRTN TRUST-AA                   | CUSIP: 64613CHQ4<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    145000 | PA      | $150479.99    | 0.06%             | 2050-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRANSPRTN TRUST-AA                   | CUSIP: 64613CHS0<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    230000 | PA      | $236485.08    | 0.09%             | 2055-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NEW JERSEY ST TURNPIK                   | CUSIP: 646140CS0<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    120000 | PA      | $113077.42    | 0.04%             | 2038-01-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NJ TURNPIKE AUTH-A                      | CUSIP: 646140DC4<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |     15000 | PA      | $14519.90     | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NJ TURNPIKE AUTH-A                      | CUSIP: 646140DD2<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51046.89     | 0.02%             | 2048-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NEW JERSEY ST TURNPIK                   | CUSIP: 646140DK6<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |     95000 | PA      | $90236.24     | 0.03%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NEW JERSEY TPK AUTH-B                   | CUSIP: 646140ES8<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    125000 | PA      | $132333.66    | 0.05%             | 2046-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NEW JERSEY TPK AUTH-B                   | CUSIP: 646140EU3<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    100000 | PA      | $105347.37    | 0.04%             | 2052-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NJ TPK AUTH -B -REV                     | CUSIP: 646140FW8<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |     90000 | PA      | $97364.93     | 0.04%             | 2044-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NJ TPK AUTH -B -REV                     | CUSIP: 646140FX6<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26685.12     | 0.01%             | 2049-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NJ TPK AUTH -B -REV                     | CUSIP: 646140FZ1<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15875.84     | 0.01%             | 2054-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NJ TPK AUTH-C-REF                       | CUSIP: 646140GB3<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10883.14     | 0.00%             | 2043-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NJ TPK AUTH-C-REF                       | CUSIP: 646140GC1<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10818.33     | 0.00%             | 2044-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NJ TPK AUTH-C-REF                       | CUSIP: 646140GD9<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |     45000 | PA      | $48337.77     | 0.02%             | 2045-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NJ TPK AUTH-A                           | CUSIP: 646140JD6<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    135000 | PA      | $145203.91    | 0.06%             | 2050-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NJ TPK AUTH-A                           | CUSIP: 646140JF1<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |     35000 | PA      | $37363.56     | 0.01%             | 2055-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York Convention Center Development Corp                                      | NY CONVENTN CTR-REF                     | CUSIP: 649451DL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $43284.32     | 0.02%             | 2045-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York Convention Center Development Corp                                      | NY CONVENTN CTR-REF                     | CUSIP: 649451DM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $95061.28     | 0.04%             | 2040-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Convention Center Development Corp                                      | NY CONVENTN CTR-A                       | CUSIP: 649451EQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $39546.13     | 0.02%             | 2054-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New York Liberty Development Corp                                                | NY LIBERTY DEV CORP                     | CUSIP: 649519EK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $70018.37     | 0.03%             | 2041-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| New York Liberty Development Corp                                                | NY LIBERTY DEV CORP                     | CUSIP: 649519EL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $50079.35     | 0.02%             | 2042-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York Liberty Development Corp                                                | NY LIBERTY DEV CORP                     | CUSIP: 649519EM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $92141.11     | 0.04%             | 2043-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York Liberty Development Corp                                                | NY LIBERTY DEV CORP                     | CUSIP: 649519EN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $130894.15    | 0.05%             | 2044-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-F-1                            | CUSIP: 64966MA33<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     90000 | PA      | $76960.49     | 0.03%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK                                | CUSIP: 64966MFG9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35135.40     | 0.01%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK                                | CUSIP: 64966MFH7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25091.68     | 0.01%             | 2038-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-B-1                            | CUSIP: 64966MHK8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20179.59     | 0.01%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-B-1                            | CUSIP: 64966MHL6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25175.42     | 0.01%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-B-1                            | CUSIP: 64966MHM4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     75000 | PA      | $71282.83     | 0.03%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                             | CUSIP: 64966MQZ5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15303.41     | 0.01%             | 2037-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                             | CUSIP: 64966MRA9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25477.91     | 0.01%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                             | CUSIP: 64966MRE1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     15000 | PA      | $12796.60     | 0.00%             | 2042-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK                                | CUSIP: 64966MXK0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     50000 | PA      | $49096.61     | 0.02%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK                                | CUSIP: 64966MXM6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     40000 | PA      | $38738.90     | 0.01%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-F-1                            | CUSIP: 64966MZT9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    110000 | PA      | $104423.40    | 0.04%             | 2038-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-F-1                            | CUSIP: 64966MZW2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51319.90     | 0.02%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-F-1                            | CUSIP: 64966MZX0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    180000 | PA      | $184617.13    | 0.07%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-F-1                            | CUSIP: 64966MZY8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    145000 | PA      | $147829.36    | 0.06%             | 2043-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK                                | CUSIP: 64966Q2P4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     35000 | PA      | $38820.83     | 0.01%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK                                | CUSIP: 64966Q2R0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     25000 | PA      | $27446.00     | 0.01%             | 2038-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK CITY-A                         | CUSIP: 64966Q6B1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     40000 | PA      | $44366.66     | 0.02%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK CITY-A                         | CUSIP: 64966Q6D7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     95000 | PA      | $104294.81    | 0.04%             | 2038-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK CITY-A                         | CUSIP: 64966Q6F2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     80000 | PA      | $86972.95     | 0.03%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK CITY-A                         | CUSIP: 64966Q6L9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     75000 | PA      | $78992.90     | 0.03%             | 2045-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK CITY-A                         | CUSIP: 64966Q6Q8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    200000 | PA      | $205256.52    | 0.08%             | 2051-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK CITY-A                         | CUSIP: 64966Q6R6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     40000 | PA      | $36626.10     | 0.01%             | 2053-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-D-SUBSER D1                    | CUSIP: 64966QAR1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    105000 | PA      | $109249.12    | 0.04%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-D-SUBSER D1                    | CUSIP: 64966QAS9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31131.12     | 0.01%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-D-SUBSER D1                    | CUSIP: 64966QAV2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     75000 | PA      | $77564.97     | 0.03%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-D-1                            | CUSIP: 64966QC32<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16100.78     | 0.01%             | 2043-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-D-1                            | CUSIP: 64966QC57<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    135000 | PA      | $144952.90    | 0.06%             | 2045-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-A-A-1                          | CUSIP: 64966QCT5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31376.81     | 0.01%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-A-A-1                          | CUSIP: 64966QCU2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     20000 | PA      | $19675.78     | 0.01%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-A-A-1                          | CUSIP: 64966QCV0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36475.02     | 0.01%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-A-A-1                          | CUSIP: 64966QCX6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51873.90     | 0.02%             | 2043-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-A-A-1                          | CUSIP: 64966QCY4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     50000 | PA      | $47677.75     | 0.02%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-A-A-1                          | CUSIP: 64966QCZ1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     25000 | PA      | $19841.76     | 0.01%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK -A-1                           | CUSIP: 64966QF70<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     75000 | PA      | $81256.99     | 0.03%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK -A-1                           | CUSIP: 64966QF88<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     80000 | PA      | $86317.83     | 0.03%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY-B-1                         | CUSIP: 64966QFL9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36768.03     | 0.01%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY-B-1                         | CUSIP: 64966QFM7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36675.89     | 0.01%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY-B-1                         | CUSIP: 64966QFP0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     25000 | PA      | $24554.60     | 0.01%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY-B-1                         | CUSIP: 64966QFQ8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    100000 | PA      | $84624.56     | 0.03%             | 2041-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY-B-1                         | CUSIP: 64966QFS4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25984.55     | 0.01%             | 2043-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY-B-1                         | CUSIP: 64966QFU9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     45000 | PA      | $36552.66     | 0.01%             | 2044-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK -A-1                           | CUSIP: 64966QG20<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53567.34     | 0.02%             | 2041-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK -A-1                           | CUSIP: 64966QG38<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     90000 | PA      | $97944.77     | 0.04%             | 2041-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK -A-1                           | CUSIP: 64966QG79<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     40000 | PA      | $37549.91     | 0.01%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-D-1                            | CUSIP: 64966QJS0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21150.36     | 0.01%             | 2037-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-D-1                            | CUSIP: 64966QJW1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26224.48     | 0.01%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-D-1                            | CUSIP: 64966QJX9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    100000 | PA      | $98301.92     | 0.04%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-D-1                            | CUSIP: 64966QJZ4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     60000 | PA      | $62308.94     | 0.02%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK                                | CUSIP: 64966QK25<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     40000 | PA      | $43807.85     | 0.02%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-D-1                            | CUSIP: 64966QKB5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    140000 | PA      | $111427.39    | 0.04%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-D-1                            | CUSIP: 64966QKD1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    160000 | PA      | $144607.82    | 0.06%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK                                | CUSIP: 64966QL40<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    160000 | PA      | $172455.63    | 0.07%             | 2043-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK                                | CUSIP: 64966QL57<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10467.18     | 0.00%             | 2047-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK CITY -C                        | CUSIP: 64966QQA1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    140000 | PA      | $148152.77    | 0.06%             | 2038-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK CITY -C                        | CUSIP: 64966QQC7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    150000 | PA      | $148204.31    | 0.06%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK CITY -C                        | CUSIP: 64966QQE3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     35000 | PA      | $34393.49     | 0.01%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                             | CUSIP: 64966QVN7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50263.29     | 0.02%             | 2038-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                             | CUSIP: 64966QVP2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     60000 | PA      | $63919.39     | 0.02%             | 2039-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                             | CUSIP: 64966QVR8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     30000 | PA      | $25344.55     | 0.01%             | 2041-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                             | CUSIP: 64966QVS6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     90000 | PA      | $94659.44     | 0.04%             | 2042-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                             | CUSIP: 64966QVV9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     90000 | PA      | $82668.28     | 0.03%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                             | CUSIP: 64966QVX5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     30000 | PA      | $21734.96     | 0.01%             | 2051-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK -A-1                           | CUSIP: 64966QXQ8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25257.13     | 0.01%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK -A-1                           | CUSIP: 64966QXS4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    100000 | PA      | $99811.98     | 0.04%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK -A-1                           | CUSIP: 64966QXV7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     25000 | PA      | $24426.49     | 0.01%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK -A-1                           | CUSIP: 64966QXW5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    200000 | PA      | $205599.66    | 0.08%             | 2047-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK -A-1                           | CUSIP: 64966QXX3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     60000 | PA      | $54186.45     | 0.02%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-E-SUBSER-E-1                   | CUSIP: 64966QZ29<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    200000 | PA      | $215428.26    | 0.08%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-E-SUBSER-E-1                   | CUSIP: 64966QZ45<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     25000 | PA      | $27078.76     | 0.01%             | 2043-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-E-SUBSER-E-1                   | CUSIP: 64966QZ60<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     85000 | PA      | $80963.04     | 0.03%             | 2045-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-E-SUBSER-E-1                   | CUSIP: 64966QZ86<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    120000 | PA      | $109784.24    | 0.04%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-C                              | CUSIP: 64966SAN6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     40000 | PA      | $44197.64     | 0.02%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-C                              | CUSIP: 64966SAS5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     85000 | PA      | $91696.78     | 0.04%             | 2042-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-C                              | CUSIP: 64966SAU0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     40000 | PA      | $42633.06     | 0.02%             | 2044-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-C                              | CUSIP: 64966SAV8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     40000 | PA      | $42275.41     | 0.02%             | 2045-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-C                              | CUSIP: 64966SAW6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     40000 | PA      | $37587.50     | 0.01%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-C                              | CUSIP: 64966SAY2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15752.97     | 0.01%             | 2048-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-C                              | CUSIP: 64966SBA3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51963.30     | 0.02%             | 2053-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-D                              | CUSIP: 64966SCD6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     50000 | PA      | $54949.64     | 0.02%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-D                              | CUSIP: 64966SCE4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     40000 | PA      | $43755.92     | 0.02%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-D                              | CUSIP: 64966SCJ3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     90000 | PA      | $95979.92     | 0.04%             | 2044-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-D                              | CUSIP: 64966SCM6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    110000 | PA      | $116147.71    | 0.04%             | 2047-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-D                              | CUSIP: 64966SCS3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     65000 | PA      | $67510.56     | 0.03%             | 2054-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-A-REF                          | CUSIP: 64966SFZ4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     10000 | PA      | $11223.01     | 0.00%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK C-1                            | CUSIP: 64966SHC3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26924.92     | 0.01%             | 2043-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK C-1                            | CUSIP: 64966SHD1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     75000 | PA      | $80203.19     | 0.03%             | 2044-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK C-1                            | CUSIP: 64966SHE9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10810.61     | 0.00%             | 2045-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK C-1                            | CUSIP: 64966SHG4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    135000 | PA      | $140062.07    | 0.05%             | 2047-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK C-1                            | CUSIP: 64966SHH2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51711.11     | 0.02%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK C-1                            | CUSIP: 64966SHK5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    115000 | PA      | $120362.93    | 0.05%             | 2050-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK C-1                            | CUSIP: 64966SHL3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     35000 | PA      | $31338.97     | 0.01%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-E                              | CUSIP: 64966SJY3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20970.62     | 0.01%             | 2050-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-G-G-1                          | CUSIP: 64966SLV6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     50000 | PA      | $55709.29     | 0.02%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-G-G-1                          | CUSIP: 64966SMB9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    140000 | PA      | $152603.77    | 0.06%             | 2045-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-G-G-1                          | CUSIP: 64966SMD5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    100000 | PA      | $105755.88    | 0.04%             | 2048-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-G-G-1                          | CUSIP: 64966SMF0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    100000 | PA      | $104497.98    | 0.04%             | 2053-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK A-1                            | CUSIP: 64966SPM2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     65000 | PA      | $68424.27     | 0.03%             | 2046-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK A-1                            | CUSIP: 64966SPQ3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20590.03     | 0.01%             | 2050-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK A-1                            | CUSIP: 64966SPS9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     90000 | PA      | $94222.10     | 0.04%             | 2053-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK A-1                            | CUSIP: 64966SPT7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10235.51     | 0.00%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-D                              | CUSIP: 64966SRC2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     65000 | PA      | $71853.94     | 0.03%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-D                              | CUSIP: 64966SRD0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    115000 | PA      | $126561.15    | 0.05%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-D                              | CUSIP: 64966SRJ7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    125000 | PA      | $131405.96    | 0.05%             | 2046-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-D                              | CUSIP: 64966SRM0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    105000 | PA      | $110173.34    | 0.04%             | 2051-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-D                              | CUSIP: 64966SRN8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     75000 | PA      | $78269.93     | 0.03%             | 2055-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-D                              | CUSIP: 64966SRP3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     70000 | PA      | $71463.56     | 0.03%             | 2055-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK CITY-F-1-REF                   | CUSIP: 64966STA4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     30000 | PA      | $34427.99     | 0.01%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK CITY-G                         | CUSIP: 64966STM8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    100000 | PA      | $113265.55    | 0.04%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK CITY-G                         | CUSIP: 64966STU0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53553.08     | 0.02%             | 2045-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK CITY-G                         | CUSIP: 64966STV8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     40000 | PA      | $43289.60     | 0.02%             | 2046-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK CITY-G                         | CUSIP: 64966STW6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    100000 | PA      | $107325.01    | 0.04%             | 2047-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK CITY-G                         | CUSIP: 64966STX4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     95000 | PA      | $100775.99    | 0.04%             | 2048-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK CITY-G                         | CUSIP: 64966STY2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     95000 | PA      | $100427.92    | 0.04%             | 2049-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK CITY-G                         | CUSIP: 64966SUA2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     80000 | PA      | $83904.06     | 0.03%             | 2053-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York City Educational Construction Fund                                      | NYC EDU CONSTRUCTION                    | CUSIP: 649670NU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25427.36     | 0.01%             | 2052-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Industrial Development Agency                                      | NEW YORK CITY INDL                      | CUSIP: 64971PKE4<br>LEI: 549300XR20ZR5DHL9534 | Long             | DBT              | MUN               | US        |    125000 | PA      | $100565.69    | 0.04%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| New York City Industrial Development Agency                                      | NEW YORK CITY INDL                      | CUSIP: 64971PKF1<br>LEI: 549300XR20ZR5DHL9534 | Long             | DBT              | MUN               | US        |     50000 | PA      | $45520.28     | 0.02%             | 2038-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York City Industrial Development Agency                                      | NEW YORK CITY INDL                      | CUSIP: 64971PKH7<br>LEI: 549300XR20ZR5DHL9534 | Long             | DBT              | MUN               | US        |     45000 | PA      | $39625.04     | 0.02%             | 2040-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York City Industrial Development Agency                                      | NEW YORK CITY INDL                      | CUSIP: 64971PKJ3<br>LEI: 549300XR20ZR5DHL9534 | Long             | DBT              | MUN               | US        |    170000 | PA      | $158503.97    | 0.06%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Industrial Development Agency                                      | NEW YORK CITY INDL                      | CUSIP: 64971PKK0<br>LEI: 549300XR20ZR5DHL9534 | Long             | DBT              | MUN               | US        |    180000 | PA      | $133193.41    | 0.05%             | 2049-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York City Industrial Development Agency                                      | NEW YORK CITY INDL                      | CUSIP: 64971PKL8<br>LEI: 549300XR20ZR5DHL9534 | Long             | DBT              | MUN               | US        |     10000 | PA      | $9257.92      | 0.00%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Industrial Development Agency                                      | NEW YORK CITY INDL                      | CUSIP: 64971PKM6<br>LEI: 549300XR20ZR5DHL9534 | Long             | DBT              | MUN               | US        |     75000 | PA      | $54186.08     | 0.02%             | 2049-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSTNL-I                          | CUSIP: 64971Q6B4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $43409.73     | 0.02%             | 2043-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANS FIN-A-E-1                     | CUSIP: 64971W4X5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $60744.27     | 0.02%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANS FIN-A-E-1                     | CUSIP: 64971W4Y3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $106222.84    | 0.04%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANS FIN-A-E-1                     | CUSIP: 64971W4Z0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101321.71    | 0.04%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANS FIN-A-E-1                     | CUSIP: 64971W5C0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $76625.44     | 0.03%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANS FIN-F1                        | CUSIP: 64971W7A2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25408.66     | 0.01%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANS FIN-F1                        | CUSIP: 64971W7B0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $106451.92    | 0.04%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANS FIN-F1                        | CUSIP: 64971W7C8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $120047.88    | 0.05%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANS FIN-F1                        | CUSIP: 64971W7F1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $8711.31      | 0.00%             | 2043-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANS FIN-F1                        | CUSIP: 64971W7H7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $91567.68     | 0.04%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSTNL FIN-E1                     | CUSIP: 64971WD72<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $19561.75     | 0.01%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NY TRANS FIN AUTH-F-3                   | CUSIP: 64971WH37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $88780.75     | 0.03%             | 2037-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NY TRANS FIN AUTH-F-3                   | CUSIP: 64971WH52<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $35040.52     | 0.01%             | 2039-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRAN FIN AUTH-SUB                   | CUSIP: 64971WM31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50008.78     | 0.02%             | 2036-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRAN FIN AUTH-SUB                   | CUSIP: 64971WM64<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50062.77     | 0.02%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRAN FIN AUTH-B1                    | CUSIP: 64971WS35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $41971.36     | 0.02%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRAN FIN AUTH-B1                    | CUSIP: 64971WS50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $24832.02     | 0.01%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRAN FIN AUTH-B1                    | CUSIP: 64971WS76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $195701.36    | 0.08%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSTNL FIN-A1                     | CUSIP: 64971WWA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9754.48      | 0.00%             | 2039-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL FIN                    | CUSIP: 64971X3T3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $55558.71     | 0.02%             | 2037-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL FIN                    | CUSIP: 64971X3W6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $49794.39     | 0.02%             | 2038-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL FIN                    | CUSIP: 64971X3Z9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $71327.01     | 0.03%             | 2040-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL FIN                    | CUSIP: 64971X4E5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $129947.94    | 0.05%             | 2046-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL FIN                    | CUSIP: 64971X4F2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10463.97     | 0.00%             | 2048-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL-E-1                    | CUSIP: 64971X4Y1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $44236.65     | 0.02%             | 2036-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL-E-1                    | CUSIP: 64971X5C8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $92418.83     | 0.04%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL FIN                    | CUSIP: 64971X6Y9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $27414.78     | 0.01%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL FIN                    | CUSIP: 64971X7B8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $102840.83    | 0.04%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL FIN                    | CUSIP: 64971X7D4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $149722.48    | 0.06%             | 2043-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL FIN                    | CUSIP: 64971X7H5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $41102.49     | 0.02%             | 2051-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC NY TRANS FIN-A-1                    | CUSIP: 64971X7W2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $83163.18     | 0.03%             | 2036-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC NY TRANS FIN-A-1                    | CUSIP: 64971X7Y8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $71391.98     | 0.03%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC NY TRANS FIN-A-1                    | CUSIP: 64971X7Z5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $38283.74     | 0.01%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC NY TRANS FIN-A-1                    | CUSIP: 64971X8A9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $87199.38     | 0.03%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC NY TRANS FIN-A-1                    | CUSIP: 64971X8D3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $42863.16     | 0.02%             | 2043-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC NY TRANS FIN-A-1                    | CUSIP: 64971X8E1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $32007.29     | 0.01%             | 2044-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC NY TRANS FIN-A-1                    | CUSIP: 64971X8J0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $103809.95    | 0.04%             | 2047-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC NY TRANS FIN-A-1                    | CUSIP: 64971X8L5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $35951.57     | 0.01%             | 2053-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC NY TRANS FIN-A-1                    | CUSIP: 64971X8M3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51086.70     | 0.02%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NEW YORK CITY NY TRAN                   | CUSIP: 64971XAH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $167989.97    | 0.06%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NEW YORK CITY NY TRAN                   | CUSIP: 64971XAK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $24177.60     | 0.01%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NEW YORK CITY NY TRAN                   | CUSIP: 64971XAL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $95783.68     | 0.04%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NEW YORK CITY NY-A-2                    | CUSIP: 64971XAR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $122875.45    | 0.05%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NEW YORK CITY NY-A-2                    | CUSIP: 64971XAS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $112490.06    | 0.04%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NEW YORK CITY NY TRAN                   | CUSIP: 64971XCW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $165557.42    | 0.06%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NEW YORK CITY NY TRAN                   | CUSIP: 64971XCX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30394.96     | 0.01%             | 2045-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NEW YORK CITY NY TRAN                   | CUSIP: 64971XDL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $118742.85    | 0.05%             | 2037-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NEW YORK CITY NY TRAN                   | CUSIP: 64971XDM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $67037.74     | 0.03%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NEW YORK CITY TRANS                     | CUSIP: 64971XDP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30876.95     | 0.01%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NEW YORK CITY TRANS                     | CUSIP: 64971XDR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $24243.22     | 0.01%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NEW YORK CITY TRANS                     | CUSIP: 64971XDS4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $38539.62     | 0.01%             | 2043-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NEW YORK CITY TRANS                     | CUSIP: 64971XDT2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $76348.18     | 0.03%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TFA FUTURE TAX                      | CUSIP: 64971XE61<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $95260.82     | 0.04%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANS FIN AUTH-A1                   | CUSIP: 64971XFR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $77824.88     | 0.03%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANS FIN AUTH-A1                   | CUSIP: 64971XFS2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51798.47     | 0.02%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANS FIN AUTH-A1                   | CUSIP: 64971XFT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $103463.99    | 0.04%             | 2038-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANS FIN AUTH-A1                   | CUSIP: 64971XFU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $46450.47     | 0.02%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANS FIN AUTH-A1                   | CUSIP: 64971XFV5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $34363.87     | 0.01%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANS FIN AUTH-A1                   | CUSIP: 64971XFW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $102982.36    | 0.04%             | 2042-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TFA FUTURE TAX                      | CUSIP: 64971XG36<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $201537.04    | 0.08%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TFA FUTURE TAX                      | CUSIP: 64971XG44<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $119528.18    | 0.05%             | 2045-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TFA FUTURE TAX                      | CUSIP: 64971XG69<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $50262.49     | 0.02%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TFA FUTURE TAX                      | CUSIP: 64971XG77<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $60267.14     | 0.02%             | 2048-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NEW YORK CITY TRANS                     | CUSIP: 64971XHQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $75234.38     | 0.03%             | 2038-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NEW YORK CITY TRANS                     | CUSIP: 64971XHR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25033.47     | 0.01%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANS FIN AUTH-C1                   | CUSIP: 64971XKL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50059.11     | 0.02%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANS FIN AUTH-C1                   | CUSIP: 64971XKN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $49731.38     | 0.02%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANS FIN AUTH-C1                   | CUSIP: 64971XKP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $98057.23     | 0.04%             | 2042-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL -C-1                   | CUSIP: 64971XL48<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $194638.28    | 0.08%             | 2043-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL -C-1                   | CUSIP: 64971XL55<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $120770.34    | 0.05%             | 2044-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL -C-1                   | CUSIP: 64971XL63<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $41395.76     | 0.02%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL -C-1                   | CUSIP: 64971XL71<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10302.93     | 0.00%             | 2047-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL -C-1                   | CUSIP: 64971XL97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $31544.73     | 0.01%             | 2051-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANS FIN AUTH                      | CUSIP: 64971XLD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $42025.27     | 0.02%             | 2036-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANS FIN AUTH                      | CUSIP: 64971XLE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $68122.26     | 0.03%             | 2037-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANS FIN AUTH                      | CUSIP: 64971XLG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $99065.24     | 0.04%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANS FIN AUTH                      | CUSIP: 64971XLH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $78059.47     | 0.03%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANS FIN AUTH                      | CUSIP: 64971XLK2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $24556.32     | 0.01%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANS FIN AUTH                      | CUSIP: 64971XLN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $63627.13     | 0.02%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NEW YORK CITY NY TRAN                   | CUSIP: 64971XNH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20027.32     | 0.01%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NEW YORK CITY NY TRAN                   | CUSIP: 64971XNJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $29838.83     | 0.01%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NEW YORK CITY NY TRAN                   | CUSIP: 64971XNK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $29617.28     | 0.01%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NEW YORK CITY NY TRAN                   | CUSIP: 64971XNL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $34320.03     | 0.01%             | 2042-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NEW YORK CITY NY TRAN                   | CUSIP: 64971XNN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $127096.40    | 0.05%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL FIN                    | CUSIP: 64971XQJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40264.91     | 0.02%             | 2039-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL FIN                    | CUSIP: 64971XQK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $70007.54     | 0.03%             | 2040-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL FIN                    | CUSIP: 64971XQL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26249.86     | 0.01%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL FIN                    | CUSIP: 64971XQM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $23787.37     | 0.01%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL FIN                    | CUSIP: 64971XQN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $19693.05     | 0.01%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL-F-1                    | CUSIP: 64971XT81<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50862.01     | 0.02%             | 2038-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL-F-1                    | CUSIP: 64971XT99<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $215858.76    | 0.08%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL-F-1                    | CUSIP: 64971XU48<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $37153.58     | 0.01%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL-F-1                    | CUSIP: 64971XU63<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $31505.31     | 0.01%             | 2044-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL-F-1                    | CUSIP: 64971XU71<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $190604.15    | 0.07%             | 2047-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL-F-1                    | CUSIP: 64971XU89<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $22531.95     | 0.01%             | 2051-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL-F-1                    | CUSIP: 64971XU97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $112548.98    | 0.04%             | 2051-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NEW YORK CITY NY TRAN                   | CUSIP: 64971XUC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15001.62     | 0.01%             | 2040-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NEW YORK CITY NY TRAN                   | CUSIP: 64971XUF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $58303.11     | 0.02%             | 2043-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NEW YORK CITY NY TRAN                   | CUSIP: 64971XUG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $76927.59     | 0.03%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NEW YORK CITY NY TRAN                   | CUSIP: 64971XUK2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $114649.05    | 0.04%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL FIN                    | CUSIP: 64971XWM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $14441.39     | 0.01%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL FIN                    | CUSIP: 64971XWP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $32656.09     | 0.01%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL FIN                    | CUSIP: 64971XWS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $78102.36     | 0.03%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NEW YORK CITY NY TRAN                   | CUSIP: 64971XX45<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $53611.24     | 0.02%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NEW YORK CITY NY TRAN                   | CUSIP: 64971XX86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20961.42     | 0.01%             | 2045-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NEW YORK CITY NY TRAN                   | CUSIP: 64971XX94<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $110857.82    | 0.04%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANS FIN-E-1                       | CUSIP: 64971XXP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $53807.04     | 0.02%             | 2037-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANS FIN-E-1                       | CUSIP: 64971XXS2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100863.30    | 0.04%             | 2039-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANS FIN-E-1                       | CUSIP: 64971XXW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9835.81      | 0.00%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANS FIN-E-1                       | CUSIP: 64971XYA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $59037.98     | 0.02%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANS FIN-E-1                       | CUSIP: 64971XYB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $29670.82     | 0.01%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANS FIN-E-1                       | CUSIP: 64971XYC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $18069.60     | 0.01%             | 2051-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL FIN                    | CUSIP: 64971XZK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10230.50     | 0.00%             | 2036-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI                   | CUSIP: 64972GA53<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50249.32     | 0.02%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI                   | CUSIP: 64972GB29<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    200000 | PA      | $211480.54    | 0.08%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN -AA-                   | CUSIP: 64972GB60<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    230000 | PA      | $241774.25    | 0.09%             | 2052-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NY CITY WTR FIN-CC                      | CUSIP: 64972GBN3<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     80000 | PA      | $70680.09     | 0.03%             | 2047-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NY CITY WTR FIN-DD                      | CUSIP: 64972GBT0<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20003.24     | 0.01%             | 2038-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-AA-3                   | CUSIP: 64972GC28<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     65000 | PA      | $68082.00     | 0.03%             | 2047-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUN WTR FIN-EE                      | CUSIP: 64972GCD4<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     95000 | PA      | $92940.50     | 0.04%             | 2047-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-DD                     | CUSIP: 64972GE42<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     35000 | PA      | $33995.14     | 0.01%             | 2046-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-DD                     | CUSIP: 64972GE59<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     50000 | PA      | $47929.97     | 0.02%             | 2047-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-DD                     | CUSIP: 64972GE67<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36940.48     | 0.01%             | 2046-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-DD                     | CUSIP: 64972GE75<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26199.69     | 0.01%             | 2047-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-DD                     | CUSIP: 64972GE91<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     35000 | PA      | $37279.56     | 0.01%             | 2047-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-AA                     | CUSIP: 64972GEU4<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    100000 | PA      | $97584.00     | 0.04%             | 2044-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR-CC                         | CUSIP: 64972GEX8<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    175000 | PA      | $169503.62    | 0.07%             | 2045-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-AA-1                   | CUSIP: 64972GF33<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51482.24     | 0.02%             | 2053-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-AA-1                   | CUSIP: 64972GF41<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     60000 | PA      | $62933.21     | 0.02%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-AA-3                   | CUSIP: 64972GF82<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     90000 | PA      | $97826.38     | 0.04%             | 2043-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR-FF-REF                     | CUSIP: 64972GFV1<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10001.21     | 0.00%             | 2037-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-BB-1                   | CUSIP: 64972GG32<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     85000 | PA      | $89073.50     | 0.03%             | 2054-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-BB-2                   | CUSIP: 64972GG73<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    170000 | PA      | $198515.19    | 0.08%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-BB-2                   | CUSIP: 64972GG99<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     10000 | PA      | $11331.39     | 0.00%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-BB-2                   | CUSIP: 64972GH72<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    155000 | PA      | $165698.78    | 0.06%             | 2047-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NY MUNI WTR FIN-CC-1                    | CUSIP: 64972GH98<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    135000 | PA      | $141822.63    | 0.05%             | 2054-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NY MUNI WTR FIN-CC-2                    | CUSIP: 64972GJ54<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     25000 | PA      | $29193.41     | 0.01%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NY MUNI WTR FIN-CC-2                    | CUSIP: 64972GJ70<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10613.19     | 0.00%             | 2046-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY MUNI FI                   | CUSIP: 64972GJW5<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     95000 | PA      | $90444.38     | 0.03%             | 2046-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-AA1                    | CUSIP: 64972GK29<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     55000 | PA      | $57018.47     | 0.02%             | 2051-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-AA1                    | CUSIP: 64972GK37<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52708.28     | 0.02%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-AA2                    | CUSIP: 64972GK78<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26276.79     | 0.01%             | 2048-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-AA2                    | CUSIP: 64972GK86<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     60000 | PA      | $62784.04     | 0.02%             | 2049-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY MUNI                      | CUSIP: 64972GKA1<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    145000 | PA      | $145042.76    | 0.06%             | 2036-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-CC1                    | CUSIP: 64972GKG8<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     55000 | PA      | $55583.76     | 0.02%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-CC1                    | CUSIP: 64972GKK9<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     75000 | PA      | $75079.89     | 0.03%             | 2037-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-BB                     | CUSIP: 64972GL28<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21988.90     | 0.01%             | 2043-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-BB                     | CUSIP: 64972GL44<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26271.13     | 0.01%             | 2048-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-BB                     | CUSIP: 64972GL85<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    215000 | PA      | $226459.07    | 0.09%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-CC                     | CUSIP: 64972GM76<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5706.94      | 0.00%             | 2037-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-AA                     | CUSIP: 64972GMU5<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     95000 | PA      | $74117.28     | 0.03%             | 2046-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-AA                     | CUSIP: 64972GMV3<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     20000 | PA      | $19040.92     | 0.01%             | 2046-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-CC                     | CUSIP: 64972GMX9<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    200000 | PA      | $190667.28    | 0.07%             | 2046-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-CC                     | CUSIP: 64972GMY7<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     70000 | PA      | $70212.27     | 0.03%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI                   | CUSIP: 64972GNK6<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10237.07     | 0.00%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI                   | CUSIP: 64972GNN0<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     50000 | PA      | $49260.15     | 0.02%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-2                      | CUSIP: 64972GPC2<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    120000 | PA      | $112309.25    | 0.04%             | 2037-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI                   | CUSIP: 64972GPG3<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     30000 | PA      | $25970.89     | 0.01%             | 2045-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI                   | CUSIP: 64972GPJ7<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     65000 | PA      | $65782.19     | 0.03%             | 2046-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-CC-1                   | CUSIP: 64972GPT5<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30327.43     | 0.01%             | 2048-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI                   | CUSIP: 64972GPY4<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     80000 | PA      | $67882.26     | 0.03%             | 2048-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI                   | CUSIP: 64972GPZ1<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40625.73     | 0.02%             | 2048-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY MUNI                      | CUSIP: 64972GQD9<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     15000 | PA      | $14405.43     | 0.01%             | 2040-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK MUNI WTR-AA2                   | CUSIP: 64972GR63<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     35000 | PA      | $40557.87     | 0.02%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK MUNI WTR-AA2                   | CUSIP: 64972GR97<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     25000 | PA      | $27274.51     | 0.01%             | 2044-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YOR MUNI WTR-FF                     | CUSIP: 64972GRV8<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20788.27     | 0.01%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YOR MUNI WTR-FF                     | CUSIP: 64972GRW6<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31139.69     | 0.01%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YOR MUNI WTR-FF                     | CUSIP: 64972GRX4<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     45000 | PA      | $46605.50     | 0.02%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK MUNI-AA-1                      | CUSIP: 64972GS39<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    215000 | PA      | $226962.41    | 0.09%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK MUNI-AA-1                      | CUSIP: 64972GS47<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    200000 | PA      | $206475.32    | 0.08%             | 2055-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-BB                     | CUSIP: 64972GS70<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    100000 | PA      | $106176.24    | 0.04%             | 2047-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY MUNI-DD                   | CUSIP: 64972GSG0<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    200000 | PA      | $208142.52    | 0.08%             | 2037-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY MUNI-DD                   | CUSIP: 64972GSK1<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     75000 | PA      | $70211.35     | 0.03%             | 2049-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-EE2                    | CUSIP: 64972GSQ8<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    125000 | PA      | $131384.00    | 0.05%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-EE-2                   | CUSIP: 64972GSR6<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     50000 | PA      | $49537.00     | 0.02%             | 2040-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-FF-1                   | CUSIP: 64972GSW5<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     65000 | PA      | $59549.22     | 0.02%             | 2049-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-BB                     | CUSIP: 64972GT38<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    110000 | PA      | $119024.21    | 0.05%             | 2056-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-BB                     | CUSIP: 64972GT46<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    120000 | PA      | $126924.32    | 0.05%             | 2056-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-BB                     | CUSIP: 64972GT53<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    110000 | PA      | $113683.25    | 0.04%             | 2056-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-FF-2                   | CUSIP: 64972GTE4<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     40000 | PA      | $42175.60     | 0.02%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-FF-2                   | CUSIP: 64972GTF1<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     65000 | PA      | $68339.42     | 0.03%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-FF-2                   | CUSIP: 64972GTJ3<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     30000 | PA      | $29658.23     | 0.01%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI                   | CUSIP: 64972GUE2<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52939.37     | 0.02%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN -BB1                   | CUSIP: 64972GUF9<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    100000 | PA      | $91614.18     | 0.04%             | 2049-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN -BB1                   | CUSIP: 64972GUG7<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     10000 | PA      | $7595.34      | 0.00%             | 2049-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN -BB1                   | CUSIP: 64972GUH5<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102881.19    | 0.04%             | 2049-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-DD                     | CUSIP: 64972GV43<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     45000 | PA      | $48217.77     | 0.02%             | 2046-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI                   | CUSIP: 64972GVJ0<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15690.57     | 0.01%             | 2044-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI                   | CUSIP: 64972GVM3<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     25000 | PA      | $22903.55     | 0.01%             | 2049-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI                   | CUSIP: 64972GVX9<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    135000 | PA      | $133462.01    | 0.05%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-DD-1                   | CUSIP: 64972GWF7<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     85000 | PA      | $77434.99     | 0.03%             | 2050-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-DD-1                   | CUSIP: 64972GWG5<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     35000 | PA      | $26419.88     | 0.01%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-DD-3                   | CUSIP: 64972GWL4<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     50000 | PA      | $49517.82     | 0.02%             | 2042-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN -EE                    | CUSIP: 64972GWR1<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     90000 | PA      | $95624.40     | 0.04%             | 2041-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI                   | CUSIP: 64972GWZ3<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     45000 | PA      | $44738.15     | 0.02%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI                   | CUSIP: 64972GXB5<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    200000 | PA      | $212419.48    | 0.08%             | 2041-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI                   | CUSIP: 64972GXF6<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    200000 | PA      | $205670.12    | 0.08%             | 2050-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI                   | CUSIP: 64972GXG4<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     70000 | PA      | $63769.99     | 0.02%             | 2050-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI                   | CUSIP: 64972GXM1<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     25000 | PA      | $18905.01     | 0.01%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI                   | CUSIP: 64972GXN9<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     60000 | PA      | $61888.37     | 0.02%             | 2050-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI                   | CUSIP: 64972GXP4<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     70000 | PA      | $64311.50     | 0.02%             | 2050-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NY MUNI WTR FIN -BB1                    | CUSIP: 64972GYD0<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |      5000 | PA      | $3781.00      | 0.00%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-CC-1                   | CUSIP: 64972GYH1<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     30000 | PA      | $27200.22     | 0.01%             | 2051-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-AA-1                   | CUSIP: 64972GZE7<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     85000 | PA      | $71959.28     | 0.03%             | 2048-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-AA-1                   | CUSIP: 64972GZF4<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    180000 | PA      | $134901.50    | 0.05%             | 2051-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-AA-1                   | CUSIP: 64972GZH0<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     95000 | PA      | $86134.03     | 0.03%             | 2051-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-BB-1                   | CUSIP: 64972GZL1<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31799.70     | 0.01%             | 2044-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-BB-1                   | CUSIP: 64972GZM9<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     20000 | PA      | $16556.48     | 0.01%             | 2044-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-BB-1                   | CUSIP: 64972GZP2<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    205000 | PA      | $198527.99    | 0.08%             | 2045-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-CC-1                   | CUSIP: 64972GZR8<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    140000 | PA      | $126907.19    | 0.05%             | 2052-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUNI WTR FIN-CC-1                   | CUSIP: 64972GZS6<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    115000 | PA      | $118565.54    | 0.05%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Building Aid Revenue                | NYC TRANSITIONAL-S-1A                   | CUSIP: 64972H5X6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45869.24     | 0.02%             | 2037-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Building Aid Revenue                | NYC TRANS FIN-S-3                       | CUSIP: 64972HK50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $129307.19    | 0.05%             | 2043-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Building Aid Revenue                | NYC TRANS FIN-S-3                       | CUSIP: 64972HK68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $206794.82    | 0.08%             | 2045-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Building Aid Revenue                | NYC TRANS FIN-S-3                       | CUSIP: 64972HK76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $33645.72     | 0.01%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Building Aid Revenue                | NYC TRANS FIN-S-3                       | CUSIP: 64972HK84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $138833.95    | 0.05%             | 2047-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Building Aid Revenue                | NEW YORK CITY NY TRAN                   | CUSIP: 64972HS86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $102786.78    | 0.04%             | 2045-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Building Aid Revenue                | NEW YORK CITY NY TRAN                   | CUSIP: 64972HS94<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $42281.60     | 0.02%             | 2047-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Building Aid Revenue                | NYC TRANS FIN AUTH-S1                   | CUSIP: 64972HTX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $69849.12     | 0.03%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Building Aid Revenue                | NEW YORK CITY TRANS                     | CUSIP: 64972HXA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $107357.82    | 0.04%             | 2044-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Building Aid Revenue                | NEW YORK CITY TRANS                     | CUSIP: 64972HXS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $59941.60     | 0.02%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Building Aid Revenue                | NEW YORK CITY NY TRAN                   | CUSIP: 64972HXY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $189998.97    | 0.07%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Building Aid Revenue                | NEW YORK CITY NY TRAN                   | CUSIP: 64972HXZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $86955.47     | 0.03%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Building Aid Revenue                | NYC TRANS FIN AUTH                      | CUSIP: 64972HY97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $213311.03    | 0.08%             | 2036-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Building Aid Revenue                | NYC TRANS FIN AUTH                      | CUSIP: 64972HZ21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $62357.86     | 0.02%             | 2037-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Building Aid Revenue                | NYC TRANS FIN AUTH                      | CUSIP: 64972HZ39<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $75412.91     | 0.03%             | 2038-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Building Aid Revenue                | NYC TRANS FIN AUTH-S1                   | CUSIP: 64972HZX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $135664.02    | 0.05%             | 2036-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NY TRANS FIN AUTH-B                     | CUSIP: 64972JAP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $88360.49     | 0.03%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NY TRANS FIN AUTH-B                     | CUSIP: 64972JAQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $175951.26    | 0.07%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NY TRANS FIN AUTH-B                     | CUSIP: 64972JAX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $104915.68    | 0.04%             | 2046-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NY CITY TRANS FIN-F-1                   | CUSIP: 64972JB49<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $45571.73     | 0.02%             | 2037-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NY CITY TRANS FIN-F-1                   | CUSIP: 64972JB64<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $78866.33     | 0.03%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NY TRANS FIN AUTH-B                     | CUSIP: 64972JBA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $73233.87     | 0.03%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NY TRANS FIN AUTH-B                     | CUSIP: 64972JBB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $28725.69     | 0.01%             | 2053-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NEW YORK CITY TRANS-C                   | CUSIP: 64972JBP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $61364.45     | 0.02%             | 2036-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NEW YORK CITY TRANS-C                   | CUSIP: 64972JBR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $110450.61    | 0.04%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NY CITY TRANS FIN-F-1                   | CUSIP: 64972JC48<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26795.20     | 0.01%             | 2045-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NY CITY TRANS FIN-F-1                   | CUSIP: 64972JC55<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $47675.61     | 0.02%             | 2046-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NY CITY TRANS FIN-F-1                   | CUSIP: 64972JC63<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $104850.06    | 0.04%             | 2047-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NY CITY TRANS FIN-F-1                   | CUSIP: 64972JC71<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $38258.24     | 0.01%             | 2048-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NEW YORK CITY TRANS-C                   | CUSIP: 64972JCE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $41847.92     | 0.02%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NY CITY TRANS FIN-F-1                   | CUSIP: 64972JD21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $299648.03    | 0.12%             | 2052-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NY CITY TRANS FIN-F-1                   | CUSIP: 64972JD39<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30806.62     | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL-D-1                    | CUSIP: 64972JDE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $16849.05     | 0.01%             | 2036-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL-D-1                    | CUSIP: 64972JDF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $50161.31     | 0.02%             | 2037-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL-D-1                    | CUSIP: 64972JDG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $199111.81    | 0.08%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL-D-1                    | CUSIP: 64972JDK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $54512.11     | 0.02%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSIT FIN-F-1                     | CUSIP: 64972JGP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $42914.98     | 0.02%             | 2044-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSIT FIN-F-1                     | CUSIP: 64972JGU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $72390.76     | 0.03%             | 2048-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSIT FIN-F-1                     | CUSIP: 64972JGV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5151.21      | 0.00%             | 2049-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSIT FIN-F-1                     | CUSIP: 64972JGW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $36467.56     | 0.01%             | 2053-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL-G-1                    | CUSIP: 64972JHQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $16636.48     | 0.01%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL-G-1                    | CUSIP: 64972JHR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $71855.51     | 0.03%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL-G-1                    | CUSIP: 64972JHW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $53752.61     | 0.02%             | 2044-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL-G-1                    | CUSIP: 64972JHY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $110305.88    | 0.04%             | 2046-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL-G-1                    | CUSIP: 64972JHZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9435.61      | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL-G-1                    | CUSIP: 64972JJA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $78095.90     | 0.03%             | 2047-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL-G-1                    | CUSIP: 64972JJB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26386.97     | 0.01%             | 2048-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL-G-1                    | CUSIP: 64972JJD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $198628.41    | 0.08%             | 2051-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL-G-1                    | CUSIP: 64972JJF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35835.73     | 0.01%             | 2052-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL-C-1                    | CUSIP: 64972JLX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $94773.43     | 0.04%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL-C-1                    | CUSIP: 64972JLY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $138893.09    | 0.05%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL-C-1                    | CUSIP: 64972JMG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $93907.24     | 0.04%             | 2047-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL-C-1                    | CUSIP: 64972JMH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $124463.95    | 0.05%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL-C-1                    | CUSIP: 64972JMJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $131717.70    | 0.05%             | 2049-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL-C-1                    | CUSIP: 64972JML9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $27036.92     | 0.01%             | 2051-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NY TRANSITIONAL FIN-D                   | CUSIP: 64972JNF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $82992.50     | 0.03%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NY TRANSITIONAL FIN-D                   | CUSIP: 64972JNJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $49753.28     | 0.02%             | 2043-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NY TRANSITIONAL FIN-D                   | CUSIP: 64972JNP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $103266.23    | 0.04%             | 2049-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NY TRANSITIONAL FIN-D                   | CUSIP: 64972JNQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $77160.41     | 0.03%             | 2050-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NY TRANSITIONAL FIN-D                   | CUSIP: 64972JNR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $203445.94    | 0.08%             | 2052-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NY TRANSITIONAL FIN-D                   | CUSIP: 64972JNS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $70239.86     | 0.03%             | 2054-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NY TRANS FIN AUTH-E                     | CUSIP: 64972JPE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $11208.95     | 0.00%             | 2037-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NY TRANS FIN AUTH-E                     | CUSIP: 64972JPH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $60682.95     | 0.02%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NY TRANS FIN AUTH-E                     | CUSIP: 64972JPL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $108480.99    | 0.04%             | 2043-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NY TRANS FIN AUTH-E                     | CUSIP: 64972JPM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $118692.72    | 0.05%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NY TRANS FIN AUTH-E                     | CUSIP: 64972JPN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $42566.20     | 0.02%             | 2045-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NY TRANS FIN AUTH-E                     | CUSIP: 64972JPP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $68468.47     | 0.03%             | 2046-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NY TRANS FIN AUTH-E                     | CUSIP: 64972JPQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52158.93     | 0.02%             | 2047-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NY TRANS FIN AUTH-E                     | CUSIP: 64972JPR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $129410.76    | 0.05%             | 2049-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NY TRANS FIN AUTH-E                     | CUSIP: 64972JPT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40972.38     | 0.02%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL-F-1                    | CUSIP: 64972JQE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $33748.17     | 0.01%             | 2037-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL-F-1                    | CUSIP: 64972JQF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $55959.51     | 0.02%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL-F-1                    | CUSIP: 64972JQG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $94684.65     | 0.04%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL-F-1                    | CUSIP: 64972JQH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $27712.20     | 0.01%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL-H-1                    | CUSIP: 64972JSW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $55959.51     | 0.02%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL-H-1                    | CUSIP: 64972JSX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $111393.71    | 0.04%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL-H-1                    | CUSIP: 64972JSY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $16627.32     | 0.01%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL-H-1                    | CUSIP: 64972JSZ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $55174.53     | 0.02%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL-H-1                    | CUSIP: 64972JTA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $109612.27    | 0.04%             | 2042-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL-H-1                    | CUSIP: 64972JTB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $108877.81    | 0.04%             | 2043-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL-H-1                    | CUSIP: 64972JTC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $43317.32     | 0.02%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL-H-1                    | CUSIP: 64972JTD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $163364.39    | 0.06%             | 2045-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL-H-1                    | CUSIP: 64972JTE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26394.01     | 0.01%             | 2046-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL-I-1                    | CUSIP: 64972JTL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $16441.84     | 0.01%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL-I-1                    | CUSIP: 64972JTP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $96056.54     | 0.04%             | 2045-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL-I-1                    | CUSIP: 64972JTV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $88846.29     | 0.03%             | 2055-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL-A-1                    | CUSIP: 64972JWB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $50271.37     | 0.02%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL-A-1                    | CUSIP: 64972JWG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $160554.18    | 0.06%             | 2045-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL-A-1                    | CUSIP: 64972JWJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5354.16      | 0.00%             | 2047-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSITIONAL-A-1                    | CUSIP: 64972JWN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51262.08     | 0.02%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NY TRANSITIONAL FIN-B                   | CUSIP: 64972JXM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $53518.06     | 0.02%             | 2045-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NY TRANSITIONAL FIN-B                   | CUSIP: 64972JXN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5291.41      | 0.00%             | 2046-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NY TRANSITIONAL FIN-B                   | CUSIP: 64972JXR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $41170.94     | 0.02%             | 2051-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NY TRANSITIONAL FIN-B                   | CUSIP: 64972JXS2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $62835.55     | 0.02%             | 2055-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NY TRANS FIN AUTH-C                     | CUSIP: 64972JYR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $258210.48    | 0.10%             | 2050-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NY TRANS FIN AUTH-C                     | CUSIP: 64972JYS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $262305.55    | 0.10%             | 2055-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NY TRANS FIN AUTH-D-1                   | CUSIP: 64972JZC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $199949.44    | 0.08%             | 2036-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NY TRANS FIN AUTH-D-1                   | CUSIP: 64972JZD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $56831.81     | 0.02%             | 2037-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A                                 | CUSIP: 64985SDK6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     45000 | PA      | $50799.72     | 0.02%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-REF                             | CUSIP: 64985SFU2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     35000 | PA      | $40202.99     | 0.02%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-REF                             | CUSIP: 64985SFX6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     30000 | PA      | $33849.91     | 0.01%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-REF                             | CUSIP: 64985SGB3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    130000 | PA      | $141256.14    | 0.05%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-REF                             | CUSIP: 64985SGF4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     60000 | PA      | $63596.17     | 0.02%             | 2051-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY ST UNIV-A                         | CUSIP: 64985SKA0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     75000 | PA      | $79605.75     | 0.03%             | 2050-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY ST UNIV-A                         | CUSIP: 64985SKB8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15779.46     | 0.01%             | 2055-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NEW YORK ST URBAN DEV                   | CUSIP: 64985TAG6<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5289.67      | 0.00%             | 2037-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NEW YORK ST URBAN DEV                   | CUSIP: 64985TAK7<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15760.13     | 0.01%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NEW YORK ST URBAN DEV                   | CUSIP: 64985TAN1<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     25000 | PA      | $24470.41     | 0.01%             | 2043-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NY ST URBAN DEV CORP                    | CUSIP: 64985TAP6<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    135000 | PA      | $131013.03    | 0.05%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NY ST URBAN DEV CORP                    | CUSIP: 64985TAQ4<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     50000 | PA      | $48034.71     | 0.02%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NY ST URBAN DEV-A-REF                   | CUSIP: 64985TCL3<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40350.85     | 0.02%             | 2039-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NY ST URBAN DEV CORP                    | CUSIP: 64985TCQ2<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    100000 | PA      | $98238.38     | 0.04%             | 2043-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NY ST URBAN DEV CORP                    | CUSIP: 64985TCR0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    140000 | PA      | $135865.37    | 0.05%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NY ST URBAN DEV CORP                    | CUSIP: 64985TCS8<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     30000 | PA      | $28783.34     | 0.01%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NY ST URBAN DEV CORP                    | CUSIP: 64985TCU3<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     30000 | PA      | $27901.92     | 0.01%             | 2047-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NY ST URBAN DEV CORP                    | CUSIP: 64985TCY5<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     85000 | PA      | $55887.87     | 0.02%             | 2051-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NY ST URBAN DEV COR-A                   | CUSIP: 64985TEF4<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     80000 | PA      | $88669.05     | 0.03%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NY ST URBAN DEV-A                       | CUSIP: 64985TET4<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15502.38     | 0.01%             | 2051-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NY ST URBAN DEV-A                       | CUSIP: 64985TEU1<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     45000 | PA      | $46384.94     | 0.02%             | 2052-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NY ST URBAN DEV-A                       | CUSIP: 64985TEV9<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    145000 | PA      | $149303.88    | 0.06%             | 2053-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NY ST URBAN DEV-A                       | CUSIP: 64985TGH8<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30958.85     | 0.01%             | 2054-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp                                     | NY ST ENVIRONMRNTAL-B                   | CUSIP: 64986DHU2<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51208.50     | 0.02%             | 2048-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp                                     | NY ENVRNMNTL FACS-A                     | CUSIP: 64986DPK5<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26411.53     | 0.01%             | 2049-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp                                     | NY ENVRNMNTL FACS-A                     | CUSIP: 64986DPL3<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53278.43     | 0.02%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp                                     | NY ENVRNMNTL FACS-C                     | CUSIP: 64986DQL2<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |    125000 | PA      | $131158.93    | 0.05%             | 2055-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Housing Finance Agency                                            | NY ST HSG FIN AGY-A-1                   | CUSIP: 649870NE8<br>LEI: 5493000LS7KCDB02O506 | Long             | DBT              | MUN               | US        |    135000 | PA      | $137779.06    | 0.05%             | 2054-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Power Authority                                                         | NEW YORK ST PWR AUTH                    | CUSIP: 64989KLD6<br>LEI: I5P1GEYFGGMMDOFX2L30 | Long             | DBT              | MUN               | US        |     80000 | PA      | $77335.02     | 0.03%             | 2045-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York Power Authority                                                         | NEW YORK ST PWR AUTH                    | CUSIP: 64989KLE4<br>LEI: I5P1GEYFGGMMDOFX2L30 | Long             | DBT              | MUN               | US        |    125000 | PA      | $114422.99    | 0.04%             | 2050-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York Power Authority                                                         | NEW YORK ST PWR AUTH                    | CUSIP: 64989KLF1<br>LEI: I5P1GEYFGGMMDOFX2L30 | Long             | DBT              | MUN               | US        |    115000 | PA      | $102982.16    | 0.04%             | 2055-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York Power Authority                                                         | NEW YORK ST PWR AUTH                    | CUSIP: 64989KLG9<br>LEI: I5P1GEYFGGMMDOFX2L30 | Long             | DBT              | MUN               | US        |     20000 | PA      | $14662.55     | 0.01%             | 2060-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| New York Power Authority                                                         | NEW YORK ST PWR AUTH                    | CUSIP: 64989KLH7<br>LEI: I5P1GEYFGGMMDOFX2L30 | Long             | DBT              | MUN               | US        |    125000 | PA      | $110200.46    | 0.04%             | 2060-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York Power Authority                                                         | NEW YORK PWR AUTH-A                     | CUSIP: 64989KLX2<br>LEI: I5P1GEYFGGMMDOFX2L30 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5782.05      | 0.00%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Power Authority                                                         | NEW YORK PWR AUTH-A                     | CUSIP: 64989KMH6<br>LEI: I5P1GEYFGGMMDOFX2L30 | Long             | DBT              | MUN               | US        |    105000 | PA      | $95788.15     | 0.04%             | 2054-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-SALESTAX                        | CUSIP: 64990AFG5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     65000 | PA      | $65418.46     | 0.03%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-SER A-GROUP B                     | CUSIP: 64990AGK5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    145000 | PA      | $147391.62    | 0.06%             | 2037-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-SER A-GROUP B                     | CUSIP: 64990AGL3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     65000 | PA      | $66025.89     | 0.03%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-SER A-GROUP B                     | CUSIP: 64990AGM1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10150.25     | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH                   | CUSIP: 64990AGN9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40583.40     | 0.02%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH                   | CUSIP: 64990AGP4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50698.09     | 0.02%             | 2041-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH                   | CUSIP: 64990AGQ2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    200000 | PA      | $202670.40    | 0.08%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH                   | CUSIP: 64990AGR0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60774.22     | 0.02%             | 2043-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH                   | CUSIP: 64990AGV1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    120000 | PA      | $109249.08    | 0.04%             | 2047-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH                   | CUSIP: 64990AHS7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     45000 | PA      | $46571.11     | 0.02%             | 2037-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NY ST DORM AUTH-A                       | CUSIP: 64990AHT5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     70000 | PA      | $72337.78     | 0.03%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NY ST DORM AUTH-A                       | CUSIP: 64990AHU2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    100000 | PA      | $103178.44    | 0.04%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NY ST DORM AUTH-A                       | CUSIP: 64990AHW8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51439.39     | 0.02%             | 2041-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NY ST DORM AUTH-A                       | CUSIP: 64990AHX6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     95000 | PA      | $97577.05     | 0.04%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NY ST DORM AUTH-A                       | CUSIP: 64990AHY4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102544.50    | 0.04%             | 2043-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NY DORM AUTH -A                         | CUSIP: 64990AHZ1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    185000 | PA      | $189391.81    | 0.07%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NY DORM AUTH -A                         | CUSIP: 64990AJA4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35760.82     | 0.01%             | 2045-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NY DORM AUTH -A                         | CUSIP: 64990AJD8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     25000 | PA      | $22999.70     | 0.01%             | 2048-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NY DORM AUTH-C-REF                      | CUSIP: 64990AKG9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102712.68    | 0.04%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NY DORM AUTH-C-REF                      | CUSIP: 64990AKJ3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |      5000 | PA      | $4895.32      | 0.00%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NY DORM AUTH-E                          | CUSIP: 64990AMN2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    135000 | PA      | $140928.35    | 0.05%             | 2037-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NY DORM AUTH-E                          | CUSIP: 64990AMQ5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52032.05     | 0.02%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NY DORM AUTH-E                          | CUSIP: 64990AMR3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     75000 | PA      | $77908.73     | 0.03%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NY DORM AUTH-E                          | CUSIP: 64990AMS1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     90000 | PA      | $93302.81     | 0.04%             | 2041-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NY DORM AUTH-E                          | CUSIP: 64990AMU6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41301.73     | 0.02%             | 2043-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-1-SALES TAX                     | CUSIP: 64990ASN6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     40000 | PA      | $43555.21     | 0.02%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-1-SALES TAX                     | CUSIP: 64990ASP1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     35000 | PA      | $34677.00     | 0.01%             | 2043-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-1-SALES TAX                     | CUSIP: 64990AST3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51338.57     | 0.02%             | 2053-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A                                 | CUSIP: 64990ATQ8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     20000 | PA      | $22932.97     | 0.01%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A                                 | CUSIP: 64990ATT2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     95000 | PA      | $107025.72    | 0.04%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-REV                             | CUSIP: 64990AUD5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26009.23     | 0.01%             | 2049-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-REV                             | CUSIP: 64990AUE3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     55000 | PA      | $57125.95     | 0.02%             | 2050-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-REV                             | CUSIP: 64990AUF0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     80000 | PA      | $82811.05     | 0.03%             | 2051-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-REV                             | CUSIP: 64990AUG8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     65000 | PA      | $67087.70     | 0.03%             | 2052-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-REV                             | CUSIP: 64990AUH6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    115000 | PA      | $118634.54    | 0.05%             | 2053-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-REV                             | CUSIP: 64990AUJ2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51527.80     | 0.02%             | 2054-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-REV                             | CUSIP: 64990AUK9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     65000 | PA      | $66931.65     | 0.03%             | 2055-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-REV                             | CUSIP: 64990AUL7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102883.69    | 0.04%             | 2056-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-E-UNREF                           | CUSIP: 64990AVU6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30604.49     | 0.01%             | 2048-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-B-REF                             | CUSIP: 64990AWJ0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     20000 | PA      | $22932.57     | 0.01%             | 2037-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-B-REF                             | CUSIP: 64990AWK7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     55000 | PA      | $62683.04     | 0.02%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-B-REF                             | CUSIP: 64990AWL5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    100000 | PA      | $113311.84    | 0.04%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-B-REF                             | CUSIP: 64990AWN1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     45000 | PA      | $50324.10     | 0.02%             | 2041-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-B-REF                             | CUSIP: 64990AWQ4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     55000 | PA      | $60523.34     | 0.02%             | 2043-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-B-REF                             | CUSIP: 64990AWR2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     55000 | PA      | $59871.65     | 0.02%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-B-REF                             | CUSIP: 64990AWS0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     95000 | PA      | $102153.14    | 0.04%             | 2045-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-B-REF                             | CUSIP: 64990AWW1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15563.93     | 0.01%             | 2051-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-B-REF                             | CUSIP: 64990AWX9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     55000 | PA      | $49517.28     | 0.02%             | 2054-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-B-REF                             | CUSIP: 64990AWY7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15480.66     | 0.01%             | 2054-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-REF                             | CUSIP: 64990AXN0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     50000 | PA      | $57732.51     | 0.02%             | 2037-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-REF                             | CUSIP: 64990AXT7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     50000 | PA      | $55808.28     | 0.02%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-REF                             | CUSIP: 64990AXU4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    100000 | PA      | $110422.99    | 0.04%             | 2043-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-REF                             | CUSIP: 64990AXW0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     50000 | PA      | $54002.12     | 0.02%             | 2045-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-REF                             | CUSIP: 64990AXX8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     90000 | PA      | $96044.19     | 0.04%             | 2046-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-REF                             | CUSIP: 64990AXY6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10564.42     | 0.00%             | 2047-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-REF                             | CUSIP: 64990AXZ3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     85000 | PA      | $81676.98     | 0.03%             | 2048-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-REF                             | CUSIP: 64990AYA7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    145000 | PA      | $154296.47    | 0.06%             | 2050-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-REF                             | CUSIP: 64990AYB5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    210000 | PA      | $216818.49    | 0.08%             | 2055-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NY DASNY-REF-A                          | CUSIP: 64990BD91<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25007.09     | 0.01%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NY DORM AUTH-A                          | CUSIP: 64990BQJ5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50048.58     | 0.02%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NY DORM AUTH-A                          | CUSIP: 64990BQL0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     20000 | PA      | $19445.29     | 0.01%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NY DORM AUTH-A                          | CUSIP: 64990BQM8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     30000 | PA      | $29373.07     | 0.01%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK DORM AUTH-A2                   | CUSIP: 64990BZK2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     90000 | PA      | $102636.90    | 0.04%             | 2046-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NY ST DORM AUTH-A                       | CUSIP: 64990C6P1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     35000 | PA      | $39208.44     | 0.02%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-REF                             | CUSIP: 64990CC41<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50173.03     | 0.02%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH                   | CUSIP: 64990CDZ1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    105000 | PA      | $105300.67    | 0.04%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH                   | CUSIP: 64990CEB3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35078.47     | 0.01%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH                   | CUSIP: 64990CEC1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    100000 | PA      | $97678.15     | 0.04%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH                   | CUSIP: 64990CEJ6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100009.94    | 0.04%             | 2039-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH                   | CUSIP: 64990CEK3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     75000 | PA      | $74716.08     | 0.03%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH                   | CUSIP: 64990CJB8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    145000 | PA      | $145189.95    | 0.06%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH                   | CUSIP: 64990CJC6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    130000 | PA      | $119685.46    | 0.05%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NY DORM AUTH-A                          | CUSIP: 64990CQE4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     75000 | PA      | $84528.88     | 0.03%             | 2047-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK DORM AUTH-A                    | CUSIP: 64990E3X3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    120000 | PA      | $120523.36    | 0.05%             | 2037-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-REV-REF                         | CUSIP: 64990F6G4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     10000 | PA      | $11253.38     | 0.00%             | 2037-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-REV-REF                         | CUSIP: 64990F6H2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     65000 | PA      | $72752.71     | 0.03%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-REV-REF                         | CUSIP: 64990F6M1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     80000 | PA      | $87255.94     | 0.03%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-REV-REF                         | CUSIP: 64990F6P4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53595.12     | 0.02%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-REV-REF                         | CUSIP: 64990F6Q2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    125000 | PA      | $132771.51    | 0.05%             | 2045-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-REV-REF                         | CUSIP: 64990F6R0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31576.75     | 0.01%             | 2046-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-REV-REF                         | CUSIP: 64990F6S8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    100000 | PA      | $93391.41     | 0.04%             | 2047-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-REV-REF                         | CUSIP: 64990F6T6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21202.22     | 0.01%             | 2048-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-REV-REF                         | CUSIP: 64990F6W9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    105000 | PA      | $94282.30     | 0.04%             | 2054-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY -A-REF                            | CUSIP: 64990FA38<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     60000 | PA      | $55957.70     | 0.02%             | 2047-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NY DORM AUTH-A                          | CUSIP: 64990FBM5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50616.20     | 0.02%             | 2038-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH                   | CUSIP: 64990FGE8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102145.80    | 0.04%             | 2037-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NY DORM AUTH -A -REF                    | CUSIP: 64990FJF2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15704.56     | 0.01%             | 2038-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NY DORM AUTH -A -REF                    | CUSIP: 64990FJH8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31107.85     | 0.01%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NY DORM AUTH -A -REF                    | CUSIP: 64990FJL9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     45000 | PA      | $41601.86     | 0.02%             | 2048-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-E-REF                             | CUSIP: 64990FK94<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     95000 | PA      | $95554.71     | 0.04%             | 2039-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-GROUP 2-REF                     | CUSIP: 64990FKT0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     80000 | PA      | $84402.93     | 0.03%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NY ST DORM AUTH -A                      | CUSIP: 64990FKX1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26130.16     | 0.01%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NY ST DORM AUTH -A                      | CUSIP: 64990FKY9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10421.41     | 0.00%             | 2041-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-E-REF                             | CUSIP: 64990FL36<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     60000 | PA      | $52160.78     | 0.02%             | 2041-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-E-REF                             | CUSIP: 64990FL77<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     10000 | PA      | $9569.51      | 0.00%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-E-REF                             | CUSIP: 64990FL85<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |      5000 | PA      | $4673.38      | 0.00%             | 2046-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY -REF -E                           | CUSIP: 64990FL93<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     70000 | PA      | $65057.80     | 0.03%             | 2047-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-REV-A-GRP 4-REF                   | CUSIP: 64990FLE2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    150000 | PA      | $153799.91    | 0.06%             | 2047-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY -REF -E                           | CUSIP: 64990FM27<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     25000 | PA      | $22925.21     | 0.01%             | 2048-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH                   | CUSIP: 64990FPQ1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60751.98     | 0.02%             | 2037-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH                   | CUSIP: 64990FPT5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     25000 | PA      | $24859.67     | 0.01%             | 2040-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH                   | CUSIP: 64990FPV0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    245000 | PA      | $227639.15    | 0.09%             | 2047-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH                   | CUSIP: 64990FPW8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41354.81     | 0.02%             | 2048-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH                   | CUSIP: 64990FPX6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     20000 | PA      | $14785.86     | 0.01%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NY DORM AUTH-A-UNREFD                   | CUSIP: 64990FUP7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100366.50    | 0.04%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY -A -REV -REF                      | CUSIP: 64990FW75<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     65000 | PA      | $65791.05     | 0.03%             | 2038-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY -A -REV -REF                      | CUSIP: 64990FW91<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15055.10     | 0.01%             | 2040-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY -A -REV -REF                      | CUSIP: 64990FX58<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    150000 | PA      | $157348.43    | 0.06%             | 2046-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY -A -REV -REF                      | CUSIP: 64990FX66<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     75000 | PA      | $68355.03     | 0.03%             | 2049-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY -A -REV -REF                      | CUSIP: 64990FX74<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    145000 | PA      | $115352.18    | 0.04%             | 2052-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-REF-GROUP 2                     | CUSIP: 64990FYE8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40572.92     | 0.02%             | 2037-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-REF-GROUP 3                     | CUSIP: 64990FYJ7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    205000 | PA      | $178473.43    | 0.07%             | 2041-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-REF-GROUP 3                     | CUSIP: 64990FYK4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     25000 | PA      | $21374.78     | 0.01%             | 2042-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH                   | CUSIP: 64990FYM0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     50000 | PA      | $48523.35     | 0.02%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH                   | CUSIP: 64990FYP3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     55000 | PA      | $51407.19     | 0.02%             | 2046-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY -A -REF -GROUP                    | CUSIP: 64990FYQ1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     80000 | PA      | $74351.78     | 0.03%             | 2047-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY -A -REF -GROUP                    | CUSIP: 64990FYR9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     80000 | PA      | $73360.66     | 0.03%             | 2048-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY -A -REF -GROUP                    | CUSIP: 64990FYT5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     40000 | PA      | $29232.73     | 0.01%             | 2050-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY -A-REF                            | CUSIP: 64990FZS6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10185.11     | 0.00%             | 2037-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY -A-REF                            | CUSIP: 64990FZT4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    155000 | PA      | $156592.75    | 0.06%             | 2038-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY -A-REF                            | CUSIP: 64990FZU1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20098.60     | 0.01%             | 2039-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY -A-REF                            | CUSIP: 64990FZV9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     75000 | PA      | $74534.21     | 0.03%             | 2040-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY -A-REF                            | CUSIP: 64990FZW7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     90000 | PA      | $89180.40     | 0.03%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY -A-REF                            | CUSIP: 64990FZZ0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     55000 | PA      | $54031.11     | 0.02%             | 2043-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH                   | CUSIP: 64990GA85<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     50000 | PA      | $55606.15     | 0.02%             | 2050-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH                   | CUSIP: 64990GJS2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     25000 | PA      | $24073.01     | 0.01%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY -A                                | CUSIP: 64990GTN2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101217.26    | 0.04%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH                   | CUSIP: 64990GVH2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40794.10     | 0.02%             | 2050-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH                   | CUSIP: 64990GVJ8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     75000 | PA      | $68013.29     | 0.03%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH                   | CUSIP: 64990GWH1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     50000 | PA      | $44822.16     | 0.02%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH                   | CUSIP: 64990GXY3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     50000 | PA      | $46076.96     | 0.02%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH                   | CUSIP: 64990GXZ0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     35000 | PA      | $30666.31     | 0.01%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NY DORM AUTH-UNREF                      | CUSIP: 64990KAR4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20029.01     | 0.01%             | 2037-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-B-GRP 3-UNRE                      | CUSIP: 64990KBB8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5090.15      | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-B-GRP 3-UNRE                      | CUSIP: 64990KBD4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50723.75     | 0.02%             | 2043-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-B-GRP 3-UNRE                      | CUSIP: 64990KBE2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     20000 | PA      | $18573.60     | 0.01%             | 2046-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-UNREF                           | CUSIP: 64990KCV3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35136.61     | 0.01%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-E-UNREF                           | CUSIP: 64990KEK5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25304.25     | 0.01%             | 2038-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-E-UNREF                           | CUSIP: 64990KFV0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15061.96     | 0.01%             | 2040-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NY DORM AUTH-A-UNREFD                   | CUSIP: 64990KFX6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    155000 | PA      | $162690.02    | 0.06%             | 2052-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-REF                             | CUSIP: 64990KGJ6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     40000 | PA      | $45532.38     | 0.02%             | 2037-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-REF                             | CUSIP: 64990KGU1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5252.97      | 0.00%             | 2047-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-REF                             | CUSIP: 64990KGV9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    175000 | PA      | $182771.30    | 0.07%             | 2048-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-REF                             | CUSIP: 64990KGX5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52027.27     | 0.02%             | 2050-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-REF                             | CUSIP: 64990KGY3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31083.39     | 0.01%             | 2051-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-REF                             | CUSIP: 64990KGZ0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51647.31     | 0.02%             | 2052-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-REF                             | CUSIP: 64990KHB2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     85000 | PA      | $87411.17     | 0.03%             | 2054-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-REF                             | CUSIP: 64990KHC0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     70000 | PA      | $71924.34     | 0.03%             | 2055-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-C-REF                             | CUSIP: 64990KJB0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    100000 | PA      | $107319.23    | 0.04%             | 2047-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-C-REF                             | CUSIP: 64990KJC8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53087.32     | 0.02%             | 2050-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-C-REF                             | CUSIP: 64990KJD6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53814.44     | 0.02%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-C-REF                             | CUSIP: 64990KJE4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    175000 | PA      | $180009.64    | 0.07%             | 2055-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A                                 | CUSIP: 64990KJZ7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    200000 | PA      | $230504.40    | 0.09%             | 2037-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A                                 | CUSIP: 64990KKB8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    190000 | PA      | $216201.44    | 0.08%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A                                 | CUSIP: 64990KKC6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    150000 | PA      | $169863.68    | 0.07%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A                                 | CUSIP: 64990KKE2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    100000 | PA      | $110991.05    | 0.04%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A                                 | CUSIP: 64990KKF9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    100000 | PA      | $109756.06    | 0.04%             | 2043-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A                                 | CUSIP: 64990KKH5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    300000 | PA      | $322523.70    | 0.12%             | 2045-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A                                 | CUSIP: 64990KKK8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    100000 | PA      | $105228.21    | 0.04%             | 2047-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A                                 | CUSIP: 64990KKL6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     65000 | PA      | $68150.65     | 0.03%             | 2048-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A                                 | CUSIP: 64990KKM4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     40000 | PA      | $42655.30     | 0.02%             | 2049-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A                                 | CUSIP: 64990KKR3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102956.70    | 0.04%             | 2053-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A                                 | CUSIP: 64990KKS1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    100000 | PA      | $105249.86    | 0.04%             | 2056-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NY ST TWY AUTH-P-REV                    | CUSIP: 6500092H5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $78943.31     | 0.03%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NY ST TWY AUTH-P-REV                    | CUSIP: 6500092J1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $116136.15    | 0.04%             | 2054-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NY ST TWY AUTH -SER N                   | CUSIP: 650009U35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $145902.99    | 0.06%             | 2043-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NY ST TWY AUTH -SER N                   | CUSIP: 650009U43<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9655.45      | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NY ST TWY AUTH -SER N                   | CUSIP: 650009U76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $22966.58     | 0.01%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NY ST TWY AUTH -SER N                   | CUSIP: 650009U84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $22946.18     | 0.01%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NY ST TWY AUTH -SER N                   | CUSIP: 650009V26<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $52203.05     | 0.02%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NY ST TWY AUTH-O-REF                    | CUSIP: 650009W25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40607.48     | 0.02%             | 2037-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NY ST TWY AUTH-O-REV                    | CUSIP: 650009X57<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $22815.32     | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NY ST TWY AUTH-O-REV                    | CUSIP: 650009X73<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $41137.04     | 0.02%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NY ST TWY AUTH-P-REV                    | CUSIP: 650009Z97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $101363.06    | 0.04%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A                                 | CUSIP: 65000BAS7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     50000 | PA      | $43665.64     | 0.02%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH                   | CUSIP: 65000BDK1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     50000 | PA      | $43829.10     | 0.02%             | 2041-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH                   | CUSIP: 65000BDL9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    110000 | PA      | $104803.00    | 0.04%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-REF                             | CUSIP: 65000BLQ9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     15000 | PA      | $12715.93     | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-REV-REF                         | CUSIP: 65000BRJ9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     15000 | PA      | $14612.94     | 0.01%             | 2050-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-REV                               | CUSIP: 65000BT81<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50563.92     | 0.02%             | 2054-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A-REF                             | CUSIP: 65000BW38<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    390000 | PA      | $421362.86    | 0.16%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-A                                 | CUSIP: 65000BX94<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     40000 | PA      | $44126.28     | 0.02%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY                                   | CUSIP: 65000BYT9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    105000 | PA      | $114841.37    | 0.04%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Power Authority                                                         | NEW YORK ST PWR AUTH                    | CUSIP: 65000XAV2<br>LEI: I5P1GEYFGGMMDOFX2L30 | Long             | DBT              | MUN               | US        |     55000 | PA      | $52178.78     | 0.02%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York Power Authority                                                         | NEW YORK ST PWR AUTH                    | CUSIP: 65000XAW0<br>LEI: I5P1GEYFGGMMDOFX2L30 | Long             | DBT              | MUN               | US        |     20000 | PA      | $18205.48     | 0.01%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York Power Authority                                                         | NEW YORK ST PWR AUTH                    | CUSIP: 65000XAY6<br>LEI: I5P1GEYFGGMMDOFX2L30 | Long             | DBT              | MUN               | US        |     25000 | PA      | $22179.01     | 0.01%             | 2061-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NEW YORK ST THRUWAY A                   | CUSIP: 650010BC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $21436.27     | 0.01%             | 2056-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NY ST THRUWAY AUTH-B                    | CUSIP: 650010CA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5018.29      | 0.00%             | 2038-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NY ST THRUWAY AUTH-B                    | CUSIP: 650010CB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $59914.88     | 0.02%             | 2039-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NY ST THRUWAY AUTH-B                    | CUSIP: 650010CE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $39193.77     | 0.02%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NY ST THRUWAY AUTH-B                    | CUSIP: 650010CF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $52684.74     | 0.02%             | 2053-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NY ST THRUWAY AUTH-B                    | CUSIP: 650010CH2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $53215.40     | 0.02%             | 2053-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NY ST THRUWAY AUTH-B                    | CUSIP: 650010CJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $154832.25    | 0.06%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NY ST THRUWAY AUTH-B                    | CUSIP: 650010CK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $87886.91     | 0.03%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NY ST THRUWAY AUTH-A                    | CUSIP: 650010DT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $69570.58     | 0.03%             | 2046-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NY ST TWY AUTH-A                        | CUSIP: 650028A29<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5616.55      | 0.00%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NY ST TWY AUTH-A                        | CUSIP: 650028A60<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $75944.20     | 0.03%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NY ST TWY AUTH-A                        | CUSIP: 650028A86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26579.00     | 0.01%             | 2046-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NY ST TWY AUTH-A                        | CUSIP: 650028B36<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52154.09     | 0.02%             | 2049-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NY ST TWY AUTH-A                        | CUSIP: 650028B77<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $293959.80    | 0.11%             | 2053-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NY ST TWY AUTH-B                        | CUSIP: 650028C27<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $87433.25     | 0.03%             | 2055-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NY TWY AUTH-B-GROUP-2                   | CUSIP: 650028C43<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $311120.31    | 0.12%             | 2057-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NY TWY AUTH-B-GROUP-2                   | CUSIP: 650028C68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $92488.71     | 0.04%             | 2059-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NY ST TWY AUTH-A                        | CUSIP: 650028D75<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $11441.43     | 0.00%             | 2037-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NY ST TWY AUTH-A                        | CUSIP: 650028D83<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5685.10      | 0.00%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NEW YORK ST THRUWAY-A                   | CUSIP: 650028WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25328.69     | 0.01%             | 2037-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NEW YORK ST THRUWAY-A                   | CUSIP: 650028WZ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15060.72     | 0.01%             | 2039-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NEW YORK ST THRUWAY-A                   | CUSIP: 650028XC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $49174.61     | 0.02%             | 2042-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NEW YORK ST THRUWAY-A                   | CUSIP: 650028XD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $24381.63     | 0.01%             | 2043-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NY ST THRUWAY-A-1                       | CUSIP: 650028XG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $23330.41     | 0.01%             | 2046-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NY ST THRUWAY-A-1                       | CUSIP: 650028XH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $46248.08     | 0.02%             | 2047-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NY ST-A-1-REF                           | CUSIP: 650028XN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $44967.53     | 0.02%             | 2052-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NY ST-A-1-REF                           | CUSIP: 650028XR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $57756.67     | 0.02%             | 2055-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NY ST-A-1-REF                           | CUSIP: 650028XS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $35346.48     | 0.01%             | 2056-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NEW YORK ST THRUWAY-A                   | CUSIP: 650028XU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $79012.76     | 0.03%             | 2058-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NY ST THRWY AUTH                        | CUSIP: 650028YU1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $69979.20     | 0.03%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NY ST THRWY AUTH                        | CUSIP: 650028YW7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $96817.86     | 0.04%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NEW YORK ST TWY AUTH                    | CUSIP: 650028YY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26217.96     | 0.01%             | 2046-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NEW YORK ST TWY-A-REF                   | CUSIP: 650028ZB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $60300.21     | 0.02%             | 2049-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NEW YORK ST TWY-A-REF                   | CUSIP: 650028ZC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $83156.82     | 0.03%             | 2050-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NEW YORK ST TWY-A-REF                   | CUSIP: 650028ZD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $82877.62     | 0.03%             | 2051-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NEW YORK ST TWY-A-REF                   | CUSIP: 650028ZE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $46443.60     | 0.02%             | 2052-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NEW YORK ST TWY -C                      | CUSIP: 650028ZN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20546.28     | 0.01%             | 2053-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NEW YORK ST TWY -C                      | CUSIP: 650028ZQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $102637.39    | 0.04%             | 2055-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NEW YORK ST TWY AUTH-                   | CUSIP: 650028ZR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $46004.66     | 0.02%             | 2056-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NEW YORK ST TWY AUTH-                   | CUSIP: 650028ZS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $128392.67    | 0.05%             | 2057-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NY ST URBAN DEV-C-3                     | CUSIP: 6500357J1<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50975.63     | 0.02%             | 2041-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NY URBAN DEV-A                          | CUSIP: 6500357W2<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52184.11     | 0.02%             | 2037-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NY URBAN DEV-A                          | CUSIP: 6500357X0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31225.15     | 0.01%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NY URBAN DEV-A                          | CUSIP: 6500358B7<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36217.37     | 0.01%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NY URBAN DEV-A                          | CUSIP: 6500358H4<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     50000 | PA      | $46149.14     | 0.02%             | 2048-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NEW YORK ST URBAN DEV                   | CUSIP: 650036AF3<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     35000 | PA      | $37807.65     | 0.01%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NEW YORK ST URBAN DEV                   | CUSIP: 650036AG1<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     40000 | PA      | $43038.44     | 0.02%             | 2037-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NEW YORK ST URBAN DEV                   | CUSIP: 650036AH9<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     55000 | PA      | $55511.60     | 0.02%             | 2038-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NEW YORK ST URBAN DEV                   | CUSIP: 650036AJ5<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25101.56     | 0.01%             | 2039-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NEW YORK ST URBAN DEV                   | CUSIP: 650036AK2<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     85000 | PA      | $85069.06     | 0.03%             | 2040-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NEW YORK ST URBAN DEV                   | CUSIP: 650036AM8<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15934.65     | 0.01%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NEW YORK ST URBAN DEV                   | CUSIP: 650036AN6<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    205000 | PA      | $196942.31    | 0.08%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NEW YORK ST URBAN DEV                   | CUSIP: 650036AP1<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    235000 | PA      | $216672.94    | 0.08%             | 2049-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NEW YORK ST URBAN DEV                   | CUSIP: 650036AQ9<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     30000 | PA      | $21924.55     | 0.01%             | 2050-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NEW YORK ST URBAN DEV                   | CUSIP: 650036BZ8<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53624.48     | 0.02%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NEW YORK ST URBAN DEV                   | CUSIP: 650036CB0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     50000 | PA      | $43825.64     | 0.02%             | 2040-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NEW YORK ST URBAN DEV                   | CUSIP: 650036CC8<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    135000 | PA      | $134366.51    | 0.05%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NEW YORK ST URBAN DEV                   | CUSIP: 650036CE4<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     85000 | PA      | $89900.06     | 0.03%             | 2043-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NEW YORK ST URBAN DEV                   | CUSIP: 650036CG9<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    105000 | PA      | $100741.67    | 0.04%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NEW YORK ST URBAN DEV                   | CUSIP: 650036CH7<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    145000 | PA      | $150766.51    | 0.06%             | 2047-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NEW YORK ST URBAN DEV                   | CUSIP: 650036CJ3<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    110000 | PA      | $82132.79     | 0.03%             | 2048-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NEW YORK ST URBAN DEV                   | CUSIP: 650036CK0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    115000 | PA      | $106031.44    | 0.04%             | 2049-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NY ST URBAN DEV-E-2                     | CUSIP: 650036DB9<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60789.28     | 0.02%             | 2037-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NY ST URBAN DEV-E-2                     | CUSIP: 650036DC7<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100830.96    | 0.04%             | 2038-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NY ST URBAN DEV CORP-                   | CUSIP: 650036DG8<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     10000 | PA      | $9880.78      | 0.00%             | 2042-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NY ST URBAN DEV CORP-                   | CUSIP: 650036DK9<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     55000 | PA      | $52769.45     | 0.02%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NY ST URBAN DEV CORP-                   | CUSIP: 650036DL7<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     60000 | PA      | $56343.88     | 0.02%             | 2046-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NY ST URBAN DEV-E-4                     | CUSIP: 650036DN3<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     15000 | PA      | $11199.93     | 0.00%             | 2048-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NY ST URBAN DEV-E-4                     | CUSIP: 650036DQ6<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     30000 | PA      | $21924.55     | 0.01%             | 2050-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NY ST URBAN DEV CORP                    | CUSIP: 650036GC4<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    100000 | PA      | $103346.06    | 0.04%             | 2050-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NY ST URBAN DEV-A                       | CUSIP: 650036JE7<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     80000 | PA      | $74248.34     | 0.03%             | 2050-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NEW YORK ST URBAN D-A                   | CUSIP: 650036JT4<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51260.30     | 0.02%             | 2063-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of North Carolina                                                          | NORTH CAROLINA-B                        | CUSIP: 6582564R0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $43107.09     | 0.02%             | 2036-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| North Carolina Turnpike Authority                                                | NORTH CAROLINA ST TUR                   | CUSIP: 65830RCK3<br>LEI: 549300FCT1PN0GJGQ240 | Long             | DBT              | MUN               | US        |     60000 | PA      | $61841.76     | 0.02%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina Turnpike Authority                                                | NORTH CAROLINA ST TUR                   | CUSIP: 65830RCL1<br>LEI: 549300FCT1PN0GJGQ240 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15001.94     | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| North Carolina Turnpike Authority                                                | NORTH CAROLINA                          | CUSIP: 65830RCQ0<br>LEI: 549300FCT1PN0GJGQ240 | Long             | DBT              | MUN               | US        |    115000 | PA      | $116354.92    | 0.04%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina Turnpike Authority                                                | N CAROLINA TPK AUTH-A                   | CUSIP: 65830RDA4<br>LEI: 549300FCT1PN0GJGQ240 | Long             | DBT              | MUN               | US        |     80000 | PA      | $81295.38     | 0.03%             | 2058-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina Turnpike Authority                                                | N CAROLINA TPK AUTH-B                   | CUSIP: 65830RDB2<br>LEI: 549300FCT1PN0GJGQ240 | Long             | DBT              | MUN               | US        |    115000 | PA      | $36428.62     | 0.01%             | 2050-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| North Carolina Turnpike Authority                                                | N CAROLINA TPK AUTH-B                   | CUSIP: 65830RDC0<br>LEI: 549300FCT1PN0GJGQ240 | Long             | DBT              | MUN               | US        |     75000 | PA      | $22419.61     | 0.01%             | 2051-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| North Carolina Turnpike Authority                                                | N CAROLINA TPK AUTH-B                   | CUSIP: 65830RDE6<br>LEI: 549300FCT1PN0GJGQ240 | Long             | DBT              | MUN               | US        |     25000 | PA      | $6693.80      | 0.00%             | 2053-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| North Carolina Turnpike Authority                                                | NC TURNPIKE AUTH-A                      | CUSIP: 65830UAD4<br>LEI: 549300FCT1PN0GJGQ240 | Long             | DBT              | MUN               | US        |     45000 | PA      | $44499.82     | 0.02%             | 2051-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina Turnpike Authority                                                | NC TURNPIKE AUTH-A                      | CUSIP: 65830UAE2<br>LEI: 549300FCT1PN0GJGQ240 | Long             | DBT              | MUN               | US        |    130000 | PA      | $128243.43    | 0.05%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina Turnpike Authority                                                | NC TURNPIKE AUTH-CABS                   | CUSIP: 65830VAL4<br>LEI: 549300FCT1PN0GJGQ240 | Long             | DBT              | MUN               | US        |     50000 | PA      | $23374.24     | 0.01%             | 2043-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| North Carolina Turnpike Authority                                                | NC TURNPIKE AUTH-CABS                   | CUSIP: 65830VAM2<br>LEI: 549300FCT1PN0GJGQ240 | Long             | DBT              | MUN               | US        |    100000 | PA      | $43794.68     | 0.02%             | 2044-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| North Carolina Turnpike Authority                                                | NC TURNPIKE AUTH-CABS                   | CUSIP: 65830VAN0<br>LEI: 549300FCT1PN0GJGQ240 | Long             | DBT              | MUN               | US        |    175000 | PA      | $71561.16     | 0.03%             | 2045-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| North Carolina Turnpike Authority                                                | NC TURNPIKE AUTH-CABS                   | CUSIP: 65830VAP5<br>LEI: 549300FCT1PN0GJGQ240 | Long             | DBT              | MUN               | US        |    100000 | PA      | $38683.86     | 0.01%             | 2046-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| North Carolina Turnpike Authority                                                | NC TURNPIKE AUTH-CABS                   | CUSIP: 65830VAS9<br>LEI: 549300FCT1PN0GJGQ240 | Long             | DBT              | MUN               | US        |    150000 | PA      | $49378.56     | 0.02%             | 2049-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| North Fort Bend Water Authority                                                  | N FORT BEND TX WTR AU                   | CUSIP: 65944RKW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $118077.63    | 0.05%             | 2044-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| North Fort Bend Water Authority                                                  | N FORT BEND TX WTR AU                   | CUSIP: 65944RKY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $8462.93      | 0.00%             | 2058-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| North Fort Bend Water Authority                                                  | N FORT BEND WTR AUTH                    | CUSIP: 65944RSK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $17030.03     | 0.01%             | 2060-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| North Ridgeville City School District                                            | N RIDGEVILLE CITY SD                    | CUSIP: 661870LX1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9563.23      | 0.00%             | 2061-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| North St Paul-Maplewood-Oakdale Independent School District No 622               | N ST PAUL-MAPLEWOOD-A                   | CUSIP: 662152FF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $41558.10     | 0.02%             | 2046-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                    | N TX HWY CABS-REF-1ST                   | CUSIP: 66285WCB0<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |      5000 | PA      | $3546.20      | 0.00%             | 2036-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                    | N TEXAS TOLLWY AUTH-B                   | CUSIP: 66285WG83<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |     60000 | PA      | $44184.65     | 0.02%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                    | N TX TOLLWAY AUTH REV                   | CUSIP: 66285WJ80<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10042.81     | 0.00%             | 2040-01-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                    | N TX TOLLWAY-A-REF                      | CUSIP: 66285WR32<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |     45000 | PA      | $49141.58     | 0.02%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                    | N TX TOLLWAY-A-REF                      | CUSIP: 66285WR65<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |     75000 | PA      | $82146.75     | 0.03%             | 2044-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                    | N TX TOLL AUTH-A-REF                    | CUSIP: 66285WSS6<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |     50000 | PA      | $49766.06     | 0.02%             | 2039-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                    | NORTH TX TOLLWAY -A                     | CUSIP: 66285WU79<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16668.37     | 0.01%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                    | N TX TOLL AUTH-A-REF                    | CUSIP: 66285WUY0<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |    125000 | PA      | $127686.43    | 0.05%             | 2043-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                    | N TX TOLL AUTH-A-REF                    | CUSIP: 66285WVZ6<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |     55000 | PA      | $55604.24     | 0.02%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                    | N TX TOLLWAY-PRERERE                    | CUSIP: 66285WW69<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15230.08     | 0.01%             | 2048-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                    | N TX TOLLWAY-UNREFD                     | CUSIP: 66285WW85<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60301.34     | 0.02%             | 2048-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                    | N TX TOLL AUTH-A-REF                    | CUSIP: 66285WWD4<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |    125000 | PA      | $126749.04    | 0.05%             | 2048-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                    | N TX TOLLWAY AUTH REV                   | CUSIP: 66285WXM3<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |    110000 | PA      | $110908.77    | 0.04%             | 2043-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                    | N TX TOLLWAY AUTH REV                   | CUSIP: 66285WXZ4<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |     75000 | PA      | $75760.16     | 0.03%             | 2048-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                    | NORTH TEXAS TOLLWAY -                   | CUSIP: 66285WZC3<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |    100000 | PA      | $95713.01     | 0.04%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                    | N TEXAS TOLLWY AUTH                     | CUSIP: 66285WZX7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |     20000 | PA      | $18529.11     | 0.01%             | 2038-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| North Texas Municipal Water District Water System Revenue                        | N TEXAS MUNI WTR DT                     | CUSIP: 662903J87<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $21711.10     | 0.01%             | 2043-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Municipal Water District Water System Revenue                        | N TEXAS MUNI WTR DT                     | CUSIP: 662903J95<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $75392.44     | 0.03%             | 2044-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Municipal Water District Water System Revenue                        | N TEXAS MUNI WTR DT                     | CUSIP: 662903K77<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $103014.77    | 0.04%             | 2055-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northampton County General Purpose Authority                                     | NORTHAMPTON CNTY PA G                   | CUSIP: 66353LDK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101098.51    | 0.04%             | 2047-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northeast Ohio Regional Sewer District                                           | NORTHEAST OH REGL SWR                   | CUSIP: 663903HN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $22974.56     | 0.01%             | 2040-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Northeast Ohio Regional Sewer District                                           | NORTHEAST OH REGL SWR                   | CUSIP: 663903HT2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $71007.80     | 0.03%             | 2036-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northern California Sanitation Agencies Financing Authority                      | NORTHERN CALIFORNIA S                   | CUSIP: 66484EAN5<br>LEI: 549300MSDPX3EYMUYV38 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5837.39      | 0.00%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northern Illinois Municipal Power Agency                                         | NTHRN IL MUNI PWR AGY                   | CUSIP: 665250CW4<br>LEI: VWCV6ROJUT9NS55JU583 | Long             | DBT              | MUN               | US        |    100000 | PA      | $99059.47     | 0.04%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northern Indiana Commuter Transportation District                                | NTHRN IN COMMUTER-REV                   | CUSIP: 66528PCL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26417.51     | 0.01%             | 2049-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Northern Indiana Commuter Transportation District                                | NTHRN IN COMMUTER-REV                   | CUSIP: 66528PCM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $77485.89     | 0.03%             | 2054-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northside Independent School District                                            | NORTHSIDE TX ISD-REF                    | CUSIP: 66702RB92<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $30845.02     | 0.01%             | 2051-08-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Northside Independent School District                                            | NORTHSIDE ISD-A                         | CUSIP: 66702RN65<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $55730.95     | 0.02%             | 2049-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northside Independent School District                                            | NORTHSIDE ISD-A                         | CUSIP: 66702RN73<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $50692.36     | 0.02%             | 2054-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Northwest Independent School District                                            | NORTHWEST ISD-REF                       | CUSIP: 6678258S5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $63657.37     | 0.02%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northwest Independent School District                                            | NORTHWEST ISD                           | CUSIP: 667826DC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $57108.24     | 0.02%             | 2047-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northwest Independent School District                                            | NW ISD                                  | CUSIP: 667826EK3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $181130.86    | 0.07%             | 2048-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northwest Independent School District                                            | NORTHWEST ISD                           | CUSIP: 667826FH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $67314.33     | 0.03%             | 2049-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northwest Independent School District                                            | NORTHWEST ISD-A                         | CUSIP: 667826GJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51780.26     | 0.02%             | 2049-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northwest Independent School District                                            | NORTHWEST ISD                           | CUSIP: 667826HF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $123433.94    | 0.05%             | 2055-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northwest Independent School District                                            | NORTHWEST ISD                           | CUSIP: 667826HG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $168033.44    | 0.06%             | 2055-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Norwalk-La Mirada Unified School District                                        | NORWALK-LA USD -CAB-E                   | CUSIP: 669096RW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $48691.70     | 0.02%             | 2038-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Oakland Unified School District/Alameda County                                   | OAKLAND UNIF SCH DIST                   | CUSIP: 672325J24<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $17922.31     | 0.01%             | 2040-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oakland Unified School District/Alameda County                                   | OAKLAND USD-A                           | CUSIP: 672325M38<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $38460.18     | 0.01%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ohio Higher Educational Facility Commission                                      | OHIO ST HR EDU FAC-A                    | CUSIP: 67756DM60<br>LEI: 5493007MQT6NGNN6BR81 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41821.95     | 0.02%             | 2053-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ohio Higher Educational Facility Commission                                      | OHIO HGR EDU FAC-REF                    | CUSIP: 67756DS72<br>LEI: 5493007MQT6NGNN6BR81 | Long             | DBT              | MUN               | US        |     50000 | PA      | $49649.33     | 0.02%             | 2049-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ohio Turnpike & Infrastructure Commission                                        | OH TPK COMMN-CABS-A2                    | CUSIP: 67760HKB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $47394.86     | 0.02%             | 2040-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ohio Turnpike & Infrastructure Commission                                        | OH TPK COMMN-CABS-A2                    | CUSIP: 67760HKC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $11197.14     | 0.00%             | 2041-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ohio Turnpike & Infrastructure Commission                                        | OH TPK COMMN-CABS-A2                    | CUSIP: 67760HKD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $77315.68     | 0.03%             | 2042-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ohio Turnpike & Infrastructure Commission                                        | OH TPK COMMN-CABS-A2                    | CUSIP: 67760HKE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $81417.22     | 0.03%             | 2043-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ohio Turnpike & Infrastructure Commission                                        | OH TPK COMMN-CABS-A2                    | CUSIP: 67760HKG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $75574.02     | 0.03%             | 2037-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ohio Turnpike & Infrastructure Commission                                        | OH TPK COMMN-CABS-A2                    | CUSIP: 67760HKH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $72043.19     | 0.03%             | 2038-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ohio Turnpike & Infrastructure Commission                                        | OH TPK COMMN-A-TPK                      | CUSIP: 67760HMA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $52800.46     | 0.02%             | 2046-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ohio Turnpike & Infrastructure Commission                                        | OHIO TPK & INFRA-A                      | CUSIP: 67760HNX5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $82368.56     | 0.03%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                                                        | OHIO ST UNIV-A                          | CUSIP: 677632N64<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |    100000 | PA      | $80906.17     | 0.03%             | 2044-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                                                        | OHIO ST UNIV-C                          | CUSIP: 677632Q95<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |     45000 | PA      | $48290.78     | 0.02%             | 2046-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                                                        | OHIO ST UNIV-C                          | CUSIP: 677632R29<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |     20000 | PA      | $19132.57     | 0.01%             | 2056-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ohio Water Development Authority                                                 | OH WTR DEV AUTH                         | CUSIP: 67765QLE4<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41876.78     | 0.02%             | 2046-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio Water Development Authority                                                 | OH WTR DEV AUTH-A                       | CUSIP: 67765QPL4<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |     95000 | PA      | $104178.94    | 0.04%             | 2042-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio Water Development Authority                                                 | OH WTR DEV AUTH-A                       | CUSIP: 67765QPM2<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |     65000 | PA      | $70829.30     | 0.03%             | 2043-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio Water Development Authority                                                 | OHIO WTR DEV AUTH-A                     | CUSIP: 67765QTB2<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |     75000 | PA      | $81828.17     | 0.03%             | 2046-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ohio Water Development Authority                                                 | OHIO WTR DEV AUTH-A                     | CUSIP: 67765QTC0<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10819.90     | 0.00%             | 2047-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ohio Water Development Authority Water Pollution Control Loan Fund               | OHIO WTR DEV AUTH-A                     | CUSIP: 67766WE65<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26176.47     | 0.01%             | 2046-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio Water Development Authority Water Pollution Control Loan Fund               | OHIO ST WTR DEV AUTH                    | CUSIP: 67766WK76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $38335.62     | 0.01%             | 2040-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio Water Development Authority Water Pollution Control Loan Fund               | OHIO WTR DEV AUTH-A                     | CUSIP: 67766WN24<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $27603.39     | 0.01%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio Water Development Authority Water Pollution Control Loan Fund               | OHIO WTR DEV AUTH-A                     | CUSIP: 67766WN57<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $167692.89    | 0.06%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio Water Development Authority Water Pollution Control Loan Fund               | OHIO WTR DEV AUTH-A                     | CUSIP: 67766WN65<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52907.40     | 0.02%             | 2047-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio Water Development Authority Water Pollution Control Loan Fund               | OHIO WTR DEV AUTH-D                     | CUSIP: 67766WS37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $57066.51     | 0.02%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio Water Development Authority Water Pollution Control Loan Fund               | OHIO ST WTR DEV AUTH                    | CUSIP: 67766WYF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $37165.60     | 0.01%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio Water Development Authority Water Pollution Control Loan Fund               | OHIO ST WTR DEV AUTH                    | CUSIP: 67766WZC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $37067.67     | 0.01%             | 2040-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio University                                                                  | OHIO UNIV GEN-REF-A                     | CUSIP: 677704D39<br>LEI: 549300P1K3IH2L5SFY61 | Long             | DBT              | MUN               | US        |     10000 | PA      | $9241.27      | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ohio University                                                                  | OHIO UNIV GEN-REF-A                     | CUSIP: 677704D47<br>LEI: 549300P1K3IH2L5SFY61 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50444.16     | 0.02%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Capitol Improvement Authority                                           | OKLAHOMA ST CAPITOL-B                   | CUSIP: 678514DK3<br>LEI: 549300LYHYBINTZ5AY71 | Long             | DBT              | MUN               | US        |     10000 | PA      | $9122.05      | 0.00%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Capitol Improvement Authority                                           | OKLAHOMA CAPITOL-A                      | CUSIP: 678514EN6<br>LEI: 549300LYHYBINTZ5AY71 | Long             | DBT              | MUN               | US        |     55000 | PA      | $58151.89     | 0.02%             | 2055-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oklahoma City Water Utilities Trust                                              | OK CTY WTR UTIL TRUST                   | CUSIP: 67865EBP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $36356.29     | 0.01%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma City Water Utilities Trust                                              | OK CITY WTR UTIL                        | CUSIP: 67865ECQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $88225.98     | 0.03%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma County Finance Authority                                                | OK CNTY FIN AUTH                        | CUSIP: 67868UHT3<br>LEI: 549300KPR05JUN0F1289 | Long             | DBT              | MUN               | US        |     75000 | PA      | $81516.55     | 0.03%             | 2036-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Capitol Improvement Authority                                           | OK CAP IMPT-UNREFUND                    | CUSIP: 679088MP6<br>LEI: 549300LYHYBINTZ5AY71 | Long             | DBT              | MUN               | US        |     80000 | PA      | $80354.41     | 0.03%             | 2038-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Turnpike Authority                                                      | OK TURNPIKE AUTH                        | CUSIP: 679111C93<br>LEI: 549300J83EP2PBDYH615 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100182.16    | 0.04%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oklahoma Turnpike Authority                                                      | OK TURNPIKE AUTH                        | CUSIP: 679111D27<br>LEI: 549300J83EP2PBDYH615 | Long             | DBT              | MUN               | US        |    110000 | PA      | $116066.31    | 0.04%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oklahoma Turnpike Authority                                                      | OK TPK AUTH-A                           | CUSIP: 679111D84<br>LEI: 549300J83EP2PBDYH615 | Long             | DBT              | MUN               | US        |     50000 | PA      | $55424.47     | 0.02%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Turnpike Authority                                                      | OK TPK AUTH-A                           | CUSIP: 679111E75<br>LEI: 549300J83EP2PBDYH615 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10730.42     | 0.00%             | 2047-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oklahoma Turnpike Authority                                                      | OK TPK AUTH-A                           | CUSIP: 679111E91<br>LEI: 549300J83EP2PBDYH615 | Long             | DBT              | MUN               | US        |    275000 | PA      | $295795.17    | 0.11%             | 2054-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oklahoma Turnpike Authority                                                      | OK TPK AUTH-A                           | CUSIP: 679111F25<br>LEI: 549300J83EP2PBDYH615 | Long             | DBT              | MUN               | US        |     70000 | PA      | $66976.44     | 0.03%             | 2055-01-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Oklahoma Turnpike Authority                                                      | OK TPK AUTH-B-REF                       | CUSIP: 679111F90<br>LEI: 549300J83EP2PBDYH615 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5505.30      | 0.00%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Turnpike Authority                                                      | OKLAHOMA ST TURNPIKE                    | CUSIP: 679111WT7<br>LEI: 549300J83EP2PBDYH615 | Long             | DBT              | MUN               | US        |     25000 | PA      | $23839.22     | 0.01%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Turnpike Authority                                                      | OK TURNPIKE AUTH-C                      | CUSIP: 679111XZ2<br>LEI: 549300J83EP2PBDYH615 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30174.95     | 0.01%             | 2047-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Turnpike Authority                                                      | OKLAHOMA ST TURNPIKE                    | CUSIP: 679111ZM9<br>LEI: 549300J83EP2PBDYH615 | Long             | DBT              | MUN               | US        |     65000 | PA      | $62313.26     | 0.02%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Water Resources Board                                                   | OK WTR RESOURCES BRD                    | CUSIP: 67919PSW4<br>LEI: 5493007CUNXW5UX11C71 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51347.75     | 0.02%             | 2051-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Water Resources Board                                                   | OK WTR RESOURCES-A                      | CUSIP: 67919PWY5<br>LEI: 5493007CUNXW5UX11C71 | Long             | DBT              | MUN               | US        |    100000 | PA      | $106377.74    | 0.04%             | 2050-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oklahoma Water Resources Board                                                   | OK WTR RESOURCES-C                      | CUSIP: 67920Q8C5<br>LEI: 5493007CUNXW5UX11C71 | Long             | DBT              | MUN               | US        |    300000 | PA      | $309449.94    | 0.12%             | 2055-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Omaha Public Power District                                                      | OMAHA NE PUB PWR-A                      | CUSIP: 682001FX5<br>LEI: 54930000VJEJ9CGIYG32 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40826.53     | 0.02%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Omaha Public Power District                                                      | OMAHA PUB PWR DT-A                      | CUSIP: 682001GZ9<br>LEI: 54930000VJEJ9CGIYG32 | Long             | DBT              | MUN               | US        |     45000 | PA      | $47023.82     | 0.02%             | 2046-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Omaha Public Power District                                                      | OMAHA PUB PWR DT-A                      | CUSIP: 682001HA3<br>LEI: 54930000VJEJ9CGIYG32 | Long             | DBT              | MUN               | US        |     70000 | PA      | $63980.53     | 0.02%             | 2051-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Omaha Public Power District                                                      | OMAHA PUB PWR DT -A                     | CUSIP: 682001HN5<br>LEI: 54930000VJEJ9CGIYG32 | Long             | DBT              | MUN               | US        |    105000 | PA      | $102975.14    | 0.04%             | 2047-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Omaha Public Power District                                                      | OMAHA PUB PWR DT -A                     | CUSIP: 682001HP0<br>LEI: 54930000VJEJ9CGIYG32 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52158.37     | 0.02%             | 2047-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Omaha Public Power District                                                      | OMAHA PUB PWR DT -A                     | CUSIP: 682001JU7<br>LEI: 54930000VJEJ9CGIYG32 | Long             | DBT              | MUN               | US        |     95000 | PA      | $101187.99    | 0.04%             | 2048-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Omaha Public Power District                                                      | OMAHA PUB PWR DT -A                     | CUSIP: 682001JV5<br>LEI: 54930000VJEJ9CGIYG32 | Long             | DBT              | MUN               | US        |    125000 | PA      | $131571.49    | 0.05%             | 2053-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Omaha Public Power District                                                      | OMAHA PUB PWR DIST-A                    | CUSIP: 682001LP5<br>LEI: 54930000VJEJ9CGIYG32 | Long             | DBT              | MUN               | US        |    115000 | PA      | $124590.67    | 0.05%             | 2049-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Omaha Public Power District                                                      | OMAHA PUB PWR DIST-A                    | CUSIP: 682001LQ3<br>LEI: 54930000VJEJ9CGIYG32 | Long             | DBT              | MUN               | US        |    100000 | PA      | $107228.22    | 0.04%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Omaha Public Power District                                                      | OMAHA PUB PWR DT-C                      | CUSIP: 682001NJ7<br>LEI: 54930000VJEJ9CGIYG32 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102992.49    | 0.04%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Omaha Public Power District                                                      | OMAHA PUB PWR DT-D                      | CUSIP: 682001NP3<br>LEI: 54930000VJEJ9CGIYG32 | Long             | DBT              | MUN               | US        |     40000 | PA      | $43543.99     | 0.02%             | 2043-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Omaha Public Power District                                                      | OMAHA PUB PWR DT-A                      | CUSIP: 682001PG1<br>LEI: 54930000VJEJ9CGIYG32 | Long             | DBT              | MUN               | US        |    125000 | PA      | $132835.76    | 0.05%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Omaha Public Power District                                                      | OMAHA PUB PWR DT-A                      | CUSIP: 682001PH9<br>LEI: 54930000VJEJ9CGIYG32 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52356.09     | 0.02%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Omaha Public Power District Nebraska City Station Unit 2                         | OMAHA PUB PWR DT-A                      | CUSIP: 682004GF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52496.81     | 0.02%             | 2049-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Onondaga County Trust for Cultural Resources                                     | ONONDAGA CO TRUST FOR                   | CUSIP: 68276FDQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $67656.72     | 0.03%             | 2045-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Onondaga County Trust for Cultural Resources                                     | ONONDAGA CO TRUST FOR                   | CUSIP: 68276FDS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $79008.76     | 0.03%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ontario International Airport Authority                                          | ONTARIO CA INTERNATIO                   | CUSIP: 683042AN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $42291.37     | 0.02%             | 2051-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ontario Public Financing Authority                                               | ONTARIO PUB FING-A                      | CUSIP: 68304REJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $105589.35    | 0.04%             | 2050-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Municipal Water District Of Orange County Water Facilities Corp                  | ORANGE CO WTR DT-A                      | CUSIP: 68442CBH8<br>LEI: 549300KBQTX6CMJ3U708 | Long             | DBT              | MUN               | US        |     70000 | PA      | $70046.79     | 0.03%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Orange County Convention Center/Orlando                                          | ORANGE CO-B-REF                         | CUSIP: 684545ZY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100139.47    | 0.04%             | 2036-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Oregon Department of Transportation                                     | OREGON ST DEPT OF TRA                   | CUSIP: 68607DUJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $53369.22     | 0.02%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Oregon Department of Transportation                                     | OREGON DEPT TRANS                       | CUSIP: 68607DWP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $109842.37    | 0.04%             | 2040-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Oregon Department of Transportation                                     | OREGON DEPT TRANS                       | CUSIP: 68607DWR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10899.34     | 0.00%             | 2042-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Oregon                                                                  | OREGON ST-A                             | CUSIP: 68609UCD5<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |     50000 | PA      | $55933.44     | 0.02%             | 2036-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Oregon                                                                  | OREGON ST-A                             | CUSIP: 68609UCG8<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |     55000 | PA      | $60655.79     | 0.02%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Orlando FL                                                               | ORLANDO-REV-B                           | CUSIP: 68641HPP3<br>LEI: G8GZFWRIKS3AFD6AWU52 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26055.07     | 0.01%             | 2051-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Orlando FL                                                               | ORLANDO-REV-B                           | CUSIP: 68641HPQ1<br>LEI: G8GZFWRIKS3AFD6AWU52 | Long             | DBT              | MUN               | US        |     65000 | PA      | $68568.20     | 0.03%             | 2055-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Orlando FL                                                               | ORLANDO                                 | CUSIP: 686432BY0<br>LEI: G8GZFWRIKS3AFD6AWU52 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53002.05     | 0.02%             | 2050-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| City of Orlando FL                                                               | ORLANDO                                 | CUSIP: 686432BZ7<br>LEI: G8GZFWRIKS3AFD6AWU52 | Long             | DBT              | MUN               | US        |     70000 | PA      | $72699.90     | 0.03%             | 2050-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| City of Orlando FL                                                               | ORLANDO                                 | CUSIP: 686432CA1<br>LEI: G8GZFWRIKS3AFD6AWU52 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52836.99     | 0.02%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Orlando Utilities Commission                                                     | ORLANDO UTLS COMM-A                     | CUSIP: 686507KF0<br>LEI: 549300EJR7JVMRXL5D66 | Long             | DBT              | MUN               | US        |     55000 | PA      | $37147.82     | 0.01%             | 2046-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Orlando Utilities Commission                                                     | ORLANDO UT COMM-A                       | CUSIP: 686507LE2<br>LEI: 549300EJR7JVMRXL5D66 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10459.99     | 0.00%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orlando Utilities Commission                                                     | ORLANDO-B-REF                           | CUSIP: 686507ME1<br>LEI: 549300EJR7JVMRXL5D66 | Long             | DBT              | MUN               | US        |     50000 | PA      | $56917.32     | 0.02%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orlando Utilities Commission                                                     | ORLANDO-B-REF                           | CUSIP: 686507MG6<br>LEI: 549300EJR7JVMRXL5D66 | Long             | DBT              | MUN               | US        |     75000 | PA      | $84536.66     | 0.03%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orlando Utilities Commission                                                     | ORLANDO-B-REF                           | CUSIP: 686507MH4<br>LEI: 549300EJR7JVMRXL5D66 | Long             | DBT              | MUN               | US        |    105000 | PA      | $117537.88    | 0.05%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Osceola FL Transportation Revenue                                      | OSCEOLA CNTY FL TRANS                   | CUSIP: 688031EC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30055.89     | 0.01%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Osceola FL Transportation Revenue                                      | OSCEOLA CNTY FL TRANS                   | CUSIP: 688031ED1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $51237.19     | 0.02%             | 2054-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Palo Alto Unified School District                                                | PALO ALTO USD                           | CUSIP: 697379YR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $46454.00     | 0.02%             | 2042-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Park Creek Metropolitan District                                                 | PARK CREEK MET DT-A                     | CUSIP: 700387HC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $55842.70     | 0.02%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Weatherford College of the Parker County Junior College District                 | PARKER CO JUNIOR CLG                    | CUSIP: 70107RDM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26336.38     | 0.01%             | 2050-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Weatherford College of the Parker County Junior College District                 | PARKER CO JUNIOR CLG                    | CUSIP: 70107RDN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25690.14     | 0.01%             | 2055-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pasadena Unified School District                                                 | PASADENA UNIFIED SD-D                   | CUSIP: 702282SB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $178052.61    | 0.07%             | 2050-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pasadena Independent School District                                             | PASADENA ISD                            | CUSIP: 702334GZ0<br>LEI: 549300QY114RR4MXVU24 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25897.32     | 0.01%             | 2048-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Pasco FL Water & Sewer Revenue                                         | PASCO WTR/SWR-B-IMPT                    | CUSIP: 702541HR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $34096.85     | 0.01%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Peace River Manasota Regional Water Supply Authority                             | PEACE MANASOTA-A                        | CUSIP: 704612GP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $106580.34    | 0.04%             | 2050-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Pearland TX                                                              | PEARLAND-CTFS OBLIG-B                   | CUSIP: 704865YX6<br>LEI: 549300UYAWZP0LF3EF82 | Long             | DBT              | MUN               | US        |    110000 | PA      | $115111.29    | 0.04%             | 2055-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Peninsula Corridor Joint Powers Board Measure RR Sales Tax Revenue               | PENINSULA CORRIDOR CA                   | CUSIP: 707121AV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $41362.92     | 0.02%             | 2051-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                            | PENNSYLVANIA ECON DEV                   | CUSIP: 70869PQB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $78321.86     | 0.03%             | 2049-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority Parking System Revenue     | PA ECON DEV-CABS-C                      | CUSIP: 70870EDQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $3625.31      | 0.00%             | 2053-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority Parking System Revenue     | PA ECO DEV FIN AUTH-B                   | CUSIP: 70870EEY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $27323.65     | 0.01%             | 2053-07-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Pennsylvania                                                     | PENNSYLVANIA-A-COPS                     | CUSIP: 709144PA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $127594.48    | 0.05%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Pennsylvania                                                     | PENNSYLVANIA-A-COPS                     | CUSIP: 709144PB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $125322.97    | 0.05%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Pennsylvania                                                     | PENNSYLVANIA CMWLTH                     | CUSIP: 70914P2L5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $50237.69     | 0.02%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Pennsylvania                                                     | PENNSYLVANIA CMWLTH                     | CUSIP: 70914P2P6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $65964.05     | 0.03%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Pennsylvania                                                     | PENNSYLVANIA CMWLTH                     | CUSIP: 70914P2Q4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $106110.62    | 0.04%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Pennsylvania                                                     | PENNSYLVANIA CMWLTH                     | CUSIP: 70914P2R2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $70435.62     | 0.03%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Pennsylvania                                                     | PENNSYLVANIA CMWLTH                     | CUSIP: 70914P2S0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $49810.16     | 0.02%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Pennsylvania                                                     | PENNSYLVANIA CMWLTH-B                   | CUSIP: 70914P4E9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $96790.99     | 0.04%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Pennsylvania                                                     | PENNSYLVANIA CMWLTH-B                   | CUSIP: 70914P4J8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $68618.25     | 0.03%             | 2044-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Pennsylvania                                                     | PENNSYLVANIA CMWLTH                     | CUSIP: 70914P5S7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $94199.30     | 0.04%             | 2042-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Pennsylvania                                                     | PENNSYLVANIA CMWLTH                     | CUSIP: 70914P5T5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $110280.24    | 0.04%             | 2043-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Pennsylvania                                                     | PENNSYLVANIA CMWLTH                     | CUSIP: 70914P5W8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $74261.85     | 0.03%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Pennsylvania                                                     | PENNSYLVANIA ST-1ST                     | CUSIP: 70914PM90<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35341.63     | 0.01%             | 2037-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Pennsylvania                                                     | PENNSYLVANIA ST-1ST                     | CUSIP: 70914PN24<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $70591.37     | 0.03%             | 2038-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Pennsylvania                                                     | PENNSYLVANIA ST-1ST                     | CUSIP: 70914PN32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $90145.49     | 0.03%             | 2039-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Pennsylvania                                                     | PENNSYLVANIA CMWLTH                     | CUSIP: 70914PS52<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $47567.69     | 0.02%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Pennsylvania                                                     | PENNSYLVANIA CMWLTH                     | CUSIP: 70914PS86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $69091.69     | 0.03%             | 2039-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Pennsylvania                                                     | PENNSYLVANIA CMWLTH                     | CUSIP: 70914PS94<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $53580.95     | 0.02%             | 2040-05-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Pennsylvania                                                     | PENNSYLVANIA ST                         | CUSIP: 70914PV33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $20108.62     | 0.01%             | 2037-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Pennsylvania                                                     | PENNSYLVANIA ST                         | CUSIP: 70914PV58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $26735.96     | 0.01%             | 2039-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Pennsylvania                                                     | PENNSYLVANIA ST                         | CUSIP: 70914PZ21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $55023.87     | 0.02%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Pennsylvania                                                     | PENNSYLVANIA ST                         | CUSIP: 70914PZ54<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $66082.53     | 0.03%             | 2041-10-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Higher Educational Facilities Authority                             | PA HGR EDU FACS-A                       | CUSIP: 70917SD42<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $29954.06     | 0.01%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Higher Educational Facilities Authority                             | PA HGR EDU FACS-A                       | CUSIP: 70917SD59<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $65636.29     | 0.03%             | 2046-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Higher Educational Facilities Authority                             | PA HGR EDUCTNL-B-REF                    | CUSIP: 70917SQT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $59458.63     | 0.02%             | 2038-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Higher Educational Facilities Authority                             | PA HGR ED-AT-1-UNREF                    | CUSIP: 70917TPA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $192772.44    | 0.07%             | 2045-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission Oil Franchise Tax Revenue                       | PA ST TRNPK-A                           | CUSIP: 709221VF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $152872.04    | 0.06%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission Oil Franchise Tax Revenue                       | PA ST TRNPK-B                           | CUSIP: 709221VJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $118403.02    | 0.05%             | 2043-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission Oil Franchise Tax Revenue                       | PA ST TRNPK-B                           | CUSIP: 709221VK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $204025.76    | 0.08%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission Oil Franchise Tax Revenue                       | PA ST TRNPK-B                           | CUSIP: 709221VL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30815.30     | 0.01%             | 2048-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission Oil Franchise Tax Revenue                       | PA TPK COMM-A-REF                       | CUSIP: 709221VY8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $83700.16     | 0.03%             | 2046-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission Oil Franchise Tax Revenue                       | PA TPK COMM-A-REF                       | CUSIP: 709221VZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $90762.62     | 0.04%             | 2051-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission Oil Franchise Tax Revenue                       | PA TPK COMM-B-REF                       | CUSIP: 709221WT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51998.12     | 0.02%             | 2046-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission Oil Franchise Tax Revenue                       | PA TPK COMM-B-REF                       | CUSIP: 709221WU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $44184.41     | 0.02%             | 2051-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PA TPK-CONV CABS-B2                     | CUSIP: 709224AX7<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15397.74     | 0.01%             | 2037-12-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PA TPK-CONV CABS-B2                     | CUSIP: 709224BV0<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     60000 | PA      | $62307.43     | 0.02%             | 2037-12-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PA TPK COMMN-3-REF                      | CUSIP: 709224C98<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    200000 | PA      | $204388.74    | 0.08%             | 2040-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PA TPK COMM-A-1-SUB                     | CUSIP: 709224GP8<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    100000 | PA      | $99999.27     | 0.04%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PENNSYLVANIA ST TURNP                   | CUSIP: 709224K40<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     80000 | PA      | $82686.06     | 0.03%             | 2043-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PA TURNPIKE COMMN                       | CUSIP: 709224P37<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     75000 | PA      | $79041.79     | 0.03%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PA TURNPIKE COMMN                       | CUSIP: 709224P60<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     10000 | PA      | $9262.80      | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PA TURNPIKE COMMN                       | CUSIP: 709224P78<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     35000 | PA      | $31525.30     | 0.01%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PA TPK COMM-A-1                         | CUSIP: 709224QF9<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    255000 | PA      | $255472.03    | 0.10%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PENNSYLVANIA ST TPKE                    | CUSIP: 709224S91<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     95000 | PA      | $97320.65     | 0.04%             | 2049-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PENNSYLVANIA ST TURNP                   | CUSIP: 709224VA4<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20067.67     | 0.01%             | 2037-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PA TURNPIKE-B1                          | CUSIP: 709224WQ8<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101371.56    | 0.04%             | 2042-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PA TURNPIKE-B1                          | CUSIP: 709224WR6<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101126.31    | 0.04%             | 2047-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PA TURNPIKE-B2                          | CUSIP: 709224XL8<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    210000 | PA      | $211167.37    | 0.08%             | 2037-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PA TURNPIKE-B2                          | CUSIP: 709224XM6<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35109.72     | 0.01%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PA TURNPIKE-B2                          | CUSIP: 709224XN4<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50115.85     | 0.02%             | 2039-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PA TURNPIKE-A-1                         | CUSIP: 709224ZC6<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    145000 | PA      | $147934.25    | 0.06%             | 2042-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PA TURNPIKE-A-1                         | CUSIP: 709224ZD4<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50615.87     | 0.02%             | 2047-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PA TPK COMM-B-REV                       | CUSIP: 709225AX4<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     70000 | PA      | $72005.30     | 0.03%             | 2050-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PENNSYLVANIA ST TURNP                   | CUSIP: 709225AZ9<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     60000 | PA      | $59180.66     | 0.02%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PENNSYLVANIA ST TURNP                   | CUSIP: 709225BC9<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     25000 | PA      | $23437.07     | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PENNSYLVANIA ST TURNP                   | CUSIP: 709225BD7<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     45000 | PA      | $40509.16     | 0.02%             | 2050-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PA TPK COMMISSION-A                     | CUSIP: 709225CC8<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10364.50     | 0.00%             | 2047-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PENNSYLVANIA ST TURNP                   | CUSIP: 709225DC7<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     80000 | PA      | $83348.67     | 0.03%             | 2046-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PENNSYLVANIA ST TURNP                   | CUSIP: 709225DD5<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     55000 | PA      | $56462.67     | 0.02%             | 2051-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PENNSYLVANIA ST TURNP                   | CUSIP: 709225DZ6<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     60000 | PA      | $53590.71     | 0.02%             | 2051-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PENNSYLVANIA ST TURNP                   | CUSIP: 709225EA0<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     40000 | PA      | $28754.23     | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PENN TNPK COMM-C-REF                    | CUSIP: 709225ET9<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10462.52     | 0.00%             | 2046-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PENN TNPK COMM-C-REF                    | CUSIP: 709225EU6<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     85000 | PA      | $61160.34     | 0.02%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PENN TNPK COMM-C-REF                    | CUSIP: 709225EV4<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     35000 | PA      | $31766.92     | 0.01%             | 2051-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PA ST TURNPIKE-B-REF                    | CUSIP: 709225GJ9<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     70000 | PA      | $74181.02     | 0.03%             | 2047-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PA ST TURNPIKE-B-REF                    | CUSIP: 709225GL4<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    115000 | PA      | $119925.58    | 0.05%             | 2052-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PA TPK COMM                             | CUSIP: 709225HC3<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     25000 | PA      | $27202.47     | 0.01%             | 2040-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PA TPK COMM-A-REF                       | CUSIP: 709225JB3<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25949.14     | 0.01%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PA TPK COMM-A-REF                       | CUSIP: 709225JC1<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36887.64     | 0.01%             | 2053-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PA TPK COMM-C                           | CUSIP: 709225KY1<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31743.75     | 0.01%             | 2054-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PA TPK-REV-REF                          | CUSIP: 709225MJ2<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     90000 | PA      | $101781.49    | 0.04%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PA TPK-REV-REF                          | CUSIP: 709225MK9<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     35000 | PA      | $39485.25     | 0.02%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PA TPK-REV-REF                          | CUSIP: 709225MP8<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     80000 | PA      | $89335.28     | 0.03%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PA TPK COMM-A                           | CUSIP: 709225NW2<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     70000 | PA      | $74263.45     | 0.03%             | 2047-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PA TPK COMM-A                           | CUSIP: 709225NY8<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21179.72     | 0.01%             | 2055-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PA TPK COMMISSION-B                     | CUSIP: 709225QQ2<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5353.11      | 0.00%             | 2050-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PA TURNPIKE-REF                         | CUSIP: 709225SG2<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    175000 | PA      | $196683.99    | 0.08%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PA TURNPIKE-REF                         | CUSIP: 709225SJ6<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    130000 | PA      | $144410.50    | 0.06%             | 2040-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PA TURNPIKE COMM-A                      | CUSIP: 709225TV8<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     70000 | PA      | $72147.67     | 0.03%             | 2056-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PA TURNPIKE-FIRST                       | CUSIP: 709225UM6<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     30000 | PA      | $33425.72     | 0.01%             | 2042-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission Oil Franchise Tax Revenue                       | PA TURNPIKE COMM-B                      | CUSIP: 709230AX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $191618.45    | 0.07%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania State University/The                                                | PENNSYLVANIA ST UNIV                    | CUSIP: 7092352K0<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |     75000 | PA      | $79561.56     | 0.03%             | 2048-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pennsylvania State University/The                                                | PENNSYLVANIA ST UNIV                    | CUSIP: 7092352L8<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |     75000 | PA      | $78769.91     | 0.03%             | 2053-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pennsylvania State University/The                                                | PA ST UNIV-A-REF                        | CUSIP: 7092354G7<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |     40000 | PA      | $42987.08     | 0.02%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pennsylvania State University/The                                                | PA ST UNIV-A                            | CUSIP: 709235W50<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10412.79     | 0.00%             | 2047-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Peralta Community College District                                               | PERALTA CMNTY CLG DT                    | CUSIP: 713575YD4<br>LEI: 254900VWMA3IHACOBO19 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53283.27     | 0.02%             | 2052-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Peralta Community College District                                               | PERALTA CMNTY-C-1                       | CUSIP: 713575YY8<br>LEI: 254900VWMA3IHACOBO19 | Long             | DBT              | MUN               | US        |    100000 | PA      | $105540.84    | 0.04%             | 2050-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Perris Union High School District/CA                                             | PERRIS CA UNION HSD-A                   | CUSIP: 714398KF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $76572.54     | 0.03%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Perris Union High School District/CA                                             | PERRIS UN HSD-C                         | CUSIP: 714398LC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $20328.70     | 0.01%             | 2045-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Pflugerville TX                                                          | PFLUGERVILLE -CTFS OB                   | CUSIP: 7170877W4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $63580.62     | 0.02%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Pflugerville TX                                                          | PFLUGERVILLE -CTFS OB                   | CUSIP: 7170877X2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $71763.80     | 0.03%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Pflugerville TX                                                          | PFLUGERVILLE-CTFS OBL                   | CUSIP: 717088AW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $17976.63     | 0.01%             | 2053-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Pflugerville Independent School District                                         | PFLUGERVILLE ISD-A                      | CUSIP: 717096DR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101951.79    | 0.04%             | 2048-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia Authority for Industrial Development                                | PHILADELPHIA INDL DEV                   | CUSIP: 71780TAD5<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |     65000 | PA      | $57602.29     | 0.02%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia Authority for Industrial Development                                | PHILADELPHIA PA AUTH                    | CUSIP: 71780TBL6<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |     65000 | PA      | $66592.81     | 0.03%             | 2052-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Philadelphia Authority for Industrial Development                                | PHILADELPHIA PA AUTH                    | CUSIP: 71780TBM4<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15535.79     | 0.01%             | 2060-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| City of Philadelphia PA                                                          | PHILADELPHIA- A                         | CUSIP: 717813B57<br>LEI: 549300IVFOPB4AG7UL47 | Long             | DBT              | MUN               | US        |     50000 | PA      | $55741.04     | 0.02%             | 2043-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Philadelphia PA                                                          | PHILADELPHIA- A                         | CUSIP: 717813B73<br>LEI: 549300IVFOPB4AG7UL47 | Long             | DBT              | MUN               | US        |     50000 | PA      | $54900.64     | 0.02%             | 2045-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Philadelphia PA Airport Revenue                                          | PHILADELPHIA ARPT-A                     | CUSIP: 717817TP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $90647.50     | 0.03%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia Gas Works Co                                                        | PHILADELPHIA GAS WKS                    | CUSIP: 71783MAY1<br>LEI: 549300H8UJ7V5WU5IA90 | Long             | DBT              | MUN               | US        |    105000 | PA      | $106559.74    | 0.04%             | 2042-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia Gas Works Co                                                        | PHILADELPHIA GAS WKS                    | CUSIP: 71783MAZ8<br>LEI: 549300H8UJ7V5WU5IA90 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50440.48     | 0.02%             | 2047-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia Gas Works Co                                                        | PHILADELPHIA-A-REV                      | CUSIP: 71783MBZ7<br>LEI: 549300H8UJ7V5WU5IA90 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51146.63     | 0.02%             | 2050-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| School District of Philadelphia/The                                              | PHILADELPHIA SD-B                       | CUSIP: 717883VG4<br>LEI: 254900HSKDHZKBZCUL90 | Long             | DBT              | MUN               | US        |     50000 | PA      | $49502.37     | 0.02%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| School District of Philadelphia/The                                              | PHILADELPHIA PA SCH D                   | CUSIP: 717883XM9<br>LEI: 254900HSKDHZKBZCUL90 | Long             | DBT              | MUN               | US        |    135000 | PA      | $110635.07    | 0.04%             | 2044-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Philadelphia PA Water & Wastewater Revenue                               | PHILADELPHIA WTR-REF                    | CUSIP: 7178932X8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $75504.02     | 0.03%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| City of Philadelphia PA Water & Wastewater Revenue                               | PHILADELPHIA-C                          | CUSIP: 7178933N9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $11261.13     | 0.00%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Philadelphia PA Water & Wastewater Revenue                               | PHILADELPHIA-C                          | CUSIP: 7178933Q2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $66844.94     | 0.03%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Philadelphia PA Water & Wastewater Revenue                               | PHILADELPHIA PA WTR &                   | CUSIP: 717893D32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15166.86     | 0.01%             | 2052-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Philadelphia PA Water & Wastewater Revenue                               | PHILADELPHIA WTR-A                      | CUSIP: 717893H95<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45671.46     | 0.02%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Philadelphia PA Water & Wastewater Revenue                               | PHILADELPHIA WTR-A                      | CUSIP: 717893J28<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40504.14     | 0.02%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Philadelphia PA Water & Wastewater Revenue                               | PHILADELPHIA WTR-B                      | CUSIP: 717893N49<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $77854.43     | 0.03%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Philadelphia PA Water & Wastewater Revenue                               | PHILADELPHIA WTR-B                      | CUSIP: 717893N56<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $153825.00    | 0.06%             | 2049-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Philadelphia PA Water & Wastewater Revenue                               | PHILADELPHIA WTR-B                      | CUSIP: 717893N64<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50903.19     | 0.02%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Philadelphia PA Water & Wastewater Revenue                               | PHILADELPHIA PA WTR &                   | CUSIP: 717893Q46<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52056.20     | 0.02%             | 2045-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Philadelphia PA Water & Wastewater Revenue                               | PHILADELPHIA PA WTR &                   | CUSIP: 717893Q53<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30702.47     | 0.01%             | 2050-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Philadelphia PA Water & Wastewater Revenue                               | PHILADELPHIA-C-REV                      | CUSIP: 717893Z79<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $64072.97     | 0.02%             | 2047-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| City of Phoenix Civic Improvement Corp                                           | PHOENIX CIVIC IMPT-D                    | CUSIP: 71883MMV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15303.22     | 0.01%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Phoenix Civic Improvement Corp                                           | PHOENIX CIVIC IMPT-D                    | CUSIP: 71883MMX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35036.31     | 0.01%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Phoenix Civic Improvement Corp                                           | PHOENIX CIVIC IMPT                      | CUSIP: 71883MNY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9920.98      | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Phoenix Civic Improvement Corp                                           | PHOENIX CIVIC IMPT                      | CUSIP: 71883MPA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9400.54      | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Phoenix Civic Improvement Corp                                           | PHOENIX CIVIC IMPT                      | CUSIP: 71883MPB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $112330.37    | 0.04%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Phoenix Civic Improvement Corp                                           | PHOENIX CIVIC IMPT CO                   | CUSIP: 71883RQC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $63269.86     | 0.02%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Phoenix Civic Improvement Corp                                           | PHOENIX CIVIC IMPT CO                   | CUSIP: 718846BB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $102669.76    | 0.04%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pierce County School District No 10 Tacoma                                       | TACOMA SCH DT#10-B                      | CUSIP: 720424C81<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100534.70    | 0.04%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pierce County School District No 10 Tacoma                                       | TACOMA SD#10                            | CUSIP: 720424G46<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52427.65     | 0.02%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pierce County School District No 320 Sumner                                      | SUMNER-BONNEY SD #320                   | CUSIP: 720526YZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $22319.27     | 0.01%             | 2040-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pittsburgh Water & Sewer Authority                                               | PITTSBURGH WTR SWR-A                    | CUSIP: 725304D63<br>LEI: 54930034DVH6W22T1E86 | Long             | DBT              | MUN               | US        |     75000 | PA      | $77771.03     | 0.03%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pittsburgh Water & Sewer Authority                                               | PITTSBURGH WTR SWR-A                    | CUSIP: 725304D71<br>LEI: 54930034DVH6W22T1E86 | Long             | DBT              | MUN               | US        |    105000 | PA      | $108107.53    | 0.04%             | 2056-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pittsburgh Water & Sewer Authority                                               | PITTSBURGH PA WTRSWR                    | CUSIP: 725304VA4<br>LEI: 54930034DVH6W22T1E86 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20741.95     | 0.01%             | 2044-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pittsburgh Water & Sewer Authority                                               | PITTSBURGH WTR&SWR-A                    | CUSIP: 725304ZQ5<br>LEI: 54930034DVH6W22T1E86 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15355.47     | 0.01%             | 2055-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Placentia-Yorba Linda Unified School District                                    | PLACENTIA SD-D-CABS                     | CUSIP: 725894KF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $46642.28     | 0.02%             | 2042-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Plano Independent School District                                                | PLANO ISD                               | CUSIP: 727199C41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $87731.83     | 0.03%             | 2037-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Plano Independent School District                                                | PLANO ISD                               | CUSIP: 727199D24<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    260000 | PA      | $277960.85    | 0.11%             | 2043-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pomona Unified School District                                                   | POMONA USD-A                            | CUSIP: 732098UZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $68266.32     | 0.03%             | 2055-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK                   | CUSIP: 73358W2B9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     55000 | PA      | $55443.93     | 0.02%             | 2038-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK                   | CUSIP: 73358W4R2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20024.54     | 0.01%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK                   | CUSIP: 73358W4S0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52323.26     | 0.02%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK                   | CUSIP: 73358W6M1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     85000 | PA      | $86559.00     | 0.03%             | 2036-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK                   | CUSIP: 73358W6N9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50754.44     | 0.02%             | 2037-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK                   | CUSIP: 73358W6P4<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50679.07     | 0.02%             | 2038-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK                   | CUSIP: 73358W6Q2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10106.61     | 0.00%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY/NJ-198                     | CUSIP: 73358WE26<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    130000 | PA      | $130251.95    | 0.05%             | 2056-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY & NJ-175                   | CUSIP: 73358WKD5<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     55000 | PA      | $48329.25     | 0.02%             | 2042-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY & NJ-205                   | CUSIP: 73358WP24<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51196.57     | 0.02%             | 2042-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY & NJ-205                   | CUSIP: 73358WP40<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10109.03     | 0.00%             | 2057-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY & NJ                       | CUSIP: 73358WSF2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |      5000 | PA      | $4973.96      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NY -REF                    | CUSIP: 73358WW42<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20806.53     | 0.01%             | 2038-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NY-REF                     | CUSIP: 73358WX74<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     40000 | PA      | $39670.65     | 0.02%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK                   | CUSIP: 73358XBM3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50483.30     | 0.02%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK                   | CUSIP: 73358XBN1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20131.67     | 0.01%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | NY & NJ PORT AUTH-23                    | CUSIP: 73358XGF3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26354.09     | 0.01%             | 2052-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY & NJ-241                   | CUSIP: 73358XJM5<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     85000 | PA      | $92816.15     | 0.04%             | 2042-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | NY & NJ PORT AUTH-243                   | CUSIP: 73358XLC4<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    130000 | PA      | $147978.44    | 0.06%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | NY & NJ PORT AUTH-243                   | CUSIP: 73358XLD2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16999.78     | 0.01%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | NY & NJ PORT AUTH-244                   | CUSIP: 73358XMG4<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     75000 | PA      | $78327.01     | 0.03%             | 2054-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | NY & NJ PORT AUTH-245                   | CUSIP: 73358XMW9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     25000 | PA      | $28226.13     | 0.01%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | NY & NJ PORT AUTH-245                   | CUSIP: 73358XND0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10448.37     | 0.00%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | NY & NJ PORT AUTH-248                   | CUSIP: 73358XPY2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52564.98     | 0.02%             | 2050-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | NY & NJ PORT AUTH-248                   | CUSIP: 73358XPZ9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52148.85     | 0.02%             | 2055-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | NY & NJ PORT AUTH-250                   | CUSIP: 73358XQM7<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     15000 | PA      | $17340.13     | 0.01%             | 2037-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | NY & NJ PORT AUTH-250                   | CUSIP: 73358XQS4<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5564.05      | 0.00%             | 2042-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | NY & NJ PORT AUTH-250                   | CUSIP: 73358XQY1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    125000 | PA      | $133647.64    | 0.05%             | 2055-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | NY & NJ PORT AUTH-251                   | CUSIP: 73358XRV6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    100000 | PA      | $106670.89    | 0.04%             | 2047-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | NY & NJ PORT AUTH-251                   | CUSIP: 73358XRX2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     40000 | PA      | $42130.78     | 0.02%             | 2051-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | NY & NJ PORT AUTH-251                   | CUSIP: 73358XRY0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    105000 | PA      | $112355.38    | 0.04%             | 2056-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Port of Greater Cincinnati Development Authority                                 | PORT OF GTR CINC-B                      | CUSIP: 734195EE6<br>LEI: 549300IK2RCZBY62ST97 | Long             | DBT              | MUN               | US        |     15000 | PA      | $14177.35     | 0.01%             | 2058-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Port Authority of Houston of Harris County Texas                                 | HOUSTON PORT AUTH-REV                   | CUSIP: 734262FX1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $89244.11     | 0.03%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of Houston of Harris County Texas                                 | HOUSTON PORT AUTH-REV                   | CUSIP: 734262FY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $56349.42     | 0.02%             | 2051-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of Houston of Harris County Texas                                 | PORT HOUSTON TX AUTH                    | CUSIP: 734262GV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $77666.42     | 0.03%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of Houston of Harris County Texas                                 | PORT HOUSTON TX AUTH                    | CUSIP: 734262GW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51287.63     | 0.02%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Port St Lucie FL Utility System Revenue                                  | PORT ST LUCIE-REF                       | CUSIP: 735352QL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25020.39     | 0.01%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Port St Lucie FL                                                         | PORT SAINT LUCIE-REF                    | CUSIP: 73535ELC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $142778.60    | 0.06%             | 2045-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Poway Unified School District                                                    | POWAY USD-CABS-IMPT                     | CUSIP: 738850RH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $22460.37     | 0.01%             | 2046-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Poway Unified School District                                                    | POWAY USD-CABS-IMPT                     | CUSIP: 738850RJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $23366.63     | 0.01%             | 2051-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Prince William County Service Authority                                          | PRINCE WILLIAM CNTY V                   | CUSIP: 741765HZ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15706.82     | 0.01%             | 2055-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Princeton Independent School District                                            | PRINCETON ISD                           | CUSIP: 742395ZB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20819.87     | 0.01%             | 2050-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Princeton Independent School District                                            | PRINCETON ISD                           | CUSIP: 742395ZC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $31595.15     | 0.01%             | 2055-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Private Colleges & Universities Authority                                        | PVT CLG UNIV AUTH-A                     | CUSIP: 74265L3K2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $22589.98     | 0.01%             | 2042-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Private Colleges & Universities Authority                                        | PVT CLG UNIV AUTH-A                     | CUSIP: 74265L3N6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $11023.43     | 0.00%             | 2045-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Private Colleges & Universities Authority                                        | PRIV CLGS & UNIVS-B                     | CUSIP: 74265LM88<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $24919.04     | 0.01%             | 2038-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Private Colleges & Universities Authority                                        | PRIV CLGS & UNIVS AUT                   | CUSIP: 74265LS58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10279.04     | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Private Colleges & Universities Authority                                        | PRIVATE CLGS & UNIV-B                   | CUSIP: 74265LT81<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10042.12     | 0.00%             | 2039-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prosper Independent School District                                              | PROSPER ISD                             | CUSIP: 7436002T4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $51490.30     | 0.02%             | 2048-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prosper Independent School District                                              | PROSPER ISD                             | CUSIP: 7436002U1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $82186.68     | 0.03%             | 2053-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prosper Independent School District                                              | PROSPER ISD                             | CUSIP: 7436003S5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $86142.32     | 0.03%             | 2054-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prosper Independent School District                                              | PROSPER ISD-A                           | CUSIP: 7436005C8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $50963.50     | 0.02%             | 2049-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prosper Independent School District                                              | PROSPER ISD-A                           | CUSIP: 7436005D6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4533.81      | 0.00%             | 2054-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prosper Independent School District                                              | PROSPER ISD-A                           | CUSIP: 7436005E4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26310.55     | 0.01%             | 2047-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prosper Independent School District                                              | PROSPER ISD                             | CUSIP: 7436005F1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $268937.43    | 0.10%             | 2055-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Prosper Independent School District                                              | PROSPER ISD                             | CUSIP: 7436006B9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $146657.90    | 0.06%             | 2055-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Prosper Independent School District                                              | PROSPER ISD-REF                         | CUSIP: 7436007A0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52849.63     | 0.02%             | 2055-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Prosper Independent School District                                              | PROSPER ISD-REF                         | CUSIP: 7436007F9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $147621.42    | 0.06%             | 2055-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prosper Independent School District                                              | PROSPER ISD                             | CUSIP: 743600Z43<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $70991.98     | 0.03%             | 2047-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prosper Independent School District                                              | PROSPER ISD                             | CUSIP: 743600Z50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $68485.74     | 0.03%             | 2052-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH-A                       | CUSIP: 74439YGX3<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    110000 | PA      | $110983.26    | 0.04%             | 2065-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUB FIN AUTH-A-1                        | CUSIP: 74444UAW2<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36404.26     | 0.01%             | 2052-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI LE                   | CUSIP: 74444YAW4<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50006.74     | 0.02%             | 2046-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUB FIN AUTH-1                          | CUSIP: 74448GAA7<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |     27766 | PA      | $28750.30     | 0.01%             | 2062-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| County of Pueblo CO                                                              | PUEBLO CO-A                             | CUSIP: 744829FP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $24913.17     | 0.01%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| County of Pueblo CO                                                              | PUEBLO CO-A                             | CUSIP: 744829FS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $70913.77     | 0.03%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Pueblo CO                                                              | PUEBLO CO-A                             | CUSIP: 744829FV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $29214.96     | 0.01%             | 2052-07-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Town of Queen Creek AZ                                                           | QUEEN CREEK TWN-REV                     | CUSIP: 74823NAR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $68127.95     | 0.03%             | 2056-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Raleigh NC Combined Enterprise System Revenue                            | RALEIGH                                 | CUSIP: 751100NP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $28405.75     | 0.01%             | 2053-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Regional Transportation District Sales Tax Revenue                               | REGL TRANSPTRN-A-REF                    | CUSIP: 759136SA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $76802.94     | 0.03%             | 2036-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Regional Transportation District Sales Tax Revenue                               | REGL TRANSPRTN DIST                     | CUSIP: 759136VA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $19100.80     | 0.01%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Regional Transportation District Sales Tax Revenue                               | REGL TRANSPRTN DIST                     | CUSIP: 759136VB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $67654.05     | 0.03%             | 2045-11-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| City of Reno NV                                                                  | RENO NV SALES TAX REV                   | CUSIP: 759861DT1<br>LEI: 549300M4R5WWSUWY8D52 | Long             | DBT              | MUN               | US        |     30000 | PA      | $26298.98     | 0.01%             | 2058-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Regional Transportation Authority                                                | REGL TRANSPRTN AUTH-A                   | CUSIP: 7599116T2<br>LEI: 549300FOIPI62F5YFO59 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45947.42     | 0.02%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rhode Island Health and Educational Building Corp                                | RI HLTH EDU BLDG CORP                   | CUSIP: 762197M32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25483.80     | 0.01%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rhode Island Health and Educational Building Corp                                | RHODE ISLAND ST HLTH                    | CUSIP: 762197VX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $89604.83     | 0.03%             | 2047-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rhode Island Turnpike & Bridge Authority                                         | RI TURNPIKE & BRDG-A                    | CUSIP: 762322AX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5003.20      | 0.00%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rialto Unified School District                                                   | RIALTO USD-A-CAB-2010                   | CUSIP: 762494PW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $19776.94     | 0.01%             | 2036-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Richardson Independent School District                                           | RICHARDSON ISD                          | CUSIP: 7632616E9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $19156.47     | 0.01%             | 2046-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rio Hondo Community College District/CA                                          | RIO HONDO CMNTY                         | CUSIP: 767121ET9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $10690.52     | 0.00%             | 2044-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Rio Hondo Community College District/CA                                          | RIO HONDO CMNTY CLG-A                   | CUSIP: 767121FM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $122986.27    | 0.05%             | 2055-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| River Islands Public Financing Authority                                         | RIVER ISLAND PUB-A                      | CUSIP: 768269AM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $9274.40      | 0.00%             | 2060-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| River Islands Public Financing Authority                                         | RIVER ISLAND PUB-A                      | CUSIP: 768269AN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $4771.41      | 0.00%             | 2061-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| River Islands Public Financing Authority                                         | RIVER ISLAND PUB-A                      | CUSIP: 768269AP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $5235.13      | 0.00%             | 2062-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| River Islands Public Financing Authority                                         | RIVER ISLAND PUB-A                      | CUSIP: 768269AQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $4933.44      | 0.00%             | 2063-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| River Islands Public Financing Authority                                         | RIVER ISLAND PUB-A                      | CUSIP: 768269AR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $2655.62      | 0.00%             | 2064-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| River Islands Public Financing Authority                                         | RIVER ISLAND PUB-A                      | CUSIP: 768269AS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $3750.95      | 0.00%             | 2065-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| River Islands Public Financing Authority                                         | RIVER ISLAND PUB A-1                    | CUSIP: 76827QGR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $57847.37     | 0.02%             | 2052-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Riverside Community College District                                             | RIVERSIDE CCD-A                         | CUSIP: 76886PKX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $23706.50     | 0.01%             | 2054-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Riverside Unified School District                                                | RIVERSIDE UNIF SD-B                     | CUSIP: 769059ZV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $198956.28    | 0.08%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Riverside County Transportation Commission Sales Tax Revenue                     | RIVERSIDE TRANSPRNT-B                   | CUSIP: 769125GX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $103182.66    | 0.04%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Riverside County Transportation Commission Sales Tax Revenue                     | RIVERSIDE TRANSPRNT-B                   | CUSIP: 769125GY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15453.67     | 0.01%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Riverside County Transportation Commission Sales Tax Revenue                     | RIVERSIDE TRANSPRNT-B                   | CUSIP: 769125GZ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25725.69     | 0.01%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Riverside County Transportation Commission                                       | RIVERSIDE CO TRANS-B1                   | CUSIP: 76912DAV0<br>LEI: 5493003G0IESJS57M350 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51770.17     | 0.02%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Riverside County Transportation Commission                                       | RIVERSIDE CO TRANS-B1                   | CUSIP: 76912DAZ1<br>LEI: 5493003G0IESJS57M350 | Long             | DBT              | MUN               | US        |    100000 | PA      | $96900.91     | 0.04%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Riverside County Transportation Commission                                       | RIVERSIDE CO TRANS-B1                   | CUSIP: 76912DBA5<br>LEI: 5493003G0IESJS57M350 | Long             | DBT              | MUN               | US        |     40000 | PA      | $30179.41     | 0.01%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Riverside County Transportation Commission                                       | RIVERSIDE ETC TRANS-C                   | CUSIP: 76912DBB3<br>LEI: 5493003G0IESJS57M350 | Long             | DBT              | MUN               | US        |      5000 | PA      | $4763.33      | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rockwall Independent School District                                             | ROCKWALL ISD-A                          | CUSIP: 774286CX4<br>LEI: 5493008ZIVPUZPQOR621 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5112.18      | 0.00%             | 2052-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rockwall Independent School District                                             | ROCKWALL TX INDEP SCH                   | CUSIP: 774286DT2<br>LEI: 5493008ZIVPUZPQOR621 | Long             | DBT              | MUN               | US        |    130000 | PA      | $118339.57    | 0.05%             | 2053-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Royse City Independent School District/TX                                        | ROYSE CITY ISD                          | CUSIP: 780869XX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $119151.16    | 0.05%             | 2048-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sabine-Neches Navigation District                                                | SABINE-NECHES NAV DIS                   | CUSIP: 78532EAV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30099.74     | 0.01%             | 2047-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sabine-Neches Navigation District                                                | SABINE-NECHES NAV DIS                   | CUSIP: 78532EAW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $77674.77     | 0.03%             | 2052-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sacramento Area Flood Control Agency                                             | SACRAMENTO FLD CNTRL                    | CUSIP: 785840JQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25100.56     | 0.01%             | 2047-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sacramento City Unified School District/CA                                       | SACRAMENTO UNIF SD-G                    | CUSIP: 785870B88<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $47716.35     | 0.02%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sacramento City Unified School District/CA                                       | SACRAMENTO USD-B                        | CUSIP: 785870P67<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $14099.75     | 0.01%             | 2054-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sacramento City Unified School District/CA                                       | SACRAMENTO USD-C                        | CUSIP: 785870R32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51983.61     | 0.02%             | 2050-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sacramento City Unified School District/CA                                       | SACRAMENTO USD-C                        | CUSIP: 785870R40<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $61950.83     | 0.02%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sacramento City Unified School District/CA                                       | SACRAMENTO USD-C                        | CUSIP: 785870R57<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $21475.92     | 0.01%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sacramento City Unified School District/CA                                       | SACRAMENTO USD-A                        | CUSIP: 785870T22<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15503.95     | 0.01%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sacramento Metropolitan Fire District                                            | SACRAMENTO MET FIRE-A                   | CUSIP: 785880BH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $59640.65     | 0.02%             | 2055-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sacramento Municipal Utility District                                            | SACRAMENTO CA MUNI-G                    | CUSIP: 786005B23<br>LEI: E3GSVR6ZOU1MX2V7HF33 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52958.10     | 0.02%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sacramento Municipal Utility District                                            | SACRAMENTO CA MUNI UT                   | CUSIP: 786005C89<br>LEI: E3GSVR6ZOU1MX2V7HF33 | Long             | DBT              | MUN               | US        |     25000 | PA      | $24735.56     | 0.01%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sacramento Municipal Utility District                                            | SACRAMENTO CA MUNI UT                   | CUSIP: 786005C97<br>LEI: E3GSVR6ZOU1MX2V7HF33 | Long             | DBT              | MUN               | US        |     90000 | PA      | $93337.64     | 0.04%             | 2050-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sacramento Municipal Utility District                                            | SACRAMENTO MUNI UTIL                    | CUSIP: 786005H84<br>LEI: E3GSVR6ZOU1MX2V7HF33 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5306.62      | 0.00%             | 2048-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sacramento Municipal Utility District                                            | SACRAMENTO MUNI UTIL                    | CUSIP: 786005H92<br>LEI: E3GSVR6ZOU1MX2V7HF33 | Long             | DBT              | MUN               | US        |     65000 | PA      | $68217.99     | 0.03%             | 2053-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sacramento Municipal Utility District                                            | SACRAMENTO MUD-M                        | CUSIP: 786005K56<br>LEI: E3GSVR6ZOU1MX2V7HF33 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53182.83     | 0.02%             | 2049-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sacramento Municipal Utility District                                            | SACRAMENTO MUD-M                        | CUSIP: 786005K64<br>LEI: E3GSVR6ZOU1MX2V7HF33 | Long             | DBT              | MUN               | US        |    120000 | PA      | $126168.67    | 0.05%             | 2054-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sacramento Municipal Utility District                                            | SACRAMENTO REF-N-1                      | CUSIP: 786005L63<br>LEI: E3GSVR6ZOU1MX2V7HF33 | Long             | DBT              | MUN               | US        |     20000 | PA      | $23072.54     | 0.01%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sacramento Transportation Authority Sales Tax Revenue                            | SACRAMENTO TRANSP-REF                   | CUSIP: 786074BZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $17019.50     | 0.01%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Sacramento CA Airport System Revenue                                   | SACRAMENTO ARPT-B-REF                   | CUSIP: 786107PF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $200398.74    | 0.08%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Sacramento CA Airport System Revenue                                   | SACRAMENTO CO-REV                       | CUSIP: 786107VA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5371.81      | 0.00%             | 2049-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| County of Sacramento CA Airport System Revenue                                   | SACRAMENTO CO-REV                       | CUSIP: 786107VB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $72995.78     | 0.03%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Sacramento CA Airport System Revenue                                   | SACRAMENTO CO-REV                       | CUSIP: 786107VC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52990.52     | 0.02%             | 2054-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| County of St Johns FL Water & Sewer Revenue                                      | ST JOHNS CO                             | CUSIP: 790420QW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15524.76     | 0.01%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SLS TX SECURITIZATION                   | CUSIP: 79467BBL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $35504.25     | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX SECURTZTN-C                   | CUSIP: 79467BCH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $127531.58    | 0.05%             | 2043-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX SECURTZTN-C                   | CUSIP: 79467BCJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $123332.08    | 0.05%             | 2043-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX SECURITIZAT                   | CUSIP: 79467BCX1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $31522.63     | 0.01%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX SECURITIZAT                   | CUSIP: 79467BCY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $24895.13     | 0.01%             | 2038-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX SECURITIZAT                   | CUSIP: 79467BDA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $59392.46     | 0.02%             | 2040-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX SECURITIZTN                   | CUSIP: 79467BFB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $153411.21    | 0.06%             | 2044-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX SECURITIZTN                   | CUSIP: 79467BJB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $82395.20     | 0.03%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES SECURITIZTN-A                     | CUSIP: 79467BJT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $81668.90     | 0.03%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES SECURITIZTN-A                     | CUSIP: 79467BJX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $57481.02     | 0.02%             | 2045-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES SECURITIZTN-A                     | CUSIP: 79467BJY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $41423.25     | 0.02%             | 2046-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES SECURITIZTN-A                     | CUSIP: 79467BKE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $16333.78     | 0.01%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Salt Lake City UT Airport Revenue                                        | SALT LAKE ARPT REV-B                    | CUSIP: 795576GR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45610.44     | 0.02%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Salt Lake City UT Airport Revenue                                        | SALT LAKE ARPT REV-B                    | CUSIP: 795576GS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $206591.03    | 0.08%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Salt Lake City UT Public Utilities Revenue                               | SALT LAKE CITY-REV                      | CUSIP: 795604CQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30888.41     | 0.01%             | 2052-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Salt Lake City UT Public Utilities Revenue                               | SALT LAKE CITY-REV                      | CUSIP: 795604CR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $49313.24     | 0.02%             | 2052-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                     | SALT RIVER PROJ-A-REF                   | CUSIP: 79574CCD3<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10109.29     | 0.00%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                     | SALT RIVER AZ PROJ AG                   | CUSIP: 79574CCW1<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10304.19     | 0.00%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                     | SALT RIVER AZ PROJ AG                   | CUSIP: 79574CDY6<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40419.12     | 0.02%             | 2039-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                     | SALT RIVER-A-REF                        | CUSIP: 79574CFB4<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |    200000 | PA      | $220590.28    | 0.09%             | 2043-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                     | SALT RIVER                              | CUSIP: 79574CFK4<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53848.56     | 0.02%             | 2043-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                     | SALT RIVER                              | CUSIP: 79574CFM0<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |    100000 | PA      | $103872.09    | 0.04%             | 2050-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                     | SALT RIVER-SER B                        | CUSIP: 79574CFP3<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |    150000 | PA      | $161870.54    | 0.06%             | 2044-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                     | SALT RIVER-SER B                        | CUSIP: 79574CFQ1<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |    125000 | PA      | $131358.19    | 0.05%             | 2048-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                     | SALT RIVER-SER B                        | CUSIP: 79574CFR9<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |    250000 | PA      | $263523.28    | 0.10%             | 2053-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                     | SALT RIVER PROJ-A                       | CUSIP: 79574CGF4<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |     20000 | PA      | $22060.86     | 0.01%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                     | SALT RIVER PROJ-A                       | CUSIP: 79574CGK3<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |    135000 | PA      | $140042.93    | 0.05%             | 2054-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                     | SALT RIVER PROJ-A                       | CUSIP: 79574CGL1<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |    170000 | PA      | $179500.47    | 0.07%             | 2054-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                     | SALT RIVER PROJ-B-REF                   | CUSIP: 79574CHA4<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5735.48      | 0.00%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                     | SALT RIVER PROJ-C                       | CUSIP: 79574CHJ5<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |    235000 | PA      | $249038.78    | 0.10%             | 2055-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| San Antonio Education Facilities Corp                                            | SAN ANTONIO EDU FACS                    | CUSIP: 796247DJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $21197.48     | 0.01%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO ELEC &                      | CUSIP: 7962536V9<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     50000 | PA      | $46331.19     | 0.02%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO TX ELEC &                   | CUSIP: 7962537Q9<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25340.08     | 0.01%             | 2047-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO TX ELEC &                   | CUSIP: 79625GBR3<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     20000 | PA      | $18454.21     | 0.01%             | 2037-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO -REV                        | CUSIP: 79625GCS0<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    135000 | PA      | $137365.82    | 0.05%             | 2049-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO-A-REV                       | CUSIP: 79625GJM6<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     25000 | PA      | $27330.72     | 0.01%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO-A-REV                       | CUSIP: 79625GJN4<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     55000 | PA      | $59763.93     | 0.02%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO-A-REV                       | CUSIP: 79625GJR5<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    105000 | PA      | $110776.77    | 0.04%             | 2049-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO-B-REF                       | CUSIP: 79625GKH5<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     55000 | PA      | $60611.02     | 0.02%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO-B-REF                       | CUSIP: 79625GKL6<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16195.13     | 0.01%             | 2043-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO-B-REF                       | CUSIP: 79625GKN2<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26375.42     | 0.01%             | 2049-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO-B-REF                       | CUSIP: 79625GKP7<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15339.80     | 0.01%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO-C                           | CUSIP: 79625GLB7<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     75000 | PA      | $76698.98     | 0.03%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO-D-REF-REV                   | CUSIP: 79625GLR2<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    150000 | PA      | $161418.75    | 0.06%             | 2044-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO-D-REF-REV                   | CUSIP: 79625GLS0<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    115000 | PA      | $121642.00    | 0.05%             | 2049-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO-D-REF-REV                   | CUSIP: 79625GLT8<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41474.51     | 0.02%             | 2049-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO-D-REF-REV                   | CUSIP: 79625GLU5<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    100000 | PA      | $104521.68    | 0.04%             | 2054-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO-A-REV-REF                   | CUSIP: 79625GNM1<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     15000 | PA      | $17162.60     | 0.01%             | 2037-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Antonio Independent School District/TX                                       | SAN ANTONIO TX INDEP                    | CUSIP: 796269D39<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $22428.46     | 0.01%             | 2049-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| San Antonio Independent School District/TX                                       | SAN ANTONIO ISD                         | CUSIP: 796269M70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15576.43     | 0.01%             | 2047-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Antonio Independent School District/TX                                       | SAN ANTONIO ISD                         | CUSIP: 796269M88<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15343.46     | 0.01%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Antonio Independent School District/TX                                       | SAN ANTONIO ISD-UNREF                   | CUSIP: 796269N20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20004.33     | 0.01%             | 2048-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Antonio Public Facilities Corp                                               | SAN ANTONIO PUB FACS                    | CUSIP: 796334AS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $120037.99    | 0.05%             | 2042-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Antonio Water System                                                         | SAN ANTONIO WTR SYS                     | CUSIP: 79642GAY8<br>LEI: 549300S7VENCVRZAA322 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5110.25      | 0.00%             | 2043-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Antonio Water System                                                         | SAN ANTONIO TX WTR RE                   | CUSIP: 79642GHU9<br>LEI: 549300S7VENCVRZAA322 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25570.24     | 0.01%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Antonio Water System                                                         | SAN ANTONIO-C-REV                       | CUSIP: 79642GKV3<br>LEI: 549300S7VENCVRZAA322 | Long             | DBT              | MUN               | US        |     15000 | PA      | $13579.77     | 0.01%             | 2050-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Antonio Water System                                                         | SAN ANTONIO -A-REF                      | CUSIP: 79642GMZ2<br>LEI: 549300S7VENCVRZAA322 | Long             | DBT              | MUN               | US        |     10000 | PA      | $8977.82      | 0.00%             | 2051-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Antonio Water System                                                         | SAN ANTONIO                             | CUSIP: 79642GPP1<br>LEI: 549300S7VENCVRZAA322 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10444.82     | 0.00%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| San Antonio Water System                                                         | SAN ANTONIO-A-REF                       | CUSIP: 79642GSA1<br>LEI: 549300S7VENCVRZAA322 | Long             | DBT              | MUN               | US        |     35000 | PA      | $39902.10     | 0.02%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Antonio Water System                                                         | SAN ANTONIO-A-REF                       | CUSIP: 79642GSB9<br>LEI: 549300S7VENCVRZAA322 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5659.71      | 0.00%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Antonio Water System                                                         | SAN ANTONIO-A-REF                       | CUSIP: 79642GSD5<br>LEI: 549300S7VENCVRZAA322 | Long             | DBT              | MUN               | US        |     60000 | PA      | $67036.22     | 0.03%             | 2039-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Bernardino City Unified School District                                      | SAN BERNARDINO CITY                     | CUSIP: 796711E54<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $101143.94    | 0.04%             | 2044-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| San Bernardino Community College District                                        | SAN BERNARDINO CCD -B                   | CUSIP: 796720QZ6<br>LEI: 549300Y4FPTEP3EQZ007 | Long             | DBT              | MUN               | US        |     50000 | PA      | $49054.04     | 0.02%             | 2049-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| San Bernardino Community College District                                        | SAN BERNARDIN0 CCD-F                    | CUSIP: 796720SA9<br>LEI: 549300Y4FPTEP3EQZ007 | Long             | DBT              | MUN               | US        |     50000 | PA      | $14273.63     | 0.01%             | 2050-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| San Diego Community College District                                             | SAN DIEGO CMTY CLG-A1                   | CUSIP: 797272SZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5679.12      | 0.00%             | 2042-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Community College District                                             | SAN DIEGO CMTY CLG-A1                   | CUSIP: 797272TB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $55752.38     | 0.02%             | 2044-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Community College District                                             | SAN DIEGO CMTY CLG-A1                   | CUSIP: 797272TC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $88208.84     | 0.03%             | 2045-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Community College District                                             | SAN DIEGO CMTY CLG-A1                   | CUSIP: 797272TD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $135424.17    | 0.05%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Diego Community College District                                             | SAN DIEGO CMTY CLG-A1                   | CUSIP: 797272TE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $105751.87    | 0.04%             | 2055-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Public Facilities Financing Authority                                  | SAN DIEGO PUB FACS-A                    | CUSIP: 797299NW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52126.84     | 0.02%             | 2046-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Public Facilities Financing Authority                                  | SAN DIEGO PUB FACS-A                    | CUSIP: 797299NX8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $71094.26     | 0.03%             | 2050-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Diego Public Facilities Financing Authority                                  | SAN DIEGO PUB FACS FI                   | CUSIP: 797299PW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4799.16      | 0.00%             | 2048-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Diego Public Facilities Financing Authority                                  | SAN DIEGO PUB FACS FI                   | CUSIP: 797299PX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $84428.51     | 0.03%             | 2052-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| San Diego Public Facilities Financing Authority                                  | SAN DIEGO PUB FACS-A                    | CUSIP: 797299QV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10568.94     | 0.00%             | 2049-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Public Facilities Financing Authority                                  | SAN DIEGO PUB FACS-A                    | CUSIP: 797299QW7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15631.11     | 0.01%             | 2054-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Public Facilities Financing Authority                                  | SAN DIEGO PUB-A-REF                     | CUSIP: 797299SC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $53297.53     | 0.02%             | 2055-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| San Diego Public Facilities Financing Authority                                  | SAN DIEGO PUB FACS-A                    | CUSIP: 79730ALX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $53218.11     | 0.02%             | 2049-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Public Facilities Financing Authority                                  | SAN DIEGO PUB FACS-A                    | CUSIP: 79730ALY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $68296.16     | 0.03%             | 2054-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Public Facilities Financing Authority                                  | SAN DIEGO PUB FACS-A                    | CUSIP: 79730CJC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25924.40     | 0.01%             | 2047-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| San Diego Public Facilities Financing Authority                                  | SAN DIEGO PUB FACS-A                    | CUSIP: 79730CKQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $30664.05     | 0.01%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| San Diego Public Facilities Financing Authority                                  | SAN DIEGO PUB WTR REV                   | CUSIP: 79730CLN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $94403.29     | 0.04%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District/CA                                             | SAN DIEGO USD-I                         | CUSIP: 7973555X8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $48375.94     | 0.02%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District/CA                                             | SAN DIEGO UNIF SD-B                     | CUSIP: 7973557K4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $41110.21     | 0.02%             | 2048-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District/CA                                             | SAN DIEGO CA UNIF SD                    | CUSIP: 7973558W7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $57513.19     | 0.02%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District/CA                                             | SAN DIEGO SD-CABS-C                     | CUSIP: 797355M76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $30708.58     | 0.01%             | 2037-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District/CA                                             | SAN DIEGO SD-CABS-C                     | CUSIP: 797355M84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $58570.79     | 0.02%             | 2038-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District/CA                                             | SAN DIEGO SD-CABS-C                     | CUSIP: 797355N26<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $8859.83      | 0.00%             | 2040-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District/CA                                             | SAN DIEGO SD-CABS-C                     | CUSIP: 797355N42<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $13256.70     | 0.01%             | 2042-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District/CA                                             | SAN DIEGO SD-CABS-C                     | CUSIP: 797355N75<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $22379.75     | 0.01%             | 2045-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District/CA                                             | SAN DIEGO USD-R2-CONV                   | CUSIP: 797355Q49<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $27194.44     | 0.01%             | 2040-07-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District/CA                                             | SAN DIEGO USD-E-CABS                    | CUSIP: 797355R55<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $8672.62      | 0.00%             | 2049-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District/CA                                             | SAN DIEGO UNIF SD -M2                   | CUSIP: 797356BB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $23850.12     | 0.01%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District/CA                                             | SAN DIEGO UNIF SD -M2                   | CUSIP: 797356BC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $38022.77     | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District/CA                                             | SAN DIEGO UNIF SD -D2                   | CUSIP: 797356BX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $26970.06     | 0.01%             | 2045-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District/CA                                             | SAN DIEGO CA UNIF SCH                   | CUSIP: 797356EM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $112977.66    | 0.04%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District/CA                                             | SAN DIEGO USD-SER-F2                    | CUSIP: 797356FT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $39133.51     | 0.02%             | 2052-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District/CA                                             | SAN DIEGO CA USD G-3                    | CUSIP: 797356JF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10932.60     | 0.00%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District/CA                                             | SAN DIEGO CA USD G-3                    | CUSIP: 797356JG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $75033.08     | 0.03%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District/CA                                             | SAN DIEGO USD A-3                       | CUSIP: 797356JN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $153856.59    | 0.06%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District/CA                                             | SAN DIEGO USD A-3                       | CUSIP: 797356JP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $103170.49    | 0.04%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District/CA                                             | SAN DIEGO UNIF SD-B3                    | CUSIP: 797356MV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $116803.54    | 0.05%             | 2054-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District/CA                                             | SAN DIEGO UNIF SD-H2                    | CUSIP: 797356NQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $19921.19     | 0.01%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District/CA                                             | SAN DIEGO UNIF-ZR-6A                    | CUSIP: 797356RD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $11916.59     | 0.00%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District/CA                                             | SAN DIEGO UNIF SD-I-3                   | CUSIP: 797356TJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $54286.55     | 0.02%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District/CA                                             | SAN DIEGO UNIF SD-I-3                   | CUSIP: 797356TK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $108135.88    | 0.04%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District/CA                                             | SAN DIEGO UNIF SD-I-3                   | CUSIP: 797356TL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $38847.88     | 0.01%             | 2050-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District/CA                                             | SAN DIEGO UNIF SD-C-3                   | CUSIP: 797356TV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $106046.02    | 0.04%             | 2050-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District/CA                                             | SAN DIEGO UNIF-ZR-7                     | CUSIP: 797356UM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $59069.37     | 0.02%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District/CA                                             | SAN DIEGO UNIF-ZR-7                     | CUSIP: 797356UN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $58538.40     | 0.02%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of San Diego CA                                                           | SAN DIEGO CO -COPS                      | CUSIP: 7973916D6<br>LEI: 254900MKIGRAYVDUZ926 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41623.08     | 0.02%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Airport Authority                                      | SAN DIEGO CO REGL ARP                   | CUSIP: 79739GFR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $237625.11    | 0.09%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Airport Authority                                      | SAN DIEGO CNTY CA-A                     | CUSIP: 79739GLC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35587.16     | 0.01%             | 2038-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Airport Authority                                      | SAN DIEGO CNTY CA-A                     | CUSIP: 79739GLD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $31694.13     | 0.01%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Airport Authority                                      | SAN DIEGO CNTY CA-A                     | CUSIP: 79739GLE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52148.65     | 0.02%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Airport Authority                                      | SAN DIEGO REGL -A                       | CUSIP: 79739GMW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $89899.20     | 0.03%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Airport Authority                                      | SAN DIEGO REGL -A                       | CUSIP: 79739GMY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $18533.49     | 0.01%             | 2051-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Airport Authority                                      | SAN DIEGO REGL -A                       | CUSIP: 79739GMZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $31033.74     | 0.01%             | 2051-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Airport Authority                                      | SAN DIEGO REGL -A                       | CUSIP: 79739GNA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15442.74     | 0.01%             | 2056-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Airport Authority                                      | SAN DIEGO REGL -A                       | CUSIP: 79739GNB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $168254.89    | 0.06%             | 2056-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Diego County Water Authority                                                 | SAN DIEGO CO WTR AUTH                   | CUSIP: 797412EH2<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52305.48     | 0.02%             | 2037-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Diego County Water Authority                                                 | SAN DIEGO WTR AUTH-A                    | CUSIP: 79741TBP8<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36357.31     | 0.01%             | 2052-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue               | SAN FRANCISCO CITY-C                    | CUSIP: 79765R5N5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $71526.91     | 0.03%             | 2050-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue               | SAN FRANCISCO CITY &                    | CUSIP: 79765RJ67<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $124054.21    | 0.05%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Francisco Bay Area Rapid Transit District                                    | SAN FRANCISCO BAY-D1                    | CUSIP: 797661C86<br>LEI: 549300Y3C3QUMLE3FY58 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53222.48     | 0.02%             | 2047-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| San Francisco Bay Area Rapid Transit District                                    | SAN FRANCISCO BAY-D1                    | CUSIP: 797661C94<br>LEI: 549300Y3C3QUMLE3FY58 | Long             | DBT              | MUN               | US        |    140000 | PA      | $137389.53    | 0.05%             | 2052-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| San Francisco Bay Area Rapid Transit District                                    | SAN FRANCISCO BAY-E-1                   | CUSIP: 797661E92<br>LEI: 549300Y3C3QUMLE3FY58 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5772.00      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco Bay Area Rapid Transit District                                    | SAN FRANCISCO BAY-E-1                   | CUSIP: 797661F34<br>LEI: 549300Y3C3QUMLE3FY58 | Long             | DBT              | MUN               | US        |     30000 | PA      | $34000.50     | 0.01%             | 2042-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco Bay Area Rapid Transit District                                    | SAN FRANCISCO BAY-E-1                   | CUSIP: 797661F42<br>LEI: 549300Y3C3QUMLE3FY58 | Long             | DBT              | MUN               | US        |     50000 | PA      | $56108.11     | 0.02%             | 2043-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco Bay Area Rapid Transit District                                    | SAN FRANCISCO BAY-E-1                   | CUSIP: 797661F59<br>LEI: 549300Y3C3QUMLE3FY58 | Long             | DBT              | MUN               | US        |     65000 | PA      | $72158.41     | 0.03%             | 2044-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco Bay Area Rapid Transit District                                    | SAN FRANCISCO BAY-E-1                   | CUSIP: 797661F67<br>LEI: 549300Y3C3QUMLE3FY58 | Long             | DBT              | MUN               | US        |     65000 | PA      | $71407.59     | 0.03%             | 2045-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco Bay Area Rapid Transit District                                    | SAN FRANCISCO BAY TRN                   | CUSIP: 797661WR2<br>LEI: 549300Y3C3QUMLE3FY58 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35478.78     | 0.01%             | 2047-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco Bay Area Rapid Transit District                                    | SAN FRANCISCO BAY TRN                   | CUSIP: 797661WX9<br>LEI: 549300Y3C3QUMLE3FY58 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45342.76     | 0.02%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Francisco Bay Area Rapid Transit District                                    | SAN FRANCISCO BAY-B1                    | CUSIP: 797661YF6<br>LEI: 549300Y3C3QUMLE3FY58 | Long             | DBT              | MUN               | US        |    110000 | PA      | $109295.84    | 0.04%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Francisco Bay Area Rapid Transit District                                    | SAN FRANCISCO BAY-F1                    | CUSIP: 797661YZ2<br>LEI: 549300Y3C3QUMLE3FY58 | Long             | DBT              | MUN               | US        |     75000 | PA      | $69755.93     | 0.03%             | 2038-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| San Francisco Bay Area Rapid Transit District                                    | SAN FRANCISCO CA BAY                    | CUSIP: 797661ZV0<br>LEI: 549300Y3C3QUMLE3FY58 | Long             | DBT              | MUN               | US        |     15000 | PA      | $14723.70     | 0.01%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Francisco Bay Area Rapid Transit District                                    | SAN FRANCISCO CA BAY                    | CUSIP: 797661ZX6<br>LEI: 549300Y3C3QUMLE3FY58 | Long             | DBT              | MUN               | US        |     80000 | PA      | $60052.74     | 0.02%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Airport Comm-San Francisco International Airport     | SAN FRANCISCO ARPT-E                    | CUSIP: 79766DLJ6<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10186.14     | 0.00%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Airport Comm-San Francisco International Airport     | SAN FRANCISCO APRT-D                    | CUSIP: 79766DMT3<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |     35000 | PA      | $37115.97     | 0.01%             | 2036-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Airport Comm-San Francisco International Airport     | SAN FRANCISCO APRT-D                    | CUSIP: 79766DMU0<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |     80000 | PA      | $84626.37     | 0.03%             | 2037-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Airport Comm-San Francisco International Airport     | SAN FRANCISCO APRT-D                    | CUSIP: 79766DMV8<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10554.41     | 0.00%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Airport Comm-San Francisco International Airport     | SAN FRANCISCO CITY-B                    | CUSIP: 79766DUN7<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15540.80     | 0.01%             | 2052-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Airport Comm-San Francisco International Airport     | SAN FRANCISCO-D-REF                     | CUSIP: 79766DVZ9<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |    105000 | PA      | $112798.56    | 0.04%             | 2048-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Airport Comm-San Francisco International Airport     | SAN FRANCISCO ARPT-B                    | CUSIP: 79766DXT1<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21012.49     | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco Community College District                                         | SAN FRANCISCO CMNTY-B                   | CUSIP: 797683KJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $53535.56     | 0.02%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| San Francisco Municipal Transportation Agency                                    | SAN FRANCISCO CA MUNI                   | CUSIP: 797686EH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $48080.62     | 0.02%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Francisco Municipal Transportation Agency                                    | SAN FRANCISCO CA MUNI                   | CUSIP: 797686FC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $45750.16     | 0.02%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Public Utilities Commission Wastewater Revenue       | SAN FRANCISCO UTILS-B                   | CUSIP: 79768HCG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $87734.85     | 0.03%             | 2042-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Public Utilities Commission Wastewater Revenue       | SAN FRANCISCO CO-A                      | CUSIP: 79768HET1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $29680.75     | 0.01%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Public Utilities Commission Wastewater Revenue       | SAN FRANCISCO-A                         | CUSIP: 79768HFQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $53493.36     | 0.02%             | 2045-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Public Utilities Commission Wastewater Revenue       | SAN FRANCISCO-A                         | CUSIP: 79768HFU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $96260.70     | 0.04%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Public Utilities Commission Wastewater Revenue       | SAN FRANCISCO-A                         | CUSIP: 79768HFV5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $38208.32     | 0.01%             | 2050-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Public Utilities Commission Wastewater Revenue       | SAN FRANCISCO-REV-C                     | CUSIP: 79768HKN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $116954.51    | 0.05%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Public Utilities Commission Wastewater Revenue       | SAN FRANCISCO-REV-C                     | CUSIP: 79768HKP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $162160.23    | 0.06%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue               | SAN FRANCISCO PUB UTL                   | CUSIP: 79771FCV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $21472.53     | 0.01%             | 2052-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue               | SAN FRANCISCO CA CITY                   | CUSIP: 79771FEE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25934.75     | 0.01%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue               | SAN FRANCISCO PUB-D                     | CUSIP: 79771FLJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5295.87      | 0.00%             | 2051-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue               | SAN FRANCISCO PUB-D                     | CUSIP: 79771FLK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $294040.80    | 0.11%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue               | SAN FRANCISCO PUB-E                     | CUSIP: 79771FLL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $53915.53     | 0.02%             | 2055-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue               | SAN FRANCISCO PUB-F                     | CUSIP: 79771FMC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $54219.95     | 0.02%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Jacinto Community College District                                           | SAN JACINTO CDD                         | CUSIP: 798025ML3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $29915.19     | 0.01%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Jacinto Community College District                                           | SAN JACINTO CDD                         | CUSIP: 798025MM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $66655.88     | 0.03%             | 2046-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Jacinto Community College District                                           | SAN JACINTO TX CMNTY                    | CUSIP: 798025PX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $123754.75    | 0.05%             | 2044-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Joaquin County Transportation Authority Measure K Sales Tax Revenue          | SAN JOAQUIN TRANSPTRN                   | CUSIP: 798110CQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $49434.78     | 0.02%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Joaquin Hills Transportation Corridor Agency                                 | SAN JOAQUIN TRANS-A                     | CUSIP: 798111GN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $44767.74     | 0.02%             | 2050-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Jose Evergreen Community College District                                    | SAN JOSE EVERGREEN-C                    | CUSIP: 798189TG1<br>LEI: 5493006H31JIFYW6Z091 | Long             | DBT              | MUN               | US        |     65000 | PA      | $65260.19     | 0.03%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Juan Unified School District                                                 | SAN JUAN UNIF SD                        | CUSIP: 798306ZS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $19169.20     | 0.01%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Marcos Unified School District                                               | SAN MARCOS SD-B                         | CUSIP: 798755DP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $15156.84     | 0.01%             | 2047-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| San Marcos Unified School District                                               | SAN MARCOS SD-B                         | CUSIP: 798755DQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $20450.70     | 0.01%             | 2051-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| San Marcos Unified School District                                               | SAN MARCOS USD-A                        | CUSIP: 798755HX5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $134590.46    | 0.05%             | 2050-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| San Marcos Unified School District                                               | SAN MARCOS USD-A                        | CUSIP: 798755HY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26696.84     | 0.01%             | 2055-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| San Marcos Consolidated Independent School District                              | SAN MARCOS ISD                          | CUSIP: 798781H78<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $106172.83    | 0.04%             | 2047-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| San Mateo Union High School District                                             | SAN MATEO SD-A-CABS                     | CUSIP: 799017GU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10926.39     | 0.00%             | 2041-09-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| San Mateo Foster City School District/CA                                         | SAN MATEO SD-CABS-CON                   | CUSIP: 799055LS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $11315.40     | 0.00%             | 2042-08-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| San Mateo Foster City School District/CA                                         | SAN MATEO-FOSTER CTY                    | CUSIP: 799055TZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $63501.29     | 0.02%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Mateo Foster City Public Financing Authority                                 | SAN MATEO CA PUB FING                   | CUSIP: 79905VAW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $24712.74     | 0.01%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sanger Independent School District                                               | SANGER ISD                              | CUSIP: 800885PY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $22608.62     | 0.01%             | 2052-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Santa Barbara Secondary High School District                                     | SANTA BARBARA HSD-A                     | CUSIP: 80131RAL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $27443.58     | 0.01%             | 2040-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Santa Clara Unified School District                                              | SANTA CLARA CA UNIF S                   | CUSIP: 801495P71<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $38331.66     | 0.01%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Santa Clara County Financing Authority                                           | SANTA CLARA CO FIN-A                    | CUSIP: 801577NM5<br>LEI: 549300A73O1Q5POHAT69 | Long             | DBT              | MUN               | US        |    135000 | PA      | $108855.77    | 0.04%             | 2047-05-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Santa Clara County Financing Authority                                           | SANTA CLARA CO FIN-A                    | CUSIP: 801577NP8<br>LEI: 549300A73O1Q5POHAT69 | Long             | DBT              | MUN               | US        |     20000 | PA      | $15677.38     | 0.01%             | 2049-05-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Santa Clara County Financing Authority                                           | SANTA CLARA CO FING-A                   | CUSIP: 801577SL2<br>LEI: 549300A73O1Q5POHAT69 | Long             | DBT              | MUN               | US        |     50000 | PA      | $47456.52     | 0.02%             | 2053-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Santa Monica Community College District                                          | SANTA MONICA CCD-A                      | CUSIP: 802385QU1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $19267.13     | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Santa Monica-Malibu Unified School District                                      | SANTA MONICA-MALIBU-A                   | CUSIP: 802498F75<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $79057.94     | 0.03%             | 2050-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Sarasota FL Utility System Revenue                                     | SARASOTA COUNTY-REV                     | CUSIP: 803321TE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $58175.17     | 0.02%             | 2055-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Scott County School District Finance Corp                                        | SCOTT CO SD FIN CORP                    | CUSIP: 809545A22<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9702.73      | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Seattle WA Drainage & Wastewater Revenue                                 | SEATTLE DRAIN & WS                      | CUSIP: 812631PF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $90269.14     | 0.03%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Seattle WA Municipal Light & Power Revenue                               | SEATTLE-REV-REF                         | CUSIP: 812643C28<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15558.17     | 0.01%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Seattle WA Municipal Light & Power Revenue                               | SEATTLE MUNI-REF-REV                    | CUSIP: 812643F33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $58000.10     | 0.02%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Seattle WA Municipal Light & Power Revenue                               | SEATTLE WA MUNI LIGHT                   | CUSIP: 812643MG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $141217.76    | 0.05%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Seattle WA Municipal Light & Power Revenue                               | SEATTLE-A-REF                           | CUSIP: 812643WK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4961.32      | 0.00%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Seattle WA Municipal Light & Power Revenue                               | SEATTLE-A-REF                           | CUSIP: 812643WP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $95020.15     | 0.04%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Seattle WA Municipal Light & Power Revenue                               | SEATTLE-A-REF                           | CUSIP: 812643WT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $18407.53     | 0.01%             | 2051-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Seattle WA Municipal Light & Power Revenue                               | SEATTLE POWER & LIGHT                   | CUSIP: 812643XX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $94132.16     | 0.04%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Seattle WA Municipal Light & Power Revenue                               | SEATTLE POWER & LIGHT                   | CUSIP: 812643YC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51484.92     | 0.02%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Seguin TX                                                                | SEGUIN -CTFS OBLIG                      | CUSIP: 815832A26<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51844.33     | 0.02%             | 2058-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Seguin TX                                                                | SEGUIN-CTFS OF OBLIG                    | CUSIP: 815832E48<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $85536.54     | 0.03%             | 2059-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| County of Seminole FL                                                            | SEMINOLE CO-REV-REF                     | CUSIP: 816699BN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51360.16     | 0.02%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Shaker Heights City School District                                              | SHAKER HEIGHTS CSD                      | CUSIP: 819071SN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10535.96     | 0.00%             | 2059-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Shreveport LA Water & Sewer Revenue                                      | SHREVEPORT WTR & SWR                    | CUSIP: 825485VF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $150546.57    | 0.06%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Smith TX                                                               | SMITH CO                                | CUSIP: 832033NC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $58740.01     | 0.02%             | 2043-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Snohomish County School District No 15 Edmonds                                   | EDMONDS SD #15-REF                      | CUSIP: 833153WB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $60769.98     | 0.02%             | 2040-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Snohomish County School District No 15 Edmonds                                   | EDMONDS SD #15-REF                      | CUSIP: 833153WC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $82710.25     | 0.03%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SC PUB SVC AUTH-A                       | CUSIP: 8371514E6<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |     65000 | PA      | $68845.18     | 0.03%             | 2049-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SC PUB SVC AUTH-A                       | CUSIP: 8371514F3<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53307.66     | 0.02%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SC PUB SVC AUTH-B-REF                   | CUSIP: 8371514M8<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |     55000 | PA      | $61514.01     | 0.02%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SC PUB SVC AUTH-B-REF                   | CUSIP: 8371514Q9<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |     75000 | PA      | $82410.86     | 0.03%             | 2040-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SC PUB SVC AUTH-B-REF                   | CUSIP: 8371514X4<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |     45000 | PA      | $46605.25     | 0.02%             | 2049-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SC PUB SVC AUTH-B-REF                   | CUSIP: 8371514Y2<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102810.61    | 0.04%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SC PUB SVC AUTH-B-REF                   | CUSIP: 8371515A3<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |     65000 | PA      | $68062.39     | 0.03%             | 2054-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | S CAROLINA PUB SVC-A                    | CUSIP: 8371515T2<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |     35000 | PA      | $37049.95     | 0.01%             | 2050-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | S CAROLINA PUB SVC-A                    | CUSIP: 8371515V7<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20348.50     | 0.01%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SC PUB SVC AUTH-B                       | CUSIP: 837151C80<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |     15000 | PA      | $13112.07     | 0.01%             | 2055-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SC PUB SVC-E-UNREFD                     | CUSIP: 837151K40<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25004.22     | 0.01%             | 2055-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SC PUB SVC AUTH-C-REF                   | CUSIP: 837151KX6<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |     45000 | PA      | $42540.32     | 0.02%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SC PUB SVC AUTH-B-REF                   | CUSIP: 837151RP6<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100952.38    | 0.04%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SC PUB SVC AUTH-B-REF                   | CUSIP: 837151RQ4<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35306.12     | 0.01%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SC PUB SVC AUTH-B-REF                   | CUSIP: 837151RR2<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |    200000 | PA      | $201338.62    | 0.08%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SC PUB SVC AUTH-B-REF                   | CUSIP: 837151RT8<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |    190000 | PA      | $189881.54    | 0.07%             | 2056-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SC PUB SVC AUTH                         | CUSIP: 837151U31<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5410.49      | 0.00%             | 2047-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SOUTH CAROLINA ST PUB                   | CUSIP: 837151XA2<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |    125000 | PA      | $124745.34    | 0.05%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SOUTH CAROLINA ST PUB                   | CUSIP: 837151XB0<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |     95000 | PA      | $79145.46     | 0.03%             | 2041-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SOUTH CAROLINA ST PUB                   | CUSIP: 837151XC8<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |     55000 | PA      | $53860.68     | 0.02%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SC PUB SVC AUTH-A-REF                   | CUSIP: 837151ZQ5<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10141.56     | 0.00%             | 2037-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SC PUB SVC AUTH-A-REF                   | CUSIP: 837151ZW2<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |     15000 | PA      | $14545.35     | 0.01%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SC PUB SVC AUTH-A-REF                   | CUSIP: 837151ZX0<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |    180000 | PA      | $189132.82    | 0.07%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SC PUB SVC AUTH-A-REF                   | CUSIP: 837151ZZ5<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |    125000 | PA      | $110741.33    | 0.04%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Transportation Infrastructure Bank                                | SC TRANS INFRA BK-A                     | CUSIP: 837152UU9<br>LEI: 549300YI1NMCP4VLJN43 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25602.48     | 0.01%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Transportation Infrastructure Bank                                | SC TRANS INFRA BK-A                     | CUSIP: 837152UV7<br>LEI: 549300YI1NMCP4VLJN43 | Long             | DBT              | MUN               | US        |     55000 | PA      | $56267.95     | 0.02%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Transportation Infrastructure Bank                                | SC TRANS INFRA BK-A                     | CUSIP: 837152UW5<br>LEI: 549300YI1NMCP4VLJN43 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102199.73    | 0.04%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | S CAROLINA PUB SVC-A                    | CUSIP: 83715BAV9<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |     75000 | PA      | $77229.26     | 0.03%             | 2051-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | S CAROLINA PUB SVC-A                    | CUSIP: 83715BAW7<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |    100000 | PA      | $105163.47    | 0.04%             | 2056-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SC PUB SVC-A-PREREFD                    | CUSIP: 83715BCP0<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35064.79     | 0.01%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SC PUB SVC-A-PREREFD                    | CUSIP: 83715BCQ8<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50092.56     | 0.02%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SC PUB SVC-A-UNREFUND                   | CUSIP: 83715BDC8<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |     80000 | PA      | $80106.22     | 0.03%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SC PUB SVC-A-UNREFUND                   | CUSIP: 83715BDD6<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |    110000 | PA      | $110138.17    | 0.04%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Dakota Conservancy District                                                | SOUTH DAKOTA-A-REF                      | CUSIP: 837545SW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51982.85     | 0.02%             | 2055-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern California Public Power Authority                                       | STHRN CA PUB PWR AUTH                   | CUSIP: 842469AM0<br>LEI: 5493003B5TD5FWUKMD34 | Long             | DBT              | MUN               | US        |     50000 | PA      | $54965.43     | 0.02%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern California Public Power Authority                                       | STHRN CA PUB PWR AUTH                   | CUSIP: 842469AN8<br>LEI: 5493003B5TD5FWUKMD34 | Long             | DBT              | MUN               | US        |     25000 | PA      | $27287.40     | 0.01%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern California Public Power Authority                                       | STHRN CA PUB PWR AUTH                   | CUSIP: 842469BJ6<br>LEI: 5493003B5TD5FWUKMD34 | Long             | DBT              | MUN               | US        |     45000 | PA      | $46362.44     | 0.02%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern California Public Power Authority                                       | STHRN CA PUB PWR AUTH                   | CUSIP: 842469BK3<br>LEI: 5493003B5TD5FWUKMD34 | Long             | DBT              | MUN               | US        |    110000 | PA      | $113885.82    | 0.04%             | 2053-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Southwest Independent School District                                            | S W ISD                                 | CUSIP: 845267D75<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $57355.09     | 0.02%             | 2046-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southwest Independent School District                                            | S W ISD                                 | CUSIP: 845267D83<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $45162.51     | 0.02%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southwestern Community College District                                          | S WSTRN CMNTY CLG-A                     | CUSIP: 845389JC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $24151.81     | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Spartanburg County School District No 4/SC                                       | SPARTANBURG CO SD #4                    | CUSIP: 847031CZ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $31266.65     | 0.01%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Spokane County School District No 81 Spokane                                     | SPOKANE SD #81-REF                      | CUSIP: 848712RP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101481.11    | 0.04%             | 2038-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Spokane County School District No 81 Spokane                                     | SPOKANE SD #81-REF                      | CUSIP: 848712RQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10121.53     | 0.00%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Spokane County School District No 81 Spokane                                     | SPOKANE SD #81-REF                      | CUSIP: 848712RR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $110912.47    | 0.04%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Spring Independent School District                                               | SPRING ISD                              | CUSIP: 850001AY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $104316.57    | 0.04%             | 2047-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Spring Independent School District                                               | SPRING ISD                              | CUSIP: 850001AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $141918.54    | 0.05%             | 2052-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Spring Independent School District                                               | SPRING ISD-REF                          | CUSIP: 850001CN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52694.23     | 0.02%             | 2055-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Springdale AR Sales & Use Tax Revenue                                    | SPRINGDALE-B                            | CUSIP: 850269GA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $33550.67     | 0.01%             | 2047-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| City of Springdale AR Sales & Use Tax Revenue                                    | SPRINGDALE-B                            | CUSIP: 850269GB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $93447.14     | 0.04%             | 2050-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| City of Springdale AR Sales & Use Tax Revenue                                    | SPRINGDALE-B                            | CUSIP: 850269GC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $47171.67     | 0.02%             | 2053-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Springdale School District No 50                                                 | SPRINGDALE SD#50-B                      | CUSIP: 850272W76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $79404.15     | 0.03%             | 2047-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Springdale School District No 50                                                 | SPRINGDALE SD#50-B                      | CUSIP: 850272X34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $39257.37     | 0.02%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Stockton Unified School District                                                 | STOCKTON UNIF SD-A                      | CUSIP: 861419H44<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $47438.02     | 0.02%             | 2049-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Suffolk County Water Authority                                                   | SUFFOLK CO WTR-A                        | CUSIP: 864784GJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $55229.92     | 0.02%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Suffolk County Water Authority                                                   | SUFFOLK CO WTR-A                        | CUSIP: 864784GK3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9003.40      | 0.00%             | 2043-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Summit County Development Finance Authority                                      | SUMMIT CO DEV FIN-A                     | CUSIP: 86607LAP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5184.04      | 0.00%             | 2060-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sunnyvale Financing Authority                                                    | SUNNYVALE FING AUTH                     | CUSIP: 86754EAU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $42943.31     | 0.02%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sweetwater Union High School District                                            | SWEETWATER SD-REF                       | CUSIP: 870462SF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $34611.78     | 0.01%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Tacoma WA Electric System Revenue                                        | TACOMA ELEC SYS REV                     | CUSIP: 873519QA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $38466.46     | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| City of Tacoma WA Electric System Revenue                                        | TACOMA ELEC SYS-A-REF                   | CUSIP: 873519QN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15476.52     | 0.01%             | 2054-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Tacoma WA Electric System Revenue                                        | TACOMA ELEC SYS REV-A                   | CUSIP: 873519RB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $37000.59     | 0.01%             | 2055-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Tallahassee FL Utility System Revenue                                    | TALLAHASSEE-A-REF                       | CUSIP: 874461MH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $83780.79     | 0.03%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tampa Bay Water                                                                  | TAMPA BAY WTR                           | CUSIP: 875124HM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $46706.55     | 0.02%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tampa Bay Water                                                                  | TAMPA BAY WTR -A                        | CUSIP: 875124HW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $36933.38     | 0.01%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tampa Bay Water                                                                  | TAMPA BAY WTR -A                        | CUSIP: 875124HX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15937.82     | 0.01%             | 2054-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Tampa FL                                                                 | TAMPA -A -REV -CABS                     | CUSIP: 875146BB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $39086.96     | 0.02%             | 2045-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| City of Tampa FL                                                                 | TAMPA -A -REV -CABS                     | CUSIP: 875146BC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $50230.98     | 0.02%             | 2049-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| City of Tampa FL                                                                 | TAMPA -A -REV -CABS                     | CUSIP: 875146BD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $19441.86     | 0.01%             | 2053-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| City of Tampa FL                                                                 | TAMPA -A -REV -REF                      | CUSIP: 875231LV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $78604.84     | 0.03%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Tampa FL Water & Wastewater System Revenue                               | TAMPA FL WTR & WSTWTR                   | CUSIP: 875291AP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $102885.45    | 0.04%             | 2050-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Tampa FL Water & Wastewater System Revenue                               | TAMPA FL WTR & WSTWTR                   | CUSIP: 875291AQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $102484.91    | 0.04%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Tampa FL Water & Wastewater System Revenue                               | TAMPA FL WTR & WSTWTR                   | CUSIP: 875291BN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51896.17     | 0.02%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Tampa FL Water & Wastewater System Revenue                               | TAMPA FL WTR & WSTWTR                   | CUSIP: 875291BP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $83882.82     | 0.03%             | 2057-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Tampa FL Water & Wastewater System Revenue                               | TAMPA-REV                               | CUSIP: 875291CQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $120264.78    | 0.05%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tampa-Hillsborough County Expressway Authority                                   | TAMPA-HILLSBOROUGH CN                   | CUSIP: 875301FP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $105814.59    | 0.04%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tampa-Hillsborough County Expressway Authority                                   | TAMPA ETC EXWY-B-REF                    | CUSIP: 875301GL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $149340.56    | 0.06%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tampa-Hillsborough County Expressway Authority                                   | TAMPA ETC EXWY-C                        | CUSIP: 875301GM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50725.77     | 0.02%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tarrant County College District                                                  | TARRANT CO CLG DIST                     | CUSIP: 87638KDF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25063.13     | 0.01%             | 2042-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tarrant Regional Water District Water Supply System Revenue                      | TARRANT REGL WTR-REF                    | CUSIP: 876443WC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $21847.24     | 0.01%             | 2054-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tarrant Regional Water District                                                  | TARRANT REGL WTR DT                     | CUSIP: 876448JK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $36590.32     | 0.01%             | 2055-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Temple College                                                                   | TEMPLE CLG DT                           | CUSIP: 880115DA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $15311.72     | 0.01%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tennessee State School Bond Authority                                            | TENNESSEE ST SCH BOND                   | CUSIP: 880558QJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $131133.80    | 0.05%             | 2047-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tennessee State School Bond Authority                                            | TENNESSEE ST SCH BOND                   | CUSIP: 880558QP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $98319.23     | 0.04%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Terrell Independent School District/TX                                           | TERRELL ISD                             | CUSIP: 881405NY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $58776.78     | 0.02%             | 2050-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Terrell Independent School District/TX                                           | TERRELL ISD                             | CUSIP: 881405NZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $105835.03    | 0.04%             | 2055-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Texas A&M University                                                             | REGENTS BRD UNI SYS-A                   | CUSIP: 88213ATV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $55008.94     | 0.02%             | 2041-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas A&M University                                                             | REGENTS BRD UNI SYS-A                   | CUSIP: 88213ATW5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $60143.37     | 0.02%             | 2042-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas City Independent School District/TX                                        | TEXAS ISD                               | CUSIP: 882270XW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $45435.40     | 0.02%             | 2053-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Private Activity Bond Surface Transportation Corp                          | TX PRIVATE ACTIVITY-A                   | CUSIP: 882667AV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15718.68     | 0.01%             | 2036-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Private Activity Bond Surface Transportation Corp                          | TX PRIVATE ACTIVITY-A                   | CUSIP: 882667AX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $122626.34    | 0.05%             | 2038-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Private Activity Bond Surface Transportation Corp                          | TX PRIVATE ACTIVITY-A                   | CUSIP: 882667AY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $48625.87     | 0.02%             | 2039-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                   | TX TRANSPRTN COMM-REF                   | CUSIP: 8827242K2<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |     85000 | PA      | $93895.05     | 0.04%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                   | TX TRANSPRTN COMM-REF                   | CUSIP: 882725DA9<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    100000 | PA      | $112723.97    | 0.04%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                   | TX TRANSPRTN COMM-REF                   | CUSIP: 882725DC5<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    100000 | PA      | $111745.93    | 0.04%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                   | TX TRANSPRTN COMM-REF                   | CUSIP: 882725DD3<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    100000 | PA      | $110970.49    | 0.04%             | 2042-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                   | TX TRANSPRTN COMM-REF                   | CUSIP: 882725DF8<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    150000 | PA      | $164499.05    | 0.06%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas State Technical College                                                    | TEXAS ST TECH CLG SYS                   | CUSIP: 88276RFJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $155037.89    | 0.06%             | 2042-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Texas State University System                                                    | TX UNIV SYS BRD RGTS                    | CUSIP: 88278PJ88<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $40436.32     | 0.02%             | 2049-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Transportation Commission                                                  | TX TRANSPRTN-REF                        | CUSIP: 882830DA7<br>LEI: 5493006JSGNPGVJS7691 | Long             | DBT              | MUN               | US        |     65000 | PA      | $70285.46     | 0.03%             | 2046-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Texas Turnpike System                                                    | TX TRANSPRTN COMM                       | CUSIP: 88283KBH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52629.53     | 0.02%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Texas Turnpike System                                                    | TX TRANSPRTN-C-REF                      | CUSIP: 88283KCB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $111338.28    | 0.04%             | 2036-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Texas Turnpike System                                                    | TX TRANSPRTN-C-REF                      | CUSIP: 88283KCC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $11065.69     | 0.00%             | 2037-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Texas Turnpike System                                                    | TX TRANSPRTN-C-REF                      | CUSIP: 88283KCE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $21851.71     | 0.01%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Texas Turnpike System                                                    | TX TRANSPRTN-C-REF                      | CUSIP: 88283KCH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26952.56     | 0.01%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Transportation Commission State Highway 249 System                         | TEXAS ST TRANSPRTN CO                   | CUSIP: 88283NAX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $38101.14     | 0.01%             | 2052-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Texas Transportation Commission State Highway 249 System                         | TEXAS ST TRANSPRTN CO                   | CUSIP: 88283NAZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15050.58     | 0.01%             | 2057-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Transportation Finance Corp                                                | TX TRANSPRTN FIN-A                      | CUSIP: 88283PAA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $62852.73     | 0.02%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Transportation Finance Corp                                                | TX TRANSPRTN FIN-A                      | CUSIP: 88283PAB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $73710.23     | 0.03%             | 2037-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Transportation Finance Corp                                                | TX TRANSPRTN FIN-A                      | CUSIP: 88283PAD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $72816.14     | 0.03%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Transportation Finance Corp                                                | TX TRANSPRTN FIN-A                      | CUSIP: 88283PAG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $16541.53     | 0.01%             | 2042-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Transportation Finance Corp                                                | TX TRANSPRTN FIN-A                      | CUSIP: 88283PAH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $142309.13    | 0.05%             | 2043-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Transportation Finance Corp                                                | TX TRANSPRTN FIN-A                      | CUSIP: 88283PAK3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $64641.47     | 0.02%             | 2045-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Transportation Finance Corp                                                | TX TRANSPRTN FIN-A                      | CUSIP: 88283PAL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $93803.54     | 0.04%             | 2050-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Transportation Finance Corp                                                | TX TRANSPRTN FIN-A                      | CUSIP: 88283PAN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52648.78     | 0.02%             | 2055-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Texas Transportation Finance Corp                                                | TX TRANSPRTN FIN-A                      | CUSIP: 88283PAP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $161506.55    | 0.06%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TEXAS ST WTR DEV BRD                    | CUSIP: 8828544U3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $72529.97     | 0.03%             | 2045-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TEXAS ST WTR DEV BRD                    | CUSIP: 8828544V1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $82044.07     | 0.03%             | 2051-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TX WTR DEV BRD -REV                     | CUSIP: 8828546H0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $68317.46     | 0.03%             | 2051-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TX WTR DEV BRD -REV                     | CUSIP: 8828546J6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $23146.05     | 0.01%             | 2053-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TX WTR DEV BRD-A                        | CUSIP: 882854B35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $75381.53     | 0.03%             | 2037-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TX WTR DEV BRD-A                        | CUSIP: 882854B50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $61113.97     | 0.02%             | 2042-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TX WTR DEV BRD-A                        | CUSIP: 882854B68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $174898.73    | 0.07%             | 2042-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TX WTR DEV BRD-A                        | CUSIP: 882854B76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $60126.38     | 0.02%             | 2047-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TX WTR DEV BRD-A                        | CUSIP: 882854J37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20201.64     | 0.01%             | 2036-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TX WTR DEV BRD-A                        | CUSIP: 882854J45<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5042.36      | 0.00%             | 2037-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TX WTR DEV BRD-A                        | CUSIP: 882854J78<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $37111.54     | 0.01%             | 2048-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TX WTR DEV BRD-B                        | CUSIP: 882854P97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25313.91     | 0.01%             | 2036-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TX WTR DEV BRD-B                        | CUSIP: 882854Q54<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $72913.83     | 0.03%             | 2043-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TX WTR DEV BRD-B                        | CUSIP: 882854Q70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101512.89    | 0.04%             | 2049-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TEXAS WTR DEV BRD-A                     | CUSIP: 882854WX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50028.13     | 0.02%             | 2040-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TEXAS WTR DEV BRD-A                     | CUSIP: 882854XA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50003.12     | 0.02%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TEXAS ST WTR DEV BRD                    | CUSIP: 882854XX5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20002.67     | 0.01%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TEXAS ST WTR DEV BRD                    | CUSIP: 882854YK2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25007.59     | 0.01%             | 2046-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TEXAS ST WTR DEV BRD                    | CUSIP: 882854Z21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30629.34     | 0.01%             | 2036-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TEXAS ST WTR DEV BRD                    | CUSIP: 882854Z54<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $13487.13     | 0.01%             | 2039-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TEXAS ST WTR DEV BRD                    | CUSIP: 882854Z62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $19639.38     | 0.01%             | 2044-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TEXAS ST WTR DEV BRD                    | CUSIP: 882854Z70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $110828.22    | 0.04%             | 2049-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TEXAS ST WTR DEV BRD                    | CUSIP: 882854Z88<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $17942.36     | 0.01%             | 2054-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TX WTR DEV BRD -REV                     | CUSIP: 88285ABC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $53077.99     | 0.02%             | 2038-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TX WTR DEV BRD -REV                     | CUSIP: 88285ABF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $137226.09    | 0.05%             | 2041-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TX WTR DEV BRD -REV                     | CUSIP: 88285ABH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $156418.41    | 0.06%             | 2047-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TX WTR DEV BRD -REV                     | CUSIP: 88285ABJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $136185.10    | 0.05%             | 2052-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TX WTR DEV BRD -REV                     | CUSIP: 88285ABK3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5129.14      | 0.00%             | 2057-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TX WTR DEV BRD-A -REV                   | CUSIP: 88285ADK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $156133.68    | 0.06%             | 2037-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TX WTR DEV BRD-A -REV                   | CUSIP: 88285ADM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $16022.11     | 0.01%             | 2039-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TX WTR DEV BRD-A -REV                   | CUSIP: 88285ADN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15993.59     | 0.01%             | 2040-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TX WTR DEV BRD-A -REV                   | CUSIP: 88285ADQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $168439.25    | 0.06%             | 2043-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TX WTR DEV BRD-A -REV                   | CUSIP: 88285ADR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $64311.16     | 0.02%             | 2044-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TX WTR DEV BRD-A -REV                   | CUSIP: 88285ADS4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51235.72     | 0.02%             | 2048-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TX WTR DEV BRD-A -REV                   | CUSIP: 88285ADU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $102856.74    | 0.04%             | 2058-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TEXAS WTR DEV BRD-A                     | CUSIP: 88285AFS2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40305.01     | 0.02%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TEXAS WTR DEV BRD-A                     | CUSIP: 88285AFT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $125134.14    | 0.05%             | 2042-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TEXAS WTR DEV BRD-A                     | CUSIP: 88285AFU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $148015.89    | 0.06%             | 2043-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TEXAS WTR DEV BRD-A                     | CUSIP: 88285AFX1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $81608.25     | 0.03%             | 2047-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TEXAS WTR DEV BRD-A                     | CUSIP: 88285AFY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $99365.03     | 0.04%             | 2049-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TEXAS WTR DEV BRD-A                     | CUSIP: 88285AFZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $61626.79     | 0.02%             | 2051-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TEXAS WTR DEV BRD-A                     | CUSIP: 88285AGA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $114031.61    | 0.04%             | 2053-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TEXAS WTR DEV BRD-A                     | CUSIP: 88285AGC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $37794.55     | 0.01%             | 2059-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TX WTR DEV BRD                          | CUSIP: 88285AJV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $102362.48    | 0.04%             | 2039-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TX WTR DEV BRD                          | CUSIP: 88285AJX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $56495.75     | 0.02%             | 2041-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TX WTR DEV BRD                          | CUSIP: 88285AKA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $108787.84    | 0.04%             | 2044-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TX WTR DEV BRD                          | CUSIP: 88285AKB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $152887.82    | 0.06%             | 2045-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TX WTR DEV BRD                          | CUSIP: 88285AKC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $136754.46    | 0.05%             | 2050-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TX WTR DEV BRD                          | CUSIP: 88285AKD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $225319.48    | 0.09%             | 2055-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TX WTR DEV BRD                          | CUSIP: 88285AKE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100423.36    | 0.04%             | 2056-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                    | TX WTR DEV BRD                          | CUSIP: 88285AKF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $129148.58    | 0.05%             | 2060-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Timpanogos Special Service District                                              | TIMPANOGOS SPL SVC DT                   | CUSIP: 887440DM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15528.13     | 0.01%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toledo Lucas County Public Library                                               | TOLEDO LUCAS CO PUB L                   | CUSIP: 88928DAD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $36130.10     | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE-A-1                   | CUSIP: 89602HAA5<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     75000 | PA      | $71491.90     | 0.03%             | 2046-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE-A-1                   | CUSIP: 89602HAB3<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    185000 | PA      | $189986.75    | 0.07%             | 2051-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE-B-1                   | CUSIP: 89602HAU1<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25231.12     | 0.01%             | 2056-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRID-C-1A                    | CUSIP: 89602HBE6<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     20000 | PA      | $19064.51     | 0.01%             | 2046-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRID-C-1A                    | CUSIP: 89602HBF3<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51466.18     | 0.02%             | 2051-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE-C-3                   | CUSIP: 89602HBX4<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     60000 | PA      | $37385.90     | 0.01%             | 2051-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE-C-3                   | CUSIP: 89602HBY2<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     90000 | PA      | $80937.05     | 0.03%             | 2051-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE-C-3                   | CUSIP: 89602HBZ9<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     75000 | PA      | $55459.62     | 0.02%             | 2051-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE-A                     | CUSIP: 89602HCD7<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     80000 | PA      | $85535.88     | 0.03%             | 2043-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE-A                     | CUSIP: 89602HCF2<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     55000 | PA      | $57128.83     | 0.02%             | 2047-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE-A                     | CUSIP: 89602HCG0<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     25000 | PA      | $22444.32     | 0.01%             | 2051-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE-A                     | CUSIP: 89602HCH8<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    100000 | PA      | $109092.06    | 0.04%             | 2052-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE-A                     | CUSIP: 89602HCJ4<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     65000 | PA      | $66348.46     | 0.03%             | 2057-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE-REV                   | CUSIP: 89602HDN4<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10623.25     | 0.00%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE-REV                   | CUSIP: 89602HDP9<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    145000 | PA      | $150612.37    | 0.06%             | 2047-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE-REV                   | CUSIP: 89602HDR5<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    100000 | PA      | $104517.60    | 0.04%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE-REV                   | CUSIP: 89602HDS3<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    100000 | PA      | $103699.62    | 0.04%             | 2057-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE                       | CUSIP: 89602HEH6<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     50000 | PA      | $54667.54     | 0.02%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE-D-2                   | CUSIP: 89602HEM5<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35029.77     | 0.01%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE-D-2                   | CUSIP: 89602HEN3<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     55000 | PA      | $58155.83     | 0.02%             | 2047-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE-D-2                   | CUSIP: 89602HEP8<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     20000 | PA      | $19640.00     | 0.01%             | 2052-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE-D-2                   | CUSIP: 89602HEQ6<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    130000 | PA      | $138047.85    | 0.05%             | 2052-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE-C                     | CUSIP: 89602HGD3<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     10000 | PA      | $11185.43     | 0.00%             | 2037-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE-C                     | CUSIP: 89602HGF8<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     50000 | PA      | $56546.32     | 0.02%             | 2039-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE-C                     | CUSIP: 89602HGG6<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     70000 | PA      | $78681.77     | 0.03%             | 2040-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE-C                     | CUSIP: 89602HGK7<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    105000 | PA      | $113800.92    | 0.04%             | 2043-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE -A                    | CUSIP: 89602HGX9<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26018.74     | 0.01%             | 2049-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE -A                    | CUSIP: 89602HHC4<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     60000 | PA      | $61889.36     | 0.02%             | 2054-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE-B-1                   | CUSIP: 89602HHG5<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     65000 | PA      | $59988.19     | 0.02%             | 2054-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE-B-1                   | CUSIP: 89602HHH3<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    115000 | PA      | $120852.89    | 0.05%             | 2054-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE A-1                   | CUSIP: 89602HJL2<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    110000 | PA      | $127070.26    | 0.05%             | 2037-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE A-1                   | CUSIP: 89602HJU2<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     55000 | PA      | $59375.90     | 0.02%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE A-1                   | CUSIP: 89602HJW8<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52943.30     | 0.02%             | 2047-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE A-1                   | CUSIP: 89602HJX6<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52623.90     | 0.02%             | 2048-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBORO BRIDGE-A-REF                    | CUSIP: 89602N5P5<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    125000 | PA      | $125204.33    | 0.05%             | 2041-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBORO BRIDGE-A-REF                    | CUSIP: 89602N5Q3<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    115000 | PA      | $115187.98    | 0.04%             | 2046-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE                       | CUSIP: 89602N7Q1<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    110000 | PA      | $112109.18    | 0.04%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE-C-2                   | CUSIP: 89602RCL7<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5121.92      | 0.00%             | 2042-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE-A                     | CUSIP: 89602RDV4<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51365.21     | 0.02%             | 2043-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE-A                     | CUSIP: 89602RDW2<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20503.67     | 0.01%             | 2044-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE-A                     | CUSIP: 89602RDZ5<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     25000 | PA      | $23146.25     | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRID-C-REF                   | CUSIP: 89602REV3<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52272.54     | 0.02%             | 2037-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE-C                     | CUSIP: 89602RFV2<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     30000 | PA      | $22477.87     | 0.01%             | 2048-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE & T                   | CUSIP: 89602RGA7<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51440.28     | 0.02%             | 2054-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE & T                   | CUSIP: 89602RGB5<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    155000 | PA      | $138517.32    | 0.05%             | 2054-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH NY BRIDGE                    | CUSIP: 89602RGP4<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     95000 | PA      | $97747.87     | 0.04%             | 2051-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH NY BRIDGE                    | CUSIP: 89602RGR0<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     40000 | PA      | $35352.54     | 0.01%             | 2056-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE-A                     | CUSIP: 89602RHR9<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10433.26     | 0.00%             | 2047-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE-A                     | CUSIP: 89602RHS7<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     85000 | PA      | $75895.34     | 0.03%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE-A                     | CUSIP: 89602RHT5<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15839.33     | 0.01%             | 2057-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE-B-1                   | CUSIP: 89602RKV6<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     60000 | PA      | $63000.95     | 0.02%             | 2053-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE-A-1                   | CUSIP: 89602RLT0<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26481.20     | 0.01%             | 2051-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE-A-1                   | CUSIP: 89602RLU7<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     30000 | PA      | $26809.80     | 0.01%             | 2054-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIB BRIDGE-A-1                         | CUSIP: 89602RNH4<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5274.41      | 0.00%             | 2047-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIB BRIDGE-A-1                         | CUSIP: 89602RNL5<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16197.48     | 0.01%             | 2053-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE-A                     | CUSIP: 896032AU3<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     50000 | PA      | $54919.72     | 0.02%             | 2043-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE-A                     | CUSIP: 896032AV1<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    170000 | PA      | $184713.98    | 0.07%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE-A                     | CUSIP: 896032AY5<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     40000 | PA      | $43038.21     | 0.02%             | 2047-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE-A                     | CUSIP: 896032BA6<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26032.96     | 0.01%             | 2050-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE-A                     | CUSIP: 896032BB4<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52936.51     | 0.02%             | 2054-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH BRIDGE-A                     | CUSIP: 896032BD0<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53678.40     | 0.02%             | 2059-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority Sales Tax Revenue                           | TRIBOROUGH BRIDGE-A                     | CUSIP: 896035BD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $78631.02     | 0.03%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority Sales Tax Revenue                           | TRIBOROUGH BRIDGE-A                     | CUSIP: 896035BF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $44822.25     | 0.02%             | 2057-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority Sales Tax Revenue                           | TRIBOROUGH BRIDGE-A                     | CUSIP: 896035BG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $108561.56    | 0.04%             | 2062-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority Sales Tax Revenue                           | TRIBOROUGH BRIDGE -A                    | CUSIP: 896035BY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $62449.16     | 0.02%             | 2048-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority Sales Tax Revenue                           | TRIBOROUGH BRIDGE -A                    | CUSIP: 896035BZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $46066.25     | 0.02%             | 2048-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority Sales Tax Revenue                           | TRIBOROUGH BRIDGE -A                    | CUSIP: 896035CA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $41625.08     | 0.02%             | 2053-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority Sales Tax Revenue                           | TRIBOROUGH BRIDGE -A                    | CUSIP: 896035CC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $104038.13    | 0.04%             | 2058-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority Sales Tax Revenue                           | TRIBOROUGH BRIDGE -A                    | CUSIP: 896035CD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $156366.66    | 0.06%             | 2058-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority Sales Tax Revenue                           | TRIBOROUGH BRIDGE -A                    | CUSIP: 896035CE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $44028.32     | 0.02%             | 2063-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority Sales Tax Revenue                           | TRIBOROUGH BRIDGE -A                    | CUSIP: 896035CF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $36784.46     | 0.01%             | 2063-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority Sales Tax Revenue                           | TRIBOROUGH BRIDGE-A-1                   | CUSIP: 896035DC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $36469.78     | 0.01%             | 2049-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority Sales Tax Revenue                           | TRIBOROUGH BRIDGE-A-1                   | CUSIP: 896035DD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $54464.18     | 0.02%             | 2054-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority Sales Tax Revenue                           | TRIBOROUGH BRIDGE-A-1                   | CUSIP: 896035DE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $92769.84     | 0.04%             | 2054-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority Sales Tax Revenue                           | TRIBOROUGH BRIDGE-A-1                   | CUSIP: 896035DF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $77925.83     | 0.03%             | 2059-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority Sales Tax Revenue                           | TRIBOROUGH BRIDGE-A-1                   | CUSIP: 896035DG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $113089.61    | 0.04%             | 2064-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority Sales Tax Revenue                           | TRIBOROUGH BRIDGE-A-1                   | CUSIP: 896035DH2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $217622.48    | 0.08%             | 2064-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority Sales Tax Revenue                           | TRIBOROUGH BRIDGE-A-2                   | CUSIP: 896035DJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $77708.97     | 0.03%             | 2059-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Troy School District/MI                                                          | TROY SCH DIST                           | CUSIP: 897404TZ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26208.74     | 0.01%             | 2047-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Troy Capital Resource Corp                                                       | TROY NY CAPITAL RESO                    | CUSIP: 897579BY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $14548.09     | 0.01%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Twin Rivers Unified School District                                              | TWIN RIVERS USD-CABS                    | CUSIP: 90171TDG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $75997.34     | 0.03%             | 2041-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Twin Rivers Unified School District                                              | TWIN RIVERS UNIF SD-C                   | CUSIP: 90171TEK2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $17418.37     | 0.01%             | 2044-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Tyler Independent School District                                                | TYLER ISD                               | CUSIP: 902273XQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $60684.81     | 0.02%             | 2047-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Union NC Enterprise System Revenue                                     | UNION CO -REV                           | CUSIP: 906400GD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $19939.02     | 0.01%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| County of Union NC Enterprise System Revenue                                     | UNION CO -REV                           | CUSIP: 906400GE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $14813.35     | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| University of South Carolina                                                     | UNIV OF S CAROLINA -A                   | CUSIP: 913367FN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15785.62     | 0.01%             | 2046-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of South Carolina                                                     | UNIV OF S CAROLINA -A                   | CUSIP: 913367FP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $45277.57     | 0.02%             | 2051-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Alabama/The                                                        | UNIV AL-A-REF                           | CUSIP: 914026NH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $121966.25    | 0.05%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| University of Arkansas                                                           | UNIV OF ARKANSAS AR-A                   | CUSIP: 914073BA8<br>LEI: 549300FFADBQ3NEI2D96 | Long             | DBT              | MUN               | US        |    100000 | PA      | $104560.40    | 0.04%             | 2045-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Arkansas                                                           | ARKANSAS UNIV BRD-A                     | CUSIP: 914073DV0<br>LEI: 549300FFADBQ3NEI2D96 | Long             | DBT              | MUN               | US        |    175000 | PA      | $180170.17    | 0.07%             | 2052-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Cincinnati                                                         | UNIV OF CINCINNATI-A                    | CUSIP: 9141194W9<br>LEI: 549300E0RD3ICJ858L23 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41383.63     | 0.02%             | 2049-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-M                    | CUSIP: 91412G2L8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $182317.32    | 0.07%             | 2047-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-M                    | CUSIP: 91412G2M6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $95159.45     | 0.04%             | 2047-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-M                    | CUSIP: 91412G2N4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $75670.97     | 0.03%             | 2052-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA                      | CUSIP: 91412GQ81<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $105061.91    | 0.04%             | 2036-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-AZ                   | CUSIP: 91412HAZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $103392.58    | 0.04%             | 2043-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-AZ                   | CUSIP: 91412HBB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51155.76     | 0.02%             | 2048-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CA -REF-O                       | CUSIP: 91412HDB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $127840.09    | 0.05%             | 2048-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CA -REF-O                       | CUSIP: 91412HDC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $61971.96     | 0.02%             | 2048-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CA -REF-O                       | CUSIP: 91412HDE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $167767.92    | 0.06%             | 2058-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-BE                   | CUSIP: 91412HHC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $65744.53     | 0.03%             | 2040-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-BE                   | CUSIP: 91412HHG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $72881.00     | 0.03%             | 2047-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-BE                   | CUSIP: 91412HHH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $37525.02     | 0.01%             | 2050-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-BE                   | CUSIP: 91412HHJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $99435.16     | 0.04%             | 2050-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-BH                   | CUSIP: 91412HJG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $47077.32     | 0.02%             | 2051-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-Q                    | CUSIP: 91412HKM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15622.64     | 0.01%             | 2036-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-Q                    | CUSIP: 91412HKS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10099.00     | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-Q                    | CUSIP: 91412HKT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $78533.71     | 0.03%             | 2046-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-Q                    | CUSIP: 91412HKU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $29794.80     | 0.01%             | 2051-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-Q                    | CUSIP: 91412HKV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4629.32      | 0.00%             | 2051-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA CA                   | CUSIP: 91412HND1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $234512.78    | 0.09%             | 2052-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CA REGENTS                      | CUSIP: 91412HPM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $178638.30    | 0.07%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CA REGENTS                      | CUSIP: 91412HPR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5473.38      | 0.00%             | 2041-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA CA                   | CUSIP: 91412HQR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $50897.82     | 0.02%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA CA                   | CUSIP: 91412HQW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $88086.73     | 0.03%             | 2042-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA CA                   | CUSIP: 91412HQX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $43832.15     | 0.02%             | 2043-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-BV                   | CUSIP: 91412HRU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $61589.93     | 0.02%             | 2039-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-BV                   | CUSIP: 91412HRV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $55727.46     | 0.02%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-BV                   | CUSIP: 91412HRX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $88086.73     | 0.03%             | 2042-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-BV                   | CUSIP: 91412HRY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $49311.17     | 0.02%             | 2043-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | CA UNIV REGENTS-BW                      | CUSIP: 91412HTB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $184239.65    | 0.07%             | 2054-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | REGENTS OF UNIV CA-BZ                   | CUSIP: 91412HUE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5730.59      | 0.00%             | 2040-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | REGENTS OF UNIV CA-BZ                   | CUSIP: 91412HUF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $16901.57     | 0.01%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | CA UNIV REGENTS-CA                      | CUSIP: 91412HUR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $40081.60     | 0.02%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | CA UNIV REGENTS-CC                      | CUSIP: 91412HVU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10871.22     | 0.00%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | CA UNIV REGENTS-CC                      | CUSIP: 91412HVV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $21600.32     | 0.01%             | 2046-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | CA UNIV REGENTS-CC                      | CUSIP: 91412HVY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $185391.26    | 0.07%             | 2053-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | CA UNIV REGENTS-CC                      | CUSIP: 91412HVZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $101805.29    | 0.04%             | 2055-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | CA UNIV REGENTS-CC                      | CUSIP: 91412HWA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $64603.39     | 0.02%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | CA REGENTS UNIV-CD                      | CUSIP: 91412HWH2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $256575.09    | 0.10%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | CA REGENTS UNIV-CD                      | CUSIP: 91412HWJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $192564.24    | 0.07%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | CA REGENTS UNIV-CD                      | CUSIP: 91412HWK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $58885.63     | 0.02%             | 2040-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | CA REGENTS UNIV-CD                      | CUSIP: 91412HWL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $96893.75     | 0.04%             | 2040-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV CA REGENTS-CE                      | CUSIP: 91412HWX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $93511.79     | 0.04%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV CA REGENTS-CE                      | CUSIP: 91412HWY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $57754.56     | 0.02%             | 2037-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV CA REGENTS-CE                      | CUSIP: 91412HXA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $118003.88    | 0.05%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV CA REGENTS-CE                      | CUSIP: 91412HXB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $85106.52     | 0.03%             | 2040-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV CA REGENTS-CE                      | CUSIP: 91412HXC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $90284.92     | 0.03%             | 2041-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV CA REGENTS-CE                      | CUSIP: 91412HXD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $56105.27     | 0.02%             | 2042-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV CA REGENTS-CF                      | CUSIP: 91412HXV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $34652.74     | 0.01%             | 2037-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV CA REGENTS-CF                      | CUSIP: 91412HXW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $57431.56     | 0.02%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV CA REGENTS-CF                      | CUSIP: 91412HXY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $85106.52     | 0.03%             | 2040-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV CA REGENTS-CF                      | CUSIP: 91412HYA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $11221.05     | 0.00%             | 2042-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV CA REGENTS-CF                      | CUSIP: 91412HYC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $55277.83     | 0.02%             | 2044-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV CA REGENTS-CF                      | CUSIP: 91412HYD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $21900.90     | 0.01%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIF-K-PRERE                   | CUSIP: 91412HYF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $275162.14    | 0.11%             | 2046-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIF-K-UNREF                   | CUSIP: 91412HYG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $67388.64     | 0.03%             | 2046-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Colorado                                                           | UNIV OF COLORADO-A-2                    | CUSIP: 91417KY70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $89081.93     | 0.03%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Houston                                                            | UNIV HOUSTON BRD RGTS                   | CUSIP: 914302KL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $53424.81     | 0.02%             | 2042-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Board of Trustees of the University of Illinois/The                              | UNIV OF ILLINOIS-A                      | CUSIP: 914353V38<br>LEI: 549300VD8PPC4Q5HK850 | Long             | DBT              | MUN               | US        |     10000 | PA      | $9807.46      | 0.00%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Kentucky                                                           | UNIV KENTUCKY-A                         | CUSIP: 914378FC3<br>LEI: 549300CXE3YQ1HXYCQ71 | Long             | DBT              | MUN               | US        |     70000 | PA      | $68493.94     | 0.03%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Kentucky                                                           | UNIV OF KENTUCKY                        | CUSIP: 914383AX2<br>LEI: 549300CXE3YQ1HXYCQ71 | Long             | DBT              | MUN               | US        |     10000 | PA      | $8989.55      | 0.00%             | 2054-10-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| University System of Maryland                                                    | UNIV SYS OF MARYLAND                    | CUSIP: 91440ABA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $27837.63     | 0.01%             | 2051-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                                   | UNIV MA BLDG-2                          | CUSIP: 914437WV6<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |     50000 | PA      | $57617.78     | 0.02%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                                   | UNIV OF MA BLDG AUTH                    | CUSIP: 914440QN5<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |     55000 | PA      | $53197.25     | 0.02%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                                   | UNIV OF MASSACHUSETTS                   | CUSIP: 914440SB9<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102392.77    | 0.04%             | 2050-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                                   | UNIV OF MASS BLDG AUT                   | CUSIP: 914440UF7<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |     25000 | PA      | $23866.86     | 0.01%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                                   | UNIV OF MASS BLDG AUT                   | CUSIP: 914440UG5<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |     45000 | PA      | $46152.04     | 0.02%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN MI                     | CUSIP: 914455SB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $281932.53    | 0.11%             | 2048-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Nebraska Facilities Corp/The                                       | UNIV OF NEBRASKA FACS                   | CUSIP: 914639LF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $47575.12     | 0.02%             | 2062-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Nebraska Facilities Corp/The                                       | UNIV OF NEBRASKA FACS                   | CUSIP: 914639LH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $28123.02     | 0.01%             | 2054-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| University of North Dakota                                                       | UNIV OF N DAKOTA                        | CUSIP: 914724CT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $23457.33     | 0.01%             | 2061-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| University of North Texas System                                                 | UNIV OF N TEXAS-A                       | CUSIP: 914729TV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $155005.73    | 0.06%             | 2050-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of North Texas System                                                 | UNIV OF N TEXAS UNIV                    | CUSIP: 914729WH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $71054.60     | 0.03%             | 2047-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Oregon                                                             | UNIV OF OREGON                          | CUSIP: 914767AD0<br>LEI: 549300FHOP2K4GYRPY40 | Long             | DBT              | MUN               | US        |    135000 | PA      | $138787.03    | 0.05%             | 2050-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Oklahoma/The                                                       | OK UNIV-A-REF                           | CUSIP: 91476PZS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $36278.44     | 0.01%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - University of Texas System                           | UNIV OF TEXAS SYS BRD                   | CUSIP: 915130AC2<br>LEI: 549300GZUEUTLKVGLF98 | Long             | DBT              | MUN               | US        |    105000 | PA      | $115164.45    | 0.04%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - University of Texas System                           | REGENTS BRD TX-A -REF                   | CUSIP: 915130AR9<br>LEI: 549300GZUEUTLKVGLF98 | Long             | DBT              | MUN               | US        |    110000 | PA      | $123503.31    | 0.05%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - University of Texas System                           | REGENTS BRD TX-A -REF                   | CUSIP: 915130AS7<br>LEI: 549300GZUEUTLKVGLF98 | Long             | DBT              | MUN               | US        |     50000 | PA      | $55837.16     | 0.02%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - University of Texas System                           | REGENTS BRD TX-A -REF                   | CUSIP: 915130AT5<br>LEI: 549300GZUEUTLKVGLF98 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16663.36     | 0.01%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - University of Texas System                           | TX UNIV BRD RGTS-B                      | CUSIP: 915130BJ6<br>LEI: 549300GZUEUTLKVGLF98 | Long             | DBT              | MUN               | US        |    190000 | PA      | $213322.77    | 0.08%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - University of Texas System                           | TX UNIV BRD RGTS-B                      | CUSIP: 915130BK3<br>LEI: 549300GZUEUTLKVGLF98 | Long             | DBT              | MUN               | US        |    100000 | PA      | $111674.31    | 0.04%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - University of Texas System                           | UNIV OF TEXAS-A-REF                     | CUSIP: 915130CD8<br>LEI: 549300GZUEUTLKVGLF98 | Long             | DBT              | MUN               | US        |     75000 | PA      | $82989.80     | 0.03%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - University of Texas System                           | UNIV OF TEXAS-A-REF                     | CUSIP: 915130CF3<br>LEI: 549300GZUEUTLKVGLF98 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5448.79      | 0.00%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - University of Texas System                           | UNIV OF TX SYS-A                        | CUSIP: 915130CU0<br>LEI: 549300GZUEUTLKVGLF98 | Long             | DBT              | MUN               | US        |    100000 | PA      | $118988.09    | 0.05%             | 2037-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | UNIV OF TEXAS TX-BOR                    | CUSIP: 91514AJV8<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    250000 | PA      | $276628.33    | 0.11%             | 2049-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | UNIV OF TEXAS UNIV-A                    | CUSIP: 91514AJY2<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |     15000 | PA      | $12273.00     | 0.00%             | 2050-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | UNIV OF TEXAS TX UNIV                   | CUSIP: 91514AKM6<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |     30000 | PA      | $19310.47     | 0.01%             | 2051-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | TX UNIV SYS BRD-A-REF                   | CUSIP: 91514ALD5<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |     50000 | PA      | $39239.25     | 0.02%             | 2052-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | UNIV OF TEXAS SYS BRD                   | CUSIP: 91514ALH6<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |     80000 | PA      | $85697.25     | 0.03%             | 2043-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | TX UNIV SYS BRD-A-REF                   | CUSIP: 91514ALV5<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |     50000 | PA      | $56548.75     | 0.02%             | 2036-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | TX UNIV SYS BRD-A-REF                   | CUSIP: 91514ALW3<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |     50000 | PA      | $56173.94     | 0.02%             | 2037-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | TX UNIV SYS BRD-A-REF                   | CUSIP: 91514ALY9<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    100000 | PA      | $111167.32    | 0.04%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | UNIV TX SYS BRD-B                       | CUSIP: 91514AMM4<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |     90000 | PA      | $100050.59    | 0.04%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | UNIV TX SYS BRD-B                       | CUSIP: 91514AMN2<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |     45000 | PA      | $49910.99     | 0.02%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | UNIV TX SYS BRD-B                       | CUSIP: 91514AMP7<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |     40000 | PA      | $44194.89     | 0.02%             | 2041-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | UNIV TX SYS BRD-B                       | CUSIP: 91514AMQ5<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    160000 | PA      | $175679.49    | 0.07%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | UNIV TX SYS BRD-B                       | CUSIP: 91514AMR3<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |     75000 | PA      | $68115.91     | 0.03%             | 2054-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | UNIV TX SYS BRD-A                       | CUSIP: 91514APA7<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |     75000 | PA      | $87211.12     | 0.03%             | 2036-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | UNIV TX SYS BRD-A                       | CUSIP: 91514APC3<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |     45000 | PA      | $52660.95     | 0.02%             | 2038-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Utah/The                                                           | UTAH BRD HGR EDU -B                     | CUSIP: 9151832A4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $70505.75     | 0.03%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Utah/The                                                           | UNIV OF UTAH UT REVEN                   | CUSIP: 9151833S4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $37160.71     | 0.01%             | 2048-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| University of Utah/The                                                           | UNIV OF UTAH UT REVEN                   | CUSIP: 9151833T2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26246.28     | 0.01%             | 2053-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| University of Utah/The                                                           | UNIV OF UTAH UT REVEN                   | CUSIP: 915183X85<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $57399.48     | 0.02%             | 2046-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Utah/The                                                           | UNIV OF UTAH UT REVEN                   | CUSIP: 915183X93<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $88629.67     | 0.03%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV OF VA-A-REF                        | CUSIP: 915217WM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $127145.83    | 0.05%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV OF VA-A-REF                        | CUSIP: 915217WP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $258494.39    | 0.10%             | 2042-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV OF VA-A-REV                        | CUSIP: 915217XL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $103482.83    | 0.04%             | 2051-11-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| University of Washington                                                         | UNIV OF WASHINGTON-C                    | CUSIP: 91523NLH7<br>LEI: T8YS5W0N70BYCTHPA429 | Long             | DBT              | MUN               | US        |     40000 | PA      | $34285.63     | 0.01%             | 2042-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| University of Washington                                                         | UNIV OF WASHINGTON-A                    | CUSIP: 91523NRL2<br>LEI: T8YS5W0N70BYCTHPA429 | Long             | DBT              | MUN               | US        |     70000 | PA      | $70470.64     | 0.03%             | 2046-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| University of Washington                                                         | UNIV OF WA-B-REF                        | CUSIP: 91523NZK5<br>LEI: T8YS5W0N70BYCTHPA429 | Long             | DBT              | MUN               | US        |    100000 | PA      | $109881.13    | 0.04%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upland Unified School District                                                   | UPLAND USD-C-2008-CAB                   | CUSIP: 91537PFB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $21281.57     | 0.01%             | 2045-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Upland Unified School District                                                   | UPLAND USD-C-2008-CAB                   | CUSIP: 91537PFE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $13637.40     | 0.01%             | 2050-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Utah Transit Authority                                                           | UTAH ST TRANSIT AUTH                    | CUSIP: 917567DY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $55011.35     | 0.02%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Utah Transit Authority                                                           | UTAH ST TRANSIT-REF                     | CUSIP: 917567HL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $56701.18     | 0.02%             | 2037-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Utah Transit Authority                                                           | UTAH ST TRANSIT-REF                     | CUSIP: 917567HN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $39263.43     | 0.02%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Utah Transit Authority                                                           | UTAH ST TRANSIT-REF                     | CUSIP: 917567HW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $129263.59    | 0.05%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Utah Transit Authority                                                           | UTAH ST TRANSIT-REF                     | CUSIP: 917567HX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $95032.69     | 0.04%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Utah Transit Authority                                                           | UTAH TRANSIT AUTH-REF                   | CUSIP: 917567JS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $110638.33    | 0.04%             | 2043-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Utah Telecommunication Open Infrastructure Agency                                | UT TELECOM OPEN INFR                    | CUSIP: 91756SAP8<br>LEI: 549300LCGT5UXUJ1LP77 | Long             | DBT              | MUN               | US        |     30000 | PA      | $33102.45     | 0.01%             | 2037-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Utah Telecommunication Open Infrastructure Agency                                | UT TELECOM OPEN INFR                    | CUSIP: 91756SAR4<br>LEI: 549300LCGT5UXUJ1LP77 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102790.20    | 0.04%             | 2040-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Utility Debt Securitization Authority                                            | UTILITY DEBT SECZ-TE1                   | CUSIP: 91802RFN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $22156.16     | 0.01%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Utility Debt Securitization Authority                                            | UTILITY DEBT-TE-1-REF                   | CUSIP: 91802RGY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $83911.82     | 0.03%             | 2041-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Utility Debt Securitization Authority                                            | UTILITY D SECZ-TE-2                     | CUSIP: 91802RHG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20990.42     | 0.01%             | 2050-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Utility Debt Securitization Authority                                            | UTILITY-TE-2                            | CUSIP: 91802RJE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $87059.54     | 0.03%             | 2038-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Utility Debt Securitization Authority                                            | UTILITY-TE-2                            | CUSIP: 91802RJG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $188400.61    | 0.07%             | 2040-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ventura Unified School District                                                  | VENTURA UNIF SD-B                       | CUSIP: 923004UK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $48883.78     | 0.02%             | 2051-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ventura Unified School District                                                  | VENTURA UNIF SD-B                       | CUSIP: 923004UL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52960.48     | 0.02%             | 2055-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Via Metropolitan Transit Advanced Transportation District Sales Tax Revenue      | VIA MET TRANSIT ADVAN                   | CUSIP: 92555FDG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $78537.74     | 0.03%             | 2049-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Via Metropolitan Transit Advanced Transportation District Sales Tax Revenue      | VIA MET TRANSIT ADVAN                   | CUSIP: 92555FDH2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $138922.08    | 0.05%             | 2054-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virginia College Building Authority                                              | VIRGINIA ST CLG BLDG                    | CUSIP: 92778VEL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10027.29     | 0.00%             | 2037-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virginia College Building Authority                                              | VA CLG BLDG AUTH-A                      | CUSIP: 92778VGQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $33477.48     | 0.01%             | 2037-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Virginia College Building Authority                                              | VA CLG BLDG AUTH-A                      | CUSIP: 92778VGR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $51292.79     | 0.02%             | 2038-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Virginia College Building Authority                                              | VA CLG BLDG AUTH-A                      | CUSIP: 92778VGS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $73417.12     | 0.03%             | 2039-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Virginia College Building Authority                                              | VA CLG BLDG AUTH-A                      | CUSIP: 92778VLA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $47755.45     | 0.02%             | 2036-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Virginia College Building Authority                                              | VA CLG BLDG AUTH-A                      | CUSIP: 92778VLB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $75913.43     | 0.03%             | 2037-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virginia College Building Authority                                              | VA CLG BLDG AUTH-A                      | CUSIP: 92778VLC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $46350.19     | 0.02%             | 2038-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Virginia College Building Authority                                              | VA CLG BLDG AUTH-A                      | CUSIP: 92778VLE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $53949.30     | 0.02%             | 2040-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Virginia College Building Authority                                              | VIRGINIA ST CLG BLDG                    | CUSIP: 92778VLZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $27322.21     | 0.01%             | 2037-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia College Building Authority                                              | VIRGINIA ST CLG BLDG                    | CUSIP: 92778VMD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $59966.74     | 0.02%             | 2041-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Virginia College Building Authority                                              | VIRGINIA ST CLG BLDG                    | CUSIP: 92778VMF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $37559.33     | 0.01%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia College Building Authority                                              | VIRGINIA ST CLG BLDG                    | CUSIP: 92778VMV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5536.88      | 0.00%             | 2037-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia College Building Authority                                              | VIRGINIA ST CLG BLDG                    | CUSIP: 92778VNB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $24825.54     | 0.01%             | 2043-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virginia College Building Authority                                              | VIRGINIA CLG BLDG-A                     | CUSIP: 92778VPF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $28126.61     | 0.01%             | 2037-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia College Building Authority                                              | VIRGINIA CLG BLDG-A                     | CUSIP: 92778VPL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $95039.43     | 0.04%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virginia Commonwealth Transportation Board                                       | VIRGINIA ST CMWLTH TR                   | CUSIP: 927793C72<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9919.38      | 0.00%             | 2042-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virginia Commonwealth Transportation Board                                       | VA CMWLTH TRANS-REF                     | CUSIP: 927793Q36<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $72487.12     | 0.03%             | 2037-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virginia Port Authority Commonwealth Port Fund                                   | VA PORT AUTH                            | CUSIP: 928075KG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $106247.15    | 0.04%             | 2048-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Virginia Public Building Authority                                               | VIRGINIA PUB BLDG-A                     | CUSIP: 928173AQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $82683.88     | 0.03%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Public Building Authority                                               | VIRGINIA PUB BLDG-A                     | CUSIP: 928173AT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30414.98     | 0.01%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virginia Resources Authority                                                     | VIRGINIA RES AUTH-C                     | CUSIP: 92818MBW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $71592.95     | 0.03%             | 2046-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Vista Unified School District                                                    | VISTA USD-B                             | CUSIP: 928346QW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52940.75     | 0.02%             | 2048-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Volusia County Educational Facility Authority                                    | VOLUSIA CNTY FL EDUCT                   | CUSIP: 928836NE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $168067.33    | 0.06%             | 2049-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Waco TX                                                                  | WACO-A-CTFS OBLIG                       | CUSIP: 929831YX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $73031.67     | 0.03%             | 2049-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Waco Educational Finance Corp                                                    | WACO EDU FIN CORP                       | CUSIP: 929833CV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $29920.81     | 0.01%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Waco Independent School District                                                 | WACO ISD                                | CUSIP: 929845WC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $35939.14     | 0.01%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Wakefield MA                                                             | WAKEFIELD TWN                           | CUSIP: 931065XK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $106200.78    | 0.04%             | 2050-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Walled Lake Consolidated School District                                         | WALLED LAKE CONSOL SD                   | CUSIP: 932423VE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35904.60     | 0.01%             | 2050-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Waller Consolidated Independent School District                                  | WALLER ISD                              | CUSIP: 932493HX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $45801.95     | 0.02%             | 2050-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Waller Consolidated Independent School District                                  | WALLER ISD-A                            | CUSIP: 932493LY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $90315.69     | 0.03%             | 2053-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WBRP 3.2                                                                         | WBRP 3.2 WA-SER A                       | CUSIP: 937308AT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $94636.60     | 0.04%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Washington & Multnomah Counties School District No 48J Beaverton                 | BEAVERTON SD #48J-A                     | CUSIP: 9384292J5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $32260.60     | 0.01%             | 2037-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Washington & Multnomah Counties School District No 48J Beaverton                 | BEAVERTON SD #48J-A                     | CUSIP: 9384292S5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $19693.62     | 0.01%             | 2045-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Washington & Multnomah Counties School District No 48J Beaverton                 | BEAVERTON SD-A #48J                     | CUSIP: 938429X44<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $25462.93     | 0.01%             | 2041-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Washington & Multnomah Counties School District No 48J Beaverton                 | BEAVERTON SD-A #48J                     | CUSIP: 938429Y35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $68303.54     | 0.03%             | 2048-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority                                   | WASHINGTON DC MET-B                     | CUSIP: 938782FR5<br>LEI: 549300ADKOK76HQMJS30 | Long             | DBT              | MUN               | US        |    180000 | PA      | $183516.19    | 0.07%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority                                   | WASHINGTON DC MET-B                     | CUSIP: 938782FS3<br>LEI: 549300ADKOK76HQMJS30 | Long             | DBT              | MUN               | US        |     65000 | PA      | $66234.04     | 0.03%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority                                   | WASHINGTON DC MET-B                     | CUSIP: 938782FT1<br>LEI: 549300ADKOK76HQMJS30 | Long             | DBT              | MUN               | US        |    300000 | PA      | $305050.68    | 0.12%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority Dedicated Revenue                 | WASHINGTON MET AREA-A                   | CUSIP: 93878YAQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $31941.31     | 0.01%             | 2037-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority Dedicated Revenue                 | WASHINGTON MET AREA-A                   | CUSIP: 93878YAR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $21229.06     | 0.01%             | 2038-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority Dedicated Revenue                 | WASHINGTON MET AREA-A                   | CUSIP: 93878YAS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $31750.56     | 0.01%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority Dedicated Revenue                 | WASHINGTON MET AREA-A                   | CUSIP: 93878YAV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $41319.94     | 0.02%             | 2045-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority Dedicated Revenue                 | WA MET AREA TRANSIT-A                   | CUSIP: 93878YBM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $146764.59    | 0.06%             | 2038-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority Dedicated Revenue                 | WA MET AREA TRANSIT-A                   | CUSIP: 93878YBS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $123667.99    | 0.05%             | 2043-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority Dedicated Revenue                 | WA MET AREA TRANSIT-A                   | CUSIP: 93878YBT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $47726.56     | 0.02%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority Dedicated Revenue                 | WASHINGTON MET AREA-A                   | CUSIP: 93878YCS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $23909.73     | 0.01%             | 2047-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority Dedicated Revenue                 | WASHINGTON MET AREA-A                   | CUSIP: 93878YCT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $106107.77    | 0.04%             | 2051-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority Dedicated Revenue                 | WASHINGTON DC MET ARE                   | CUSIP: 93878YDQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15943.92     | 0.01%             | 2044-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority Dedicated Revenue                 | WASHINGTON DC MET ARE                   | CUSIP: 93878YDT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $104019.06    | 0.04%             | 2053-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority Dedicated Revenue                 | WA MET AREA TRANSIT-A                   | CUSIP: 93878YDV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25693.59     | 0.01%             | 2054-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority Dedicated Revenue                 | WA MET AREA TRANSIT-A                   | CUSIP: 93878YDW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $47593.64     | 0.02%             | 2056-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority Dedicated Revenue                 | WA MET AREA TRANSIT-A                   | CUSIP: 93878YDX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25669.14     | 0.01%             | 2056-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority Dedicated Revenue                 | WA MET AREA TRANSIT-A                   | CUSIP: 93878YDY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $142473.65    | 0.05%             | 2059-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority Dedicated Revenue                 | WA MET AREA TRANSIT-A                   | CUSIP: 93878YDZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $94056.97     | 0.04%             | 2059-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority Dedicated Revenue                 | WA MET AREA TRANSIT-A                   | CUSIP: 93878YEB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $47203.20     | 0.02%             | 2055-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority Dedicated Revenue                 | WA MET AREA TRANSIT-A                   | CUSIP: 93878YEC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35949.75     | 0.01%             | 2060-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST                           | CUSIP: 93974D2V9<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10237.59     | 0.00%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON-D                            | CUSIP: 93974DF94<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60767.93     | 0.02%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON-D                            | CUSIP: 93974DG44<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     55000 | PA      | $55597.65     | 0.02%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON-D                            | CUSIP: 93974DG51<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     65000 | PA      | $65662.92     | 0.03%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST                           | CUSIP: 93974DYM4<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30137.62     | 0.01%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST                           | CUSIP: 93974DYR3<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50189.03     | 0.02%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST-R-C-REF                   | CUSIP: 93974E2B1<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     30000 | PA      | $34082.98     | 0.01%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST-R-C-REF                   | CUSIP: 93974E2C9<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     60000 | PA      | $67714.39     | 0.03%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST-A                         | CUSIP: 93974E2R6<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     40000 | PA      | $45443.97     | 0.02%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST-A                         | CUSIP: 93974E2T2<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    100000 | PA      | $112025.18    | 0.04%             | 2038-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST -A                        | CUSIP: 93974E2X3<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     55000 | PA      | $60376.90     | 0.02%             | 2042-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST-C                         | CUSIP: 93974E6T8<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     30000 | PA      | $34176.64     | 0.01%             | 2037-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST-C                         | CUSIP: 93974E6X9<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    105000 | PA      | $116507.17    | 0.04%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST-C                         | CUSIP: 93974E7B6<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    115000 | PA      | $123934.67    | 0.05%             | 2045-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST-C                         | CUSIP: 93974E7C4<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     65000 | PA      | $69357.28     | 0.03%             | 2046-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST-C                         | CUSIP: 93974E7E0<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52621.33     | 0.02%             | 2048-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST-2020A                     | CUSIP: 93974EAQ9<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    100000 | PA      | $105508.56    | 0.04%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST-2020A                     | CUSIP: 93974EAR7<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26311.41     | 0.01%             | 2038-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST-2020A                     | CUSIP: 93974EAS5<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     95000 | PA      | $99701.56     | 0.04%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST-2020A                     | CUSIP: 93974EAV8<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10432.11     | 0.00%             | 2042-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WA ST-SER R-2023A-REF                   | CUSIP: 93974EC95<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16720.85     | 0.01%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST                           | CUSIP: 93974EDQ6<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53091.12     | 0.02%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST                           | CUSIP: 93974EDS2<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    170000 | PA      | $179673.58    | 0.07%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WA ST-SER R-2023B-REF                   | CUSIP: 93974EE93<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     10000 | PA      | $11140.69     | 0.00%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHING ST -C                           | CUSIP: 93974EEJ1<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5339.83      | 0.00%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHING ST -C                           | CUSIP: 93974EEN2<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26403.02     | 0.01%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHING ST -C                           | CUSIP: 93974EEP7<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     70000 | PA      | $73681.89     | 0.03%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHING ST -C                           | CUSIP: 93974EEQ5<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    115000 | PA      | $120637.27    | 0.05%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST-A                         | CUSIP: 93974EG83<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     50000 | PA      | $56069.28     | 0.02%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST-A                         | CUSIP: 93974EH33<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     55000 | PA      | $60618.56     | 0.02%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST-A                         | CUSIP: 93974EH58<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     70000 | PA      | $76498.62     | 0.03%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST-A                         | CUSIP: 93974EH74<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    100000 | PA      | $108158.49    | 0.04%             | 2043-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST-A                         | CUSIP: 93974EJ23<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     90000 | PA      | $95151.98     | 0.04%             | 2046-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST-A                         | CUSIP: 93974EJ49<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52245.57     | 0.02%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST-A                         | CUSIP: 93974EJG2<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    100000 | PA      | $106142.93    | 0.04%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST-A                         | CUSIP: 93974EJH0<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     70000 | PA      | $74112.88     | 0.03%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST-A                         | CUSIP: 93974EJJ6<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     55000 | PA      | $58055.29     | 0.02%             | 2042-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST-A                         | CUSIP: 93974EJK3<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     85000 | PA      | $89396.28     | 0.03%             | 2043-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST -C                        | CUSIP: 93974ELU8<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26638.08     | 0.01%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST -C                        | CUSIP: 93974ELV6<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    100000 | PA      | $106014.09    | 0.04%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST-R-2024A                   | CUSIP: 93974EQ58<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    125000 | PA      | $138874.05    | 0.05%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST -A                        | CUSIP: 93974ERT5<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     90000 | PA      | $97390.13     | 0.04%             | 2038-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST -A                        | CUSIP: 93974ERX6<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15982.34     | 0.01%             | 2042-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST -A                        | CUSIP: 93974ESA5<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26222.39     | 0.01%             | 2045-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST-C                         | CUSIP: 93974EU20<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     35000 | PA      | $39092.97     | 0.02%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST-C                         | CUSIP: 93974EU38<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16664.89     | 0.01%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST-C                         | CUSIP: 93974EU46<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    100000 | PA      | $110585.03    | 0.04%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST -C                        | CUSIP: 93974EU95<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     55000 | PA      | $58854.97     | 0.02%             | 2045-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST-C-REF                     | CUSIP: 93974EVE3<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     90000 | PA      | $98552.52     | 0.04%             | 2037-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST-C                         | CUSIP: 93974EVN3<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10538.35     | 0.00%             | 2045-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST-C                         | CUSIP: 93974EVP8<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52351.95     | 0.02%             | 2046-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST-A-2                       | CUSIP: 93974EXP6<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     60000 | PA      | $65640.95     | 0.03%             | 2038-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST-A-2                       | CUSIP: 93974EXU5<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    175000 | PA      | $187525.38    | 0.07%             | 2043-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST -A-3                      | CUSIP: 93974EXX9<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36760.54     | 0.01%             | 2046-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST                           | CUSIP: 93974EYX8<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     70000 | PA      | $77241.18     | 0.03%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST                           | CUSIP: 93974EZB5<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16227.08     | 0.01%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST- B                        | CUSIP: 93974EZC3<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26917.99     | 0.01%             | 2043-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST- B                        | CUSIP: 93974EZE9<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     60000 | PA      | $63731.11     | 0.02%             | 2045-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST- B                        | CUSIP: 93974EZG4<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52278.20     | 0.02%             | 2047-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST- B                        | CUSIP: 93974EZH2<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52104.02     | 0.02%             | 2048-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST-R-2025D                   | CUSIP: 93974FAN3<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     25000 | PA      | $28555.32     | 0.01%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST-R-2025D                   | CUSIP: 93974FAP8<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16991.39     | 0.01%             | 2038-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST-R-2025D                   | CUSIP: 93974FAR4<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     25000 | PA      | $28002.31     | 0.01%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST-A-GRP-1                   | CUSIP: 93974FBP7<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     15000 | PA      | $17258.86     | 0.01%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST-A-GRP-1                   | CUSIP: 93974FBQ5<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    100000 | PA      | $114221.29    | 0.04%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST-A-GRP-1                   | CUSIP: 93974FBV4<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16608.19     | 0.01%             | 2042-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST-A-GRP-1                   | CUSIP: 93974FBW2<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    120000 | PA      | $132052.34    | 0.05%             | 2043-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST-A-GRP-2                   | CUSIP: 93974FBY8<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21612.19     | 0.01%             | 2045-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST-A-GRP-2                   | CUSIP: 93974FBZ5<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5351.17      | 0.00%             | 2046-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington State Convention Center Public Facilities District                    | WASHINGTON ST CONVENT                   | CUSIP: 93976ABG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $120240.37    | 0.05%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington State Convention Center Public Facilities District                    | WASHINGTON ST CONVENT                   | CUSIP: 93976ABH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $68422.68     | 0.03%             | 2058-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Washington State Convention Center Public Facilities District                    | WASHINGTON ST CONVENT                   | CUSIP: 93976ABJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $49413.47     | 0.02%             | 2058-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington State Convention Center Public Facilities District                    | WASHINGTON ST CONVENT                   | CUSIP: 93976ACF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $99885.16     | 0.04%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington State Convention Center Public Facilities District                    | WASHINGTON ST CONVENT                   | CUSIP: 93976ACG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $27900.16     | 0.01%             | 2058-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Washington State Convention Center Public Facilities District                    | WA ST CONVENTION-B                      | CUSIP: 93976ADW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $16439.42     | 0.01%             | 2058-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| County of Washoe NV Gas Tax Revenue                                              | WASHOE CNTY NV HIGHWA                   | CUSIP: 940839DD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $62221.91     | 0.02%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Waxahachie Independent School District                                           | WAXAHACHIE ISD                          | CUSIP: 944097A61<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $93608.01     | 0.04%             | 2049-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Waxahachie Independent School District                                           | WAXAHACHIE ISD                          | CUSIP: 944097A79<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $59357.04     | 0.02%             | 2053-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Waxahachie Independent School District                                           | WAXAHACHIE ISD                          | CUSIP: 944097ZH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20843.32     | 0.01%             | 2048-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Waxahachie Independent School District                                           | WAXAHACHIE ISD                          | CUSIP: 944097ZJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $14318.71     | 0.01%             | 2053-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Wayne County Airport Authority                                                   | WAYNE CNTY MI ARPT AU                   | CUSIP: 944514C63<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15522.51     | 0.01%             | 2046-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wayne State University                                                           | WAYNE ST UNIV-A-GEN                     | CUSIP: 946303ZU1<br>LEI: 549300GWQMQVAS66E613 | Long             | DBT              | MUN               | US        |     50000 | PA      | $45955.68     | 0.02%             | 2048-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Weld County School District No RE-4                                              | WELD CO SD #RE-4                        | CUSIP: 949232FB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $42488.40     | 0.02%             | 2047-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| West Contra Costa Unified School District                                        | W CONTRA COSTA UNIF-B                   | CUSIP: 95234AAU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26036.89     | 0.01%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| West Harris County Regional Water Authority                                      | W HARRIS CNTY TX REGL                   | CUSIP: 95308RRH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $38887.01     | 0.01%             | 2058-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| West Harris County Regional Water Authority                                      | W HARRIS CO REGL WTR                    | CUSIP: 95308RWX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $41719.32     | 0.02%             | 2046-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| West Travis County Public Utility Agency                                         | W TRAVIS PUB UTL-REF                    | CUSIP: 95632CDW6<br>LEI: 549300O1CP7CFGPMMX97 | Long             | DBT              | MUN               | US        |     25000 | PA      | $24774.54     | 0.01%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| West Virginia Parkways Authority                                                 | WV PARKWAYS AUTH                        | CUSIP: 956510AX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15372.92     | 0.01%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| West Virginia Parkways Authority                                                 | WV PARKWAYS AUTH                        | CUSIP: 956510AY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $93382.88     | 0.04%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| West Virginia Parkways Authority                                                 | WEST VIRGINIA ST PARK                   | CUSIP: 956510BY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10371.11     | 0.00%             | 2047-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| West Virginia Parkways Authority                                                 | WEST VIRGINIA ST PARK                   | CUSIP: 956510BZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $44859.42     | 0.02%             | 2051-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of West Virginia                                                           | WEST VIRGINIA ST-B                      | CUSIP: 956553D40<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $175175.74    | 0.07%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of West Virginia                                                           | WEST VIRGINIA ST-A                      | CUSIP: 956553J85<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51987.87     | 0.02%             | 2043-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| White Settlement Independent School District                                     | WHITE SETTLEMENT ISD                    | CUSIP: 9645592K3<br>LEI: 549300B8PVL52E9C8O15 | Long             | DBT              | MUN               | US        |     75000 | PA      | $76789.25     | 0.03%             | 2055-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wichita Falls Independent School District                                        | WICHITA FALLS ISD                       | CUSIP: 967171RJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $6483.45      | 0.00%             | 2051-02-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Wilkes-Barre Area School District/PA                                             | WILKES-BARRE PA AREA                    | CUSIP: 968261NR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $49539.72     | 0.02%             | 2054-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Williamsburg Economic Development Authority                                      | WILLIAMSBURG ECON DEV                   | CUSIP: 969671AU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10426.90     | 0.00%             | 2053-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Williamsburg Economic Development Authority                                      | WILLIAMSBURG ECON DEV                   | CUSIP: 969671AV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $50343.23     | 0.02%             | 2058-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Williamsburg Economic Development Authority                                      | WILLIAMSBURG ECON DEV                   | CUSIP: 969671AW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $23857.55     | 0.01%             | 2063-07-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wisconsin Center District                                                        | WI CENTER DT-CABS-C                     | CUSIP: 976595FU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $20139.39     | 0.01%             | 2045-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Center District                                                        | WI CENTER DT-CABS-C                     | CUSIP: 976595FV5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $37709.74     | 0.01%             | 2050-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Center District                                                        | WI CENTER DT-CABS-C                     | CUSIP: 976595FX1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $26570.39     | 0.01%             | 2060-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Center District                                                        | WI CENTER DT-CABS-D                     | CUSIP: 976595GN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $40901.47     | 0.02%             | 2045-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Center District                                                        | WI CENTER DT-CABS-D                     | CUSIP: 976595GQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $53267.29     | 0.02%             | 2055-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Center District                                                        | WI CTR DIST-D-UNREF                     | CUSIP: 976595JG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $71094.00     | 0.03%             | 2060-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                               | WISCONSIN ST                            | CUSIP: 97705MB87<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    100000 | PA      | $112127.48    | 0.04%             | 2036-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                               | WISCONSIN ST-2-REF                      | CUSIP: 97705MM85<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |     50000 | PA      | $56855.73     | 0.02%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                               | WISCONSIN ST#3                          | CUSIP: 97705MR72<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |     20000 | PA      | $22878.51     | 0.01%             | 2037-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                               | WISCONSIN ST-A                          | CUSIP: 97705MT54<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    110000 | PA      | $124441.30    | 0.05%             | 2036-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                               | WISCONSIN ST-B                          | CUSIP: 97705MU78<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    125000 | PA      | $142307.01    | 0.05%             | 2036-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                               | WISCONSIN ST-A                          | CUSIP: 97705MW35<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    100000 | PA      | $114363.34    | 0.04%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Health & Educational Facilities Authority                              | WI HLTH & EDU FACS                      | CUSIP: 97712DPU4<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50273.25     | 0.02%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Health & Educational Facilities Authority                              | WI HLTH & EDU FACS                      | CUSIP: 97712DPV2<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |     70000 | PA      | $65267.16     | 0.03%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wyandotte County Unified School District No 500 Kansas City                      | WYANDOTTE CO UNIF SD                    | CUSIP: 982696SW7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10303.11     | 0.00%             | 2050-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wylie Independent School District                                                | WYLIE TX ISD- A                         | CUSIP: 9830685X1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $7550.69      | 0.00%             | 2050-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Wylie Independent School District/Taylor County                                  | WYLIE ISD                               | CUSIP: 983069BX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $65716.69     | 0.03%             | 2049-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wylie Independent School District/Collin County                                  | WYLIE ISD                               | CUSIP: 98306ECB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $84663.21     | 0.03%             | 2049-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wylie Independent School District/Collin County                                  | WYLIE ISD                               | CUSIP: 98306ECC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26162.36     | 0.01%             | 2054-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ysleta Independent School District                                               | YSLETA ISD-BLDG                         | CUSIP: 98816PBW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9175.04      | 0.00%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ysleta Independent School District                                               | YSLETA TX ISD                           | CUSIP: 98816PCU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $49584.19     | 0.02%             | 2052-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ysleta Independent School District                                               | YSLETA ISD                              | CUSIP: 98816PFN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $18569.32     | 0.01%             | 2056-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-25

**Name of Applicant:** VANGUARD MUNICIPAL BOND FUNDS

**Signature:** My Trieu-Gatt

**Name of Signer:** My Trieu-Gatt

**Title:** Treasurer