# EDGAR Filing Document

**Accession Number:** 0001378872
**File Stem:** 0001378872-26-000858
**Filing Date:** 2026-4
**Character Count:** 885232
**Document Hash:** 5c383a40b3c7aaeb98a61a7c904f8ec3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001378872-26-000858.hdr.sgml**: 20260428

**ACCESSION NUMBER**: 0001378872-26-000858

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260428

**DATE AS OF CHANGE**: 20260428

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Invesco Exchange-Traded Fund Trust II
- **CENTRAL INDEX KEY:** 0001378872

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21977
- **FILM NUMBER:** 26906796

**BUSINESS ADDRESS:**
- **STREET 1:** 3500 LACEY ROAD
- **STREET 2:** SUITE 700
- **CITY:** DOWNERS GROVE
- **STATE:** IL
- **ZIP:** 60515
- **BUSINESS PHONE:** 800-983-0903

**MAIL ADDRESS:**
- **STREET 1:** 3500 LACEY ROAD
- **STREET 2:** SUITE 700
- **CITY:** DOWNERS GROVE
- **STATE:** IL
- **ZIP:** 60515

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PowerShares Exchange-Traded Fund Trust II
- **DATE OF NAME CHANGE:** 20070919

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PowerShares Global Exchange-Traded Fund Trust
- **DATE OF NAME CHANGE:** 20061023

## Series and Classes Contracts Data

### Invesco Taxable Municipal Bond ETF (Series ID: S000019246)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000053072 | Invesco Taxable Municipal Bond ETF | BAB             |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Invesco Exchange-Traded Fund Trust II

- **b. Investment Company Act file number:** 811-21977

- **c. CIK number of Registrant:** 0001378872

- **d. LEI of Registrant:** O540V2L4S174Y60FMD36

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

  - **Street Address 1:** 3500 Lacey Road

  - **City:** Downers Grove

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60515

  - **Telephone number:** 800-983-0903

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

- **a. Name of Series:** Invesco Taxable Municipal Bond ETF

- **b. EDGAR series identifier (if any):** S000019246

- **c. LEI of Series:** 5493005CJDPIU03Q9Y94

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2026-02-28

**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:** $1062857522.04

**Total Liabilities:** $232571.51

**Net Assets:** $1062624950.53

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1442.18581252 | **1-Year:** -43952.50602157 | **5-Year:** -160385.70757751 | **10-Year:** -411688.11914854 | **30-Year:** -174814.39412291

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

- **3-Month:** -0.00607267 | **1-Year:** -0.14172755 | **5-Year:** -4.73658505 | **10-Year:** -3.45578760 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000053072 | -0.61%               | 0.30%                | 2.69%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-803487.73              | $-9093606.13                               |
| Month 2  | $-11516.37               | $-991053.16                                |
| Month 3  | $-3581540.03             | $29894430.76                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, One Hundred Ninty Two Series 2015, RB                                                                | CUSIP: 73358WXQ2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   2150000 | PA      | $2018348.41   | 0.19%             | 2065-10-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2008 A, GO Bonds                                                                                                        | CUSIP: 20772GF45<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |   4505000 | PA      | $4899163.62   | 0.46%             | 2032-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Oregon School Boards Association                                                                                                                    | Oregon School Boards Association, Series 2003 B, GO Bonds                                                                                              | CUSIP: 686053CT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     18689 | PA      | $19034.02     | 0.00%             | 2028-06-30      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Oregon School Boards Association                                                                                                                    | Oregon School Boards Association, Series 2004, GO Bonds                                                                                                | CUSIP: 686053DR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5221 | PA      | $5314.77      | 0.00%             | 2028-06-30      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Oregon (State of)                                                                                                                                   | Oregon (State of), Series 2003, GO Bonds                                                                                                               | CUSIP: 68607LXQ5<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |   1101031 | PA      | $1118335.58   | 0.11%             | 2027-06-01      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| County of Santa Clara CA                                                                                                                            | County of Santa Clara CA, Series 2007, RB                                                                                                              | CUSIP: 801624AF4<br>LEI: 254900JSVO2QQ5A3DV83 | Long             | DBT              | MUN               | US        |     25000 | PA      | $27780.63     | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri                                                                                  | Health & Educational Facilities Authority of the State of Missouri, Series 2016, RB                                                                    | CUSIP: 60636AMQ3<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |     80000 | PA      | $66633.79     | 0.01%             | 2046-01-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| University of North Carolina at Chapel Hill                                                                                                         | University of North Carolina at Chapel Hill, Series 2016 C, Ref. RB                                                                                    | CUSIP: 914713P22<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1540000 | PA      | $1447306.01   | 0.14%             | 2036-12-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Ohio State University (The)                                                                                                                         | Ohio State University (The), Series 2016 A, RB                                                                                                         | CUSIP: 677632G88<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |    955000 | PA      | $810069.49    | 0.08%             | 2046-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ohio State University (The)                                                                                                                         | Ohio State University (The), Series 2016 A, RB                                                                                                         | CUSIP: 677632G96<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |   1759000 | PA      | $1457711.97   | 0.14%             | 2056-12-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Santa Clara Valley Water District                                                                                                                   | Santa Clara Valley Water District, Series 2016 B, Ref. RB                                                                                              | CUSIP: 80168QEA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2766222.00   | 0.26%             | 2046-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Denver (City & County of), CO                                                                                                                       | Denver (City & County of), CO, Series 2016 B, Ref. RB                                                                                                  | CUSIP: 24917DAG8<br>LEI: MMTY7HA2MSCBUO4F7J71 | Long             | DBT              | MUN               | US        |    950000 | PA      | $944058.80    | 0.09%             | 2032-08-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2016 AS, Ref. RB                                                                                                      | CUSIP: 91412GE92<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $455549.05    | 0.04%             | 2039-05-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corp. (LaGuardia Airport Terminal B Redevelopment)                                                              | New York Transportation Development Corp. (LaGuardia Airport Terminal B Redevelopment), Series 2016 B, RB                                              | CUSIP: 650116BD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2950000 | PA      | $2918109.32   | 0.27%             | 2028-07-01      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) (Green Bonds)                                                                                                       | Massachusetts (Commonwealth of) (Green Bonds), Series 2016 F, GO Bonds                                                                                 | CUSIP: 57582RJN7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1515000 | PA      | $1255527.62   | 0.12%             | 2046-06-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Morrow (Port of), OR (Bonneville Cooperation Project No. 4)                                                                                         | Morrow (Port of), OR (Bonneville Cooperation Project No. 4), Series 2016, RB                                                                           | CUSIP: 73474TAP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1850000 | PA      | $1669077.77   | 0.16%             | 2036-09-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2016, RB                                                                                                            | CUSIP: 59333PW46<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $81597.09     | 0.01%             | 2033-10-01      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri                                                                                  | Health & Educational Facilities Authority of the State of Missouri, Series 2016, RB                                                                    | CUSIP: 60636AMS9<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |    185000 | PA      | $130390.72    | 0.01%             | 2051-09-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL Transit Authority                                                                                                             | Chicago (City of), IL Transit Authority, Series 2008 A, RB                                                                                             | CUSIP: 167725AC4<br>LEI: 549300CB8XLRGIPN3E12 | Long             | DBT              | MUN               | US        |    248768 | PA      | $284871.41    | 0.03%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                                                                                     | Chicago Transit Authority Sales & Transfer Tax Receipts Revenue, Series 2008, RB                                                                       | CUSIP: 167725AF7<br>LEI: 549300CB8XLRGIPN3E12 | Long             | DBT              | MUN               | US        |     54277 | PA      | $62153.92     | 0.01%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                                                                                    | Commonwealth Financing Authority, Series 2016, RB                                                                                                      | CUSIP: 20281PKG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $34035.84     | 0.00%             | 2038-06-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                                                                                    | Commonwealth Financing Authority, Series 2016, RB                                                                                                      | CUSIP: 20281PKL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45028.18     | 0.00%             | 2033-06-01      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Alabama (State of) Economic Settlement Authority                                                                                                    | Alabama (State of) Economic Settlement Authority, Series 2016 B, RB                                                                                    | CUSIP: 01026CAD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    365000 | PA      | $367756.26    | 0.03%             | 2032-09-15      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                                  | New York State Dormitory Authority, Series 2016, RB                                                                                                    | CUSIP: 64990CER8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    145000 | PA      | $121672.15    | 0.01%             | 2046-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of)                                                                                                                                | Wisconsin (State of), Series 2017 A, Ref. RB                                                                                                           | CUSIP: 977100EL6<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |   2950000 | PA      | $2870138.49   | 0.27%             | 2036-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, Two Hundred First Series 2017, RB                                                                    | CUSIP: 73358WF82<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    975000 | PA      | $837976.62    | 0.08%             | 2057-10-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                                                                                                  | State of Wisconsin, Series 2017, RB                                                                                                                    | CUSIP: 977100GH3<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |     15000 | PA      | $14920.26     | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Missouri (State of) Health & Educational Facilities Authority (Washington University (The))                                                         | Missouri (State of) Health & Educational Facilities Authority (Washington University (The)), Series 2017 A, RB                                         | CUSIP: 60636APP2<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1056405.70   | 0.10%             | 2057-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2017 A, RB                                                                                                                   | CUSIP: 41978CAR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1427098.05   | 0.13%             | 2037-07-01      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Seattle (Port of), WA                                                                                                                               | Seattle (Port of), WA, Series 2017, Ref. RB                                                                                                            | CUSIP: 735389ZE1<br>LEI: 549300T9UCDUJ3GZL429 | Long             | DBT              | MUN               | US        |    500000 | PA      | $478112.90    | 0.04%             | 2036-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) (Cleveland Clinic Health System Obligated Group)                                                                                    | Ohio (State of) (Cleveland Clinic Health System Obligated Group), Series 2017 B, Ref. RB                                                               | CUSIP: 677561JU7<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $900521.80    | 0.08%             | 2043-01-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Aviation Revenue                                                                                                            | County of Miami-Dade FL Aviation Revenue, Series 2017, RB                                                                                              | CUSIP: 59333P2S6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $13488.35     | 0.00%             | 2041-10-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                                                                                              | University of Virginia, Series 2017 C, RB                                                                                                              | CUSIP: 915217WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $770569.40    | 0.07%             | 2117-09-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - Texas A&M University System                                                                                             | Permanent University Fund - Texas A&M University System, Series 2017, RB                                                                               | CUSIP: 8821175V2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $186958.86    | 0.02%             | 2047-07-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - University of Texas System                                                                                              | Permanent University Fund - University of Texas System, Series 2017, RB                                                                                | CUSIP: 9151158F9<br>LEI: 549300GZUEUTLKVGLF98 | Long             | DBT              | MUN               | US        |     90000 | PA      | $71456.92     | 0.01%             | 2047-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp.                                                                                                                      | Sales Tax Securitization Corp., Series 2017 B, Ref. RB                                                                                                 | CUSIP: 79467BAR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    850000 | PA      | $747134.70    | 0.07%             | 2043-01-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                               | Houston (City of), TX, Series 2017, GO Bonds                                                                                                           | CUSIP: 4423313K8<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |   1860000 | PA      | $1649234.47   | 0.16%             | 2047-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                                                                                    | Commonwealth Financing Authority, Series 2018, RB                                                                                                      | CUSIP: 20281PKT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1025000 | PA      | $977683.23    | 0.09%             | 2038-06-01      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| University of Delaware                                                                                                                              | University of Delaware, Series 2018, RB                                                                                                                | CUSIP: 914245BQ7<br>LEI: KPIOJCFMR70NWLS6O145 | Long             | DBT              | MUN               | US        |    720000 | PA      | $618624.22    | 0.06%             | 2050-11-01      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                                 | State of California, Series 2018, GO Bonds                                                                                                             | CUSIP: 13063DGE2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    115000 | PA      | $117548.60    | 0.01%             | 2028-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2018, GO Bonds                                                                                                           | CUSIP: 13063DGC6<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     40000 | PA      | $39996.58     | 0.00%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mississippi (State of)                                                                                                                              | Mississippi (State of), Series 2009 D, GO Bonds                                                                                                        | CUSIP: 6055805Q8<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |   1670000 | PA      | $1735870.48   | 0.16%             | 2029-10-01      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (New York University)                                                                                       | New York (State of) Dormitory Authority (New York University), Series 2018 B, RB                                                                       | CUSIP: 64990C7K1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1580000 | PA      | $1491524.58   | 0.14%             | 2048-07-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| California (State of) Statewide Communities Development Authority (Marin General Hospital)                                                          | California (State of) Statewide Communities Development Authority (Marin General Hospital), Series 2018 B, RB                                          | CUSIP: 13080STQ7<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1750464.80   | 0.16%             | 2045-08-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Tulare (County of), CA                                                                                                                              | Tulare (County of), CA, Series 2018, RB                                                                                                                | CUSIP: 899154BG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1962845.60   | 0.18%             | 2037-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| San Diego (City of), CA Public Facilities Financing Authority                                                                                       | San Diego (City of), CA Public Facilities Financing Authority, Series 2018 A, Ref. RB                                                                  | CUSIP: 797299MG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2033812.80   | 0.19%             | 2028-10-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2018 C, Ref. RB                                                                                                     | CUSIP: 59333P3W6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $141823.41    | 0.01%             | 2041-10-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Worcester (City of), MA                                                                                                                             | Worcester (City of), MA, Series 1998, GO Bonds                                                                                                         | CUSIP: 981305SA4<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5158.37      | 0.00%             | 2028-01-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Philadelphia Authority for Industrial Development                                                                                                   | Philadelphia Authority for Industrial Development, Series 1999, RB                                                                                     | CUSIP: 71781LAM1<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |     90000 | PA      | $93309.40     | 0.01%             | 2028-04-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Milwaukee (County of), WI                                                                                                                           | Milwaukee (County of), WI, Series 2009 A, GO Bonds                                                                                                     | CUSIP: 602245UM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45083 | PA      | $47451.55     | 0.00%             | 2028-12-01      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| State of Colorado                                                                                                                                   | State of Colorado, Series 2010, COP                                                                                                                    | CUSIP: 19668QDM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10562.95     | 0.00%             | 2028-03-15      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Alabama Public School and College Authority                                                                                                         | Alabama Public School and College Authority, Series 2010, RB                                                                                           | CUSIP: 0106085M5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $86852.86     | 0.01%             | 2027-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL (O'Hare International Airport)                                                                                                | Chicago (City of), IL (O'Hare International Airport), Series 2018 C, RB                                                                                | CUSIP: 167593H70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1680000 | PA      | $1536078.94   | 0.14%             | 2054-01-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL (O'Hare International Airport)                                                                                                | Chicago (City of), IL (O'Hare International Airport), Series 2018 C, RB                                                                                | CUSIP: 167593H62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3065000 | PA      | $2806051.64   | 0.26%             | 2049-01-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Texas A&M University                                                                                                                                | Texas A&M University, Series 2019 A, RB                                                                                                                | CUSIP: 88213APA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2450000 | PA      | $2198213.01   | 0.21%             | 2048-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Economic Development Authority                                                                                                | New Jersey (State of) Economic Development Authority, Series 2016 C, Ref. RB                                                                           | CUSIP: 64577BTY0<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |     90000 | PA      | $97848.07     | 0.01%             | 2031-06-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp.                                                                                                                      | Sales Tax Securitization Corp., Series 2019 A, Ref. RB                                                                                                 | CUSIP: 79467BCN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $237602.55    | 0.02%             | 2048-01-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Alabama (State of) Port Authority                                                                                                                   | Alabama (State of) Port Authority, Series 2017 D, Ref. RB                                                                                              | CUSIP: 010604DF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $33510.66     | 0.00%             | 2040-10-01      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Alaska Industrial Development & Export Authority                                                                                                    | Alaska Industrial Development & Export Authority, Series 2005, RB                                                                                      | CUSIP: 011903BU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $95035.43     | 0.01%             | 2035-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Atlanta & Fulton County Recreation Authority                                                                                                        | Atlanta & Fulton County Recreation Authority, Series 2017, RB                                                                                          | CUSIP: 047681QN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $133275.44    | 0.01%             | 2046-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Atlanta & Fulton County Recreation Authority                                                                                                        | Atlanta & Fulton County Recreation Authority, Series 2018, RB                                                                                          | CUSIP: 047681QU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $71450.95     | 0.01%             | 2047-12-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| City of Atlantic City NJ                                                                                                                            | City of Atlantic City NJ, Series 2015, GO Bonds                                                                                                        | CUSIP: 048339UH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $29524.34     | 0.00%             | 2040-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Baltimore (County of), MD                                                                                                                           | Baltimore (County of), MD, Series 2012, GO Bonds                                                                                                       | CUSIP: 05914FMM9<br>LEI: R50P1IKJ7YLQVDC1I880 | Long             | DBT              | MUN               | US        |    220000 | PA      | $216962.57    | 0.02%             | 2032-08-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| County of Baltimore MD                                                                                                                              | County of Baltimore MD, Series 2012, GO Bonds                                                                                                          | CUSIP: 05914FMN7<br>LEI: R50P1IKJ7YLQVDC1I880 | Long             | DBT              | MUN               | US        |     50000 | PA      | $45019.87     | 0.00%             | 2042-08-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| California (State of) Educational Facilities Authority (Santa Clara University)                                                                     | California (State of) Educational Facilities Authority (Santa Clara University), Series 2017, Ref. RB                                                  | CUSIP: 130179KK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $139689.78    | 0.01%             | 2047-04-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL                                                                                                                               | Chicago (City of), IL, Series 2010 B, Ref. GO Bonds                                                                                                    | CUSIP: 167486HL6<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |   4515000 | PA      | $4673113.04   | 0.44%             | 2032-01-01      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| Cleveland Municipal School District                                                                                                                 | Cleveland Municipal School District, Series 2015, GO Bonds                                                                                             | CUSIP: 186392EK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5125.18      | 0.00%             | 2040-12-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Colony Local Development Corp.                                                                                                                      | Colony Local Development Corp., Series 2013 A, RB                                                                                                      | CUSIP: 19625AAG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    950000 | PA      | $918578.09    | 0.09%             | 2047-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Colorado (State of)                                                                                                                                 | Colorado (State of), Series 2018, COP                                                                                                                  | CUSIP: 196711QB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4737.12      | 0.00%             | 2038-09-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                                                                                    | Commonwealth Financing Authority, Series 2016, RB                                                                                                      | CUSIP: 20281PKK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10001.26     | 0.00%             | 2029-06-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                                                                                    | Commonwealth Financing Authority, Series 2018, RB                                                                                                      | CUSIP: 20281PKR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $164452.15    | 0.02%             | 2030-06-01      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                                                                                                | State of Connecticut, Series 2010, GO Bonds                                                                                                            | CUSIP: 20772JAA0<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    320000 | PA      | $337060.51    | 0.03%             | 2029-10-01      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                                                                                                | State of Connecticut, Series 2017, GO Bonds                                                                                                            | CUSIP: 20772KAK5<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10043.02     | 0.00%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2018 A, GO Bonds                                                                                                        | CUSIP: 20772KEX3<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25019.29     | 0.00%             | 2026-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2018 A, GO Bonds                                                                                                        | CUSIP: 20772KEY1<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30142.76     | 0.00%             | 2027-09-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                                                                                                | State of Connecticut, Series 2018, GO Bonds                                                                                                            | CUSIP: 20772KEZ8<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35326.98     | 0.00%             | 2028-09-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Rhode Island Convention Center Authority                                                                                                            | Rhode Island Convention Center Authority, Series 2006 A, RB                                                                                            | CUSIP: 212474GG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $38629.67     | 0.00%             | 2035-05-15      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Rhode Island Convention Center Authority                                                                                                            | Rhode Island Convention Center Authority, Series 2017 A, Ref. RB                                                                                       | CUSIP: 212474JB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $19898.26     | 0.00%             | 2027-05-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Cook County School District No 170 Chicago Heights                                                                                                  | Cook County School District No 170 Chicago Heights, Series 2017, GO Bonds                                                                              | CUSIP: 215381HX5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9495.79      | 0.00%             | 2042-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Curators of the University of Missouri (The)                                                                                                        | Curators of the University of Missouri (The), Series 2013, RB                                                                                          | CUSIP: 231266LF2<br>LEI: G0G4PRB87K0V5MXIV248 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1016070.60   | 0.10%             | 2043-11-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Curators of the University of Missouri (The)                                                                                                        | Curators of the University of Missouri (The), Series 2014, RB                                                                                          | CUSIP: 231266MJ3<br>LEI: G0G4PRB87K0V5MXIV248 | Long             | DBT              | MUN               | US        |    500000 | PA      | $433530.50    | 0.04%             | 2054-11-01      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| City of Dallas TX                                                                                                                                   | City of Dallas TX, Series 2005, GO Bonds                                                                                                               | CUSIP: 235218J96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $42098.38     | 0.00%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| State of Delaware                                                                                                                                   | State of Delaware, Series 2010, GO Bonds                                                                                                               | CUSIP: 2463807R4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10268.80     | 0.00%             | 2029-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Douglas County Public Utility District No 1 Wells Hydroelectric Project Revenue                                                                     | Douglas County Public Utility District No 1 Wells Hydroelectric Project Revenue, Series 2010, RB                                                       | CUSIP: 259561PJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $21275.54     | 0.00%             | 2040-09-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Duke University                                                                                                                                     | Duke University, Series 2007, RB                                                                                                                       | CUSIP: 264416AN8<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | MUN               | US        |     20000 | PA      | $22305.54     | 0.00%             | 2037-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Erie County Medical Center Corp.                                                                                                                    | Erie County Medical Center Corp., Series 2004, RB                                                                                                      | CUSIP: 29509NAJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26533.72     | 0.00%             | 2033-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Essex (County of), NJ                                                                                                                               | Essex (County of), NJ, Series 2003, Ref. GO Bonds                                                                                                      | CUSIP: 296804CB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $52149.16     | 0.00%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fort Bend Independent School District                                                                                                               | Fort Bend Independent School District, Series 2018, GO Bonds                                                                                           | CUSIP: 346843PK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $72061.52     | 0.01%             | 2048-08-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Fort Worth (City of), TX                                                                                                                            | Fort Worth (City of), TX, Series 2017 B, RB                                                                                                            | CUSIP: 349507AR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1035000 | PA      | $1014627.06   | 0.10%             | 2037-03-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| City of Fort Worth TX                                                                                                                               | City of Fort Worth TX, Series 2017, RB                                                                                                                 | CUSIP: 349507AS2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $22500.17     | 0.00%             | 2047-03-01      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| County of Fresno CA                                                                                                                                 | County of Fresno CA, Series 2004, RB                                                                                                                   | CUSIP: 358266CH5<br>LEI: 549300JJ6NWR5CVGI705 | Long             | DBT              | MUN               | US        |     35000 | PA      | $29333.65     | 0.00%             | 2030-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fresno (City of), CA                                                                                                                                | Fresno (City of), CA, Series 2004, RB                                                                                                                  | CUSIP: 358266CJ1<br>LEI: 549300JJ6NWR5CVGI705 | Long             | DBT              | MUN               | US        |    325000 | PA      | $260200.04    | 0.02%             | 2031-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fresno (City of), CA                                                                                                                                | Fresno (City of), CA, Series 2004, RB                                                                                                                  | CUSIP: 358266CK8<br>LEI: 549300JJ6NWR5CVGI705 | Long             | DBT              | MUN               | US        |     30000 | PA      | $22895.99     | 0.00%             | 2032-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State of Georgia                                                                                                                                    | State of Georgia, Series 2015, GO Bonds                                                                                                                | CUSIP: 3733842Y1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35002.37     | 0.00%             | 2035-02-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| State of Georgia                                                                                                                                    | State of Georgia, Series 2018, GO Bonds                                                                                                                | CUSIP: 373385DG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $44896.15     | 0.00%             | 2027-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Grand River Dam Authority                                                                                                                           | Grand River Dam Authority, Series 2010, RB                                                                                                             | CUSIP: 386442UJ4<br>LEI: 549300XGK5KWQHON4Q79 | Long             | DBT              | MUN               | US        |    150000 | PA      | $180784.34    | 0.02%             | 2040-06-01      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| Grant (County of), WA Public Utility District No. 2 (Preist Rapids Hydroelectric)                                                                   | Grant (County of), WA Public Utility District No. 2 (Preist Rapids Hydroelectric), Series 2010 M,Ref. RB                                               | CUSIP: 387883PQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5077.47      | 0.00%             | 2027-01-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Grant (County of), WA Public Utility District No. 2 (Preist Rapids Hydroelectric)                                                                   | Grant (County of), WA Public Utility District No. 2 (Preist Rapids Hydroelectric), Series 2012, RB                                                     | CUSIP: 387883RD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $55233.96     | 0.01%             | 2032-01-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Town of Hamden CT                                                                                                                                   | Town of Hamden CT, Series 2015, GO Bonds                                                                                                               | CUSIP: 4067922U4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $190000.51    | 0.02%             | 2044-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of) Department of Business Economic Development & Tourism (Sustainability Bonds)                                                      | Hawaii (State of) Department of Business Economic Development & Tourism (Sustainability Bonds), Series 2014 A-2, RB                                    | CUSIP: 41980UAB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     33726 | PA      | $33392.69     | 0.00%             | 2031-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Health Care Authority for Baptist Health (The)                                                                                                      | Health Care Authority for Baptist Health (The), Series 2013, RB                                                                                        | CUSIP: 42219UBQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1288569.75   | 0.12%             | 2043-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hillsborough (County of), FL Aviation Authority (Tampa International Airport)                                                                       | Hillsborough (County of), FL Aviation Authority (Tampa International Airport), Series 2015, RB                                                         | CUSIP: 432275AQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15001.38     | 0.00%             | 2041-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Houston TX                                                                                                                                  | City of Houston TX, Series 2017, GO Bonds                                                                                                              | CUSIP: 4423313J1<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |      5000 | PA      | $4945.49      | 0.00%             | 2035-03-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                               | Houston (City of), TX, Series 2005, GO Bonds                                                                                                           | CUSIP: 442331FA7<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5278.70      | 0.00%             | 2035-03-01      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                               | Houston (City of), TX, Series 2006, GO Bonds                                                                                                           | CUSIP: 442331HW7<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |    435000 | PA      | $467737.88    | 0.04%             | 2036-03-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                               | Houston (City of), TX, Series 2018, RB                                                                                                                 | CUSIP: 44244CTM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10050.43     | 0.00%             | 2028-11-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Combined Utility System Revenue                                                                                                  | City of Houston TX Combined Utility System Revenue, Series 2018, RB                                                                                    | CUSIP: 44244CTP2<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |    120000 | PA      | $120766.16    | 0.01%             | 2030-11-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Combined Utility System Revenue                                                                                                  | City of Houston TX Combined Utility System Revenue, Series 2018, RB                                                                                    | CUSIP: 44244CTQ0<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |   1165000 | PA      | $1170749.04   | 0.11%             | 2031-11-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Idaho Energy Resources Authority                                                                                                                    | Idaho Energy Resources Authority, Series 2017, RB                                                                                                      | CUSIP: 451174AD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $14840.20     | 0.00%             | 2028-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Idaho Health Facilities Authority                                                                                                                   | Idaho Health Facilities Authority, Series 2018, RB                                                                                                     | CUSIP: 451295A25<br>LEI: 549300X43KY1C2WW0J97 | Long             | DBT              | MUN               | US        |    500000 | PA      | $480130.95    | 0.05%             | 2048-03-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Idaho State Building Authority                                                                                                                      | Idaho State Building Authority, Series 2018, RB                                                                                                        | CUSIP: 451443A96<br>LEI: 549300XZ1VJYPPKQZU06 | Long             | DBT              | MUN               | US        |    105000 | PA      | $100433.80    | 0.01%             | 2039-09-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Finance Authority (Ann & Robert H. Lurie Children's Hospital)                                                                   | Illinois (State of) Finance Authority (Ann & Robert H. Lurie Children's Hospital), Series 2018, Ref. RB                                                | CUSIP: 45204ED47<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    900000 | PA      | $765303.48    | 0.07%             | 2047-08-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2013 B, GO Bonds                                                                                                           | CUSIP: 452152QW4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    460000 | PA      | $482739.82    | 0.05%             | 2038-04-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| State of Illinois Sales Tax Revenue                                                                                                                 | State of Illinois Sales Tax Revenue, Series 2012, RB                                                                                                   | CUSIP: 452227FT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9833.54      | 0.00%             | 2036-06-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| State of Illinois Sales Tax Revenue                                                                                                                 | State of Illinois Sales Tax Revenue, Series 2013, RB                                                                                                   | CUSIP: 452227GM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9774.26      | 0.00%             | 2032-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| City of Industry CA Sales Tax Revenue                                                                                                               | City of Industry CA Sales Tax Revenue, Series 2015, RB                                                                                                 | CUSIP: 45656RCW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15000.05     | 0.00%             | 2034-01-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Kalamazoo (City of), MI                                                                                                                             | Kalamazoo (City of), MI, Series 2015, GO Bonds                                                                                                         | CUSIP: 4832064C9<br>LEI: 549300HLUQ75FKMC2544 | Long             | DBT              | MUN               | US        |    135000 | PA      | $128394.45    | 0.01%             | 2044-12-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Kane County School District No. 129 West Aurora                                                                                                     | Kane County School District No. 129 West Aurora, Series 2016, GO Bonds                                                                                 | CUSIP: 483890RE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $14965.43     | 0.00%             | 2036-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Long Beach (City of), CA                                                                                                                            | Long Beach (City of), CA, Series 2016 A, Ref. GO Bonds                                                                                                 | CUSIP: 544351KW8<br>LEI: 549300E7TO710PTXPJ65 | Long             | DBT              | MUN               | US        |   1505000 | PA      | $1495761.86   | 0.14%             | 2031-09-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles CA                                                                                                                              | City of Los Angeles CA, Series 2018, GO Bonds                                                                                                          | CUSIP: 544351NE5<br>LEI: 549300E7TO710PTXPJ65 | Long             | DBT              | MUN               | US        |     80000 | PA      | $76336.31     | 0.01%             | 2038-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District (Election of 2003)                                                                                           | Los Angeles Community College District (Election of 2003), Series 2004, GO Bonds                                                                       | CUSIP: 54438CDT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15506.01     | 0.00%             | 2029-08-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District/CA                                                                                                           | Los Angeles Community College District/CA, Series 2010, GO Bonds                                                                                       | CUSIP: 54438CPC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $11722.78     | 0.00%             | 2036-08-01      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| Los Angeles County Redevelopment Refunding Authority Redev Agency Successor Agy                                                                     | Los Angeles County Redevelopment Refunding Authority Redev Agency Successor Agy, Series 2016, RB                                                       | CUSIP: 54465AGZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $12836.31     | 0.00%             | 2040-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Maryland Community Development Administration                                                                                                       | Maryland Community Development Administration, Series 2016, RB                                                                                         | CUSIP: 57419RD51<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $163405.18    | 0.02%             | 2031-09-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Health & Higher Educational Facilities Authority (University of Maryland Medical System)                                        | Maryland (State of) Health & Higher Educational Facilities Authority (University of Maryland Medical System), Series 2013 B, RB                        | CUSIP: 574218NF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1014160.40   | 0.10%             | 2036-07-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Transportation Authority                                                                                                        | Maryland (State of) Transportation Authority, Series 2002, RB                                                                                          | CUSIP: 57429LAM8<br>LEI: 254900MKNK0MO0Z4X426 | Long             | DBT              | MUN               | US        |     50000 | PA      | $54060.50     | 0.01%             | 2032-07-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Massachusetts Health & Educational Facilities Authority                                                                                             | Massachusetts Health & Educational Facilities Authority, Series 2010, RB                                                                               | CUSIP: 57586ETQ4<br>LEI: 549300MV50RWQFTX5223 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5486.16      | 0.00%             | 2035-10-01      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Port Authority                                                                                                      | Massachusetts (Commonwealth of) Port Authority, Series 2011, RB                                                                                        | CUSIP: 575898CT6<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16936.93     | 0.00%             | 2037-07-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Nashville (City of) & Davidson (County of), TN Metropolitan Government Health & Educational Facilities Board (The) (Vanderbilt Univ Medical Center) | Nashville (City of) & Davidson (County of), TN Metropolitan Government Health & Educational Facilities Board (The) (Vanderbilt University Medical Cent | CUSIP: 592041XW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    950000 | PA      | $790477.62    | 0.07%             | 2046-10-01      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2018 C, Ref. RB                                                                                                     | CUSIP: 59333P3S5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10042.93     | 0.00%             | 2030-10-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Aviation Revenue                                                                                                            | County of Miami-Dade FL Aviation Revenue, Series 2018, RB                                                                                              | CUSIP: 59333P3V8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $14984.88     | 0.00%             | 2033-10-01      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Aviation Revenue                                                                                                            | County of Miami-Dade FL Aviation Revenue, Series 2016, RB                                                                                              | CUSIP: 59333PV70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3175000 | PA      | $3032658.40   | 0.29%             | 2034-10-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                                                                                          | Michigan Finance Authority, Series 2010, RB                                                                                                            | CUSIP: 59447PDA6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |     35000 | PA      | $41472.01     | 0.00%             | 2035-11-01      | Fixed         | 8.37%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                                                                                          | Michigan Finance Authority, Series 2016, RB                                                                                                            | CUSIP: 59447TKA0<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    125000 | PA      | $122570.30    | 0.01%             | 2031-11-01      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Finance Authority (Detroit Water & Sewerage Department)                                                                         | Michigan (State of) Finance Authority (Detroit Water & Sewerage Department), Series 2016 C-1, Ref. RB                                                  | CUSIP: 59447TKB8<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $953461.30    | 0.09%             | 2035-11-01      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Finance Authority (Detroit Water & Sewerage Department)                                                                         | Michigan (State of) Finance Authority (Detroit Water & Sewerage Department), Series 2016 C, Ref. RB                                                    | CUSIP: 59447TKN2<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    500000 | PA      | $493624.95    | 0.05%             | 2032-11-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Finance Authority (Detroit Distributable State Aid Fifth Lien and LTGO Financial Recovery Refunding)                            | Michigan (State of) Finance Authority (Detroit Distributable State Aid Fifth Lien and LTGO Financial Recovery Refunding), Series 2018 D, RB            | CUSIP: 59447TSQ7<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |   1774000 | PA      | $1774229.56   | 0.17%             | 2043-11-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| State of Mississippi                                                                                                                                | State of Mississippi, Series 2011, GO Bonds                                                                                                            | CUSIP: 6055806V6<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10030.36     | 0.00%             | 2027-10-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri                                                                                  | Health & Educational Facilities Authority of the State of Missouri, Series 2012, RB                                                                    | CUSIP: 60636AEC3<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |    510000 | PA      | $495716.33    | 0.05%             | 2033-02-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Missouri (State of) Health & Educational Facilities Authority (Washington University (The))                                                         | Missouri (State of) Health & Educational Facilities Authority (Washington University (The)), Series 2012 A, RB                                         | CUSIP: 60636AEE9<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |     55000 | PA      | $45866.46     | 0.00%             | 2047-02-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri                                                                                  | Health & Educational Facilities Authority of the State of Missouri, Series 2014, RB                                                                    | CUSIP: 60636AJD6<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |      5000 | PA      | $4407.60      | 0.00%             | 2044-10-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri                                                                                  | Health & Educational Facilities Authority of the State of Missouri, Series 2016, RB                                                                    | CUSIP: 60636AMR1<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |   1125000 | PA      | $1050261.98   | 0.10%             | 2036-01-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| County of Multnomah OR                                                                                                                              | County of Multnomah OR, Series 1999, GO Bonds                                                                                                          | CUSIP: 625506HY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $682694.56    | 0.06%             | 2030-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| City of Nashua NH                                                                                                                                   | City of Nashua NH, Series 2012, GO Bonds                                                                                                               | CUSIP: 6312944C6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5087.43      | 0.00%             | 2032-01-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| New Hope Cultural Education Facilities Finance Corp.                                                                                                | New Hope Cultural Education Facilities Finance Corp., Series 2016, RB                                                                                  | CUSIP: 64542WBJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $91880.64     | 0.01%             | 2041-04-01      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Economic Development Authority                                                                                                | New Jersey (State of) Economic Development Authority, Series 2016 C, Ref. RB                                                                           | CUSIP: 64577BTX2<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53727.43     | 0.01%             | 2030-06-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| New Jersey Housing & Mortgage Finance Agency                                                                                                        | New Jersey Housing & Mortgage Finance Agency, Series 2015, RB                                                                                          | CUSIP: 646108QN3<br>LEI: 5493002ONULJL0FIGU24 | Long             | DBT              | MUN               | US        |     15000 | PA      | $14771.01     | 0.00%             | 2037-11-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| New Mexico (State of) Hospital Equipment Loan Council (Presbyterian Healthcare)                                                                     | New Mexico (State of) Hospital Equipment Loan Council (Presbyterian Healthcare), Series 2017, RB                                                       | CUSIP: 647370HY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $81120.80     | 0.01%             | 2046-08-01      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| New Orleans (City of), LA                                                                                                                           | New Orleans (City of), LA, Series 2016, GO Bonds                                                                                                       | CUSIP: 64763FXC8<br>LEI: 54930084B6KHR5PR2651 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $882406.20    | 0.08%             | 2046-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2015, GO Bonds                                                                                                             | CUSIP: 64966LM73<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    250000 | PA      | $250012.88    | 0.02%             | 2028-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2015, GO Bonds                                                                                                             | CUSIP: 64966LM81<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10001.03     | 0.00%             | 2029-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2015, GO Bonds                                                                                                             | CUSIP: 64966LN31<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60002.89     | 0.01%             | 2032-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2018, GO Bonds                                                                                                             | CUSIP: 64966ML56<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10053.30     | 0.00%             | 2029-12-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2018, GO Bonds                                                                                                             | CUSIP: 64966ML80<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     60000 | PA      | $59800.93     | 0.01%             | 2032-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2018, GO Bonds                                                                                                             | CUSIP: 64966MYR4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     35000 | PA      | $34600.21     | 0.00%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2013, RB                                                               | CUSIP: 64971Q6Y4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30749.97     | 0.00%             | 2032-11-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2013, RB                                                               | CUSIP: 64971Q7L1<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20003.40     | 0.00%             | 2026-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2013, RB                                                                                 | CUSIP: 64971Q7M9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50022.07     | 0.00%             | 2027-11-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2013, RB                                                                                 | CUSIP: 64971Q7N7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $95049.00     | 0.01%             | 2028-11-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2013, RB                                                                                 | CUSIP: 64971Q7P2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10005.09     | 0.00%             | 2029-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2017, RB                                                               | CUSIP: 64971W5E6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $54841.42     | 0.01%             | 2028-02-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2017, RB                                                               | CUSIP: 64971W5F3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $89855.04     | 0.01%             | 2029-02-01      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2017 F-2, RB                                                           | CUSIP: 64971W6D7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $44764.31     | 0.00%             | 2027-05-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Subseries 2017 A-3, RB                                                                          | CUSIP: 64971WJ84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1040000 | PA      | $1027503.15   | 0.10%             | 2027-05-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2015, RB                                                                                 | CUSIP: 64971WTD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $19912.97     | 0.00%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2015, RB                                                                                 | CUSIP: 64971WVE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $64935.84     | 0.01%             | 2026-08-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2016, RB                                                                                 | CUSIP: 64971WZV5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $49713.31     | 0.00%             | 2027-02-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2016, RB                                                               | CUSIP: 64971WZW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $14857.64     | 0.00%             | 2028-02-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2017 A-5, RB                                                           | CUSIP: 64971XBB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $128413.38    | 0.01%             | 2030-08-01      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2018 C-4, RB                                                           | CUSIP: 64971XDY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $55115.84     | 0.01%             | 2027-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2018, RB                                                                                 | CUSIP: 64971XDZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5027.24      | 0.00%             | 2028-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2018 C-5, RB                                                           | CUSIP: 64971XEA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100550.84    | 0.01%             | 2029-05-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2018, RB                                                                                 | CUSIP: 64971XEB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5014.54      | 0.00%             | 2030-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2018 C-5, RB                                                           | CUSIP: 64971XEC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $85156.83     | 0.01%             | 2031-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2018, RB                                                               | CUSIP: 64971XEK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $19978.63     | 0.00%             | 2026-08-01      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2018, RB                                                               | CUSIP: 64971XEP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $60064.52     | 0.01%             | 2030-08-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2018, RB                                                                                 | CUSIP: 64971XEQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20006.02     | 0.00%             | 2031-08-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2018, RB                                                               | CUSIP: 64971XER5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9967.55      | 0.00%             | 2032-08-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2018, RB                                                               | CUSIP: 64971XGE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25194.64     | 0.00%             | 2029-08-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2018, RB                                                               | CUSIP: 64971XGG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25018.95     | 0.00%             | 2031-08-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2018, RB                                                               | CUSIP: 64971XGH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1270000 | PA      | $1265166.89   | 0.12%             | 2032-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                                  | New York State Dormitory Authority, Series 2017, RB                                                                                                    | CUSIP: 64990CZX2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     15000 | PA      | $12955.59     | 0.00%             | 2047-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Northwest Infrastructure Financing Corp.                                                                                                            | Northwest Infrastructure Financing Corp., Series 2004, RB                                                                                              | CUSIP: 667530AA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $108738.04    | 0.01%             | 2034-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) Higher Educational Facility Commission (Cleveland Clinic Health System Obligated Group)                                             | Ohio (State of) Higher Educational Facility Commission (Cleveland Clinic Health System Obligated Group), Series 2011, Ref. RB                          | CUSIP: 67756A2T8<br>LEI: 5493007MQT6NGNN6BR81 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31164.86     | 0.00%             | 2032-01-01      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Omaha Public Facilities Corp.                                                                                                                       | Omaha Public Facilities Corp., Series 2017, RB                                                                                                         | CUSIP: 681785JK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1735000 | PA      | $1574386.71   | 0.15%             | 2047-02-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| State of Oregon                                                                                                                                     | State of Oregon, Series 2008, GO Bonds                                                                                                                 | CUSIP: 68608KNF1<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |   1370000 | PA      | $1493996.23   | 0.14%             | 2038-08-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Palm Desert (City of), CA Redevelopment Agency Successor Agency                                                                                     | Palm Desert (City of), CA Redevelopment Agency Successor Agency, Series 2017, RB                                                                       | CUSIP: 696624BG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $24153.76     | 0.00%             | 2037-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Economic Development Financing Authority                                                                             | Pennsylvania (Commonwealth of) Economic Development Financing Authority, Series 2017 B, RB                                                             | CUSIP: 70870JBL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $24806.87     | 0.00%             | 2027-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| School District of Philadelphia (The)                                                                                                               | School District of Philadelphia (The), Series 2011, GO Bonds                                                                                           | CUSIP: 717883LV2<br>LEI: 254900HSKDHZKBZCUL90 | Long             | DBT              | MUN               | US        |     85000 | PA      | $91461.37     | 0.01%             | 2030-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pocono Mountains Industrial Park Authority (St. Luke's University Health Network)                                                                   | Pocono Mountains Industrial Park Authority (St. Luke's University Health Network), Series 2018, RB                                                     | CUSIP: 73043PAC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1414111.50   | 0.13%             | 2049-08-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, Series 2014, RB                                                                                      | CUSIP: 73358WTZ7<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    125000 | PA      | $125009.31    | 0.01%             | 2034-10-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Corpus Christi (Port of) and Nueces (County of), TX                                                                                                 | Corpus Christi (Port of) and Nueces (County of), TX, Series 2018, RB                                                                                   | CUSIP: 733911CP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9693.51      | 0.00%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morrow (Port of), OR                                                                                                                                | Morrow (Port of), OR, Series 2014, RB                                                                                                                  | CUSIP: 73474TAD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $34989.98     | 0.00%             | 2027-09-01      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Portland (City of), OR                                                                                                                              | Portland (City of), OR, Series 1999, GO Bonds                                                                                                          | CUSIP: 736679LD1<br>LEI: 254900RPNQMJF9NBMF52 | Long             | DBT              | MUN               | US        |     35000 | PA      | $33442.89     | 0.00%             | 2027-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                                                                                            | Public Finance Authority, Series 2018, RB                                                                                                              | CUSIP: 74442PHD0<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |     50000 | PA      | $47348.81     | 0.00%             | 2040-07-01      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Rancho Cucamonga Redevelopment Agency Successor Agency                                                                                              | Rancho Cucamonga Redevelopment Agency Successor Agency, Series 2007, RB                                                                                | CUSIP: 752123JH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $163924.11    | 0.02%             | 2031-09-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Riverside Redevelopment Agency Successor Agency                                                                                                     | Riverside Redevelopment Agency Successor Agency, Series 2018, RB                                                                                       | CUSIP: 76904RBW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $28670.82     | 0.00%             | 2037-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Riverside Unified School District                                                                                                                   | Riverside Unified School District, Series 2016, GO Bonds                                                                                               | CUSIP: 769059YA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50063.85     | 0.00%             | 2026-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Riverside (City of), CA                                                                                                                             | Riverside (City of), CA, Series 2005, RB                                                                                                               | CUSIP: 76913CAT6<br>LEI: 254900CB5HEOBAVTY629 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15409.41     | 0.00%             | 2035-02-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                                                                                          | Rutgers The State University of New Jersey, Series 2013, RB                                                                                            | CUSIP: 783186RC5<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |    140000 | PA      | $145134.44    | 0.01%             | 2033-05-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| St. Louis Municipal Finance Corp.                                                                                                                   | St. Louis Municipal Finance Corp., Series 2007, Ref. RB                                                                                                | CUSIP: 79165TME8<br>LEI: 549300CR13DAYKUKQN03 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5540.93      | 0.00%             | 2037-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| San Diego (City of), CA Redevelopment Agency (Centre City Redevelopment)                                                                            | San Diego (City of), CA Redevelopment Agency (Centre City Redevelopment), Series 2017, RB                                                              | CUSIP: 79730WBW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $72428.41     | 0.01%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Diego (City of), CA Redevelopment Agency (Centre City Redevelopment)                                                                            | San Diego (City of), CA Redevelopment Agency (Centre City Redevelopment), Series 2017, RB                                                              | CUSIP: 79730WBX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $133323.09    | 0.01%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                                                                                             | South Carolina Public Service Authority, Series 2012, RB                                                                                               | CUSIP: 837151FV6<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |   1315000 | PA      | $1342739.00   | 0.13%             | 2030-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Public Service Authority                                                                                                  | South Carolina (State of) Public Service Authority, Series 2015 D, RB                                                                                  | CUSIP: 837151NP0<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |    215000 | PA      | $207261.42    | 0.02%             | 2045-12-01      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Spartanburg (City of), SC Regional Health Services District                                                                                         | Spartanburg (City of), SC Regional Health Services District, Series 2017, Ref. RB                                                                      | CUSIP: 847113CE5<br>LEI: 549300CVHLQ72HQF3340 | Long             | DBT              | MUN               | US        |    110000 | PA      | $104737.84    | 0.01%             | 2038-04-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| State Public School Building Authority                                                                                                              | State Public School Building Authority, Series 2011, RB                                                                                                | CUSIP: 85732PCE8<br>LEI: 5493006JN0UR7OGWTO86 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26149.82     | 0.00%             | 2029-09-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Town of Stratford CT                                                                                                                                | Town of Stratford CT, Series 2013, GO Bonds                                                                                                            | CUSIP: 8628114B9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5524.68      | 0.00%             | 2038-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tarrant County Cultural Education Facilities Finance Corp.                                                                                          | Tarrant County Cultural Education Facilities Finance Corp., Series 2013, RB                                                                            | CUSIP: 87638QHB8<br>LEI: 549300ROY505NVTMMI25 | Long             | DBT              | MUN               | US        |     55000 | PA      | $52319.10     | 0.00%             | 2043-11-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - Texas A&M University System                                                                                             | Permanent University Fund - Texas A&M University System, Series 2012, RB                                                                               | CUSIP: 882117W67<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $69371.33     | 0.01%             | 2032-07-01      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Texas A&M University                                                                                                                                | Texas A&M University, Series 2016, RB                                                                                                                  | CUSIP: 88213ADZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9782.38      | 0.00%             | 2037-05-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Texas A&M University                                                                                                                                | Texas A&M University, Series 2017, RB                                                                                                                  | CUSIP: 88213AHS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $19896.50     | 0.00%             | 2030-05-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Texas A&M University                                                                                                                                | Texas A&M University, Series 2017, RB                                                                                                                  | CUSIP: 88213AHT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4954.77      | 0.00%             | 2031-05-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Texas A&M University                                                                                                                                | Texas A&M University, Series 2017, RB                                                                                                                  | CUSIP: 88213AKJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $147269.55    | 0.01%             | 2031-05-15      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Texas A&M University                                                                                                                                | Texas A&M University, Series 2017, RB                                                                                                                  | CUSIP: 88213AME2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4314.41      | 0.00%             | 2047-05-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Trustees of Boston College                                                                                                                          | Trustees of Boston College, Series 2013, RB                                                                                                            | CUSIP: 898365AA9<br>LEI: 549300Q2G2ZLXN1EX541 | Long             | DBT              | MUN               | US        |    160000 | PA      | $166076.66    | 0.02%             | 2043-07-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue                                                                               | Regents of the University of California Medical Center Pooled Revenue, Series 2016, RB                                                                 | CUSIP: 913366JF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $46709.51     | 0.00%             | 2036-05-15      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| University of Cincinnati                                                                                                                            | University of Cincinnati, Series 2016, RB                                                                                                              | CUSIP: 914119F56<br>LEI: 549300E0RD3ICJ858L23 | Long             | DBT              | MUN               | US        |     80000 | PA      | $72666.81     | 0.01%             | 2042-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2017, RB                                                                                                              | CUSIP: 91412GU86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $17687.95     | 0.00%             | 2047-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2015, RB                                                                                                              | CUSIP: 91412GXW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10124.17     | 0.00%             | 2031-05-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2018, RB                                                                                                              | CUSIP: 91412HBU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1120000 | PA      | $1020365.36   | 0.10%             | 2048-05-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| University of North Carolina at Chapel Hill                                                                                                         | University of North Carolina at Chapel Hill, Series 2012, RB                                                                                           | CUSIP: 914713J29<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $786639.36    | 0.07%             | 2033-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| University of North Carolina at Chapel Hill                                                                                                         | University of North Carolina at Chapel Hill, Series 2016 C, Ref. RB                                                                                    | CUSIP: 914713N99<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $68763.95     | 0.01%             | 2028-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Utah Municipal Power Agency                                                                                                                         | Utah Municipal Power Agency, Series 2016, RB                                                                                                           | CUSIP: 91756TAV3<br>LEI: 549300ZRZ5YVJ6KNNV32 | Long             | DBT              | MUN               | US        |     40000 | PA      | $38483.66     | 0.00%             | 2036-07-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Virginia Commonwealth University Health System Authority                                                                                            | Virginia Commonwealth University Health System Authority, Series 2014, RB                                                                              | CUSIP: 92778LBL3<br>LEI: 07ROV40HIZGU2Q6OXJ58 | Long             | DBT              | MUN               | US        |      5000 | PA      | $4968.11      | 0.00%             | 2044-01-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Virginia Housing Development Authority                                                                                                              | Virginia Housing Development Authority, Series 2012, RB                                                                                                | CUSIP: 92812Q3Z8<br>LEI: 549300LW3QBOVLQBP895 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20001.05     | 0.00%             | 2032-10-01      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Washington & Multnomah Counties School District No. 48J Beaverton                                                                                   | Washington & Multnomah Counties School District No. 48J Beaverton, Series 2015, GO Bonds                                                               | CUSIP: 938429N45<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    775000 | PA      | $774983.73    | 0.07%             | 2034-06-30      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Washington Convention & Sports Authority                                                                                                            | Washington Convention & Sports Authority, Series 2018 B, Ref. RB                                                                                       | CUSIP: 93878LBJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $85217.77     | 0.01%             | 2040-10-01      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Washington Health Care Facilities Authority                                                                                                         | Washington Health Care Facilities Authority, Series 2017 A, RB                                                                                         | CUSIP: 93978HSU0<br>LEI: 549300ZVPWQIL3N5TL85 | Long             | DBT              | MUN               | US        |    245000 | PA      | $205977.11    | 0.02%             | 2047-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Will County Community Unit School District No. 365-U Valley View                                                                                    | Will County Community Unit School District No. 365-U Valley View, Series 2009 C, GO Bonds                                                              | CUSIP: 969078QM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9388.14      | 0.00%             | 2027-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Will County Community Unit School District No. 365-U Valley View                                                                                    | Will County Community Unit School District No. 365-U Valley View, Series 2009 C, GO Bonds                                                              | CUSIP: 969078QN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $31641.08     | 0.00%             | 2028-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of)                                                                                                                                | Wisconsin (State of), Series 2016 B, Ref. RB                                                                                                           | CUSIP: 977100DR4<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $903560.70    | 0.09%             | 2037-05-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Woonsocket (City of)                                                                                                                                | Woonsocket (City of)                                                                                                                                   | CUSIP: 980898XP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10488.19     | 0.00%             | 2032-07-15      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Michigan State University                                                                                                                           | Michigan State University, Series 2019, RB                                                                                                             | CUSIP: 594712UF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    370000 | PA      | $351407.24    | 0.03%             | 2048-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Missouri (State of) Health & Educational Facilities Authority (St. Louis University)                                                                | Missouri (State of) Health & Educational Facilities Authority (St. Louis University), Series 2019 B, RB                                                | CUSIP: 60636ASU8<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |    150000 | PA      | $128396.03    | 0.01%             | 2049-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Marin Community College District                                                                                                                    | Marin Community College District, Series 2019, GO Bonds                                                                                                | CUSIP: 56781RJX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9643.70      | 0.00%             | 2038-08-01      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (New York University) (Green Bonds)                                                                         | New York (State of) Dormitory Authority (New York University) (Green Bonds), Series 2019 B-2, RB                                                       | CUSIP: 64990GJZ6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2475792.00   | 0.23%             | 2049-07-01      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| City & County of San Francisco CA Community Facilities District No 2014-1                                                                           | City & County of San Francisco CA Community Facilities District No 2014-1, Series 2019, RB                                                             | CUSIP: 79772ECT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    365000 | PA      | $313984.68    | 0.03%             | 2049-09-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Kenton (County of), KY Airport Board                                                                                                                | Kenton (County of), KY Airport Board, Series 2019, RB                                                                                                  | CUSIP: 491034AQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $936738.50    | 0.09%             | 2049-01-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2019 BD, RB                                                                                                           | CUSIP: 91412HFG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2487116.75   | 0.23%             | 2029-07-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2019 A, GO Bonds                                                                                                        | CUSIP: 20772KGT0<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    450000 | PA      | $449372.52    | 0.04%             | 2029-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Oregon (State of) Department of Administrative Services                                                                                             | Oregon (State of) Department of Administrative Services, Series 2019, COP                                                                              | CUSIP: 68608VEE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $38283.14     | 0.00%             | 2039-05-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Portland (Port of), OR (Portland International Airport)                                                                                             | Portland (Port of), OR (Portland International Airport), Series 2019, RB                                                                               | CUSIP: 735240S87<br>LEI: 549300BRH7XZ3ZK0DS46 | Long             | DBT              | MUN               | US        |    950000 | PA      | $832627.79    | 0.08%             | 2049-07-01      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Columbus (City of), OH Regional Airport Authority                                                                                                   | Columbus (City of), OH Regional Airport Authority, Series 2019, RB                                                                                     | CUSIP: 19954KAR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $881955.60    | 0.08%             | 2048-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Turnpike Authority                                                                                                            | New Jersey (State of) Turnpike Authority, Series 2009 F, RB                                                                                            | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $6128567.50   | 0.58%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2009, GO Bonds                                                                                                           | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |  10760000 | PA      | $13305557.76  | 1.25%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2019, RB                                                               | CUSIP: 64971XJD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $14881.54     | 0.00%             | 2027-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2019, RB                                                               | CUSIP: 64971XJE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $14869.54     | 0.00%             | 2028-11-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2019, RB                                                               | CUSIP: 64971XJH2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $34394.77     | 0.00%             | 2030-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2019, RB                                                               | CUSIP: 64971XJJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $14642.29     | 0.00%             | 2031-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2019, RB                                                               | CUSIP: 64971XJK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $193666.66    | 0.02%             | 2032-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2019, GO Bonds                                                                                                          | CUSIP: 20772KGR4<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     15000 | PA      | $14963.52     | 0.00%             | 2027-04-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2019, GO Bonds                                                                                                          | CUSIP: 20772KGS2<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     10000 | PA      | $9985.15      | 0.00%             | 2028-04-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of) Bradley International Airport (Ground Transport Center)                                                                      | Connecticut (State of) Bradley International Airport (Ground Transport Center), Series 2019, RB                                                        | CUSIP: 20773CAR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $233104.65    | 0.02%             | 2045-07-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2009, GO Bonds                                                                                                           | CUSIP: 13063A5E0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   7410000 | PA      | $8754812.74   | 0.82%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Metro                                                                                                                                               | Metro, Series 2019, GO Bonds                                                                                                                           | CUSIP: 59163PKL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7950000 | PA      | $7915106.66   | 0.74%             | 2028-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                                                                                               | Metropolitan Transportation Authority, Series 2009, RB                                                                                                 | CUSIP: 59259NZH9<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   2135000 | PA      | $2570633.30   | 0.24%             | 2039-11-15      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                                                                                    | Commonwealth Financing Authority, Series 2019 A, RB                                                                                                    | CUSIP: 20281PKV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $370004.36    | 0.03%             | 2038-06-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                                                                                    | Commonwealth Financing Authority, Series 2019 A, RB                                                                                                    | CUSIP: 20281PKW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    950000 | PA      | $858428.55    | 0.08%             | 2041-06-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp. (Seagirt Marine Terminal)                                                                                       | Maryland Economic Development Corp. (Seagirt Marine Terminal), Series 2019, RB                                                                         | CUSIP: 57420NDK4<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |    400000 | PA      | $354555.44    | 0.03%             | 2042-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2019 B, Ref. RB                                                                                                     | CUSIP: 59333P4M7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    950000 | PA      | $942750.84    | 0.09%             | 2027-10-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2019 B, Ref. RB                                                                                                     | CUSIP: 59333P4N5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2800000 | PA      | $2768270.68   | 0.26%             | 2028-10-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2019 B, Ref. RB                                                                                                     | CUSIP: 59333P4P0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $147920.81    | 0.01%             | 2029-10-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                                                                                               | Illinois State Toll Highway Authority, Series 2009, RB                                                                                                 | CUSIP: 452252FH7<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |     51000 | PA      | $55453.23     | 0.01%             | 2034-01-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| City of Austin TX Electric Utility Revenue                                                                                                          | City of Austin TX Electric Utility Revenue, Series 2019, RB                                                                                            | CUSIP: 052414RT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $34602.45     | 0.00%             | 2027-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Dallas (City of), TX                                                                                                                                | Dallas (City of), TX, Series 2005, GO Bonds                                                                                                            | CUSIP: 235218L77<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4828.22      | 0.00%             | 2027-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dallas (City of) TX                                                                                                                                 | Dallas (City of) TX, Series 2005 B, GO Bonds                                                                                                           | CUSIP: 235218M35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $12463.16     | 0.00%             | 2031-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dallas (City of), TX                                                                                                                                | Dallas (City of), TX, Series 2005, GO Bonds                                                                                                            | CUSIP: 235218M43<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1192838.40   | 0.11%             | 2032-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| City of Dallas TX                                                                                                                                   | City of Dallas TX, Series 2005, GO Bonds                                                                                                               | CUSIP: 235218M68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $18134.95     | 0.00%             | 2034-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| City of Dallas TX                                                                                                                                   | City of Dallas TX, Series 2005, GO Bonds                                                                                                               | CUSIP: 235218M76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $6882.60      | 0.00%             | 2035-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New York City Housing Development Corp.                                                                                                             | New York City Housing Development Corp., Series 2019, RB                                                                                               | CUSIP: 64972EGL7<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |     35000 | PA      | $32834.34     | 0.00%             | 2034-11-01      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| New York City Housing Development Corp.                                                                                                             | New York City Housing Development Corp., Series 2019, RB                                                                                               | CUSIP: 64972EGM5<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |     30000 | PA      | $26954.96     | 0.00%             | 2039-11-01      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| New York City Housing Development Corp.                                                                                                             | New York City Housing Development Corp., Series 2019, RB                                                                                               | CUSIP: 64972EGN3<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |   1230000 | PA      | $1052665.12   | 0.10%             | 2044-11-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Morrow (Port of), OR (Bonneville Cooperation)                                                                                                       | Morrow (Port of), OR (Bonneville Cooperation), Series 2019, RB                                                                                         | CUSIP: 73474TAS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4969.01      | 0.00%             | 2026-09-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Dallas (City of), TX Area Rapid Transit                                                                                                             | Dallas (City of), TX Area Rapid Transit, Series 2009 B, RB                                                                                             | CUSIP: 235241LS3<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |   2510000 | PA      | $2638016.78   | 0.25%             | 2044-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, Series 2009, RB                                                                                      | CUSIP: 73358WAJ3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    680000 | PA      | $739561.27    | 0.07%             | 2029-12-01      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Subseries 2019 A-2, GO Bonds                                                                                                   | CUSIP: 64966QCE8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   7000000 | PA      | $6839632.80   | 0.64%             | 2028-08-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Texas A&M University                                                                                                                                | Texas A&M University, Series 2019 B, Ref. RB                                                                                                           | CUSIP: 88213APL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    950000 | PA      | $925314.73    | 0.09%             | 2029-05-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2009, RB                                                                                    | CUSIP: 709223VZ1<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |   1393000 | PA      | $1533876.32   | 0.14%             | 2039-12-01      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2019, GO Bonds                                                                                                             | CUSIP: 64966QCF5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     10000 | PA      | $9701.05      | 0.00%             | 2029-08-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2019, GO Bonds                                                                                                             | CUSIP: 64966QCH1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     20000 | PA      | $18978.26     | 0.00%             | 2031-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Texas A&M University                                                                                                                                | Texas A&M University, Series 2019, RB                                                                                                                  | CUSIP: 88213APS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $8991.32      | 0.00%             | 2039-05-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Texas A&M University                                                                                                                                | Texas A&M University, Series 2019, RB                                                                                                                  | CUSIP: 88213APT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $24437.43     | 0.00%             | 2049-05-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, Twenty one Series 2019, RB                                                                           | CUSIP: 73358W3L6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   2140000 | PA      | $1439587.20   | 0.14%             | 2069-08-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2019 D, Ref. GO Bonds                                                                                          | CUSIP: 57582RYP5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    650000 | PA      | $501695.48    | 0.05%             | 2043-09-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                                                                                       | Commonwealth of Massachusetts, Series 2019, GO Bonds                                                                                                   | CUSIP: 57582RYN0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1448631 | PA      | $1272703.88   | 0.12%             | 2039-09-01      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Fulton (County of), GA Development Authority (Georgia Tech Athletic Association)                                                                    | Fulton (County of), GA Development Authority (Georgia Tech Athletic Association), Series 2019, Ref. RB                                                 | CUSIP: 36005FDV4<br>LEI: 549300533NJL38F4K144 | Long             | DBT              | MUN               | US        |   1080000 | PA      | $798585.37    | 0.08%             | 2049-10-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2019 A, Ref. RB                                                                                                              | CUSIP: 41978CBJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $42309.57     | 0.00%             | 2039-07-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2019 A, Ref. RB                                                                                                              | CUSIP: 41978CBK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $26215.59     | 0.00%             | 2047-07-01      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Honolulu (City & County of), HI                                                                                                                     | Honolulu (City & County of), HI, Series 2019, GO Bonds                                                                                                 | CUSIP: 438687KW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $24552.38     | 0.00%             | 2027-08-01      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                               | Houston (City of), TX, Series 2019 C, Ref. RB                                                                                                          | CUSIP: 44244CXT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $477210.85    | 0.04%             | 2029-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Combined Utility System Revenue                                                                                                  | City of Houston TX Combined Utility System Revenue, Series 2019, RB                                                                                    | CUSIP: 44244CXU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $193439.07    | 0.02%             | 2030-11-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Aviation Revenue                                                                                                            | County of Miami-Dade FL Aviation Revenue, Series 2019, RB                                                                                              | CUSIP: 59333P5F1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $14380.14     | 0.00%             | 2029-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Aviation Revenue                                                                                                            | County of Miami-Dade FL Aviation Revenue, Series 2019, RB                                                                                              | CUSIP: 59333P5G9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9476.25      | 0.00%             | 2030-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2019, Ref. RB                                                                                                       | CUSIP: 59333P5H7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $37422.20     | 0.00%             | 2031-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Subseries 2019 A-5, RB                                                        | CUSIP: 64971XLX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $60249.64     | 0.01%             | 2032-05-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2019, RB                                                               | CUSIP: 64971XLZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4483.53      | 0.00%             | 2034-05-01      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Valdosta & Lowndes County Hospital Authority                                                                                                        | Valdosta & Lowndes County Hospital Authority, Series 2019, RB                                                                                          | CUSIP: 919112FL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $20891.67     | 0.00%             | 2041-10-01      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Pasadena Unified School District                                                                                                                    | Pasadena Unified School District, Series 2019, GO Bonds                                                                                                | CUSIP: 702282QN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $8995.93      | 0.00%             | 2037-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Curators of the University of Missouri (The)                                                                                                        | Curators of the University of Missouri (The), Series 2009, RB                                                                                          | CUSIP: 231266FD4<br>LEI: G0G4PRB87K0V5MXIV248 | Long             | DBT              | MUN               | US        |    685000 | PA      | $729823.11    | 0.07%             | 2039-11-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                                                                                              | University of Virginia, Series 2019 A, RB                                                                                                              | CUSIP: 915217XA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1200000 | PA      | $713037.00    | 0.07%             | 2119-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                                                                                          | Rutgers The State University of New Jersey, Series 2019 P, RB                                                                                          | CUSIP: 783186TP4<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |   1700000 | PA      | $1179654.82   | 0.11%             | 2119-05-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                                                                                             | Bay Area Toll Authority, Series 2019, RB                                                                                                               | CUSIP: 072024WS7<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     65000 | PA      | $62782.10     | 0.01%             | 2031-04-01      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Montana State Board of Regents                                                                                                                      | Montana State Board of Regents, Series 2019, Ref. RB                                                                                                   | CUSIP: 61212LRB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $18600.09     | 0.00%             | 2049-11-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| San Diego Community College District                                                                                                                | San Diego Community College District, Series 2019, GO Bonds                                                                                            | CUSIP: 797272QY0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $8309.00      | 0.00%             | 2043-08-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Cleveland (City of), OH                                                                                                                             | Cleveland (City of), OH, Series 2019, RB                                                                                                               | CUSIP: 186352SP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $76811.52     | 0.01%             | 2031-01-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                                                                | Triborough Bridge & Tunnel Authority, Series 2019 B, Ref. RB                                                                                           | CUSIP: 89602RFM2<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $806367.80    | 0.08%             | 2044-11-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                                                                                       | North Texas Tollway Authority, Series 2009 B, RB                                                                                                       | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |   2645000 | PA      | $2973072.84   | 0.28%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority                                                                                                          | Metropolitan Washington Airports Authority, Series 2009 D, RB                                                                                          | CUSIP: 592643AA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2430000 | PA      | $2971387.72   | 0.28%             | 2046-10-01      | Fixed         | 7.46%                 | No            |                  2 | On Loan: No      |
| Metropolitan Water Reclamation District of Greater Chicago                                                                                          | Metropolitan Water Reclamation District of Greater Chicago, Series 2009, GO Bonds                                                                      | CUSIP: 167560PL9<br>LEI: 254900GOGQEZEWCZ4D37 | Long             | DBT              | MUN               | US        |   1820000 | PA      | $1929666.83   | 0.18%             | 2038-12-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Dallas Convention Center Hotel Development Corp.                                                                                                    | Dallas Convention Center Hotel Development Corp., Series 2009, RB                                                                                      | CUSIP: 235417AA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2675000 | PA      | $3039950.52   | 0.29%             | 2042-01-01      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                                    | Texas (State of), Series 2009, GO Bonds                                                                                                                | CUSIP: 882722KF7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |   2418258 | PA      | $2549629.76   | 0.24%             | 2039-04-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Waterbury (City of), CT                                                                                                                             | Waterbury (City of), CT, Series 2009, GO Bonds                                                                                                         | CUSIP: 941247N20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $79067.46     | 0.01%             | 2038-12-01      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| University of Nebraska Facilities Corp. (The)                                                                                                       | University of Nebraska Facilities Corp. (The), Series 2019 A, Ref. RB                                                                                  | CUSIP: 914639KY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1130000 | PA      | $866463.66    | 0.08%             | 2049-10-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| County of Franklin OH                                                                                                                               | County of Franklin OH, Series 2019, RB                                                                                                                 | CUSIP: 353187EK9<br>LEI: 549300VCBUC1RZE7KL42 | Long             | DBT              | MUN               | US        |     35000 | PA      | $26442.41     | 0.00%             | 2050-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Western Minnesota Municipal Power Agency                                                                                                            | Western Minnesota Municipal Power Agency, Series 2019 A, Ref. RB                                                                                       | CUSIP: 958697LC6<br>LEI: 549300LFJK9CQSN2NJ11 | Long             | DBT              | MUN               | US        |     10000 | PA      | $8003.99      | 0.00%             | 2046-01-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority                                                                                                               | New York (State of) Thruway Authority, Series 2019 M, Ref. RB                                                                                          | CUSIP: 650009S53<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    530000 | PA      | $486271.13    | 0.05%             | 2035-01-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                                                                                          | Rutgers The State University of New Jersey, Series 2019 R, Ref. RB                                                                                     | CUSIP: 783186UJ6<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |   2510000 | PA      | $2135645.80   | 0.20%             | 2043-05-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2019, GO Bonds                                                                                                           | CUSIP: 13063DRD2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     80000 | PA      | $79399.48     | 0.01%             | 2026-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2019, GO Bonds                                                                                                           | CUSIP: 13063DRE0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     40000 | PA      | $38584.74     | 0.00%             | 2029-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| New York (State of) Thruway Authority                                                                                                               | New York (State of) Thruway Authority, Series 2019, Ref. RB                                                                                            | CUSIP: 650009S61<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $246372.20    | 0.02%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bridgeport (City of), CT                                                                                                                            | Bridgeport (City of), CT, Series 2019 C, GO Bonds                                                                                                      | CUSIP: 108152FU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    455000 | PA      | $432693.31    | 0.04%             | 2034-09-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Bridgeport (City of), CT                                                                                                                            | Bridgeport (City of), CT, Series 2019 C, GO Bonds                                                                                                      | CUSIP: 108152FW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $319496.21    | 0.03%             | 2044-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Denver City & County Housing Authority                                                                                                              | Denver City & County Housing Authority, Series 2019, RB                                                                                                | CUSIP: 24917NAR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $13388.87     | 0.00%             | 2038-12-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Gilroy Unified School District                                                                                                                      | Gilroy Unified School District, Series 2019, GO Bonds                                                                                                  | CUSIP: 376087GM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1050000 | PA      | $834621.17    | 0.08%             | 2047-08-01      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                                                                                           | Indiana Finance Authority                                                                                                                              | CUSIP: 45506D6Q3<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    250000 | PA      | $228491.80    | 0.02%             | 2039-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Water & Sewer System Revenue                                                                                                | County of Miami-Dade FL Water & Sewer System Revenue, Series 2019, RB                                                                                  | CUSIP: 59334DLJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $19649.07     | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State of New York                                                                                                                                   | State of New York, Series 2019, GO Bonds                                                                                                               | CUSIP: 649791PW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $95091.28     | 0.01%             | 2031-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| State of New York                                                                                                                                   | State of New York, Series 2019, GO Bonds                                                                                                               | CUSIP: 649791PX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4709.02      | 0.00%             | 2032-02-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) (Cleveland Clinic Health System Obligated Group)                                                                                    | Ohio (State of) (Cleveland Clinic Health System Obligated Group), Series 2019, Ref. RB                                                                 | CUSIP: 677561LH3<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |     40000 | PA      | $38807.49     | 0.00%             | 2030-01-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) (Cleveland Clinic Health System Obligated Group)                                                                                    | Ohio (State of) (Cleveland Clinic Health System Obligated Group), Series 2019, Ref. RB                                                                 | CUSIP: 677561LJ9<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |     48000 | PA      | $46209.11     | 0.00%             | 2031-01-01      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) (Cleveland Clinic Health System Obligated Group)                                                                                    | Ohio (State of) (Cleveland Clinic Health System Obligated Group), Series 2019, RB                                                                      | CUSIP: 677561LK6<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |     10000 | PA      | $9554.95      | 0.00%             | 2032-01-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                                                                                    | Pennsylvania Turnpike Commission, Series 2019, RB                                                                                                      | CUSIP: 709224V71<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     55000 | PA      | $46294.90     | 0.00%             | 2043-12-01      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                                                                                    | Pennsylvania Turnpike Commission, Series 2019, RB                                                                                                      | CUSIP: 709224Y45<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     15000 | PA      | $13234.73     | 0.00%             | 2042-12-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                                                                                          | Rutgers The State University of New Jersey, Series 2019 R, Ref. RB                                                                                     | CUSIP: 783186UG2<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |     10000 | PA      | $9737.61      | 0.00%             | 2029-05-01      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Ventura County Community College District                                                                                                           | Ventura County Community College District, Series 2019, GO Bonds                                                                                       | CUSIP: 923040GZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $19258.32     | 0.00%             | 2029-08-01      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) Housing Development Authority                                                                                            | Virginia (Commonwealth of) Housing Development Authority, Series 2019 A, RB                                                                            | CUSIP: 92812UQ76<br>LEI: 549300LW3QBOVLQBP895 | Long             | DBT              | MUN               | US        |    102570 | PA      | $91243.25     | 0.01%             | 2049-10-25      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| County of Broward FL Airport System Revenue                                                                                                         | County of Broward FL Airport System Revenue, Series 2019, RB                                                                                           | CUSIP: 114894ZW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1090295.00   | 0.10%             | 2043-10-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Colorado (State of) Health Facilities Authority (Sanford Health)                                                                                    | Colorado (State of) Health Facilities Authority (Sanford Health), Series 2019 B, Ref. RB                                                               | CUSIP: 19648FNU4<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |   1100000 | PA      | $995192.88    | 0.09%             | 2039-11-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                                    | Texas (State of), Series 2019, Ref. GO Bonds                                                                                                           | CUSIP: 882724QP5<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $844582.50    | 0.08%             | 2044-04-01      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| University of Pittsburgh-of the Commonwealth System of Higher Education                                                                             | University of Pittsburgh-of the Commonwealth System of Higher Education, Series 2017 C, Ref. RB                                                        | CUSIP: 91335VKU9<br>LEI: 5493002C83QSGL8ETT42 | Long             | DBT              | MUN               | US        |    750000 | PA      | $631430.10    | 0.06%             | 2041-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| University of Pittsburgh-of the Commonwealth System of Higher Education                                                                             | University of Pittsburgh-of the Commonwealth System of Higher Education, Series 2019, RB                                                               | CUSIP: 91335VKQ8<br>LEI: 5493002C83QSGL8ETT42 | Long             | DBT              | MUN               | US        |    480000 | PA      | $315040.42    | 0.03%             | 2119-09-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| City of Birmingham Regional Water Works                                                                                                             | City of Birmingham Regional Water Works, Series 2019, RB                                                                                               | CUSIP: 091096NR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $63640.26     | 0.01%             | 2045-01-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                                                                                    | California Health Facilities Financing Authority, Series 2019, RB                                                                                      | CUSIP: 13032UVF2<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     25000 | PA      | $24409.83     | 0.00%             | 2028-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Social Bonds)                                                                          | California (State of) Health Facilities Financing Authority (Social Bonds), Series 2019, RB                                                            | CUSIP: 13032UVG0<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     10000 | PA      | $9670.87      | 0.00%             | 2029-06-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Social Bonds)                                                                          | California (State of) Health Facilities Financing Authority (Social Bonds), Series 2019, RB                                                            | CUSIP: 13032UVH8<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     20000 | PA      | $19188.60     | 0.00%             | 2030-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Social Bonds)                                                                          | California (State of) Health Facilities Financing Authority (Social Bonds), Series 2019, RB                                                            | CUSIP: 13032UVK1<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     45000 | PA      | $42469.52     | 0.00%             | 2032-06-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Social Bonds)                                                                          | California (State of) Health Facilities Financing Authority (Social Bonds), Series 2019, RB                                                            | CUSIP: 13032UVL9<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    240000 | PA      | $223753.73    | 0.02%             | 2033-06-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Social Bonds)                                                                          | California (State of) Health Facilities Financing Authority (Social Bonds), Series 2019, RB                                                            | CUSIP: 13032UVM7<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     25000 | PA      | $23018.71     | 0.00%             | 2034-06-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Greenville City School District                                                                                                                     | Greenville City School District, Series 2019, GO Bonds                                                                                                 | CUSIP: 396352GY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $47594.79     | 0.00%             | 2051-01-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Madison County Capital Resource Corp.                                                                                                               | Madison County Capital Resource Corp., Series 2019, Ref. RB                                                                                            | CUSIP: 557363EA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $616979.58    | 0.06%             | 2039-07-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                                                                                             | Massachusetts School Building Authority, Series 2019, RB                                                                                               | CUSIP: 576000XG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $49081.05     | 0.00%             | 2027-10-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Economic Development Authority                                                                                                | New Jersey (State of) Economic Development Authority, Series 2019, Ref. RB                                                                             | CUSIP: 64577B8D9<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |     20000 | PA      | $19943.47     | 0.00%             | 2027-06-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Raleigh (City of), NC Combined Enterprise System                                                                                                    | Raleigh (City of), NC Combined Enterprise System, Series 2019, Ref. RB                                                                                 | CUSIP: 751100MK1<br>LEI: 549300I7RPBIIRI16112 | Long             | DBT              | MUN               | US        |     10000 | PA      | $9799.29      | 0.00%             | 2028-03-01      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| San Bernardino Community College District                                                                                                           | San Bernardino Community College District, Series 2019, GO Bonds                                                                                       | CUSIP: 796720NF3<br>LEI: 549300Y4FPTEP3EQZ007 | Long             | DBT              | MUN               | US        |     10000 | PA      | $9550.26      | 0.00%             | 2031-08-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Solano County Community College District                                                                                                            | Solano County Community College District, Series 2019, GO Bonds                                                                                        | CUSIP: 83412PFZ0<br>LEI: 549300P3BIFQULH2R110 | Long             | DBT              | MUN               | US        |     10000 | PA      | $7736.50      | 0.00%             | 2047-08-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Port Authority                                                                                                            | South Carolina (State of) Port Authority, Series 2019 D, Ref. RB                                                                                       | CUSIP: 837123LC0<br>LEI: 5493001YXW15H9J1M026 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $833565.30    | 0.08%             | 2045-07-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| South Dakota (State of) Health & Educational Facilities Authority (Avera Health)                                                                    | South Dakota (State of) Health & Educational Facilities Authority (Avera Health), Series 2019 B, Ref. RB                                               | CUSIP: 83755VL51<br>LEI: 549300ZW6LKR8UI2C378 | Long             | DBT              | MUN               | US        |    150000 | PA      | $129585.24    | 0.01%             | 2042-07-01      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| University of Cincinnati                                                                                                                            | University of Cincinnati, Series 2019, RB                                                                                                              | CUSIP: 914119U75<br>LEI: 549300E0RD3ICJ858L23 | Long             | DBT              | MUN               | US        |     40000 | PA      | $39383.75     | 0.00%             | 2027-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Utah Transit Authority                                                                                                                              | Utah Transit Authority, Series 2019, RB                                                                                                                | CUSIP: 917567EX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4196.37      | 0.00%             | 2042-12-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - Texas A&M University System                                                                                             | Permanent University Fund - Texas A&M University System, Series 2019, RB                                                                               | CUSIP: 8821177C2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $42068.63     | 0.00%             | 2049-07-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fulton (County of), GA Development Authority (Georgia Tech Foundation)                                                                              | Fulton (County of), GA Development Authority (Georgia Tech Foundation), Series 2019, Ref. RB                                                           | CUSIP: 36005FGL3<br>LEI: 549300533NJL38F4K144 | Long             | DBT              | MUN               | US        |    100000 | PA      | $72792.50     | 0.01%             | 2049-11-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Finance Authority (Trinity Health Credit Group)                                                                                 | Michigan (State of) Finance Authority (Trinity Health Credit Group), Series 2019, Ref. RB                                                              | CUSIP: 59447TXW8<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |   1410000 | PA      | $1316529.13   | 0.12%             | 2034-12-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                                                                                          | Michigan Finance Authority, Series 2019, RB                                                                                                            | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    190000 | PA      | $165691.29    | 0.02%             | 2040-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                                           | New Jersey (State of) Transportation Trust Fund Authority, Series 2019, Ref. RB                                                                        | CUSIP: 6461366R7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     10000 | PA      | $9547.77      | 0.00%             | 2039-06-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                                                                                                     | Foothill-Eastern Transportation Corridor Agency, Series 2019 A, Ref. RB                                                                                | CUSIP: 345105JE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1170000 | PA      | $1002368.95   | 0.09%             | 2049-01-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Texas Private Activity Bond Surface Transportation Corp. (NTE Mobility Partners LLC - North Tarrant Express Managed Lanes)                          | Texas Private Activity Bond Surface Transportation Corp. (NTE Mobility Partners LLC - North Tarrant Express Managed Lanes), Series 2019 B, Ref. RB     | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2770000 | PA      | $2312338.66   | 0.22%             | 2049-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                                                                                                     | Foothill-Eastern Transportation Corridor Agency, Series 2019, RB                                                                                       | CUSIP: 345105JG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $45033.24     | 0.00%             | 2053-01-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                                  | New York State Dormitory Authority, Series 2020, RB                                                                                                    | CUSIP: 64990FRB2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    300000 | PA      | $259719.87    | 0.02%             | 2039-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Hamilton (County of), OH (The Christ Hospitality)                                                                                                   | Hamilton (County of), OH (The Christ Hospitality), Series 2019, Ref. RB                                                                                | CUSIP: 40727TDJ0<br>LEI: 549300TO1E3N4E4YIO28 | Long             | DBT              | MUN               | US        |     25000 | PA      | $23663.60     | 0.00%             | 2034-06-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Finance Authority (Trinity Health Credit Group)                                                                                 | Michigan (State of) Finance Authority (Trinity Health Credit Group), Series 2019, Ref. RB                                                              | CUSIP: 59447TXT5<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |      5000 | PA      | $4888.36      | 0.00%             | 2028-12-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Middletown City School District/OH                                                                                                                  | Middletown City School District/OH, Series 2019, GO Bonds                                                                                              | CUSIP: 597137JU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $20256.80     | 0.00%             | 2048-12-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2019 B-2, RB                                                           | CUSIP: 64971XMF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $14871.78     | 0.00%             | 2026-11-01      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2019, RB                                                                                 | CUSIP: 64971XMG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $186642.40    | 0.02%             | 2027-11-01      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2019, RB                                                               | CUSIP: 64971XMK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $71794.72     | 0.01%             | 2030-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2019, RB                                                               | CUSIP: 64971XML9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4722.20      | 0.00%             | 2031-11-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                                  | New York State Dormitory Authority, Series 2020, RB                                                                                                    | CUSIP: 64990FQX5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |      5000 | PA      | $4791.99      | 0.00%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Stockton Public Financing Authority                                                                                                                 | Stockton Public Financing Authority, Series 2019, RB                                                                                                   | CUSIP: 861398CU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $83690.54     | 0.01%             | 2040-10-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Arizona (State of) Department of Transportation                                                                                                     | Arizona (State of) Department of Transportation, Series 2020, Ref. RB                                                                                  | CUSIP: 040654YA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1560000 | PA      | $1486126.51   | 0.14%             | 2030-07-01      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, First Series 2020, Ref. RB                                                                         | CUSIP: 7092242S7<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |   2900000 | PA      | $2361796.54   | 0.22%             | 2043-12-01      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| New Jersey Institute of Technology                                                                                                                  | New Jersey Institute of Technology, Series 2020 B, Ref. RB                                                                                             | CUSIP: 64579RCZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $851174.30    | 0.08%             | 2042-07-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2020 A, Ref. RB                                                                             | CUSIP: 7092242T5<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    150000 | PA      | $126466.07    | 0.01%             | 2041-12-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp.                                                                                                                      | Sales Tax Securitization Corp., Series 2020 B, Ref. RB                                                                                                 | CUSIP: 79467BDK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6000000 | PA      | $4906158.60   | 0.46%             | 2043-01-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Escambia (County of), FL Health Facilities Authority (Baptist Health Care Corp. Obligated Group)                                                    | Escambia (County of), FL Health Facilities Authority (Baptist Health Care Corp. Obligated Group), Series 2020, Ref. RB                                 | CUSIP: 296110GG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4750000 | PA      | $4027751.58   | 0.38%             | 2040-08-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of)                                                                                                                                | Wisconsin (State of), Series 2020 A, Ref. RB                                                                                                           | CUSIP: 977100HE9<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |   1900000 | PA      | $1767376.77   | 0.17%             | 2032-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Denison Independent School District                                                                                                                 | Denison Independent School District, Series 2020, Ref. GO Bonds                                                                                        | CUSIP: 248415YB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4500000 | PA      | $3671379.90   | 0.35%             | 2041-08-01      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Arizona Department of Transportation State Highway Fund Revenue                                                                                     | Arizona Department of Transportation State Highway Fund Revenue, Series 2020, RB                                                                       | CUSIP: 040654XY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $97389.75     | 0.01%             | 2028-07-01      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                                                                                    | Commonwealth Financing Authority, Series 2020 C, Ref. RB                                                                                               | CUSIP: 20281PMV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    900000 | PA      | $781437.33    | 0.07%             | 2042-06-01      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Indiana University                                                                                                                                  | Indiana University, Series 2020 B, Ref. RB                                                                                                             | CUSIP: 455168GH1<br>LEI: B4CW783SY7V2XEFJSQ64 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $669326.40    | 0.06%             | 2060-06-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of)                                                                                                                               | New Jersey (State of), Series 2020, GO Bonds                                                                                                           | CUSIP: 646039XW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $19674.32     | 0.00%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Northeast Ohio Regional Sewer District                                                                                                              | Northeast Ohio Regional Sewer District, Series 2020, RB                                                                                                | CUSIP: 663903JQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $20171.44     | 0.00%             | 2044-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ohio Turnpike & Infrastructure Commission                                                                                                           | Ohio Turnpike & Infrastructure Commission, Series 2020, RB                                                                                             | CUSIP: 67760HNH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $11312.33     | 0.00%             | 2048-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp.                                                                                                                      | Sales Tax Securitization Corp., Series 2020 B, Ref. RB                                                                                                 | CUSIP: 79467BDF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2357739.25   | 0.22%             | 2032-01-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                                                                                                      | University of Massachusetts Building Authority, Series 2020-3, RB                                                                                      | CUSIP: 914437UT3<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |    500000 | PA      | $414981.00    | 0.04%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of)                                                                                                                                | Wisconsin (State of), Series 2020 E, Ref. RB                                                                                                           | CUSIP: 977100GZ3<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |     20000 | PA      | $19702.28     | 0.00%             | 2027-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of)                                                                                                                                | Wisconsin (State of), Series 2020 E, Ref. RB                                                                                                           | CUSIP: 977100HB5<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |     90000 | PA      | $86942.92     | 0.01%             | 2029-05-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of)                                                                                                                                | Wisconsin (State of), Series 2020 E, Ref. RB                                                                                                           | CUSIP: 977100HC3<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |     50000 | PA      | $47757.62     | 0.00%             | 2030-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                                                                                                  | State of Wisconsin, Series 2020, RB                                                                                                                    | CUSIP: 977100HD1<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |     10000 | PA      | $9421.52      | 0.00%             | 2031-05-01      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| Reedy Creek Improvement District                                                                                                                    | Reedy Creek Improvement District, Series 2020 A, Ref. GO Bonds                                                                                         | CUSIP: 758449SH6<br>LEI: 549300DLSKH6SZ96KV94 | Long             | DBT              | MUN               | US        |    350000 | PA      | $293261.71    | 0.03%             | 2038-06-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Pasadena (City of), CA                                                                                                                              | Pasadena (City of), CA, Series 2020 A, Ref. RB                                                                                                         | CUSIP: 70227RBE9<br>LEI: 5493007ZF3ZMBUWLWB58 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $3874787.50   | 0.36%             | 2045-05-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2020 B, Ref. RB                                                                                                    | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2900000 | PA      | $2049088.96   | 0.19%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp.                                                                                                                  | Grand Parkway Transportation Corp., Series 2020, Ref. RB                                                                                               | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3800000 | PA      | $2794460.72   | 0.26%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Transportation Commission (Central Texas Turnpike System)                                                                          | Texas (State of) Transportation Commission (Central Texas Turnpike System), Series 2020 C, Ref. RB                                                     | CUSIP: 88283KBL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1950000 | PA      | $1581505.97   | 0.15%             | 2041-08-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Invesco Government & Agency Portfolio                                                                                                               | Invesco Government & Agency Portfolio, Institutional Class                                                                                             | CUSIP: 825252885<br>LEI: 5493007T1J7WZ5QI1A47 | Long             | STIV             | RF                | US        |  15801374 | NS      | $15801373.57  | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Ohio State University (The)                                                                                                                         | Ohio State University (The), Series 2020, Ref. RB                                                                                                      | CUSIP: 677704F94<br>LEI: 549300P1K3IH2L5SFY61 | Long             | DBT              | MUN               | US        |    800000 | PA      | $548279.44    | 0.05%             | 2050-12-01      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue                                                                               | Regents of the University of California Medical Center Pooled Revenue, Series 2020, RB                                                                 | CUSIP: 913366KB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $518226.30    | 0.05%             | 2050-05-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue                                                                               | Regents of the University of California Medical Center Pooled Revenue, Series 2020, RB                                                                 | CUSIP: 913366KC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1290000 | PA      | $877806.82    | 0.08%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center                                                                                              | Regents of the University of California Medical Center, Series 2020 N, RB                                                                              | CUSIP: 913366KD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1490000 | PA      | $991357.64    | 0.09%             | 2120-05-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2020, RB                                                                                                           | CUSIP: 13077DKS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $96485.62     | 0.01%             | 2039-11-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Clackamas & Washington Counties School District No. 3                                                                                               | Clackamas & Washington Counties School District No. 3, Series 2020, GO Bonds                                                                           | CUSIP: 178882PP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $19104.41     | 0.00%             | 2029-06-15      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp.                                                                                                                  | Grand Parkway Transportation Corp., Series 2020, Ref. RB                                                                                               | CUSIP: 38611TDK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    740000 | PA      | $560378.54    | 0.05%             | 2049-10-01      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Lincoln County Hospital Authority No 1                                                                                                              | Lincoln County Hospital Authority No 1, Series 2020, RB                                                                                                | CUSIP: 533282CC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $17850.26     | 0.00%             | 2035-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2020, GO Bonds                                                                                                             | CUSIP: 64966QFY1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     70000 | PA      | $63692.20     | 0.01%             | 2032-08-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2020, GO Bonds                                                                                                             | CUSIP: 64966QFZ8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    125000 | PA      | $111713.38    | 0.01%             | 2033-08-01      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                                  | New York State Dormitory Authority, Series 2020, RB                                                                                                    | CUSIP: 64990GA51<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    250000 | PA      | $216558.95    | 0.02%             | 2035-07-01      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                                                                                    | Pennsylvania Turnpike Commission, Series 2020, RB                                                                                                      | CUSIP: 7092243J6<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     45000 | PA      | $35641.63     | 0.00%             | 2043-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Narragansett Bay Commission                                                                                                                         | Narragansett Bay Commission, Series 2020, Ref. RB                                                                                                      | CUSIP: 631060CZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $199495.80    | 0.02%             | 2043-09-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| West Virginia (State of) Hospital Finance Authority  (West Virginia University Health System Obligated Group)                                       | West Virginia (State of) Hospital Finance Authority  (West Virginia University Health System Obligated Group), Series 2020, Ref. RB                    | CUSIP: 956704C73<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $42614.12     | 0.00%             | 2029-10-01      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Missouri (State of) Health & Educational Facilities Authority (Washington University (The))                                                         | Missouri (State of) Health & Educational Facilities Authority (Washington University (The)), Series 2020, Ref. RB                                      | CUSIP: 60636AVL4<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |   2660000 | PA      | $1956628.17   | 0.18%             | 2050-05-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Erie (City & County of), PA Water Authority                                                                                                         | Erie (City & County of), PA Water Authority, Series 2020 A, Ref. RB                                                                                    | CUSIP: 295542RT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1028653.08   | 0.10%             | 2047-12-01      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2020, GO Bonds                                                                                                             | CUSIP: 64966QJL5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     95000 | PA      | $88039.91     | 0.01%             | 2030-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                                                                                           | Dallas Area Rapid Transit, Series 2020, RB                                                                                                             | CUSIP: 235241UA2<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |     10000 | PA      | $7945.06      | 0.00%             | 2042-12-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2020 D-3, GO Bonds                                                                                                      | CUSIP: 64966QKW9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    930000 | PA      | $785571.84    | 0.07%             | 2035-03-01      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Oregon (State of) Facilities Authority                                                                                                              | Oregon (State of) Facilities Authority, Series 2020, Ref. RB                                                                                           | CUSIP: 68608JXZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $14133.38     | 0.00%             | 2050-10-01      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                                                                                      | State of Texas, Series 2020, GO Bonds                                                                                                                  | CUSIP: 882724RM1<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |      5000 | PA      | $4433.87      | 0.00%             | 2039-10-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Riverside (City of), CA                                                                                                                             | Riverside (City of), CA, Series 2020, RB                                                                                                               | CUSIP: 76913CBF5<br>LEI: 254900CB5HEOBAVTY629 | Long             | DBT              | MUN               | US        |    975000 | PA      | $938908.33    | 0.09%             | 2038-02-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Curators of the University of Missouri (The)                                                                                                        | Curators of the University of Missouri (The), Series 2020, Ref. RB                                                                                     | CUSIP: 231266MN4<br>LEI: G0G4PRB87K0V5MXIV248 | Long             | DBT              | MUN               | US        |    270000 | PA      | $263466.78    | 0.02%             | 2027-11-01      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Curators of the University of Missouri (The)                                                                                                        | Curators of the University of Missouri (The), Series 2020, Ref. RB                                                                                     | CUSIP: 231266MP9<br>LEI: G0G4PRB87K0V5MXIV248 | Long             | DBT              | MUN               | US        |     50000 | PA      | $33844.10     | 0.00%             | 2050-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Richmond (City of), VA                                                                                                                              | Richmond (City of), VA, Series 2020 B, Ref. RB                                                                                                         | CUSIP: 765433MB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $218540.05    | 0.02%             | 2043-01-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Riverside (City of), CA                                                                                                                             | Riverside (City of), CA, Series 2020, RB                                                                                                               | CUSIP: 76913CBB4<br>LEI: 254900CB5HEOBAVTY629 | Long             | DBT              | MUN               | US        |     15000 | PA      | $14870.87     | 0.00%             | 2027-02-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                                                                                      | State of Texas, Series 2020, GO Bonds                                                                                                                  | CUSIP: 882724RE9<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |     15000 | PA      | $14430.97     | 0.00%             | 2029-10-01      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) Housing Development Authority                                                                                            | Virginia (Commonwealth of) Housing Development Authority, Series 2020 B, RB                                                                            | CUSIP: 92812UQ92<br>LEI: 549300LW3QBOVLQBP895 | Long             | DBT              | MUN               | US        |    931467 | PA      | $803783.95    | 0.08%             | 2046-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Virginia Housing Development Authority                                                                                                              | Virginia Housing Development Authority, Series 2020 C, RB                                                                                              | CUSIP: 92812VC95<br>LEI: 549300LW3QBOVLQBP895 | Long             | DBT              | MUN               | US        |     25000 | PA      | $19201.14     | 0.00%             | 2050-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) Housing Development Authority                                                                                            | Virginia (Commonwealth of) Housing Development Authority, Series 2020 C, RB                                                                            | CUSIP: 92812VD29<br>LEI: 549300LW3QBOVLQBP895 | Long             | DBT              | MUN               | US        |   1615000 | PA      | $1253541.36   | 0.12%             | 2055-04-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Pennsylvania State University (The)                                                                                                                 | Pennsylvania State University (The), Series 2020 D, RB                                                                                                 | CUSIP: 709235T88<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |   1200000 | PA      | $842292.12    | 0.08%             | 2050-09-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Pennsylvania State University (The)                                                                                                                 | Pennsylvania State University (The), Series 2020, RB                                                                                                   | CUSIP: 709235T39<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |      5000 | PA      | $4583.41      | 0.00%             | 2032-09-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Montebello (City of), CA                                                                                                                            | Montebello (City of), CA, Series 2020, RB                                                                                                              | CUSIP: 612285AN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $938244.30    | 0.09%             | 2039-06-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2020 A, GO Bonds                                                                                                        | CUSIP: 20772KKB4<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    170000 | PA      | $165142.57    | 0.02%             | 2029-07-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Pennsylvania State University (The)                                                                                                                 | Pennsylvania State University (The), Series 2020, RB                                                                                                   | CUSIP: 709235T47<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |      5000 | PA      | $4516.68      | 0.00%             | 2033-09-01      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Virginia Housing Development Authority                                                                                                              | Virginia Housing Development Authority, Series 2020, RB                                                                                                | CUSIP: 92812VD45<br>LEI: 549300LW3QBOVLQBP895 | Long             | DBT              | MUN               | US        |     70000 | PA      | $67862.07     | 0.01%             | 2030-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Inglewood (City of), CA                                                                                                                             | Inglewood (City of), CA, Series 2020, RB                                                                                                               | CUSIP: 457074BQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $111541.33    | 0.01%             | 2050-09-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of) Center District                                                                                                                | Wisconsin (State of) Center District, Series 2020 B, Ref. RB                                                                                           | CUSIP: 976595FA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1950000 | PA      | $1657833.65   | 0.16%             | 2050-12-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Riverside (City of), CA (Riverside Pension Obligation)                                                                                              | Riverside (City of), CA (Riverside Pension Obligation), Series 2020 A, RB                                                                              | CUSIP: 769036BT0<br>LEI: 549300FG48YQF1N4C302 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1812531.20   | 0.17%             | 2045-06-01      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| San Luis Unit/Westlands Water District Financing Authority                                                                                          | San Luis Unit/Westlands Water District Financing Authority, Series 2020 A, RB                                                                          | CUSIP: 798736AR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $156021.26    | 0.01%             | 2050-09-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Educational Facilities Authority (Seton Hall University)                                                                      | New Jersey (State of) Educational Facilities Authority (Seton Hall University), Series 2020 D, RB                                                      | CUSIP: 6460667H7<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |    100000 | PA      | $81239.87     | 0.01%             | 2048-07-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Carson (City of), CA (Carson Pension Obligation)                                                                                                    | Carson (City of), CA (Carson Pension Obligation), Series 2020, RB                                                                                      | CUSIP: 14574AAM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2950000 | PA      | $2462665.02   | 0.23%             | 2044-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                                                                                              | University of Michigan, Series 2020, RB                                                                                                                | CUSIP: 914455UF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1660000 | PA      | $1303481.14   | 0.12%             | 2040-04-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Port of Morrow OR                                                                                                                                   | Port of Morrow OR, Series 2020, RB                                                                                                                     | CUSIP: 73474TAT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $802963.00    | 0.08%             | 2040-09-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Onondaga Civic Development Corp.                                                                                                                    | Onondaga Civic Development Corp., Series 2020, Ref. RB                                                                                                 | CUSIP: 682832GC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $89058.88     | 0.01%             | 2037-12-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| City of Carson CA                                                                                                                                   | City of Carson CA, Series 2020, RB                                                                                                                     | CUSIP: 14574AAL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $31601.71     | 0.00%             | 2038-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2020, GO Bonds                                                                                                          | CUSIP: 20772KJZ3<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     85000 | PA      | $83770.50     | 0.01%             | 2027-07-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2020 A, GO Bonds                                                                                                        | CUSIP: 20772KKC2<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    165000 | PA      | $158787.49    | 0.01%             | 2030-07-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| City of Dallas TX Waterworks & Sewer System Revenue                                                                                                 | City of Dallas TX Waterworks & Sewer System Revenue, Series 2020, RB                                                                                   | CUSIP: 23542JQT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $56201.48     | 0.01%             | 2029-10-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2020, RB                                                                                                                  | CUSIP: 25483VXM1<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    195000 | PA      | $149419.32    | 0.01%             | 2042-04-01      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| District of Columbia (National Public Radio, Inc.)                                                                                                  | District of Columbia (National Public Radio, Inc.), Series 2020, Ref. RB                                                                               | CUSIP: 25483VXN9<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |   1200000 | PA      | $834784.56    | 0.08%             | 2047-04-01      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Florida Development Finance Corp.                                                                                                                   | Florida Development Finance Corp., Series 2020, RB                                                                                                     | CUSIP: 34061UEQ7<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |    240000 | PA      | $199421.26    | 0.02%             | 2050-04-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Fort Lauderdale (City of), FL                                                                                                                       | Fort Lauderdale (City of), FL, Series 2020, RB                                                                                                         | CUSIP: 347622CW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $29437.44     | 0.00%             | 2027-01-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                                                                                       | Commonwealth of Massachusetts, Series 2020, GO Bonds                                                                                                   | CUSIP: 57582RF92<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    125000 | PA      | $105782.06    | 0.01%             | 2034-07-01      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| North Carolina State University at Raleigh                                                                                                          | North Carolina State University at Raleigh, Series 2020, RB                                                                                            | CUSIP: 658289K51<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $154635.24    | 0.01%             | 2029-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| North Carolina State University at Raleigh                                                                                                          | North Carolina State University at Raleigh, Series 2020 B, Ref. RB                                                                                     | CUSIP: 658289L43<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    315000 | PA      | $261727.61    | 0.02%             | 2039-10-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Ohio (State of)                                                                                                                                     | Ohio (State of), Series 2020 A, Ref. GO Bonds                                                                                                          | CUSIP: 6775224G6<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |      5000 | PA      | $4693.19      | 0.00%             | 2029-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| San Bernardino Community College District                                                                                                           | San Bernardino Community College District, Series 2020, GO Bonds                                                                                       | CUSIP: 796720NW6<br>LEI: 549300Y4FPTEP3EQZ007 | Long             | DBT              | MUN               | US        |     25000 | PA      | $23354.96     | 0.00%             | 2030-08-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                                                                                              | University of Michigan, Series 2020 B, RB                                                                                                              | CUSIP: 914455UE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1050000 | PA      | $975683.10    | 0.09%             | 2030-04-01      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Washington & Multnomah Counties School District No. 48J Beaverton                                                                                   | Washington & Multnomah Counties School District No. 48J Beaverton, Series 2020, Ref. GO Bonds                                                          | CUSIP: 938429W29<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $70687.58     | 0.01%             | 2029-06-15      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Washington & Multnomah Counties School District No. 48J Beaverton                                                                                   | Washington & Multnomah Counties School District No. 48J Beaverton, Series 2020, Ref. GO Bonds                                                          | CUSIP: 938429W37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $41636.71     | 0.00%             | 2030-06-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Washington & Multnomah Counties School District No. 48J Beaverton                                                                                   | Washington & Multnomah Counties School District No. 48J Beaverton, Series 2020, GO Bonds                                                               | CUSIP: 938429W52<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $22421.20     | 0.00%             | 2032-06-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Washington & Multnomah Counties School District No. 48J Beaverton                                                                                   | Washington & Multnomah Counties School District No. 48J Beaverton, Series 2020, GO Bonds                                                               | CUSIP: 938429W78<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    495000 | PA      | $428201.53    | 0.04%             | 2034-06-15      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2020 BG, RB                                                                                                           | CUSIP: 91412HGF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2910000 | PA      | $2835131.23   | 0.27%             | 2027-05-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2020 BG, RB                                                                                                           | CUSIP: 91412HGG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4500000 | PA      | $4157388.00   | 0.39%             | 2030-05-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Health & Higher Educational Facilities Authority (University of MD Medical System)                                              | Maryland (State of) Health & Higher Educational Facilities Authority (University of MD Medical System), Series 2020, Ref. RB                           | CUSIP: 57421CAV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1560000 | PA      | $1270373.52   | 0.12%             | 2040-07-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Maryland Health & Higher Educational Facilities Authority                                                                                           | Maryland Health & Higher Educational Facilities Authority, Series 2020, RB                                                                             | CUSIP: 57421CAW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $136131.07    | 0.01%             | 2050-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                                                                                              | University of Virginia, Series 2020, Ref. RB                                                                                                           | CUSIP: 915217XF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2055000 | PA      | $1248919.26   | 0.12%             | 2050-09-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Allegheny (County of), PA                                                                                                                           | Allegheny (County of), PA, Series 2020 C-79, Ref. GO Bonds                                                                                             | CUSIP: 01728VVT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    900000 | PA      | $792933.03    | 0.07%             | 2033-11-01      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Mississippi (State of)                                                                                                                              | Mississippi (State of), Series 2020 A, Ref. GO Bonds                                                                                                   | CUSIP: 605581NC7<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |    500000 | PA      | $479244.90    | 0.05%             | 2027-11-01      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Mississippi (State of)                                                                                                                              | Mississippi (State of), Series 2020 A, Ref. GO Bonds                                                                                                   | CUSIP: 605581NG8<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |    500000 | PA      | $448474.65    | 0.04%             | 2031-11-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Mississippi (State of)                                                                                                                              | Mississippi (State of), Series 2020 A, Ref. GO Bonds                                                                                                   | CUSIP: 605581NH6<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |    750000 | PA      | $662034.60    | 0.06%             | 2032-11-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Mississippi (State of)                                                                                                                              | Mississippi (State of), Series 2020 A, Ref. GO Bonds                                                                                                   | CUSIP: 605581NJ2<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |    900000 | PA      | $777681.81    | 0.07%             | 2033-11-01      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| Louisiana (State of) Public Facilities Authority (LA Children's Medical Center)                                                                     | Louisiana (State of) Public Facilities Authority (LA Children's Medical Center), Series 2020, RB                                                       | CUSIP: 546395V68<br>LEI: 549300RQIPT5S4P4M065 | Long             | DBT              | MUN               | US        |    335000 | PA      | $317131.20    | 0.03%             | 2030-06-01      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Flagstaff (City of), AZ                                                                                                                             | Flagstaff (City of), AZ, Series 2020 A, COP                                                                                                            | CUSIP: 338430DN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    950000 | PA      | $810953.44    | 0.08%             | 2040-05-01      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| West Covina (City of), CA Public Financing Authority                                                                                                | West Covina (City of), CA Public Financing Authority, Series 2020, RB                                                                                  | CUSIP: 95236PGM6<br>LEI: 549300RS71GX877H2E37 | Long             | DBT              | MUN               | US        |     55000 | PA      | $46745.34     | 0.00%             | 2044-08-01      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| California (State of) Department of Water Resources (Central Valley)                                                                                | California (State of) Department of Water Resources (Central Valley), Series 2020, Ref. RB                                                             | CUSIP: 13067WRM6<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |   1310000 | PA      | $1084461.23   | 0.10%             | 2034-12-01      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| California (State of) Department of Water Resources (Central Valley)                                                                                | California (State of) Department of Water Resources (Central Valley), Series 2020, Ref. RB                                                             | CUSIP: 13067WRN4<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |   4275000 | PA      | $3445164.79   | 0.32%             | 2035-12-01      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport)                                                                       | Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport), Series 2020 C, Ref. RB                                                  | CUSIP: 2350367A2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    900000 | PA      | $658605.69    | 0.06%             | 2050-11-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport)                                                                       | Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport), Series 2020 C, Ref. RB                                                  | CUSIP: 2350366N5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $493123.70    | 0.05%             | 2026-11-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| State of Maryland                                                                                                                                   | State of Maryland, Series 2020, GO Bonds                                                                                                               | CUSIP: 574193TT5<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |    150000 | PA      | $144742.41    | 0.01%             | 2027-08-01      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| Maryland Stadium Authority                                                                                                                          | Maryland Stadium Authority, Series 2020, RB                                                                                                            | CUSIP: 574296CN7<br>LEI: 549300VA283TTQRDNF71 | Long             | DBT              | MUN               | US        |    260000 | PA      | $213460.16    | 0.02%             | 2040-05-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| State of Mississippi                                                                                                                                | State of Mississippi, Series 2020, GO Bonds                                                                                                            | CUSIP: 605581NE3<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |      5000 | PA      | $4644.18      | 0.00%             | 2029-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| State of Mississippi                                                                                                                                | State of Mississippi, Series 2020, GO Bonds                                                                                                            | CUSIP: 605581NF0<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |    210000 | PA      | $191422.96    | 0.02%             | 2030-11-01      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| County of Montgomery MD                                                                                                                             | County of Montgomery MD, Series 2020, GO Bonds                                                                                                         | CUSIP: 61334PDG5<br>LEI: 549300GNX5SDUEBKPK13 | Long             | DBT              | MUN               | US        |    695000 | PA      | $633779.74    | 0.06%             | 2030-11-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| County of Montgomery MD                                                                                                                             | County of Montgomery MD, Series 2020, GO Bonds                                                                                                         | CUSIP: 61334PDJ9<br>LEI: 549300GNX5SDUEBKPK13 | Long             | DBT              | MUN               | US        |     45000 | PA      | $39506.21     | 0.00%             | 2032-11-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                                  | New York State Dormitory Authority, Series 2020, RB                                                                                                    | CUSIP: 64990GX98<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1005000 | PA      | $947882.73    | 0.09%             | 2030-07-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                                  | New York State Dormitory Authority, Series 2020, RB                                                                                                    | CUSIP: 64990GY55<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     30000 | PA      | $26753.93     | 0.00%             | 2034-07-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Oregon (State of)                                                                                                                                   | Oregon (State of), Series 2020, GO Bonds                                                                                                               | CUSIP: 68609TZT8<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |     50000 | PA      | $49461.68     | 0.00%             | 2026-08-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Philadelphia (City of), PA                                                                                                                          | Philadelphia (City of), PA, Series 2020 B, Ref. RB                                                                                                     | CUSIP: 717893R52<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $19109.30     | 0.00%             | 2028-11-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Pierce County School District No 10 Tacoma                                                                                                          | Pierce County School District No 10 Tacoma, Series 2020, GO Bonds                                                                                      | CUSIP: 720424A75<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    310000 | PA      | $245107.64    | 0.02%             | 2039-12-01      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Pierce County School District No. 10 Tacoma                                                                                                         | Pierce County School District No. 10 Tacoma, Series 2020, Ref. GO Bonds                                                                                | CUSIP: 720424ZY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $132628.27    | 0.01%             | 2030-12-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Pierce County School District No. 10 Tacoma                                                                                                         | Pierce County School District No. 10 Tacoma, Series 2020, Ref. GO Bonds                                                                                | CUSIP: 720424ZZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $13461.50     | 0.00%             | 2031-12-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| San Antonio (City of), TX                                                                                                                           | San Antonio (City of), TX, Series 2020, GO Bonds                                                                                                       | CUSIP: 79623PEV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $139710.41    | 0.01%             | 2030-02-01      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| San Diego (County of), CA Water Authority (Green Bonds)                                                                                             | San Diego (County of), CA Water Authority (Green Bonds), Series 2020, Ref. RB                                                                          | CUSIP: 797412DR1<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |     50000 | PA      | $46981.37     | 0.00%             | 2029-05-01      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| San Diego (County of), CA Water Authority (Green Bonds)                                                                                             | San Diego (County of), CA Water Authority (Green Bonds), Series 2020, RB                                                                               | CUSIP: 797412DS9<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |     55000 | PA      | $50762.18     | 0.00%             | 2030-05-01      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| San Diego (County of), CA Water Authority (Green Bonds)                                                                                             | San Diego (County of), CA Water Authority (Green Bonds), Series 2020, RB                                                                               | CUSIP: 797412DT7<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |     50000 | PA      | $45476.03     | 0.00%             | 2031-05-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| San Diego (County of), CA Water Authority (Green Bonds)                                                                                             | San Diego (County of), CA Water Authority (Green Bonds), Series 2020, RB                                                                               | CUSIP: 797412DU4<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |     65000 | PA      | $58089.09     | 0.01%             | 2032-05-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| San Diego County Water Authority                                                                                                                    | San Diego County Water Authority, Series 2020, RB                                                                                                      | CUSIP: 797412DV2<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |     25000 | PA      | $21956.10     | 0.00%             | 2033-05-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| San Diego County Water Authority                                                                                                                    | San Diego County Water Authority, Series 2020, RB                                                                                                      | CUSIP: 797412DW0<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |      5000 | PA      | $4301.74      | 0.00%             | 2034-05-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Spartanburg Regional Health Services District                                                                                                       | Spartanburg Regional Health Services District, Series 2020, RB                                                                                         | CUSIP: 847113DJ3<br>LEI: 549300CVHLQ72HQF3340 | Long             | DBT              | MUN               | US        |    180000 | PA      | $135286.69    | 0.01%             | 2050-04-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Transportation Commission                                                                                                          | Texas (State of) Transportation Commission, Series 2020, GO Bonds                                                                                      | CUSIP: 882830AW2<br>LEI: 5493006JSGNPGVJS7691 | Long             | DBT              | MUN               | US        |     30000 | PA      | $28469.98     | 0.00%             | 2028-10-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2020, RB                                                                                                              | CUSIP: 91412HFS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4627.56      | 0.00%             | 2030-05-15      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2020, RB                                                                                                              | CUSIP: 91412HGD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $221914.23    | 0.02%             | 2050-05-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) Housing Development Authority                                                                                            | Virginia (Commonwealth of) Housing Development Authority, Series 2020 F, RB                                                                            | CUSIP: 92812VF76<br>LEI: 549300LW3QBOVLQBP895 | Long             | DBT              | MUN               | US        |   1990000 | PA      | $1466140.86   | 0.14%             | 2050-07-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Oxnard School District                                                                                                                              | Oxnard School District, Series 2020, Ref. GO Bonds                                                                                                     | CUSIP: 692020U81<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5840000 | PA      | $4605856.16   | 0.43%             | 2041-08-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2020 FZ, GO Bonds                                                                                                            | CUSIP: 419792YR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1005000 | PA      | $993686.31    | 0.09%             | 2026-08-01      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2020 FZ, GO Bonds                                                                                                            | CUSIP: 419792YS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $176193.68    | 0.02%             | 2027-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2020 FZ, GO Bonds                                                                                                            | CUSIP: 419792YX8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4390762.50   | 0.41%             | 2032-08-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2020 FZ, GO Bonds                                                                                                            | CUSIP: 419792YY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $865975.70    | 0.08%             | 2033-08-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| State of Hawaii                                                                                                                                     | State of Hawaii, Series 2020, GO Bonds                                                                                                                 | CUSIP: 419792YZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    345000 | PA      | $293763.81    | 0.03%             | 2034-08-01      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2020 FZ, GO Bonds                                                                                                            | CUSIP: 419792ZA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $25091.36     | 0.00%             | 2035-08-01      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Waco Educational Finance Corp. (Baylor University)                                                                                                  | Waco Educational Finance Corp. (Baylor University), Series 2020, Ref. RB                                                                               | CUSIP: 929833BY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $139532.07    | 0.01%             | 2040-03-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Rancho Santiago Community College District                                                                                                          | Rancho Santiago Community College District, Series 2020 A-1, Ref. GO Bonds                                                                             | CUSIP: 752147HK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3454943.10   | 0.33%             | 2026-09-01      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| Hartford (County of), CT Metropolitan District (Clean Water)                                                                                        | Hartford (County of), CT Metropolitan District (Clean Water), Series 2020, Ref. RB                                                                     | CUSIP: 416498DK6<br>LEI: 549300CEZQKAR15IFS62 | Long             | DBT              | MUN               | US        |    950000 | PA      | $780168.69    | 0.07%             | 2039-04-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Pomona (City of), CA                                                                                                                                | Pomona (City of), CA, Series 2020 BJ, RB                                                                                                               | CUSIP: 73208PBS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2750000 | PA      | $2435467.65   | 0.23%             | 2040-08-01      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Pomona (City of), CA                                                                                                                                | Pomona (City of), CA, Series 2020 BJ, RB                                                                                                               | CUSIP: 73208PBT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1244187.90   | 0.12%             | 2046-08-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL Transit System                                                                                                           | Miami-Dade (County of), FL Transit System, Series 2020 B, Ref. RB                                                                                      | CUSIP: 59334PJT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1050000 | PA      | $832705.13    | 0.08%             | 2042-07-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| New Britain (City of), CT                                                                                                                           | New Britain (City of), CT, Series 2020 B, Ref. GO Bonds                                                                                                | CUSIP: 642714DN6<br>LEI: 549300MERJSUOPGAV271 | Long             | DBT              | MUN               | US        |    190000 | PA      | $155359.24    | 0.01%             | 2042-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| St. Johns (County of), FL Industrial Development Authority (Flagler Health)                                                                         | St. Johns (County of), FL Industrial Development Authority (Flagler Health), Series 2020 B, Ref. RB                                                    | CUSIP: 790417AQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1800000 | PA      | $1702039.14   | 0.16%             | 2030-10-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2020, RB                                                                                                           | CUSIP: 13077DNK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $39965.77     | 0.00%             | 2051-11-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2020, RB                                                                                                           | CUSIP: 13077DMQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $14001.63     | 0.00%             | 2029-11-01      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Lehigh (County of), PA Authority                                                                                                                    | Lehigh (County of), PA Authority, Series 2020, Ref. RB                                                                                                 | CUSIP: 524803BA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $429742.32    | 0.04%             | 2050-12-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Lehigh (County of), PA Authority                                                                                                                    | Lehigh (County of), PA Authority, Series 2020, Ref. RB                                                                                                 | CUSIP: 524803BB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $720669.30    | 0.07%             | 2055-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Lehigh (County of), PA Authority                                                                                                                    | Lehigh (County of), PA Authority, Series 2020, Ref. RB                                                                                                 | CUSIP: 524803BC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2450000 | PA      | $1777931.68   | 0.17%             | 2059-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp.                                                                                                         | State Board of Administration Finance Corp., Series 2020 A, RB                                                                                         | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |   4097000 | PA      | $3830956.80   | 0.36%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp.                                                                                                         | State Board of Administration Finance Corp., Series 2020 A, RB                                                                                         | CUSIP: 341271AE4<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |   4505000 | PA      | $4394365.76   | 0.41%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Gainesville (City of), FL                                                                                                                           | Gainesville (City of), FL, Series 2020, RB                                                                                                             | CUSIP: 362835CG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3348753.20   | 0.32%             | 2040-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Oregon (State of) Department of Transportation                                                                                                      | Oregon (State of) Department of Transportation, Series 2020 B, Ref. RB                                                                                 | CUSIP: 68607DVH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3570935.60   | 0.34%             | 2031-11-15      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| County of Bexar TX                                                                                                                                  | County of Bexar TX, Series 2020, GO Bonds                                                                                                              | CUSIP: 088281Q86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $67288.29     | 0.01%             | 2040-06-15      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2020, RB                                                                                                           | CUSIP: 13077DMN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $385815.76    | 0.04%             | 2027-11-01      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2020 D, RB                                                                                                         | CUSIP: 13077DMT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $8915.91      | 0.00%             | 2032-11-01      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2020, RB                                                                                                           | CUSIP: 13077DNA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $131335.23    | 0.01%             | 2042-11-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Guam Government Waterworks Authority                                                                                                                | Guam Government Waterworks Authority, Series 2020, RB                                                                                                  | CUSIP: 40065FDJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2388552.90   | 0.22%             | 2043-07-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2020 FZ, GO Bonds                                                                                                            | CUSIP: 419792YV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $36365.43     | 0.00%             | 2030-08-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2020 FZ, GO Bonds                                                                                                            | CUSIP: 419792ZF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    900000 | PA      | $677923.92    | 0.06%             | 2040-08-01      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| State of Louisiana Gasoline & Fuels Tax Revenue                                                                                                     | State of Louisiana Gasoline & Fuels Tax Revenue, Series 2020, RB                                                                                       | CUSIP: 546475TR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $19146.20     | 0.00%             | 2028-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| State of Louisiana Gasoline & Fuels Tax Revenue                                                                                                     | State of Louisiana Gasoline & Fuels Tax Revenue, Series 2020, RB                                                                                       | CUSIP: 546475UT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $3816.97      | 0.00%             | 2043-05-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2020, RB                                                                                                            | CUSIP: 59334PJC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $29053.59     | 0.00%             | 2027-07-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| City of Phoenix Civic Improvement Corp.                                                                                                             | City of Phoenix Civic Improvement Corp.                                                                                                                | CUSIP: 71884AG52<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $88347.61     | 0.01%             | 2040-07-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Pittsburgh (City of), PA                                                                                                                            | Pittsburgh (City of), PA, Series 2020 B, Ref. GO Bonds                                                                                                 | CUSIP: 725209PA2<br>LEI: 549300EZQQVTL1QEIU17 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2963780.70   | 0.28%             | 2026-09-01      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Airport Comm-San Francisco International Airport                                                                        | San Francisco City & County Airport Comm-San Francisco International Airport, Series 2020, RB                                                          | CUSIP: 79766DTK5<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |     60000 | PA      | $40888.51     | 0.00%             | 2051-05-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Wyandotte (County of) & Kansas City (City of), KS Unified Government                                                                                | Wyandotte (County of) & Kansas City (City of), KS Unified Government, Series 2020 B, Ref. RB                                                           | CUSIP: 982674NG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $24261.85     | 0.00%             | 2027-09-01      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Wyandotte (County of) & Kansas City (City of), KS Unified Government                                                                                | Wyandotte (County of) & Kansas City (City of), KS Unified Government, Series 2020, RB                                                                  | CUSIP: 982674NH2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $38255.11     | 0.00%             | 2028-09-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Wyandotte (County of) & Kansas City (City of), KS Unified Government                                                                                | Wyandotte (County of) & Kansas City (City of), KS Unified Government, Series 2020 B, Ref. RB                                                           | CUSIP: 982674NJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $47085.24     | 0.00%             | 2029-09-01      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Wyandotte County-Kansas City Unified Government Utility System Revenue                                                                              | Wyandotte County-Kansas City Unified Government Utility System Revenue, Series 2020, RB                                                                | CUSIP: 982674NK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $46346.84     | 0.00%             | 2030-09-01      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2020 C-2, RB                                                           | CUSIP: 64971XTA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $37004.53     | 0.00%             | 2030-05-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Finance Authority (OSF Healthcare System)                                                                                       | Illinois (State of) Finance Authority (OSF Healthcare System), Series 2020, Ref. RB                                                                    | CUSIP: 45204FED3<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |   4480000 | PA      | $3745154.11   | 0.35%             | 2041-05-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of) Public Finance Authority (Renown Regional Medical Center)                                                                      | Wisconsin (State of) Public Finance Authority (Renown Regional Medical Center), Series 2020, RB                                                        | CUSIP: 74442CCF9<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1405010.80   | 0.13%             | 2050-06-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Westchester County Local Development Corp.                                                                                                          | Westchester County Local Development Corp., Series 2020, RB                                                                                            | CUSIP: 95737TEL6<br>LEI: 549300KOSU8OC75V9238 | Long             | DBT              | MUN               | US        |   1110000 | PA      | $1060848.98   | 0.10%             | 2050-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Industrial Development Agency (Yankee Stadium)                                                                               | New York (City of), NY Industrial Development Agency (Yankee Stadium), Series 2020, Ref. RB                                                            | CUSIP: 64971PKN4<br>LEI: 549300XR20ZR5DHL9534 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1780947.80   | 0.17%             | 2033-03-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Industrial Development Agency (Yankee Stadium)                                                                               | New York (City of), NY Industrial Development Agency (Yankee Stadium), Series 2020, Ref. RB                                                            | CUSIP: 64971PKP9<br>LEI: 549300XR20ZR5DHL9534 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2185387.75   | 0.21%             | 2034-03-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Industrial Development Agency (Yankee Stadium)                                                                               | New York (City of), NY Industrial Development Agency (Yankee Stadium), Series 2020, Ref. RB                                                            | CUSIP: 64971PKQ7<br>LEI: 549300XR20ZR5DHL9534 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2573226.30   | 0.24%             | 2035-03-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| California (State of) Municipal Finance Authority (FBI San Diego)                                                                                   | California (State of) Municipal Finance Authority (FBI San Diego), Series 2020, RB                                                                     | CUSIP: 13049GAA8<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   2575000 | PA      | $1954197.37   | 0.18%             | 2035-10-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL (O'Hare International Airport)                                                                                                | Chicago (City of), IL (O'Hare International Airport), Series 2020 D, Ref. RB                                                                           | CUSIP: 167593T51<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1883827.80   | 0.18%             | 2031-01-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL (O'Hare International Airport)                                                                                                | Chicago (City of), IL (O'Hare International Airport), Series 2020 D, Ref. RB                                                                           | CUSIP: 167593T69<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1861688.20   | 0.18%             | 2032-01-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL (O'Hare International Airport)                                                                                                | Chicago (City of), IL (O'Hare International Airport), Series 2020 D, Ref. RB                                                                           | CUSIP: 167593T44<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2450000 | PA      | $2335094.02   | 0.22%             | 2030-01-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Erie (City & County of), PA Water Authority                                                                                                         | Erie (City & County of), PA Water Authority, Series 2020 C, RB                                                                                         | CUSIP: 295542SW5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3140000 | PA      | $2260310.16   | 0.21%             | 2060-06-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Harris (County of) & Houston (City of), TX Sports Authority                                                                                         | Harris (County of) & Houston (City of), TX Sports Authority, Series 2020 B, Ref. RB                                                                    | CUSIP: 413890GE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $74460.07     | 0.01%             | 2056-11-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Harris (County of) & Houston (City of), TX Sports Authority                                                                                         | Harris (County of) & Houston (City of), TX Sports Authority, Series 2020 C, Ref. RB                                                                    | CUSIP: 413890GF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2155000 | PA      | $1965641.87   | 0.18%             | 2040-11-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Medical Center Educational Building Corp. (Captial Improvement)                                                                                     | Medical Center Educational Building Corp. (Captial Improvement), Series 2020, Ref. RB                                                                  | CUSIP: 584556GW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $405737.20    | 0.04%             | 2041-06-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| San Jose (City of), CA Financing Authority (Ice Centre)                                                                                             | San Jose (City of), CA Financing Authority (Ice Centre), Series 2020 B, RB                                                                             | CUSIP: 798153PE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3250000 | PA      | $2787808.08   | 0.26%             | 2041-06-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Alaska Housing Finance Corp.                                                                                                                        | Alaska Housing Finance Corp., Series 2020 A, Ref. RB                                                                                                   | CUSIP: 011839WR4<br>LEI: 549300HJ8NOJNYW6ER36 | Long             | DBT              | MUN               | US        |      5000 | PA      | $4767.85      | 0.00%             | 2028-12-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Clint Independent School District                                                                                                                   | Clint Independent School District, Series 2020, GO Bonds                                                                                               | CUSIP: 187270J46<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $173074.10    | 0.02%             | 2045-02-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Franklin County Convention Facilities Authority                                                                                                     | Franklin County Convention Facilities Authority, Series 2020, RB                                                                                       | CUSIP: 353174JL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $8302.14      | 0.00%             | 2040-12-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                               | Houston (City of), TX, Series 2020, RB                                                                                                                 | CUSIP: 442349EN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $34759.11     | 0.00%             | 2026-07-01      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                               | Houston (City of), TX, Series 2020 C, Ref. RB                                                                                                          | CUSIP: 442349EP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $974440.90    | 0.09%             | 2027-07-01      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| Lincoln (City of), NE                                                                                                                               | Lincoln (City of), NE, Series 2020 B, Ref. RB                                                                                                          | CUSIP: 534272M63<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $46551.47     | 0.00%             | 2029-09-01      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| City of Lincoln NE Electric System Revenue                                                                                                          | City of Lincoln NE Electric System Revenue, Series 2020, RB                                                                                            | CUSIP: 534272M71<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $13661.08     | 0.00%             | 2030-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Metropolitan Pier & Exposition Authority (McCormick Place Expansion)                                                            | Illinois (State of) Metropolitan Pier & Exposition Authority (McCormick Place Expansion), Series 2020, RB                                              | CUSIP: 592250DZ4<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |     10000 | PA      | $9988.12      | 0.00%             | 2027-12-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Rhode Island Housing & Mortgage Finance Corp.                                                                                                       | Rhode Island Housing & Mortgage Finance Corp., Series 2020, RB                                                                                         | CUSIP: 76221TNA3<br>LEI: 254900N9FNYNPO539444 | Long             | DBT              | MUN               | US        |     15000 | PA      | $12377.44     | 0.00%             | 2038-10-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Texas Department of Housing & Community Affairs                                                                                                     | Texas Department of Housing & Community Affairs, Series 2020, RB                                                                                       | CUSIP: 88275FSJ9<br>LEI: 549300J3RRLLZZN4WP77 | Long             | DBT              | MUN               | US        |      5000 | PA      | $4656.85      | 0.00%             | 2030-09-01      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2020 E, Ref. RB                                                                                                              | CUSIP: 419794F98<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $95723.95     | 0.01%             | 2029-07-01      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Macomb (County of), MI                                                                                                                              | Macomb (County of), MI, Series 2020, Ref. GO Bonds                                                                                                     | CUSIP: 554885N33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1170821.63   | 0.11%             | 2029-11-01      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Oregon State University                                                                                                                             | Oregon State University, Series 2020, RB                                                                                                               | CUSIP: 68608WAL6<br>LEI: 549300UBMR6O3SFCEV73 | Long             | DBT              | MUN               | US        |   2620000 | PA      | $1927861.24   | 0.18%             | 2060-03-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Atlanta (City of), GA                                                                                                                               | Atlanta (City of), GA, Series 2020, Ref. RB                                                                                                            | CUSIP: 047870SN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    975000 | PA      | $849128.18    | 0.08%             | 2035-11-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Oklahoma Turnpike Authority                                                                                                                         | Oklahoma Turnpike Authority, Series 2020, RB                                                                                                           | CUSIP: 679111ZY3<br>LEI: 549300J83EP2PBDYH615 | Long             | DBT              | MUN               | US        |     20000 | PA      | $18307.42     | 0.00%             | 2031-01-01      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| Denver (City & County of), CO                                                                                                                       | Denver (City & County of), CO, Series 2020 C, Ref. RB                                                                                                  | CUSIP: 249182PU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1833600.80   | 0.17%             | 2032-11-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Denver (City & County of), CO                                                                                                                       | Denver (City & County of), CO, Series 2020 C, Ref. RB                                                                                                  | CUSIP: 249182PV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1450000 | PA      | $1313578.20   | 0.12%             | 2033-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Jobs-Economic Development Authority (Conway Hospital, Inc.)                                                               | South Carolina (State of) Jobs-Economic Development Authority (Conway Hospital, Inc.), Series 2020, RB                                                 | CUSIP: 83703FLY6<br>LEI: 5493006X47I9VG3DL112 | Long             | DBT              | MUN               | US        |    400000 | PA      | $377250.56    | 0.04%             | 2030-07-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                                                                                               | City of San Antonio TX Electric & Gas Systems Revenue, Series 2020, RB                                                                                 | CUSIP: 79625GDG5<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     50000 | PA      | $37409.46     | 0.00%             | 2048-02-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Tobacco Settlement Finance Authority                                                                                                                | Tobacco Settlement Finance Authority, Series 2020, RB                                                                                                  | CUSIP: 88880LAL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $71583.51     | 0.01%             | 2029-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                                 | State of California, Series 2020, GO Bonds                                                                                                             | CUSIP: 13063DYT9<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    315000 | PA      | $289452.62    | 0.03%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District/CA                                                                                                           | Los Angeles Community College District/CA, Series 2020, GO Bonds                                                                                       | CUSIP: 54438CYP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $54269.75     | 0.01%             | 2032-08-01      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| City of Atlanta GA Water & Wastewater Revenue                                                                                                       | City of Atlanta GA Water & Wastewater Revenue, Series 2020, RB                                                                                         | CUSIP: 047870SM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $27968.80     | 0.00%             | 2029-11-01      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| City of Atlanta GA Water & Wastewater Revenue                                                                                                       | City of Atlanta GA Water & Wastewater Revenue, Series 2020, RB                                                                                         | CUSIP: 047870SP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $272425.20    | 0.03%             | 2043-11-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Social Bonds)                                                                          | California (State of) Health Facilities Financing Authority (Social Bonds), Series 2020, RB                                                            | CUSIP: 13032UXR4<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     25000 | PA      | $23604.49     | 0.00%             | 2029-06-01      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                                                                                    | California Health Facilities Financing Authority, Series 2020, RB                                                                                      | CUSIP: 13032UXS2<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     30000 | PA      | $27936.41     | 0.00%             | 2030-06-01      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Social Bonds)                                                                          | California (State of) Health Facilities Financing Authority (Social Bonds), Series 2020, RB                                                            | CUSIP: 13032UXT0<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     65000 | PA      | $59736.44     | 0.01%             | 2031-06-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                                 | State of California, Series 2020, GO Bonds                                                                                                             | CUSIP: 13063DYY8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     30000 | PA      | $29123.53     | 0.00%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charleston Educational Excellence Finance Corp.                                                                                                     | Charleston Educational Excellence Finance Corp., Series 2020, RB                                                                                       | CUSIP: 160131EF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1280000 | PA      | $1186040.70   | 0.11%             | 2030-12-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV                                                                                                                               | Clark (County of), NV, Series 2020 A, Ref. GO Bonds                                                                                                    | CUSIP: 180848Q55<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4336.69      | 0.00%             | 2036-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| College of William & Mary                                                                                                                           | College of William & Mary, Series 2020, RB                                                                                                             | CUSIP: 194522EM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $442471.08    | 0.04%             | 2051-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Harrisburg School District                                                                                                                          | Harrisburg School District, Series 2020, GO Bonds                                                                                                      | CUSIP: 414792LP4<br>LEI: 5493003H2YVVR8GZ7R84 | Long             | DBT              | MUN               | US        |     25000 | PA      | $21727.27     | 0.00%             | 2035-12-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| State of Hawaii                                                                                                                                     | State of Hawaii, Series 2020, GO Bonds                                                                                                                 | CUSIP: 419792A22<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $827610.50    | 0.08%             | 2038-10-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2020, GO Bonds                                                                                                               | CUSIP: 419792ZQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9509.68      | 0.00%             | 2028-10-01      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2020 GC, GO Bonds                                                                                                            | CUSIP: 419792ZZ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $8411.35      | 0.00%             | 2037-10-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2020 B, RB                                                                                                                   | CUSIP: 419794F49<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    900000 | PA      | $697088.88    | 0.07%             | 2050-07-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2020 E, Ref. RB                                                                                                              | CUSIP: 419794F80<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $24202.52     | 0.00%             | 2028-07-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Lafayette (Parish of), LA School Board                                                                                                              | Lafayette (Parish of), LA School Board, Series 2020, Ref. RB                                                                                           | CUSIP: 506624TU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1965000 | PA      | $1400448.43   | 0.13%             | 2048-04-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| State of Louisiana                                                                                                                                  | State of Louisiana, Series 2020, GO Bonds                                                                                                              | CUSIP: 546417DW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $13636.08     | 0.00%             | 2031-06-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2020, RB                                                                                 | CUSIP: 64971XUS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $92042.54     | 0.01%             | 2027-11-01      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2020 D-2, RB                                                           | CUSIP: 64971XUU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $42386.34     | 0.00%             | 2029-11-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2020 D-3, RB                                                           | CUSIP: 64971XUW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $41208.63     | 0.00%             | 2031-11-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2020 D-3, RB                                                           | CUSIP: 64971XUY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $31185.14     | 0.00%             | 2033-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Palomar Community College District                                                                                                                  | Palomar Community College District, Series 2020, Ref. GO Bonds                                                                                         | CUSIP: 697511FH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $46515.68     | 0.00%             | 2030-08-01      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                                                                                        | Salt River Project Agricultural Improvement & Power District, Series 2020, RB                                                                          | CUSIP: 79574CER0<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |     10000 | PA      | $6562.40      | 0.00%             | 2050-01-01      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| San Jose Evergreen Community College District                                                                                                       | San Jose Evergreen Community College District, Series 2020, GO Bonds                                                                                   | CUSIP: 798189SA5<br>LEI: 5493006H31JIFYW6Z091 | Long             | DBT              | MUN               | US        |     60000 | PA      | $57251.83     | 0.01%             | 2028-09-01      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| San Jose Evergreen Community College District                                                                                                       | San Jose Evergreen Community College District, Series 2020, GO Bonds                                                                                   | CUSIP: 798189SB3<br>LEI: 5493006H31JIFYW6Z091 | Long             | DBT              | MUN               | US        |     50000 | PA      | $47055.78     | 0.00%             | 2029-09-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Public Service Authority                                                                                                  | South Carolina (State of) Public Service Authority, Series 2020 B, Ref. RB                                                                             | CUSIP: 837151XF1<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |     35000 | PA      | $34505.80     | 0.00%             | 2026-12-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Jobs-Economic Development Authority                                                                                       | South Carolina (State of) Jobs-Economic Development Authority, Series 2020, RB                                                                         | CUSIP: 837151XH7<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |     10000 | PA      | $9626.30      | 0.00%             | 2028-12-01      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Public Service Authority                                                                                                  | South Carolina (State of) Public Service Authority, Series 2020 B, Ref. RB                                                                             | CUSIP: 837151XJ3<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |     90000 | PA      | $85625.51     | 0.01%             | 2029-12-01      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Jobs-Economic Development Authority                                                                                       | South Carolina (State of) Jobs-Economic Development Authority, Series 2020, RB                                                                         | CUSIP: 837151XK0<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |     55000 | PA      | $51684.04     | 0.00%             | 2030-12-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Jobs-Economic Development Authority                                                                                       | South Carolina (State of) Jobs-Economic Development Authority, Series 2020, RB                                                                         | CUSIP: 837151XL8<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |     15000 | PA      | $13883.26     | 0.00%             | 2031-12-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                                                                                             | South Carolina Public Service Authority, Series 2020, RB                                                                                               | CUSIP: 837151XM6<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |      5000 | PA      | $4559.08      | 0.00%             | 2032-12-01      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| South Dakota Health & Educational Facilities Authority                                                                                              | South Dakota Health & Educational Facilities Authority, Series 2020, RB                                                                                | CUSIP: 83755VM84<br>LEI: 549300ZW6LKR8UI2C378 | Long             | DBT              | MUN               | US        |     10000 | PA      | $8656.74      | 0.00%             | 2043-09-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Tobacco Settlement Financing Authority                                                                                                              | Tobacco Settlement Financing Authority, Series 2020, Ref. RB                                                                                           | CUSIP: 88880LAU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1650000 | PA      | $1313199.20   | 0.12%             | 2049-06-01      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                                                                                                      | University of Massachusetts Building Authority, Series 2020, RB                                                                                        | CUSIP: 914437VB1<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |     60000 | PA      | $56363.14     | 0.01%             | 2029-11-01      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District/CA                                                                                                           | Los Angeles Community College District/CA, Series 2020, GO Bonds                                                                                       | CUSIP: 54438CYM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4818.37      | 0.00%             | 2028-08-01      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| New Hampshire (State of) Business Finance Authority (Butler Health Care Center)                                                                     | New Hampshire (State of) Business Finance Authority (Butler Health Care Center), Series 2020, RB                                                       | CUSIP: 63607VAB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1810000 | PA      | $1263644.80   | 0.12%             | 2037-10-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2020 E, Ref. GO Bonds                                                                                          | CUSIP: 57582RL20<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1443598.80   | 0.14%             | 2027-11-01      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2020 E, Ref. GO Bonds                                                                                          | CUSIP: 57582RL38<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1420358.70   | 0.13%             | 2028-11-01      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2020 E, Ref. GO Bonds                                                                                          | CUSIP: 57582RL87<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1850000 | PA      | $1585831.10   | 0.15%             | 2033-11-01      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| Baltimore (City of), MD (Water)                                                                                                                     | Baltimore (City of), MD (Water), Series 2020 B, Ref. RB                                                                                                | CUSIP: 059231X54<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $970467.10    | 0.09%             | 2027-07-01      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Baltimore (City of), MD (Water)                                                                                                                     | Baltimore (City of), MD (Water), Series 2020 B, Ref. RB                                                                                                | CUSIP: 059231X62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    555000 | PA      | $530109.92    | 0.05%             | 2028-07-01      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Baltimore (City of), MD (Water)                                                                                                                     | Baltimore (City of), MD (Water), Series 2020 B, Ref. RB                                                                                                | CUSIP: 059231Y61<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $111483.05    | 0.01%             | 2043-07-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Oakland (Port of), CA                                                                                                                               | Oakland (Port of), CA, Series 2020 R, Ref. RB                                                                                                          | CUSIP: 735000TP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    842159 | PA      | $822061.29    | 0.08%             | 2027-05-01      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Oakland (Port of), CA                                                                                                                               | Oakland (Port of), CA, Series 2020 R, Ref. RB                                                                                                          | CUSIP: 735000TQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    583669 | PA      | $562182.73    | 0.05%             | 2028-05-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Oakland (Port of), CA                                                                                                                               | Oakland (Port of), CA, Series 2020 R, Ref. RB                                                                                                          | CUSIP: 735000TR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    972427 | PA      | $923165.64    | 0.09%             | 2029-05-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Oakland (Port of), CA                                                                                                                               | Oakland (Port of), CA, Series 2020 R, Ref. RB                                                                                                          | CUSIP: 735000TS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    486441 | PA      | $454180.79    | 0.04%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Oakland (Port of), CA                                                                                                                               | Oakland (Port of), CA, Series 2020 R, Ref. RB                                                                                                          | CUSIP: 735000TT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    368280 | PA      | $338601.76    | 0.03%             | 2031-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Oakland (Port of), CA                                                                                                                               | Oakland (Port of), CA, Series 2020 R, Ref. RB                                                                                                          | CUSIP: 735000TU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    819483 | PA      | $741940.43    | 0.07%             | 2032-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| San Francisco (City & County of), CA                                                                                                                | San Francisco (City & County of), CA, Series 2020 C, GO Bonds                                                                                          | CUSIP: 79773KBU7<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |    125000 | PA      | $88046.61     | 0.01%             | 2050-06-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| San Francisco (City & County of), CA                                                                                                                | San Francisco (City & County of), CA, Series 2020 C, GO Bonds                                                                                          | CUSIP: 79773KBV5<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $664804.40    | 0.06%             | 2060-06-15      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| San Francisco Community College District                                                                                                            | San Francisco Community College District, Series 2020 A-1, GO Bonds                                                                                    | CUSIP: 797683HU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3335370.80   | 0.31%             | 2041-06-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Santa Monica Community College District                                                                                                             | Santa Monica Community College District, Series 2020, Ref. GO Bonds                                                                                    | CUSIP: 802385SB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1180000 | PA      | $951845.11    | 0.09%             | 2040-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| California (State of) Infrastructure & Economic Development Bank (Infrastructure State Revolving Fund)                                              | California (State of) Infrastructure & Economic Development Bank (Infrastructure State Revolving Fund), Series 2020 A, Ref. RB                         | CUSIP: 13034AL81<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $965819.30    | 0.09%             | 2027-10-01      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| California (State of) Infrastructure & Economic Development Bank (Infrastructure State Revolving Fund)                                              | California (State of) Infrastructure & Economic Development Bank (Infrastructure State Revolving Fund), Series 2020 A, Ref. RB                         | CUSIP: 13034AL99<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $951120.30    | 0.09%             | 2028-10-01      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| California (State of) Infrastructure & Economic Development Bank (Infrastructure State Revolving Fund)                                              | California (State of) Infrastructure & Economic Development Bank (Infrastructure State Revolving Fund), Series 2020 A, Ref. RB                         | CUSIP: 13034AM23<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $936089.30    | 0.09%             | 2029-10-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| California (State of) Infrastructure & Economic Development Bank (Infrastructure State Revolving Fund)                                              | California (State of) Infrastructure & Economic Development Bank (Infrastructure State Revolving Fund), Series 2020 A, Ref. RB                         | CUSIP: 13034AM31<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $919884.90    | 0.09%             | 2030-10-01      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| California (State of) Infrastructure & Economic Development Bank (Infrastructure State Revolving Fund)                                              | California (State of) Infrastructure & Economic Development Bank (Infrastructure State Revolving Fund), Series 2020 A, Ref. RB                         | CUSIP: 13034AM98<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |    950000 | PA      | $780108.75    | 0.07%             | 2040-10-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2020 B, Ref. RB                                                                                                     | CUSIP: 59333P6M5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $209674.78    | 0.02%             | 2041-10-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| New Hampshire (State of) Business Finance Authority (VA Eugene Health Care Center)                                                                  | New Hampshire (State of) Business Finance Authority (VA Eugene Health Care Center), Series 2020, Ref. RB                                               | CUSIP: 63607VAC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1865000 | PA      | $1358521.58   | 0.13%             | 2036-01-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| City of Baltimore MD                                                                                                                                | City of Baltimore MD, Series 2020, RB                                                                                                                  | CUSIP: 059231W63<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $223155.78    | 0.02%             | 2040-07-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Dallas (City of), TX Area Rapid Transit                                                                                                             | Dallas (City of), TX Area Rapid Transit, Series 2020, RB                                                                                               | CUSIP: 235241VJ2<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |     10000 | PA      | $9819.08      | 0.00%             | 2026-12-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Denton Independent School District                                                                                                                  | Denton Independent School District, Series 2020, GO Bonds                                                                                              | CUSIP: 249002JD9<br>LEI: 5493005I9W678SUI0Z07 | Long             | DBT              | MUN               | US        |    180000 | PA      | $130609.71    | 0.01%             | 2045-08-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District/CA                                                                                                           | Los Angeles Community College District/CA, Series 2020, GO Bonds                                                                                       | CUSIP: 54438CYS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $863889.30    | 0.08%             | 2035-08-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2021 B, Ref. RB                                                                                                     | CUSIP: 59333NU84<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |    500000 | PA      | $460708.45    | 0.04%             | 2031-10-01      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2021 B, Ref. RB                                                                                                     | CUSIP: 59333NU92<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |    455000 | PA      | $414445.94    | 0.04%             | 2032-10-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2021 B, Ref. RB                                                                                                     | CUSIP: 59333NV26<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |    450000 | PA      | $404334.05    | 0.04%             | 2033-10-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2021 B, Ref. RB                                                                                                     | CUSIP: 59333NV67<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |    450000 | PA      | $380691.36    | 0.04%             | 2037-10-01      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Tarrant County Cultural Education Facilities Finance Corp. (Hendrick Medical Center Obligated Group)                                                | Tarrant County Cultural Education Facilities Finance Corp. (Hendrick Medical Center Obligated Group), Series 2021, Ref. RB                             | CUSIP: 87638QRH4<br>LEI: 549300ROY505NVTMMI25 | Long             | DBT              | MUN               | US        |    500000 | PA      | $426647.25    | 0.04%             | 2040-09-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Tarrant County Cultural Education Facilities Finance Corp. (Hendrick Medical Center Obligated Group)                                                | Tarrant County Cultural Education Facilities Finance Corp. (Hendrick Medical Center Obligated Group), Series 2021, Ref. RB                             | CUSIP: 87638QRJ0<br>LEI: 549300ROY505NVTMMI25 | Long             | DBT              | MUN               | US        |   1180000 | PA      | $892783.75    | 0.08%             | 2050-09-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2021, Ref. RB                                                                                                       | CUSIP: 59333NT45<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |     30000 | PA      | $28377.31     | 0.00%             | 2029-10-01      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Honolulu (City & County of), HI                                                                                                                     | Honolulu (City & County of), HI, Series 2020 A, Ref. RB                                                                                                | CUSIP: 438701Z49<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $457630.30    | 0.04%             | 2030-07-01      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Honolulu (City & County of), HI                                                                                                                     | Honolulu (City & County of), HI, Series 2020 A, Ref. RB                                                                                                | CUSIP: 438701Z56<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $900036.70    | 0.08%             | 2031-07-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2020 F, Ref. RB                                                                                         | CUSIP: 650036DZ6<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3635623.60   | 0.34%             | 2031-03-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2020 F, Ref. RB                                                                                         | CUSIP: 650036EA0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |   4350000 | PA      | $3883020.98   | 0.37%             | 2032-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Harris County Cultural Education Facilities Finance Corp.                                                                                           | Harris County Cultural Education Facilities Finance Corp., Series 2020, RB                                                                             | CUSIP: 414009QM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $79075.50     | 0.01%             | 2050-05-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2021, RB                                                                                                            | CUSIP: 59333NS95<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |     35000 | PA      | $34570.75     | 0.00%             | 2026-10-01      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2021, Ref. RB                                                                                                       | CUSIP: 59333NT52<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |     65000 | PA      | $60608.79     | 0.01%             | 2030-10-01      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| New Jersey Health Care Facilities Financing Authority                                                                                               | New Jersey Health Care Facilities Financing Authority, Series 2020, RB                                                                                 | CUSIP: 645790NE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $33455.48     | 0.00%             | 2050-07-01      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Morrow (Port of), OR                                                                                                                                | Morrow (Port of), OR, Series 2020, RB                                                                                                                  | CUSIP: 73474TAU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $48306.29     | 0.00%             | 2043-09-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Texas Public Finance Authority                                                                                                                      | Texas Public Finance Authority, Series 2020, RB                                                                                                        | CUSIP: 882669BW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $38359.14     | 0.00%             | 2028-02-01      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| Texas Public Finance Authority                                                                                                                      | Texas Public Finance Authority, Series 2020, RB                                                                                                        | CUSIP: 882669BY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $152321.17    | 0.01%             | 2030-02-01      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| Will (County of), IL                                                                                                                                | Will (County of), IL, Series 2020, Ref. GO Bonds                                                                                                       | CUSIP: 968657JV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $412935.50    | 0.04%             | 2040-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Louisiana (State of) Transportation Authority                                                                                                       | Louisiana (State of) Transportation Authority, Series 2021 A, Ref. RB                                                                                  | CUSIP: 54651TBN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $80065.24     | 0.01%             | 2043-08-15      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| San Jose Unified School District                                                                                                                    | San Jose Unified School District, Series 2021, Ref. GO Bonds                                                                                           | CUSIP: 798186Q39<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2382597.30   | 0.22%             | 2039-08-01      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Yuma (City of), AZ                                                                                                                                  | Yuma (City of), AZ, Series 2021, RB                                                                                                                    | CUSIP: 98851WAP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $119574.31    | 0.01%             | 2038-07-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| California (State of) Statewide Communities Development Authority (California Independent System Operator Corp.) (Green Bonds)                      | California (State of) Statewide Communities Development Authority (California Independent System Operator Corp.) (Green Bonds), Series 2021, Ref. RB   | CUSIP: 13080SZY3<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |    150000 | PA      | $120307.31    | 0.01%             | 2039-02-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Turnpike Authority                                                                                                            | New Jersey (State of) Turnpike Authority, Series 2021 B, Ref. RB                                                                                       | CUSIP: 646140DR1<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    200000 | PA      | $192455.02    | 0.02%             | 2028-01-01      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Turnpike Authority                                                                                                            | New Jersey (State of) Turnpike Authority, Series 2021 B, Ref. RB                                                                                       | CUSIP: 646140DU4<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |   1015000 | PA      | $929232.91    | 0.09%             | 2031-01-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Scottsdale Municipal Property Corp.                                                                                                                 | Scottsdale Municipal Property Corp., Series 2021 B, Ref. RB                                                                                            | CUSIP: 810489WF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $237596.70    | 0.02%             | 2028-07-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, Two Hundred Twenty Fifth Series 2021, RB                                                             | CUSIP: 73358XCN0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   1290000 | PA      | $881077.48    | 0.08%             | 2060-07-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Western Michigan University                                                                                                                         | Western Michigan University, Series 2021 B, Ref. RB                                                                                                    | CUSIP: 958638ZP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $79071.21     | 0.01%             | 2043-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Nashville (City of) & Davidson (County of), TN Metropolitan Government                                                                              | Nashville (City of) & Davidson (County of), TN Metropolitan Government, Series 2021 B, Ref. GO Bonds                                                   | CUSIP: 592112UG9<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |    100000 | PA      | $91104.78     | 0.01%             | 2030-07-01      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| Nashville (City of) & Davidson (County of), TN Metropolitan Government                                                                              | Nashville (City of) & Davidson (County of), TN Metropolitan Government, Series 2021 B, Ref. GO Bonds                                                   | CUSIP: 592112UH7<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $892566.60    | 0.08%             | 2031-07-01      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Nashville (City of) & Davidson (County of), TN Metropolitan Government                                                                              | Nashville (City of) & Davidson (County of), TN Metropolitan Government, Series 2021 B, Ref. GO Bonds                                                   | CUSIP: 592112UJ3<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |    135000 | PA      | $118055.92    | 0.01%             | 2032-07-01      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Nashville (City of) & Davidson (County of), TN Metropolitan Government                                                                              | Nashville (City of) & Davidson (County of), TN Metropolitan Government, Series 2021 B, Ref. GO Bonds                                                   | CUSIP: 592112UL8<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |    200000 | PA      | $168140.08    | 0.02%             | 2034-07-01      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                                                                                                     | Foothill-Eastern Transportation Corridor Agency, Series 2021, RB                                                                                       | CUSIP: 345105KN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    310000 | PA      | $247262.48    | 0.02%             | 2043-01-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Fremont Unified School District/Alameda County CA                                                                                                   | Fremont Unified School District/Alameda County CA, Series 2021, GO Bonds                                                                               | CUSIP: 357155BD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9208.30      | 0.00%             | 2030-08-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| State of Louisiana                                                                                                                                  | State of Louisiana, Series 2021, RB                                                                                                                    | CUSIP: 546486BX8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4844.10      | 0.00%             | 2027-06-15      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Louisiana (State of)                                                                                                                                | Louisiana (State of), Series 2021 A, Ref. RB                                                                                                           | CUSIP: 546486BY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9495.98      | 0.00%             | 2028-06-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Louisiana (State of)                                                                                                                                | Louisiana (State of), Series 2021 A, Ref. RB                                                                                                           | CUSIP: 546486BZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $23366.47     | 0.00%             | 2029-06-15      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government of Nashville & Davidson County TN                                                                                           | Metropolitan Government of Nashville & Davidson County TN, Series 2021, GO Bonds                                                                       | CUSIP: 592112UF1<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |     70000 | PA      | $65185.19     | 0.01%             | 2029-07-01      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) College Building Authority (21st Century College and Equipments Programs)                                                | Virginia (Commonwealth of) College Building Authority (21st Century College and Equipments Programs), Series 2021, RB                                  | CUSIP: 92778WKT2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4812.70      | 0.00%             | 2027-09-01      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) College Building Authority                                                                                               | Virginia (Commonwealth of) College Building Authority, Series 2021, Ref. RB                                                                            | CUSIP: 92778WKU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9435.56      | 0.00%             | 2028-09-01      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) College Building Authority                                                                                               | Virginia (Commonwealth of) College Building Authority, Series 2021, Ref. RB                                                                            | CUSIP: 92778WKV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4637.17      | 0.00%             | 2029-09-01      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| County of Williamson TX                                                                                                                             | County of Williamson TX, Series 2021, GO Bonds                                                                                                         | CUSIP: 9698878J0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $66801.08     | 0.01%             | 2028-02-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Monterey Park (City of), CA                                                                                                                         | Monterey Park (City of), CA, Series 2021 A, RB                                                                                                         | CUSIP: 61255QAR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1166221.80   | 0.11%             | 2043-06-01      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Port Authority                                                                                                      | Massachusetts (Commonwealth of) Port Authority, Series 2021 C, Ref. RB                                                                                 | CUSIP: 575896WR2<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |    500000 | PA      | $400111.00    | 0.04%             | 2042-07-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Port Authority                                                                                                      | Massachusetts (Commonwealth of) Port Authority, Series 2021 C, Ref. RB                                                                                 | CUSIP: 575896WS0<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |    525000 | PA      | $369798.14    | 0.03%             | 2051-07-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Uptown Development Authority                                                                                                                        | Uptown Development Authority, Series 2021 B, RB                                                                                                        | CUSIP: 916856HH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1185000 | PA      | $1015162.01   | 0.10%             | 2040-09-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| New Orleans (City of), LA                                                                                                                           | New Orleans (City of), LA, Series 2021, Ref. RB                                                                                                        | CUSIP: 647719QM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1116326.40   | 0.11%             | 2041-06-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| New Orleans (City of), LA                                                                                                                           | New Orleans (City of), LA, Series 2021, Ref. RB                                                                                                        | CUSIP: 647719QN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $125402.66    | 0.01%             | 2045-06-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| New Orleans (City of), LA                                                                                                                           | New Orleans (City of), LA, Series 2021, Ref. RB                                                                                                        | CUSIP: 647753MN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1177369.50   | 0.11%             | 2041-12-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| New Orleans (City of), LA                                                                                                                           | New Orleans (City of), LA, Series 2021, Ref. RB                                                                                                        | CUSIP: 647753MP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $109014.66    | 0.01%             | 2045-12-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Downey (City of), CA                                                                                                                                | Downey (City of), CA, Series 2021, RB                                                                                                                  | CUSIP: 260888AP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $610599.00    | 0.06%             | 2040-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of) Health & Educational Facilities Authority (Stamford Hospital)                                                                | Connecticut (State of) Health & Educational Facilities Authority (Stamford Hospital), Series 2021 L-2, RB                                              | CUSIP: 20775DKG6<br>LEI: 549300ZOQJ5U8YBS5Q35 | Long             | DBT              | MUN               | US        |   2610000 | PA      | $1868703.10   | 0.18%             | 2051-07-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Downey (City of), CA                                                                                                                                | Downey (City of), CA, Series 2021, RB                                                                                                                  | CUSIP: 260888AQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $416897.42    | 0.04%             | 2044-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Austin (City of), TX                                                                                                                                | Austin (City of), TX, Series 2021, Ref. RB                                                                                                             | CUSIP: 052451BH3<br>LEI: IW10PQVTU7HKS3JMW253 | Long             | DBT              | MUN               | US        |   2485000 | PA      | $1968058.62   | 0.19%             | 2042-11-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| San Francisco (City of), CA Municipal Transportation Agency                                                                                         | San Francisco (City of), CA Municipal Transportation Agency, Series 2021 A, Ref. RB                                                                    | CUSIP: 797686EZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $343615.10    | 0.03%             | 2044-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Department of Transportation                                                                                                    | Maryland (State of) Department of Transportation, Series 2021 A, Ref. RB                                                                               | CUSIP: 57421FAD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    715000 | PA      | $707213.44    | 0.07%             | 2026-08-01      | Fixed         | 0.91%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Department of Transportation                                                                                                    | Maryland (State of) Department of Transportation, Series 2021 A, Ref. RB                                                                               | CUSIP: 57421FAE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    950000 | PA      | $920030.35    | 0.09%             | 2027-08-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Department of Transportation                                                                                                    | Maryland (State of) Department of Transportation, Series 2021 A, Ref. RB                                                                               | CUSIP: 57421FAH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $413630.42    | 0.04%             | 2030-08-01      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Chula Vista (City of), CA                                                                                                                           | Chula Vista (City of), CA, Series 2021, RB                                                                                                             | CUSIP: 17131RBK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $729788.20    | 0.07%             | 2045-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Tucson (City of), AZ                                                                                                                                | Tucson (City of), AZ, Series 2021 A, COP                                                                                                               | CUSIP: 898735UL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    850000 | PA      | $822738.38    | 0.08%             | 2027-07-01      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Tucson (City of), AZ                                                                                                                                | Tucson (City of), AZ, Series 2021 A, COP                                                                                                               | CUSIP: 898735UN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $420672.87    | 0.04%             | 2029-07-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Tucson (City of), AZ                                                                                                                                | Tucson (City of), AZ, Series 2021 A, COP                                                                                                               | CUSIP: 898735UW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1342350.80   | 0.13%             | 2047-07-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2021 BI, Ref. RB                                                                                                      | CUSIP: 91412HJN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $973071.30    | 0.09%             | 2027-05-15      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2021 BI, Ref. RB                                                                                                      | CUSIP: 91412HJP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $95452.36     | 0.01%             | 2028-05-15      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2021 BI, Ref. RB                                                                                                      | CUSIP: 91412HJQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $424768.91    | 0.04%             | 2029-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2021 BI, Ref. RB                                                                                                      | CUSIP: 91412HJR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $932581.70    | 0.09%             | 2030-05-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2021 BI, Ref. RB                                                                                                      | CUSIP: 91412HJS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $918136.20    | 0.09%             | 2031-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2021 BI, Ref. RB                                                                                                      | CUSIP: 91412HJT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    950000 | PA      | $856105.61    | 0.08%             | 2032-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2021 BI, Ref. RB                                                                                                      | CUSIP: 91412HJU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $886925.90    | 0.08%             | 2033-05-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2021 BI, Ref. RB                                                                                                      | CUSIP: 91412HJV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    390000 | PA      | $340709.66    | 0.03%             | 2034-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2021 BI, Ref. RB                                                                                                      | CUSIP: 91412HJW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $129132.05    | 0.01%             | 2035-05-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2021 BI, Ref. RB                                                                                                      | CUSIP: 91412HJX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $169841.90    | 0.02%             | 2036-05-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2021 BJ, RB                                                                                                           | CUSIP: 91412HKE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1660000 | PA      | $1174551.92   | 0.11%             | 2051-05-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                                                                                             | Bay Area Toll Authority, Series 2021, RB                                                                                                               | CUSIP: 072024XG2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    775000 | PA      | $729476.73    | 0.07%             | 2030-04-01      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| New Hampshire (State of) Business Finance Authority (Birmingham Care Center)                                                                        | New Hampshire (State of) Business Finance Authority (Birmingham Care Center), Series 2021, RB                                                          | CUSIP: 63607VAD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1200000 | PA      | $912020.76    | 0.09%             | 2036-01-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2021, RB                                                                                 | CUSIP: 64971XXB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $17867.08     | 0.00%             | 2032-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2021, RB                                                               | CUSIP: 64971XXC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4365741.50   | 0.41%             | 2033-02-01      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| New York City Housing Development Corp.                                                                                                             | New York City Housing Development Corp., Series 2021, RB                                                                                               | CUSIP: 64972EUQ0<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2571134.70   | 0.24%             | 2036-11-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| New York City Housing Development Corp. (Green Bonds)                                                                                               | New York City Housing Development Corp. (Green Bonds), Series 2021 B, RB                                                                               | CUSIP: 64972EUR8<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |    180000 | PA      | $146396.12    | 0.01%             | 2041-11-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Tennessee State School Bond Authority                                                                                                               | Tennessee State School Bond Authority, Series 2021, RB                                                                                                 | CUSIP: 880558PA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $26697.37     | 0.00%             | 2031-11-01      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                                                                                                  | State of Wisconsin, Series 2021, RB                                                                                                                    | CUSIP: 977100HQ2<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |     30000 | PA      | $27154.86     | 0.00%             | 2031-05-01      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Economic Development Authority                                                                                                | New Jersey (State of) Economic Development Authority, Series 1997 A, RB                                                                                | CUSIP: 645913AA2<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |   5162000 | PA      | $5459131.43   | 0.51%             | 2029-02-15      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| Texas A&M University                                                                                                                                | Texas A&M University, Series 2021 B, RB                                                                                                                | CUSIP: 88213ASC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $808753.10    | 0.08%             | 2041-05-15      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Tennessee State School Bond Authority                                                                                                               | Tennessee State School Bond Authority, Series 2021, Ref. RB                                                                                            | CUSIP: 880558NV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $196068.92    | 0.02%             | 2026-11-01      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| City of Tucson AZ                                                                                                                                   | City of Tucson AZ, Series 2021, COP                                                                                                                    | CUSIP: 898735UP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9197.14      | 0.00%             | 2030-07-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| University System of Maryland                                                                                                                       | University System of Maryland, Series 2021 B, Ref. RB                                                                                                  | CUSIP: 91440ABJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $46807.84     | 0.00%             | 2029-04-01      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of)                                                                                                                                | Wisconsin (State of), Series 2021 A, Ref. RB                                                                                                           | CUSIP: 977100HL3<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |     40000 | PA      | $38932.32     | 0.00%             | 2027-05-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Central Puget Sound Regional Transit Authority                                                                                                      | Central Puget Sound Regional Transit Authority, Series 2009 S-2T, RB                                                                                   | CUSIP: 15504RET2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1805000 | PA      | $1886013.45   | 0.18%             | 2039-11-01      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| City of Huntington Beach CA                                                                                                                         | City of Huntington Beach CA, Series 2021, RB                                                                                                           | CUSIP: 446201AS4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $8134.42      | 0.00%             | 2044-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp.                                                                                                           | Golden State Tobacco Securitization Corp., Series 2021, Ref. RB                                                                                        | CUSIP: 38122NZX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2085000 | PA      | $1807213.78   | 0.17%             | 2038-06-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| University of Arkansas                                                                                                                              | University of Arkansas, Series 2021 B, RB                                                                                                              | CUSIP: 914073BD2<br>LEI: 549300FFADBQ3NEI2D96 | Long             | DBT              | MUN               | US        |    150000 | PA      | $123215.61    | 0.01%             | 2041-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| San Francisco (City & County of), CA Airport Commission (San Francisco International Airport)                                                       | San Francisco (City & County of), CA Airport Commission (San Francisco International Airport), Series 2021 C, Ref. RB                                  | CUSIP: 79766DTW9<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |    800000 | PA      | $586122.16    | 0.06%             | 2051-05-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Educational Facilities Authority (New Jersey City University)                                                                 | New Jersey (State of) Educational Facilities Authority (New Jersey City University), Series 2021, Ref. RB                                              | CUSIP: 646067DJ4<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |   1950000 | PA      | $1681116.65   | 0.16%             | 2051-07-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                                 | State of California, Series 2021, GO Bonds                                                                                                             | CUSIP: 13063DC48<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     25000 | PA      | $24171.01     | 0.00%             | 2028-02-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Columbia (City of), SC                                                                                                                              | Columbia (City of), SC, Series 2021 B, Ref. RB                                                                                                         | CUSIP: 198504D90<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $177572.94    | 0.02%             | 2049-02-01      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| City of Orange CA                                                                                                                                   | City of Orange CA, Series 2021, RB                                                                                                                     | CUSIP: 684100AR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $156787.96    | 0.01%             | 2040-06-01      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Texas Public Finance Authority                                                                                                                      | Texas Public Finance Authority, Series 2021, RB                                                                                                        | CUSIP: 882669DF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $12349.43     | 0.00%             | 2041-02-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                                                                                                      | University of Massachusetts Building Authority, Series 2021 2, Ref. RB                                                                                 | CUSIP: 914437WG9<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |   3805000 | PA      | $3280239.89   | 0.31%             | 2036-11-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                                                                                               | Pennsylvania Economic Development Financing Authority, Series 2021, RB                                                                                 | CUSIP: 70869PMV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4729.07      | 0.00%             | 2030-06-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| American Municipal Power, Inc. (Prairie State Energy Campus)                                                                                        | American Municipal Power, Inc. (Prairie State Energy Campus), Series 2009 C, RB                                                                        | CUSIP: 02765UCR3<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |   1005000 | PA      | $1057125.53   | 0.10%             | 2043-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                                                                                       | North Texas Tollway Authority, Series 2021, RB                                                                                                         | CUSIP: 66285WE51<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |   1770000 | PA      | $1410345.03   | 0.13%             | 2043-01-01      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Maine (State of) Health & Higher Educational Facilities Authority                                                                                   | Maine (State of) Health & Higher Educational Facilities Authority, Series 2021 B, Ref. RB                                                              | CUSIP: 56042RK84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $804153.40    | 0.08%             | 2043-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                                                                                               | Pennsylvania Economic Development Financing Authority, Series 2021, RB                                                                                 | CUSIP: 70869PMX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $23076.69     | 0.00%             | 2032-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                                                                                               | Pennsylvania Economic Development Financing Authority, Series 2021, RB                                                                                 | CUSIP: 70869PMY0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4566.32      | 0.00%             | 2033-06-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                                                                                               | Pennsylvania Economic Development Financing Authority, Series 2021, RB                                                                                 | CUSIP: 70869PNA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $178050.56    | 0.02%             | 2035-06-15      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Economic Development Financing Authority (State System Higher Education)                                             | Pennsylvania (Commonwealth of) Economic Development Financing Authority (State System Higher Education), Series 2021, RB                               | CUSIP: 70869PNB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $878711.90    | 0.08%             | 2036-06-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Economic Development Financing Authority (State System Higher Education)                                             | Pennsylvania (Commonwealth of) Economic Development Financing Authority (State System Higher Education), Series 2021, RB                               | CUSIP: 70869PNC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    900000 | PA      | $754463.70    | 0.07%             | 2042-06-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2009, GO Bonds                                                                                                           | CUSIP: 13063A7D0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   6060000 | PA      | $7202402.11   | 0.68%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2009, GO Bonds                                                                                                           | CUSIP: 13063BBU5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   8355000 | PA      | $9975118.89   | 0.94%             | 2039-11-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                                                                                    | Commonwealth Financing Authority, Series 2009, RB                                                                                                      | CUSIP: 20281PCT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $171218.14    | 0.02%             | 2039-06-01      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Energy Northwest (Columbia Generating Station)                                                                                                      | Energy Northwest (Columbia Generating Station), Series 2021, Ref. RB                                                                                   | CUSIP: 29270C4C6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $17520.86     | 0.00%             | 2034-07-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| American Municipal Power, Inc. (OH Combined Hydroelectric)                                                                                          | American Municipal Power, Inc. (OH Combined Hydroelectric), Series 2009 B, RB                                                                          | CUSIP: 02765UCY8<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    950000 | PA      | $1025348.78   | 0.10%             | 2044-02-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2009, RB                                                                                                | CUSIP: 650035TD0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |   1670000 | PA      | $1724716.05   | 0.16%             | 2039-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                                 | State of California, Series 2021, GO Bonds                                                                                                             | CUSIP: 13063DC71<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     10000 | PA      | $9732.28      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                                                                                               | Pennsylvania Economic Development Financing Authority, Series 2021, RB                                                                                 | CUSIP: 70869PMU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $14331.99     | 0.00%             | 2029-06-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| County of Pima AZ                                                                                                                                   | County of Pima AZ, Series 2021, RB                                                                                                                     | CUSIP: 72178JAH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $28287.53     | 0.00%             | 2029-05-01      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| County of Pima AZ                                                                                                                                   | County of Pima AZ, Series 2021, RB                                                                                                                     | CUSIP: 72178JAK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    335000 | PA      | $306476.59    | 0.03%             | 2031-05-01      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2021 A, GO Bonds                                                                                                        | CUSIP: 20772KPC7<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    850000 | PA      | $784581.45    | 0.07%             | 2031-06-01      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2021 A, GO Bonds                                                                                                        | CUSIP: 20772KNY1<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    200000 | PA      | $195035.84    | 0.02%             | 2027-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2021 A, GO Bonds                                                                                                        | CUSIP: 20772KNZ8<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    385000 | PA      | $369637.54    | 0.03%             | 2028-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2021 A, GO Bonds                                                                                                        | CUSIP: 20772KPA1<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    490000 | PA      | $465430.96    | 0.04%             | 2029-06-01      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2021 A, GO Bonds                                                                                                        | CUSIP: 20772KPB9<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    885000 | PA      | $828816.48    | 0.08%             | 2030-06-01      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Charlotte-Mecklenburg Hospital Authority (The) (Atrium Health)                                                                                      | Charlotte-Mecklenburg Hospital Authority (The) (Atrium Health), Series 2021, RB                                                                        | CUSIP: 160853VC8<br>LEI: 549300XOH4JU704GMZ32 | Long             | DBT              | MUN               | US        |   1100000 | PA      | $783444.31    | 0.07%             | 2051-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| El Segundo (City of), CA                                                                                                                            | El Segundo (City of), CA, Series 2021, RB                                                                                                              | CUSIP: 284035AR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1350000 | PA      | $1139976.99   | 0.11%             | 2040-07-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Columbia Facilities Corp. (City of Columbia)                                                                                                        | Columbia Facilities Corp. (City of Columbia), Series 2021, RB                                                                                          | CUSIP: 198436AR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $142498.82    | 0.01%             | 2051-06-01      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Huntington Beach Union High School District                                                                                                         | Huntington Beach Union High School District, Series 2021, GO Bonds                                                                                     | CUSIP: 446222UT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9708.77      | 0.00%             | 2027-08-01      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Pennsylvania                                                                                                                        | Commonwealth of Pennsylvania, Series 2021, GO Bonds                                                                                                    | CUSIP: 70914PW65<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |     30000 | PA      | $29136.10     | 0.00%             | 2027-08-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Pennsylvania                                                                                                                        | Commonwealth of Pennsylvania, Series 2021, GO Bonds                                                                                                    | CUSIP: 70914PW73<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |    500000 | PA      | $478149.30    | 0.04%             | 2028-08-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Pennsylvania                                                                                                                        | Commonwealth of Pennsylvania, Series 2021, GO Bonds                                                                                                    | CUSIP: 70914PW81<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |     45000 | PA      | $42533.68     | 0.00%             | 2029-08-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Pennsylvania                                                                                                                        | Commonwealth of Pennsylvania, Series 2021, GO Bonds                                                                                                    | CUSIP: 70914PW99<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |     10000 | PA      | $9311.86      | 0.00%             | 2030-08-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Phoenix Civic Improvement Corp.                                                                                                                     | Phoenix Civic Improvement Corp., Series 2021 C, Ref. RB                                                                                                | CUSIP: 71883RSG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $80071.56     | 0.01%             | 2044-07-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Idaho Energy Resources Authority                                                                                                                    | Idaho Energy Resources Authority, Series 2021, RB                                                                                                      | CUSIP: 451174AX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $738917.80    | 0.07%             | 2046-09-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2021 C, RB                                                                                             | CUSIP: 64990FE42<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    900000 | PA      | $785508.75    | 0.07%             | 2034-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2021 C, RB                                                                                             | CUSIP: 64990FD84<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    910000 | PA      | $867427.02    | 0.08%             | 2029-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2021 C, RB                                                                                             | CUSIP: 64990FD92<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1080184.77   | 0.10%             | 2030-03-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2021 C, RB                                                                                             | CUSIP: 64990FE26<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $924465.00    | 0.09%             | 2031-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2021 C, RB                                                                                             | CUSIP: 64990FE34<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    900000 | PA      | $818450.01    | 0.08%             | 2032-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2021 C, RB                                                                                             | CUSIP: 64990FD68<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1025000 | PA      | $1002999.81   | 0.09%             | 2027-03-15      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2021 C, RB                                                                                             | CUSIP: 64990FD76<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1005000 | PA      | $968849.15    | 0.09%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                                                                                    | Commonwealth Financing Authority, Series 2021 A, RB                                                                                                    | CUSIP: 20281PNE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    900000 | PA      | $724083.21    | 0.07%             | 2042-06-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Strategic Fund (Flint Water Advocacy)                                                                                           | Michigan (State of) Strategic Fund (Flint Water Advocacy), Series 2021, RB                                                                             | CUSIP: 594698SJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $794770.20    | 0.07%             | 2047-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Strategic Fund (Flint Water Advocacy)                                                                                           | Michigan (State of) Strategic Fund (Flint Water Advocacy), Series 2021, RB                                                                             | CUSIP: 594698RX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $494344.55    | 0.05%             | 2026-09-01      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Strategic Fund (Flint Water Advocacy)                                                                                           | Michigan (State of) Strategic Fund (Flint Water Advocacy), Series 2021, RB                                                                             | CUSIP: 594698RY0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $485364.35    | 0.05%             | 2027-09-01      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Strategic Fund (Flint Water Advocacy)                                                                                           | Michigan (State of) Strategic Fund (Flint Water Advocacy), Series 2021, RB                                                                             | CUSIP: 594698SA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $472338.05    | 0.04%             | 2029-09-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Strategic Fund (Flint Water Advocacy)                                                                                           | Michigan (State of) Strategic Fund (Flint Water Advocacy), Series 2021, RB                                                                             | CUSIP: 594698SB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    950000 | PA      | $886237.05    | 0.08%             | 2030-09-01      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2021 B, Ref. RB                                                                                                    | CUSIP: 13077DRW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1150000 | PA      | $795054.46    | 0.07%             | 2052-11-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2021 B, Ref. RB                                                                                                    | CUSIP: 13077DQU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3450000 | PA      | $2699684.34   | 0.25%             | 2041-11-01      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2021 B, Ref. RB                                                                                                    | CUSIP: 13077DRV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $697229.30    | 0.07%             | 2052-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| City of Glendale AZ                                                                                                                                 | City of Glendale AZ, Series 2021, COP                                                                                                                  | CUSIP: 37828AAD1<br>LEI: 5493002BC35ZY7XRQ949 | Long             | DBT              | MUN               | US        |      5000 | PA      | $4872.16      | 0.00%             | 2027-07-01      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Glendale (City of), AZ                                                                                                                              | Glendale (City of), AZ, Series 2021, COP                                                                                                               | CUSIP: 37828AAF6<br>LEI: 5493002BC35ZY7XRQ949 | Long             | DBT              | MUN               | US        |     25000 | PA      | $23724.86     | 0.00%             | 2029-07-01      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| City of Glendale AZ                                                                                                                                 | City of Glendale AZ, Series 2021, COP                                                                                                                  | CUSIP: 37828AAG4<br>LEI: 5493002BC35ZY7XRQ949 | Long             | DBT              | MUN               | US        |     10000 | PA      | $9381.37      | 0.00%             | 2030-07-01      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| West Hartford (Town of ), CT                                                                                                                        | West Hartford (Town of ), CT, Series 2021 B, GO Bonds                                                                                                  | CUSIP: 953107AR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $20426.45     | 0.00%             | 2041-07-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Town of West Hartford CT                                                                                                                            | Town of West Hartford CT, Series 2021, GO Bonds                                                                                                        | CUSIP: 953107AS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $37140.52     | 0.00%             | 2046-07-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                                                                                       | Commonwealth of Massachusetts, Series 2009, GO Bonds                                                                                                   | CUSIP: 57582PUE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2623050.00   | 0.25%             | 2039-12-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Birmingham (City of), AL Water Works Board (The)                                                                                                    | Birmingham (City of), AL Water Works Board (The), Series 2021, Ref. RB                                                                                 | CUSIP: 091096PH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $847336.50    | 0.08%             | 2037-01-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Birmingham (City of), AL Water Works Board (The)                                                                                                    | Birmingham (City of), AL Water Works Board (The), Series 2021, Ref. RB                                                                                 | CUSIP: 091096PJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    900000 | PA      | $754129.35    | 0.07%             | 2038-01-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Montana (State of) Facility Finance Authority (Benefis Health Systems Obligated Group)                                                              | Montana (State of) Facility Finance Authority (Benefis Health Systems Obligated Group), Series 2021 B, RB                                              | CUSIP: 61204KNG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $179323.85    | 0.02%             | 2051-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                                                                                              | University of Virginia, Series 2021 B, Ref. RB                                                                                                         | CUSIP: 915217XM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2585000 | PA      | $1660751.35   | 0.16%             | 2051-11-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| San Bernardino Community College District                                                                                                           | San Bernardino Community College District, Series 2021, Ref. GO Bonds                                                                                  | CUSIP: 796720PN4<br>LEI: 549300Y4FPTEP3EQZ007 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $789070.60    | 0.07%             | 2041-08-01      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| San Bernardino Community College District                                                                                                           | San Bernardino Community College District, Series 2021, Ref. GO Bonds                                                                                  | CUSIP: 796720PQ7<br>LEI: 549300Y4FPTEP3EQZ007 | Long             | DBT              | MUN               | US        |    300000 | PA      | $209077.44    | 0.02%             | 2049-08-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Oregon Education Districts                                                                                                                          | Oregon Education Districts, Series 2021 A, GO Bonds                                                                                                    | CUSIP: 68587FBC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $13424.22     | 0.00%             | 2032-06-30      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center                                                                                              | Regents of the University of California Medical Center, Series 2009 F, RB                                                                              | CUSIP: 913366DF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3735000 | PA      | $4085482.32   | 0.38%             | 2049-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| City of Birmingham Regional Water Works                                                                                                             | City of Birmingham Regional Water Works, Series 2021, RB                                                                                               | CUSIP: 091096PA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4655.19      | 0.00%             | 2030-01-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| City of Birmingham Regional Water Works                                                                                                             | City of Birmingham Regional Water Works, Series 2021, RB                                                                                               | CUSIP: 091096PB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4574.89      | 0.00%             | 2031-01-01      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| City of Birmingham Regional Water Works                                                                                                             | City of Birmingham Regional Water Works, Series 2021, RB                                                                                               | CUSIP: 091096PL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $27597.99     | 0.00%             | 2043-01-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2021, RB                                                                                                           | CUSIP: 13077DQF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $38596.30     | 0.00%             | 2027-11-01      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2021 B, Ref. RB                                                                                                    | CUSIP: 13077DQH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    620000 | PA      | $578396.82    | 0.05%             | 2029-11-01      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2021 B, Ref. RB                                                                                                    | CUSIP: 13077DQJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $64227.01     | 0.01%             | 2030-11-01      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2021 B, Ref. RB                                                                                                    | CUSIP: 13077DQK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $13494.11     | 0.00%             | 2031-11-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Chabot-Las Positas Community College District                                                                                                       | Chabot-Las Positas Community College District, Series 2021, GO Bonds                                                                                   | CUSIP: 15722TJS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $62887.84     | 0.01%             | 2027-08-01      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Chabot-Las Positas Community College District                                                                                                       | Chabot-Las Positas Community College District, Series 2021, GO Bonds                                                                                   | CUSIP: 15722TJT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $76109.80     | 0.01%             | 2028-08-01      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| Chabot-Las Positas Community College District                                                                                                       | Chabot-Las Positas Community College District, Series 2021, GO Bonds                                                                                   | CUSIP: 15722TJU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $51519.55     | 0.00%             | 2029-08-01      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Chabot-Las Positas Community College District                                                                                                       | Chabot-Las Positas Community College District, Series 2021, GO Bonds                                                                                   | CUSIP: 15722TJV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $174890.74    | 0.02%             | 2030-08-01      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Multnomah County School District No 1J Portland                                                                                                     | Multnomah County School District No 1J Portland, Series 2021, GO Bonds                                                                                 | CUSIP: 625517MV6<br>LEI: 5493002CTP8R8T4OPS64 | Long             | DBT              | MUN               | US        |     15000 | PA      | $12691.62     | 0.00%             | 2035-06-30      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2021, RB                                                                                 | CUSIP: 64972H5F5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9898.86      | 0.00%             | 2026-07-15      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2021, Ref. RB                                                                            | CUSIP: 64972H5G3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $43600.94     | 0.00%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2021, Ref. RB                                                                            | CUSIP: 64972H5H1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $57179.89     | 0.01%             | 2028-07-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Oregon Education Districts                                                                                                                          | Oregon Education Districts, Series 2021, GO Bonds                                                                                                      | CUSIP: 68587FAX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $58286.37     | 0.01%             | 2027-06-30      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| Oregon Education Districts                                                                                                                          | Oregon Education Districts, Series 2021, GO Bonds                                                                                                      | CUSIP: 68587FAZ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $47065.73     | 0.00%             | 2029-06-30      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Oregon Education Districts                                                                                                                          | Oregon Education Districts, Series 2021, GO Bonds                                                                                                      | CUSIP: 68587FBB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    900000 | PA      | $819010.53    | 0.08%             | 2031-06-30      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| San Antonio (City of), TX                                                                                                                           | San Antonio (City of), TX, Series 2016, Ctfs. Of Obligations                                                                                           | CUSIP: 79623PJH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1345000 | PA      | $1027268.63   | 0.10%             | 2046-02-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| City of Tempe AZ                                                                                                                                    | City of Tempe AZ, Series 2021, COP                                                                                                                     | CUSIP: 87971LAJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $67967.26     | 0.01%             | 2027-07-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| City of Tempe AZ                                                                                                                                    | City of Tempe AZ, Series 2021, COP                                                                                                                     | CUSIP: 87971LAL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9408.36      | 0.00%             | 2029-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| City of Tempe AZ                                                                                                                                    | City of Tempe AZ, Series 2021, COP                                                                                                                     | CUSIP: 87971LAM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $46267.16     | 0.00%             | 2030-07-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| City of Tempe AZ                                                                                                                                    | City of Tempe AZ, Series 2021, COP                                                                                                                     | CUSIP: 87971LAN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $13647.84     | 0.00%             | 2031-07-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| City of Tempe AZ                                                                                                                                    | City of Tempe AZ, Series 2021, COP                                                                                                                     | CUSIP: 87971LAP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $49266.37     | 0.00%             | 2032-07-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| City of Tempe AZ                                                                                                                                    | City of Tempe AZ, Series 2021, COP                                                                                                                     | CUSIP: 87971LAQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $22030.42     | 0.00%             | 2033-07-01      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Tempe (City of), AZ                                                                                                                                 | Tempe (City of), AZ, Series 2021, COP                                                                                                                  | CUSIP: 87971LAU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1950000 | PA      | $1626402.77   | 0.15%             | 2037-07-01      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Chabot-Las Positas Community College District                                                                                                       | Chabot-Las Positas Community College District, Series 2021, GO Bonds                                                                                   | CUSIP: 15722TJW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $13564.60     | 0.00%             | 2031-08-01      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| Chabot-Las Positas Community College District                                                                                                       | Chabot-Las Positas Community College District, Series 2021, GO Bonds                                                                                   | CUSIP: 15722TJX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $44422.37     | 0.00%             | 2032-08-01      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Oregon Education Districts                                                                                                                          | Oregon Education Districts, Series 2021, GO Bonds                                                                                                      | CUSIP: 68587FBL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    610000 | PA      | $503865.55    | 0.05%             | 2040-06-30      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Kansas (State of) Development Finance Authority                                                                                                     | Kansas (State of) Development Finance Authority, Series 2021 K, RB                                                                                     | CUSIP: 48542RSV7<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1100749.80   | 0.10%             | 2051-05-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Louisiana (State of) Energy & Power Authority (LEPA Unit No. 1)                                                                                     | Louisiana (State of) Energy & Power Authority (LEPA Unit No. 1), Series 2021 A, Ref. RB                                                                | CUSIP: 546462EU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1450000 | PA      | $1201570.78   | 0.11%             | 2040-06-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Louisiana (State of) Energy & Power Authority (LEPA Unit No. 1)                                                                                     | Louisiana (State of) Energy & Power Authority (LEPA Unit No. 1), Series 2021 A, Ref. RB                                                                | CUSIP: 546462EV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $771960.90    | 0.07%             | 2044-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Aurora (City of), CO (Green Bonds)                                                                                                                  | Aurora (City of), CO (Green Bonds), Series 2021 B, Ref. RB                                                                                             | CUSIP: 051595CG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $126781.88    | 0.01%             | 2046-08-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Santa Ana (City of), CA                                                                                                                             | Santa Ana (City of), CA, Series 2021 A, RB                                                                                                             | CUSIP: 801139AP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1350000 | PA      | $1107552.83   | 0.10%             | 2044-08-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Denver City & County School District No. 1                                                                                                          | Denver City & County School District No. 1, Series 2009 C, GO Bonds                                                                                    | CUSIP: 249174MQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    425000 | PA      | $446454.98    | 0.04%             | 2033-12-01      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) School Building Authority                                                                                           | Massachusetts (Commonwealth of) School Building Authority, Series 2009, RB                                                                             | CUSIP: 576000KV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1650000 | PA      | $1753802.49   | 0.17%             | 2039-08-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2009 D-1, GO Bonds                                                                                                      | CUSIP: 64966HTX8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1280151 | PA      | $1353519.92   | 0.13%             | 2036-12-01      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| City of Bridgeport CT                                                                                                                               | City of Bridgeport CT, Series 2021, GO Bonds                                                                                                           | CUSIP: 108152KF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $18848.42     | 0.00%             | 2030-07-01      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Gainesville & Hall County Hospital Authority                                                                                                        | Gainesville & Hall County Hospital Authority, Series 2021, RB                                                                                          | CUSIP: 362762QS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $32623.69     | 0.00%             | 2046-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2021 A-3, Ref. RB                                                                                                   | CUSIP: 59335KCR6<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |     10000 | PA      | $9372.52      | 0.00%             | 2029-10-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade Seaport Department                                                                                                             | County of Miami-Dade Seaport Department, Series 2021, RB                                                                                               | CUSIP: 59335KCV7<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |     10000 | PA      | $8768.65      | 0.00%             | 2033-10-01      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2021 A-3, Ref. RB                                                                                                   | CUSIP: 59335KCY1<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |     20000 | PA      | $16867.49     | 0.00%             | 2036-10-01      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Kentucky (Commonwealth of) Public Transportation Infrastructure Authority (Downtown Crossing)                                                       | Kentucky (Commonwealth of) Public Transportation Infrastructure Authority (Downtown Crossing), Series 2021 A, Ref. RB                                  | CUSIP: 491397BE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1388294.40   | 0.13%             | 2049-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Kentucky (Commonwealth of) Public Transportation Infrastructure Authority (Downtown Crossing)                                                       | Kentucky (Commonwealth of) Public Transportation Infrastructure Authority (Downtown Crossing), Series 2021 A, Ref. RB                                  | CUSIP: 491397BF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1950000 | PA      | $1308565.64   | 0.12%             | 2053-07-01      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Indiana (State of) Finance Authority (Green Bonds) (Ohio River Bridges East and Crossing)                                                           | Indiana (State of) Finance Authority (Green Bonds) (Ohio River Bridges East and Crossing), Series 2021, RB                                             | CUSIP: 45506ECL5<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1139469.75   | 0.11%             | 2051-01-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| County of Bexar TX                                                                                                                                  | County of Bexar TX, Series 2021, RB                                                                                                                    | CUSIP: 088518PG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1425000 | PA      | $1181423.18   | 0.11%             | 2041-08-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of) Public Finance Authority (Texas Biomedical Research Institute)                                                                 | Wisconsin (State of) Public Finance Authority (Texas Biomedical Research Institute), Series 2021, RB                                                   | CUSIP: 74442PTA3<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    100000 | PA      | $57191.19     | 0.01%             | 2051-06-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Riverside County Infrastructure Financing Authority                                                                                                 | Riverside County Infrastructure Financing Authority, Series 2021, RB                                                                                   | CUSIP: 76913DGA9<br>LEI: 254900CB5HEOBAVTY629 | Long             | DBT              | MUN               | US        |     30000 | PA      | $28353.30     | 0.00%             | 2029-11-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Riverside (County of), CA  Infrastructure Financing Authority                                                                                       | Riverside (County of), CA  Infrastructure Financing Authority, Series 2021 B, Ref. RB                                                                  | CUSIP: 76913DGB7<br>LEI: 254900CB5HEOBAVTY629 | Long             | DBT              | MUN               | US        |     40000 | PA      | $37196.83     | 0.00%             | 2030-11-01      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Alabama (State of) Federal Aid Highway Finance Authority (Garvee)                                                                                   | Alabama (State of) Federal Aid Highway Finance Authority (Garvee), Series 2021 B, Ref. RB                                                              | CUSIP: 010268CX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3100000 | PA      | $2630453.85   | 0.25%             | 2037-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| New Hampshire (State of) Business Finance Authority (Lease)                                                                                         | New Hampshire (State of) Business Finance Authority (Lease), Series 2021, Ref. RB                                                                      | CUSIP: 63607VAF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2900000 | PA      | $2164915.54   | 0.20%             | 2032-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                                                                                               | Metropolitan Transportation Authority, Series 2010, RB                                                                                                 | CUSIP: 59259YBY4<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1388831.88   | 0.13%             | 2039-11-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| City of Brockton MA                                                                                                                                 | City of Brockton MA, Series 2021, GO Bonds                                                                                                             | CUSIP: 111746JD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $14361.56     | 0.00%             | 2029-11-01      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                                           | New Jersey (State of) Transportation Trust Fund Authority, Series 2010 B, RB                                                                           | CUSIP: 646136XR7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |   2155000 | PA      | $2476222.79   | 0.23%             | 2040-12-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                            | New York (City of), NY Municipal Water Finance Authority, Series 2010, RB                                                                              | CUSIP: 64972FK88<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    160000 | PA      | $168612.05    | 0.02%             | 2042-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2010, GO Bonds                                                                                                             | CUSIP: 452152BM2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   2000769 | PA      | $2139942.57   | 0.20%             | 2035-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                                                                                               | Metropolitan Transportation Authority, Series 2010, RB                                                                                                 | CUSIP: 59259YBZ1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    750000 | PA      | $828768.30    | 0.08%             | 2039-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport)                                                                       | Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport), Series 2021, Ref. RB                                                    | CUSIP: 2350368B9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $971924.40    | 0.09%             | 2027-11-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport)                                                                       | Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport), Series 2021, Ref. RB                                                    | CUSIP: 2350368C7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $720497.70    | 0.07%             | 2028-11-01      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport)                                                                       | Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport), Series 2021, Ref. RB                                                    | CUSIP: 2350368D5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1422986.85   | 0.13%             | 2029-11-01      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport)                                                                       | Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport), Series 2021, Ref. RB                                                    | CUSIP: 2350368E3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1872103.60   | 0.18%             | 2030-11-01      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport)                                                                       | Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport), Series 2021, Ref. RB                                                    | CUSIP: 2350368K9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1769372.20   | 0.17%             | 2035-11-01      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport)                                                                       | Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport), Series 2021, Ref. RB                                                    | CUSIP: 2350368M5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1293013.80   | 0.12%             | 2037-11-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport)                                                                       | Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport), Series 2021, Ref. RB                                                    | CUSIP: 2350368N3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $1900232.00   | 0.18%             | 2046-11-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| East Bay Municipal Utility District                                                                                                                 | East Bay Municipal Utility District, Series 2010, RB                                                                                                   | CUSIP: 271014TU6<br>LEI: 549300IZZ5HKLDKRTF96 | Long             | DBT              | MUN               | US        |   2900000 | PA      | $3144275.99   | 0.30%             | 2040-06-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Nashville (City of) & Davidson (County of), TN Metropolitan Government Health & Educational Facilities Board (The) (Vanderbilt Univ Medical Center) | Nashville (City of) & Davidson (County of), TN Metropolitan Government Health & Educational Facilities Board (The) (Vanderbilt Univ Medical Center)    | CUSIP: 592041ZW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $503895.75    | 0.05%             | 2052-07-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Montana (State of) Facility Finance Authority (Billings Clinic Obligated Group)                                                                     | Montana (State of) Facility Finance Authority (Billings Clinic Obligated Group), Series 2021, RB                                                       | CUSIP: 61204KPP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $275721.00    | 0.03%             | 2051-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                                    | Texas (State of), Series 2021 A, Ref. GO Bonds                                                                                                         | CUSIP: 882724WT0<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    450000 | PA      | $453366.09    | 0.04%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                                    | Texas (State of), Series 2021 A, Ref. GO Bonds                                                                                                         | CUSIP: 882724WU7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    175000 | PA      | $179162.29    | 0.02%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                                    | Texas (State of), Series 2021 A, Ref. GO Bonds                                                                                                         | CUSIP: 882724WW3<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1017974.70   | 0.10%             | 2029-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                                    | Texas (State of), Series 2021 A, Ref. GO Bonds                                                                                                         | CUSIP: 882724WX1<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    780000 | PA      | $724041.63    | 0.07%             | 2030-10-01      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                                    | Texas (State of), Series 2021 A, Ref. GO Bonds                                                                                                         | CUSIP: 882724WY9<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |   1345000 | PA      | $1229190.66   | 0.12%             | 2031-10-01      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                                    | Texas (State of), Series 2021 B, Ref. GO Bonds                                                                                                         | CUSIP: 882724XP7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    185000 | PA      | $192175.56    | 0.02%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                                    | Texas (State of), Series 2021 B, Ref. GO Bonds                                                                                                         | CUSIP: 882724XS1<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    850000 | PA      | $776811.94    | 0.07%             | 2031-10-01      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                                    | Texas (State of), Series 2021 B, Ref. GO Bonds                                                                                                         | CUSIP: 882724XT9<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |   1570000 | PA      | $1413642.44   | 0.13%             | 2032-10-01      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                                    | Texas (State of), Series 2021 B, Ref. GO Bonds                                                                                                         | CUSIP: 882724XU6<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $887111.60    | 0.08%             | 2033-10-01      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                                    | Texas (State of), Series 2021 A, Ref. GO Bonds                                                                                                         | CUSIP: 882724WV5<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    250000 | PA      | $259696.70    | 0.02%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                                    | Texas (State of), Series 2021 B, Ref. GO Bonds                                                                                                         | CUSIP: 882724XN2<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    730000 | PA      | $747362.69    | 0.07%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                                    | Texas (State of), Series 2021 B, Ref. GO Bonds                                                                                                         | CUSIP: 882724XQ5<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    655000 | PA      | $644896.95    | 0.06%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                                    | Texas (State of), Series 2021 B, Ref. GO Bonds                                                                                                         | CUSIP: 882724XR3<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    200000 | PA      | $185651.70    | 0.02%             | 2030-10-01      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Alabama (State of) Federal Aid Highway Finance Authority (Garvee)                                                                                   | Alabama (State of) Federal Aid Highway Finance Authority (Garvee), Series 2021 B, Ref. RB                                                              | CUSIP: 010268CP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9708.31      | 0.00%             | 2027-09-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Alabama (State of) Federal Aid Highway Finance Authority (Garvee)                                                                                   | Alabama (State of) Federal Aid Highway Finance Authority (Garvee), Series 2021 B, Ref. RB                                                              | CUSIP: 010268CR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $18872.65     | 0.00%             | 2029-09-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Brockton (City of), MA                                                                                                                              | Brockton (City of), MA, Series 2021, GO Bonds                                                                                                          | CUSIP: 111746JC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4826.30      | 0.00%             | 2028-11-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| City of Brockton MA                                                                                                                                 | City of Brockton MA, Series 2021, GO Bonds                                                                                                             | CUSIP: 111746JE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $23682.08     | 0.00%             | 2030-11-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Brockton (City of), MA                                                                                                                              | Brockton (City of), MA, Series 2021, GO Bonds                                                                                                          | CUSIP: 111746JF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    810000 | PA      | $761004.56    | 0.07%             | 2031-11-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| City of Brockton MA                                                                                                                                 | City of Brockton MA, Series 2021, GO Bonds                                                                                                             | CUSIP: 111746JG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $13987.49     | 0.00%             | 2032-11-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Brockton (City of), MA                                                                                                                              | Brockton (City of), MA, Series 2021, GO Bonds                                                                                                          | CUSIP: 111746JJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $13776.23     | 0.00%             | 2034-11-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| City of Brockton MA                                                                                                                                 | City of Brockton MA, Series 2021, GO Bonds                                                                                                             | CUSIP: 111746JK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $27271.14     | 0.00%             | 2035-11-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Clovis Unified School District                                                                                                                      | Clovis Unified School District, Series 2021, GO Bonds                                                                                                  | CUSIP: 189342N20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $8590.13      | 0.00%             | 2039-08-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Corona (City of), CA                                                                                                                                | Corona (City of), CA, Series 2021, RB                                                                                                                  | CUSIP: 21969AAK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    260000 | PA      | $241925.01    | 0.02%             | 2031-05-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Corona (City of), CA                                                                                                                                | Corona (City of), CA, Series 2021, RB                                                                                                                  | CUSIP: 21969AAM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $36325.20     | 0.00%             | 2033-05-01      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| City of Corona CA                                                                                                                                   | City of Corona CA, Series 2021, RB                                                                                                                     | CUSIP: 21969AAN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $13488.82     | 0.00%             | 2034-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2021, GO Bonds                                                                                                               | CUSIP: 419792B47<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $23600.74     | 0.00%             | 2029-10-01      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2021 GD, GO Bonds                                                                                                            | CUSIP: 419792B62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $63983.10     | 0.01%             | 2031-10-01      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2021, GO Bonds                                                                                                               | CUSIP: 419792B96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4399.48      | 0.00%             | 2034-10-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| State of Hawaii                                                                                                                                     | State of Hawaii, Series 2021, GO Bonds                                                                                                                 | CUSIP: 419792C38<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $107502.26    | 0.01%             | 2036-10-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| State of Hawaii                                                                                                                                     | State of Hawaii, Series 2021, GO Bonds                                                                                                                 | CUSIP: 419792C61<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $823888.10    | 0.08%             | 2039-10-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2021, Ref. GO Bonds                                                                                                          | CUSIP: 419792G34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9724.99      | 0.00%             | 2027-08-01      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2021, GO Bonds                                                                                                               | CUSIP: 419792G59<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $42607.80     | 0.00%             | 2029-08-01      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2021, Ref. GO Bonds                                                                                                          | CUSIP: 419792G75<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    530000 | PA      | $486116.16    | 0.05%             | 2031-08-01      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| New Castle (County of), DE                                                                                                                          | New Castle (County of), DE, Series 2021 B, Ref. GO Bonds                                                                                               | CUSIP: 64327TJT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $43726.48     | 0.00%             | 2027-07-15      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| San Ramon Valley Unified School District                                                                                                            | San Ramon Valley Unified School District, Series 2021, GO Bonds                                                                                        | CUSIP: 7994082G3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9724.08      | 0.00%             | 2027-08-01      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| San Ramon Valley Unified School District                                                                                                            | San Ramon Valley Unified School District, Series 2021, GO Bonds                                                                                        | CUSIP: 7994082H1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $105552.55    | 0.01%             | 2028-08-01      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| San Ramon Valley Unified School District                                                                                                            | San Ramon Valley Unified School District, Series 2021, Ref. GO Bonds                                                                                   | CUSIP: 7994082L2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9200.11      | 0.00%             | 2031-08-01      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Oregon (State of) Tri-County Metropolitan Transportation District (Green Bonds)                                                                     | Oregon (State of) Tri-County Metropolitan Transportation District (Green Bonds), Series 2021, Ref. RB                                                  | CUSIP: 89546RSU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $19767.40     | 0.00%             | 2026-09-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Oregon (State of) Tri-County Metropolitan Transportation District (Green Bonds)                                                                     | Oregon (State of) Tri-County Metropolitan Transportation District (Green Bonds), Series 2021, Ref. RB                                                  | CUSIP: 89546RSZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $45630.40     | 0.00%             | 2031-09-01      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Utah Transit Authority                                                                                                                              | Utah Transit Authority, Series 2021, RB                                                                                                                | CUSIP: 917567GG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1137643.88   | 0.11%             | 2032-12-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Dallas (City of), TX Area Rapid Transit                                                                                                             | Dallas (City of), TX Area Rapid Transit, Series 2021 A, Ref. RB                                                                                        | CUSIP: 235241WM4<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |   1540000 | PA      | $1100469.22   | 0.10%             | 2048-12-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Georgia (State of) Municipal Electric Authority (Plant Vogtle Units 3 & 4)                                                                          | Georgia (State of) Municipal Electric Authority (Plant Vogtle Units 3 & 4), Series 2010-A, RB                                                          | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |   1571000 | PA      | $1736746.94   | 0.16%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Georgia (State of) Municipal Electric Authority (Plant Vogtle Units 3 & 4)                                                                          | Georgia (State of) Municipal Electric Authority (Plant Vogtle Units 3 & 4), Series 2010 A, RB                                                          | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |   2186000 | PA      | $2435142.57   | 0.23%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Georgia (State of) Municipal Electric Authority (Plant Vogtle Units 3 & 4)                                                                          | Georgia (State of) Municipal Electric Authority (Plant Vogtle Units 3 & 4), Series 2010, RB                                                            | CUSIP: 626207YS7<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |   1165000 | PA      | $1321933.66   | 0.12%             | 2057-04-01      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp.                                                                                                           | Golden State Tobacco Securitization Corp., Series 2021 A-1, Ref. RB                                                                                    | CUSIP: 38122ND41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    850000 | PA      | $743846.14    | 0.07%             | 2036-06-01      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp.                                                                                                           | Golden State Tobacco Securitization Corp., Series 2021 A-1, Ref. RB                                                                                    | CUSIP: 38122ND58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1380000 | PA      | $1119584.06   | 0.11%             | 2041-06-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                                                                                             | Bay Area Toll Authority, Series 2021, RB                                                                                                               | CUSIP: 072024YC0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     90000 | PA      | $75872.80     | 0.01%             | 2041-04-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| San Joaquin Hills Transportation Corridor Agency                                                                                                    | San Joaquin Hills Transportation Corridor Agency, Series 2021, RB                                                                                      | CUSIP: 798111HM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $108001.11    | 0.01%             | 2050-01-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                                                                                             | Bay Area Toll Authority, Series 2021, RB                                                                                                               | CUSIP: 072024XW7<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $700133.10    | 0.07%             | 2055-04-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp.                                                                                                                      | Sales Tax Securitization Corp., Series 2021 B, Ref. RB                                                                                                 | CUSIP: 79467BDX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    995000 | PA      | $845324.74    | 0.08%             | 2042-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2021 A, Ref. GO Bonds                                                                                                    | CUSIP: 13063DL30<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     15000 | PA      | $14204.74     | 0.00%             | 2029-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Chandler (City of), AZ                                                                                                                              | Chandler (City of), AZ, Series 2021, Ref. GO Bonds                                                                                                     | CUSIP: 158843YP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1442893.05   | 0.14%             | 2028-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| King (County of), WA (Green Bonds)                                                                                                                  | King (County of), WA (Green Bonds), Series 2021, GO Bonds                                                                                              | CUSIP: 49474FF88<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9682.36      | 0.00%             | 2027-12-01      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| County of King WA                                                                                                                                   | County of King WA, Series 2021, GO Bonds                                                                                                               | CUSIP: 49474FF96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4775.29      | 0.00%             | 2028-12-01      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| State of Mississippi                                                                                                                                | State of Mississippi, Series 2021, GO Bonds                                                                                                            | CUSIP: 605581QM2<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |     55000 | PA      | $53354.08     | 0.01%             | 2027-10-01      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| State of Mississippi                                                                                                                                | State of Mississippi, Series 2021, GO Bonds                                                                                                            | CUSIP: 605581QP5<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |     20000 | PA      | $18948.32     | 0.00%             | 2029-10-01      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| State of Mississippi                                                                                                                                | State of Mississippi, Series 2021, GO Bonds                                                                                                            | CUSIP: 605581QQ3<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |    170000 | PA      | $158865.82    | 0.01%             | 2030-10-01      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| State of Mississippi                                                                                                                                | State of Mississippi, Series 2021, GO Bonds                                                                                                            | CUSIP: 605581QR1<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |      5000 | PA      | $4615.17      | 0.00%             | 2031-10-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| City of National City CA                                                                                                                            | City of National City CA, Series 2021, RB                                                                                                              | CUSIP: 63540QAR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $74925.59     | 0.01%             | 2042-11-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                                  | New York State Dormitory Authority, Series 2021, RB                                                                                                    | CUSIP: 65000BGA0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     25000 | PA      | $19621.52     | 0.00%             | 2044-07-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| University of North Carolina at Charlotte (The)                                                                                                     | University of North Carolina at Charlotte (The), Series 2021, RB                                                                                       | CUSIP: 914716W84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $11623.87     | 0.00%             | 2043-04-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Val Verde Unified School District                                                                                                                   | Val Verde Unified School District, Series 2021, GO Bonds                                                                                               | CUSIP: 91882RHM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $8030.61      | 0.00%             | 2043-08-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Washington Higher Education Facilities Authority                                                                                                    | Washington Higher Education Facilities Authority, Series 2021, Ref. RB                                                                                 | CUSIP: 9397815L0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    660000 | PA      | $637458.89    | 0.06%             | 2029-01-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, Series 2021, RB                                                                                      | CUSIP: 73358XDP4<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $3806036.50   | 0.36%             | 2051-02-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp.                                                                                                           | Golden State Tobacco Securitization Corp., Series 2021, RB                                                                                             | CUSIP: 38122ND66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $26833.66     | 0.00%             | 2050-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp.                                                                                                           | Golden State Tobacco Securitization Corp., Series 2021, RB                                                                                             | CUSIP: 38122ND82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    765000 | PA      | $711544.63    | 0.07%             | 2050-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2010 G-1, GO Bonds                                                                                                      | CUSIP: 64966HYM6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1795000 | PA      | $1906611.84   | 0.18%             | 2036-03-01      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Bexar (County of), TX                                                                                                                               | Bexar (County of), TX, Series 2021, Ref. GO Bonds                                                                                                      | CUSIP: 088281Z29<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $37284.30     | 0.00%             | 2030-06-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp.                                                                                                           | Golden State Tobacco Securitization Corp., Series 2021 A-1, Ref. RB                                                                                    | CUSIP: 38122NC83<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $104766.57    | 0.01%             | 2029-06-01      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp.                                                                                                           | Golden State Tobacco Securitization Corp., Series 2021, RB                                                                                             | CUSIP: 38122NC91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $140701.82    | 0.01%             | 2030-06-01      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp.                                                                                                           | Golden State Tobacco Securitization Corp., Series 2021, RB                                                                                             | CUSIP: 38122ND25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    865000 | PA      | $799922.16    | 0.08%             | 2031-06-01      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp.                                                                                                           | Golden State Tobacco Securitization Corp., Series 2021, RB                                                                                             | CUSIP: 38122ND33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    950000 | PA      | $873803.54    | 0.08%             | 2032-06-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                                                                                             | Massachusetts Water Resources Authority, Series 2021, RB                                                                                               | CUSIP: 576051ZR0<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |    420000 | PA      | $377498.86    | 0.04%             | 2033-08-01      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                                                                                             | Massachusetts Water Resources Authority, Series 2021, RB                                                                                               | CUSIP: 576051ZS8<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |     25000 | PA      | $22179.91     | 0.00%             | 2034-08-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| North Dakota Public Finance Authority                                                                                                               | North Dakota Public Finance Authority, Series 2021, RB                                                                                                 | CUSIP: 65887PWG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $14241.98     | 0.00%             | 2029-12-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| North Dakota (State of) Housing Finance Agency                                                                                                      | North Dakota (State of) Housing Finance Agency, Series 2021, RB                                                                                        | CUSIP: 65887PWJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $60163.79     | 0.01%             | 2031-12-01      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Quincy (City of), MA                                                                                                                                | Quincy (City of), MA, Series 2021, GO Bonds                                                                                                            | CUSIP: 748508A40<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $38298.22     | 0.00%             | 2028-12-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                                                                                                   | City of Quincy MA, Series 2021, GO Bonds                                                                                                               | CUSIP: 748508A57<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $94638.50     | 0.01%             | 2029-12-15      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Quincy (City of), MA                                                                                                                                | Quincy (City of), MA, Series 2021, GO Bonds                                                                                                            | CUSIP: 748508A65<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $23345.62     | 0.00%             | 2030-12-15      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Quincy (City of), MA                                                                                                                                | Quincy (City of), MA, Series 2021, GO Bonds                                                                                                            | CUSIP: 748508A73<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9212.91      | 0.00%             | 2031-12-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Quincy (City of), MA                                                                                                                                | Quincy (City of), MA, Series 2021, GO Bonds                                                                                                            | CUSIP: 748508B49<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $96246.74     | 0.01%             | 2036-12-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| San Diego Community College District                                                                                                                | San Diego Community College District, Series 2021, GO Bonds                                                                                            | CUSIP: 797272RR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $71060.99     | 0.01%             | 2029-08-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| San Diego Community College District                                                                                                                | San Diego Community College District, Series 2021, GO Bonds                                                                                            | CUSIP: 797272RS2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $187057.68    | 0.02%             | 2030-08-01      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| San Diego Community College District                                                                                                                | San Diego Community College District, Series 2021, GO Bonds                                                                                            | CUSIP: 797272RT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $13830.63     | 0.00%             | 2031-08-01      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Redevelopment Agency Successor Agency                                                                                   | San Francisco City & County Redevelopment Agency Successor Agency, Series 2021, RB                                                                     | CUSIP: 79770GJH0<br>LEI: 5493001TPOZL3UK8DX25 | Long             | DBT              | MUN               | US        |      5000 | PA      | $4691.52      | 0.00%             | 2031-08-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| San Joaquin Hills Transportation Corridor Agency                                                                                                    | San Joaquin Hills Transportation Corridor Agency, Series 2021, RB                                                                                      | CUSIP: 798111HH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1140000 | PA      | $1106180.30   | 0.10%             | 2029-01-15      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| San Joaquin Hills Transportation Corridor Agency                                                                                                    | San Joaquin Hills Transportation Corridor Agency, Series 2021, RB                                                                                      | CUSIP: 798111HK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $60427.45     | 0.01%             | 2035-01-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Florida Development Finance Corp. (UF Health Jacksonville)                                                                                          | Florida Development Finance Corp. (UF Health Jacksonville), Series 2022, Ref. RB                                                                       | CUSIP: 34061QBV8<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |    950000 | PA      | $888996.89    | 0.08%             | 2032-02-01      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| State of Louisiana Gasoline & Fuels Tax Revenue                                                                                                     | State of Louisiana Gasoline & Fuels Tax Revenue, Series 2022, RB                                                                                       | CUSIP: 546475VT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    490000 | PA      | $399356.37    | 0.04%             | 2041-05-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Coast Community College District                                                                                                                    | Coast Community College District, Series 2022, Ref. GO Bonds                                                                                           | CUSIP: 190335MB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $842993.80    | 0.08%             | 2039-08-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Fulton (County of), GA Development Authority (Georgia Tech Athletic Association)                                                                    | Fulton (County of), GA Development Authority (Georgia Tech Athletic Association), Series 2022, Ref. RB                                                 | CUSIP: 36005FJS5<br>LEI: 549300533NJL38F4K144 | Long             | DBT              | MUN               | US        |   4450000 | PA      | $3776424.86   | 0.36%             | 2042-10-01      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL Transit Authority                                                                                                             | Chicago (City of), IL Transit Authority, Series 2010 B, RB                                                                                             | CUSIP: 16772PAQ9<br>LEI: 549300CB8XLRGIPN3E12 | Long             | DBT              | MUN               | US        |   1202897 | PA      | $1301280.04   | 0.12%             | 2040-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2010, GO Bonds                                                                                                           | CUSIP: 13063BFR8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   4400000 | PA      | $5427787.20   | 0.51%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| City of Berwyn IL                                                                                                                                   | City of Berwyn IL, Series 2022, GO Bonds                                                                                                               | CUSIP: 086257PX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $240775.62    | 0.02%             | 2050-12-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2022, RB                                                               | CUSIP: 64971XH84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3905000 | PA      | $3551802.51   | 0.33%             | 2033-02-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2020, RB                                                                                               | CUSIP: 64990FS88<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     85000 | PA      | $84108.68     | 0.01%             | 2027-02-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| San Francisco (City & County of), CA Airport Commission (San Francisco International Airport)                                                       | San Francisco (City & County of), CA Airport Commission (San Francisco International Airport), Series 2022, Ref. RB                                    | CUSIP: 79766DUS6<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |     60000 | PA      | $56293.39     | 0.01%             | 2032-05-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Yosemite Community College District                                                                                                                 | Yosemite Community College District, Series 2022, GO Bonds                                                                                             | CUSIP: 987388GZ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $96424.73     | 0.01%             | 2029-08-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Yosemite Community College District                                                                                                                 | Yosemite Community College District, Series 2022, Ref. GO Bonds                                                                                        | CUSIP: 987388HA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $100339.80    | 0.01%             | 2030-08-01      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Yosemite Community College District                                                                                                                 | Yosemite Community College District, Series 2022, GO Bonds                                                                                             | CUSIP: 987388HB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $14016.15     | 0.00%             | 2032-08-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Nashville (City of) & Davidson (County of), TN Metropolitan Government of Convention Center Authority                                               | Nashville (City of) & Davidson (County of), TN Metropolitan Government of Convention Center Authority, Series 2010 B, RB                               | CUSIP: 592125AM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1025000 | PA      | $1123362.59   | 0.11%             | 2043-07-01      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| Michigan State University Board of Trustees                                                                                                         | Michigan State University Board of Trustees, Series 2022 A, RB                                                                                         | CUSIP: 594712WY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2700000 | PA      | $2038669.02   | 0.19%             | 2122-08-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2010-3, GO Bonds                                                                                                           | CUSIP: 452152FA4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    919231 | PA      | $982740.42    | 0.09%             | 2035-04-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Greater Orlando Aviation Authority                                                                                                                  | Greater Orlando Aviation Authority, Series 2022 B, RB                                                                                                  | CUSIP: 392275AA1<br>LEI: 549300CP6PUG5S184F61 | Long             | DBT              | MUN               | US        |     55000 | PA      | $53117.07     | 0.00%             | 2029-10-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| City of Norwich CT                                                                                                                                  | City of Norwich CT, Series 2022, GO Bonds                                                                                                              | CUSIP: 669402F95<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1025000 | PA      | $895502.73    | 0.08%             | 2041-08-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| City of Norwich CT                                                                                                                                  | City of Norwich CT, Series 2022, GO Bonds                                                                                                              | CUSIP: 669402G29<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $81906.06     | 0.01%             | 2046-08-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                                                                                              | University of Michigan, Series 2022 A, RB                                                                                                              | CUSIP: 914455UH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1620000 | PA      | $1240591.46   | 0.12%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                                                                                              | University of Michigan, Series 2022 A, RB                                                                                                              | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4405000 | PA      | $3620786.22   | 0.34%             | 2122-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| University of Michigan (Green Bonds)                                                                                                                | University of Michigan (Green Bonds), Series 2022 B, RB                                                                                                | CUSIP: 914455UK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1233000 | PA      | $944227.95    | 0.09%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2010 A, GO Bonds                                                                                               | CUSIP: 57582PUT5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   7115000 | PA      | $7289777.13   | 0.69%             | 2029-05-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                                                                                    | California Health Facilities Financing Authority, Series 2022, RB                                                                                      | CUSIP: 13032UD88<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    305000 | PA      | $298821.34    | 0.03%             | 2037-06-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| City of Norfolk VA                                                                                                                                  | City of Norfolk VA, Series 2010, GO Bonds                                                                                                              | CUSIP: 655867JK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $21017.45     | 0.00%             | 2029-03-01      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Higher Educational Facilities Authority                                                                              | Pennsylvania (Commonwealth of) Higher Educational Facilities Authority, Series 2010, RB                                                                | CUSIP: 70917RB53<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    950000 | PA      | $986653.76    | 0.09%             | 2030-04-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Grays Harbor County Public Utility District No 1                                                                                                    | Grays Harbor County Public Utility District No 1, Series 2010, RB                                                                                      | CUSIP: 389532FW7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $107233.13    | 0.01%             | 2040-07-01      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| California (State of) Public Works Board (California State University)                                                                              | California (State of) Public Works Board (California State University), Series 2010 B-2, RB                                                            | CUSIP: 130685C81<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $845200.73    | 0.08%             | 2035-03-01      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Michigan State University Board of Trustees                                                                                                         | Michigan State University Board of Trustees, Series 2010, RB                                                                                           | CUSIP: 594712PP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    955000 | PA      | $991020.02    | 0.09%             | 2050-02-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District                                                                                                                 | Los Angeles Unified School District, Series 2010 J-05, GO Bonds                                                                                        | CUSIP: 544646A69<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $460420.20    | 0.04%             | 2027-05-01      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Long Island Power Authority                                                                                                                         | Long Island Power Authority, Series 2010, RB                                                                                                           | CUSIP: 542690W99<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |     45000 | PA      | $46767.08     | 0.00%             | 2041-05-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                                                                                              | University of Michigan, Series 2022 C, Ref. RB                                                                                                         | CUSIP: 914455VJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    980000 | PA      | $847275.27    | 0.08%             | 2047-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport)                                                                       | Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport), Series 2022 A, RB                                                       | CUSIP: 23503CAN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3400000 | PA      | $3085152.18   | 0.29%             | 2051-11-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport)                                                                       | Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport), Series 2022 A, RB                                                       | CUSIP: 23503CAP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1285686.00   | 0.12%             | 2051-11-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2010 G-3, RB                                                                             | CUSIP: 64971MT44<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4065949.20   | 0.38%             | 2027-05-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2010 D, RB                                                                                             | CUSIP: 649902T29<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   2122123 | PA      | $2164622.94   | 0.20%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government of Nashville & Davidson County TN                                                                                           | Metropolitan Government of Nashville & Davidson County TN, Series 2010, GO Bonds                                                                       | CUSIP: 592112DR4<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |    825000 | PA      | $872726.00    | 0.08%             | 2034-07-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2010 H-1, GO Bonds                                                                                                      | CUSIP: 64966HYV6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    740000 | PA      | $783996.55    | 0.07%             | 2040-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| County of Cook IL                                                                                                                                   | County of Cook IL, Series 2010, GO Bonds                                                                                                               | CUSIP: 213185DV0<br>LEI: 5493004UMR7OX4YITE10 | Long             | DBT              | MUN               | US        |     40000 | PA      | $43469.40     | 0.00%             | 2034-11-15      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| San Jose (City of), CA Financing Authority (Convention Center)                                                                                      | San Jose (City of), CA Financing Authority (Convention Center), Series 2022, Ref. RB                                                                   | CUSIP: 798153QG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $976123.50    | 0.09%             | 2042-05-01      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| San Jose (City of), CA Financing Authority (Convention Center)                                                                                      | San Jose (City of), CA Financing Authority (Convention Center), Series 2022, Ref. RB                                                                   | CUSIP: 798153QH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $925446.10    | 0.09%             | 2052-05-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Social Bonds)                                                                          | California (State of) Health Facilities Financing Authority (Social Bonds), Series 2022, RB                                                            | CUSIP: 13032UC89<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     25000 | PA      | $24813.44     | 0.00%             | 2031-06-01      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Dallas Independent School District                                                                                                                  | Dallas Independent School District, Series 2022, GO Bonds                                                                                              | CUSIP: 235308J38<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10552.64     | 0.00%             | 2031-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Beach (City of), CA (Green Bonds)                                                                                                              | Long Beach (City of), CA (Green Bonds), Series 2022, RB                                                                                                | CUSIP: 54445CAA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $34415.82     | 0.00%             | 2029-05-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Long Beach (City of), CA (Green Bonds)                                                                                                              | Long Beach (City of), CA (Green Bonds), Series 2022, RB                                                                                                | CUSIP: 54445CAB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $83251.95     | 0.01%             | 2030-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Louisville (City of) & Jefferson (County of), KY Metropolitan Sewer District                                                                        | Louisville (City of) & Jefferson (County of), KY Metropolitan Sewer District, Series 2022 B, RB                                                        | CUSIP: 54660DAS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $235550.88    | 0.02%             | 2042-05-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| New York City Housing Development Corp.                                                                                                             | New York City Housing Development Corp., Series 2022, RB                                                                                               | CUSIP: 64966WHD2<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20057.86     | 0.00%             | 2030-01-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| New York City Housing Development Corp.                                                                                                             | New York City Housing Development Corp., Series 2022, RB                                                                                               | CUSIP: 64966WHF7<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30056.03     | 0.00%             | 2032-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Housing Development Corp.                                                                                                             | New York City Housing Development Corp., Series 2022, RB                                                                                               | CUSIP: 64966WHG5<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |      5000 | PA      | $4990.29      | 0.00%             | 2033-01-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Subseries 2022 F-3, RB                                                        | CUSIP: 64971XS82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $248986.05    | 0.02%             | 2034-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Subseries 2022 F-3, RB                                                        | CUSIP: 64971XS90<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4877.96      | 0.00%             | 2035-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2022, RB                                                                                               | CUSIP: 64990FY40<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     20000 | PA      | $19842.71     | 0.00%             | 2027-03-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                                                                                               | City of San Antonio TX Electric & Gas Systems Revenue, Series 2022, RB                                                                                 | CUSIP: 79625GFQ1<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |   1030000 | PA      | $980873.02    | 0.09%             | 2042-02-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                                                                                                      | University of Massachusetts Building Authority, Series 2022, RB                                                                                        | CUSIP: 914440UW0<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |     90000 | PA      | $83145.23     | 0.01%             | 2045-11-01      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| University of Minnesota                                                                                                                             | University of Minnesota, Series 2022, RB                                                                                                               | CUSIP: 914460WT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2470000 | PA      | $2108487.34   | 0.20%             | 2052-04-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                            | New York (City of), NY Municipal Water Finance Authority, Series 2010 GG, RB                                                                           | CUSIP: 64972FT30<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |   3460000 | PA      | $3563971.96   | 0.34%             | 2042-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center                                                                                              | Regents of the University of California Medical Center, Series 2022, RB                                                                                | CUSIP: 913366KV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45660.93     | 0.00%             | 2032-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center                                                                                              | Regents of the University of California Medical Center, Series 2022, RB                                                                                | CUSIP: 913366KW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2261939.50   | 0.21%             | 2053-05-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2022 F-2, RB                                                           | CUSIP: 64971XS25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $24937.10     | 0.00%             | 2028-02-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2022, RB                                                                                 | CUSIP: 64971XS41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9951.28      | 0.00%             | 2030-02-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth                                                                    | Louisiana Local Government Environmental Facilities & Community Development Auth, Series 2022, RB                                                      | CUSIP: 54627RAL4<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |     81348 | PA      | $81317.13     | 0.01%             | 2029-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Louisiana (State of) Local Government Environmental Facilities & Community Development Authority (Louisiana Utilities Restoration Corp./ELL)        | Louisiana (State of) Local Government Environmental Facilities & Community Development Authority (Louisiana Utilities Restoration Corp./ELL), Series 2 | CUSIP: 54627RAP5<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |   4845000 | PA      | $4835183.06   | 0.46%             | 2039-08-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth                                                                    | Louisiana Local Government Environmental Facilities & Community Development Auth, Series 2022, RB                                                      | CUSIP: 54627RAM2<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    560000 | PA      | $564423.16    | 0.05%             | 2033-02-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                                                                                             | Bay Area Toll Authority, Series 2010, RB                                                                                                               | CUSIP: 072024NU2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |   1090000 | PA      | $1252374.58   | 0.12%             | 2026-03-24      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority (San Francisco Bay Area)                                                                                                    | Bay Area Toll Authority (San Francisco Bay Area), Series 2010 S-1, RB                                                                                  | CUSIP: 072024NV0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |   3455000 | PA      | $4041819.66   | 0.38%             | 2050-04-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| Louisiana (State of) Local Government Environmental Facilities & Community Development Authority (Louisiana Utilities Restoration Corp./ELL)        | Louisiana (State of) Local Government Environmental Facilities & Community Development Authority (Louisiana Utilities Restoration Corp./ELL)           | CUSIP: 54627RAN0<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    365000 | PA      | $367141.09    | 0.03%             | 2036-02-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Clean Water Trust (The)                                                                                             | Massachusetts (Commonwealth of) Clean Water Trust (The), Series 2010, RB                                                                               | CUSIP: 57604P5P5<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |    640000 | PA      | $660121.15    | 0.06%             | 2040-08-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                                                                                               | Metropolitan Transportation Authority, Series 2010, RB                                                                                                 | CUSIP: 59259YDC0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   3745000 | PA      | $4243349.40   | 0.40%             | 2040-11-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2022 A, GO Bonds                                                                                                        | CUSIP: 20772KQJ1<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |      5000 | PA      | $4997.05      | 0.00%             | 2026-06-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2022 A, GO Bonds                                                                                                        | CUSIP: 20772KQK8<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     65000 | PA      | $65068.63     | 0.01%             | 2027-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2022 A, GO Bonds                                                                                                        | CUSIP: 20772KQM4<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    120000 | PA      | $121599.59    | 0.01%             | 2029-06-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2022 A, GO Bonds                                                                                                        | CUSIP: 20772KQN2<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25432.54     | 0.00%             | 2030-06-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                                                                                                | State of Connecticut, Series 2022, GO Bonds                                                                                                            | CUSIP: 20772KQP7<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15276.24     | 0.00%             | 2031-06-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                                                                                   | State of Illinois, Series 2010, GO Bonds                                                                                                               | CUSIP: 452152GS4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    928571 | PA      | $1015861.50   | 0.10%             | 2035-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District                                                                                                              | Los Angeles Community College District, Series 2010, GO Bonds                                                                                          | CUSIP: 54438CNZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2950000 | PA      | $3292125.37   | 0.31%             | 2042-08-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District/CA                                                                                                           | Los Angeles Community College District/CA, Series 2010, GO Bonds                                                                                       | CUSIP: 54438CPA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5748.42      | 0.00%             | 2049-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Transportation Commission State Highway Fund                                                                                       | Texas (State of) Transportation Commission State Highway Fund, Series 2010 B, RB                                                                       | CUSIP: 88283LHU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3765000 | PA      | $3882265.44   | 0.37%             | 2030-04-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Georgia (State of) Municipal Electric Authority (Plant Vogtle Units 3 & 4)                                                                          | Georgia (State of) Municipal Electric Authority (Plant Vogtle Units 3 & 4), Series 2022, RB                                                            | CUSIP: 62620HFD9<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1937275.38   | 0.18%             | 2045-07-01      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| Alameda (City of), CA Corridor Transportation Authority                                                                                             | Alameda (City of), CA Corridor Transportation Authority, Series 2022 B, Ref. RB                                                                        | CUSIP: 010869JL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1778085.58   | 0.17%             | 2046-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority                                                                                                       | Massachusetts Educational Financing Authority, Series 2022, RB                                                                                         | CUSIP: 57563RSS9<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51085.29     | 0.00%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New Britain (City of), CT                                                                                                                           | New Britain (City of), CT, Series 2018, Ref. GO Bonds                                                                                                  | CUSIP: 642714FL8<br>LEI: 549300MERJSUOPGAV271 | Long             | DBT              | MUN               | US        |    125000 | PA      | $121029.19    | 0.01%             | 2039-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2010 D, GO Bonds                                                                                               | CUSIP: 57582PWH9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    650000 | PA      | $658392.61    | 0.06%             | 2031-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Midland (City of), TX                                                                                                                               | Midland (City of), TX, Series 2022 A, Ref. GO Bonds                                                                                                    | CUSIP: 5977496X3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2951575.20   | 0.28%             | 2042-03-01      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Midland (City of), TX                                                                                                                               | Midland (City of), TX, Series 2022 A, Ref. GO Bonds                                                                                                    | CUSIP: 5977497F1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1450000 | PA      | $1370874.95   | 0.13%             | 2050-03-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2022 B, RB                                                                                                                | CUSIP: 25477GVA0<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     80000 | PA      | $80334.19     | 0.01%             | 2029-07-01      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Oklahoma (City of), OK Water Utilities Trust                                                                                                        | Oklahoma (City of), OK Water Utilities Trust, Series 2022, Ref. RB                                                                                     | CUSIP: 67865EAR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    950000 | PA      | $943992.01    | 0.09%             | 2042-07-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Alameda (County of), CA (Social Bonds)                                                                                                              | Alameda (County of), CA (Social Bonds), Series 2022 A-1, GO Bonds                                                                                      | CUSIP: 010878BT2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2250000 | PA      | $2192356.58   | 0.21%             | 2042-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| San Antonio (City of), TX                                                                                                                           | San Antonio (City of), TX, Series 2022, GO Bonds                                                                                                       | CUSIP: 79623PPE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1947990.40   | 0.18%             | 2042-02-01      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2022, RB                                                                                 | CUSIP: 64972H6P2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4994.55      | 0.00%             | 2026-07-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Wheeling Municipal Building Commission                                                                                                              | Wheeling Municipal Building Commission, Series 2022, RB                                                                                                | CUSIP: 963210AN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $202872.80    | 0.02%             | 2050-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                                                                                       | Commonwealth of Massachusetts, Series 2022, RB                                                                                                         | CUSIP: 576004HE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    650000 | PA      | $653818.30    | 0.06%             | 2029-07-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Oklahoma (State of) Development Finance Authority (OK Natural Gas Co.)                                                                              | Oklahoma (State of) Development Finance Authority (OK Natural Gas Co.), Series 2022, RB                                                                | CUSIP: 6789084E1<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1909937.40   | 0.18%             | 2052-05-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Oklahoma (State of) Development Finance Authority (OK Natural Gas Co.)                                                                              | Oklahoma (State of) Development Finance Authority (OK Natural Gas Co.), Series 2022, RB                                                                | CUSIP: 6789084D3<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |   3350000 | PA      | $3265688.21   | 0.31%             | 2045-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                                                                                       | Commonwealth of Massachusetts, Series 2022, RB                                                                                                         | CUSIP: 576004HF5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1350000 | PA      | $1361167.47   | 0.13%             | 2031-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2022, GO Bonds                                                                                                             | CUSIP: 64966QE30<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45313.59     | 0.00%             | 2032-09-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Richmond (City of), CA                                                                                                                              | Richmond (City of), CA, Series 2022, Ref. RB                                                                                                           | CUSIP: 764464AR4<br>LEI: 549300W4II4OMQI78R19 | Long             | DBT              | MUN               | US        |    260000 | PA      | $264674.28    | 0.02%             | 2044-01-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Oklahoma (State of) Development Finance Authority (Public Service Co. of Oklahama)                                                                  | Oklahoma (State of) Development Finance Authority (Public Service Co. of Oklahama), Series 2022, RB                                                    | CUSIP: 6789084G6<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |   4900000 | PA      | $4893233.59   | 0.46%             | 2044-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                                                                                                  | Board of Regents of the University of Texas System, Series 2010 C, RB                                                                                  | CUSIP: 9151375R0<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1948660.00   | 0.18%             | 2046-08-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| American Municipal Power, Inc. (Prairie State Energy Campus)                                                                                        | American Municipal Power, Inc. (Prairie State Energy Campus), Series 2010, RB                                                                          | CUSIP: 02765UDN1<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1034694.40   | 0.10%             | 2047-02-15      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2010 H, RB                                                                                             | CUSIP: 6499022E2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1305325 | PA      | $1335770.95   | 0.13%             | 2033-03-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2010 H, RB                                                                                             | CUSIP: 6499022F9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    800000 | PA      | $827617.52    | 0.08%             | 2040-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2003, GO Bonds                                                                                                             | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   9318824 | PA      | $9655920.79   | 0.91%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2010, GO Bonds                                                                                                             | CUSIP: 64966H4K3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2074724.20   | 0.20%             | 2037-10-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                                                                                             | Port Authority of New York & New Jersey, Series 2010, RB                                                                                               | CUSIP: 73358WCX0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    185000 | PA      | $201876.31    | 0.02%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Mississippi (State of)                                                                                                                              | Mississippi (State of), Series 2010 F, GO Bonds                                                                                                        | CUSIP: 6055805X3<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |   1700000 | PA      | $1763739.46   | 0.17%             | 2034-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority (San Francisco Bay Area)                                                                                                    | Bay Area Toll Authority (San Francisco Bay Area), Series 2010 S-3, RB                                                                                  | CUSIP: 072024PY2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |   2925000 | PA      | $3426314.00   | 0.32%             | 2050-10-01      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                                                                                          | Rutgers The State University of New Jersey, Series 2010, RB                                                                                            | CUSIP: 783186NH8<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |    750000 | PA      | $786152.78    | 0.07%             | 2040-05-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY (Social Bonds)                                                                                                               | New York (City of), NY (Social Bonds), Series 2022, GO Bonds                                                                                           | CUSIP: 64966QL65<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1550000 | PA      | $1547531.78   | 0.15%             | 2052-10-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Colorado (State of) Regional Transportation District                                                                                                | Colorado (State of) Regional Transportation District, Series 2010 B, RB                                                                                | CUSIP: 759136QP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2025000 | PA      | $2109232.10   | 0.20%             | 2050-11-01      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                                                                                   | State of Illinois, Series 2022, GO Bonds                                                                                                               | CUSIP: 452153DX4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     45000 | PA      | $47392.28     | 0.00%             | 2028-10-01      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles CA                                                                                                                              | City of Los Angeles CA, Series 2022, GO Bonds                                                                                                          | CUSIP: 544351QU6<br>LEI: 549300E7TO710PTXPJ65 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5238.99      | 0.00%             | 2029-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles CA                                                                                                                              | City of Los Angeles CA, Series 2022, GO Bonds                                                                                                          | CUSIP: 544351QV4<br>LEI: 549300E7TO710PTXPJ65 | Long             | DBT              | MUN               | US        |     70000 | PA      | $73886.09     | 0.01%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles CA                                                                                                                              | City of Los Angeles CA, Series 2022, GO Bonds                                                                                                          | CUSIP: 544351QW2<br>LEI: 549300E7TO710PTXPJ65 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5306.67      | 0.00%             | 2031-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington State Convention Center Public Facilities District                                                                                       | Washington State Convention Center Public Facilities District, Series 2010, RB                                                                         | CUSIP: 93976AAH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $16427.71     | 0.00%             | 2040-07-01      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Louisville and Jefferson County Metropolitan Sewer District                                                                                         | Louisville and Jefferson County Metropolitan Sewer District, Series 2010, RB                                                                           | CUSIP: 546589QY1<br>LEI: 5493004O4I11L8BK0A22 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1076454.10   | 0.10%             | 2043-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2010 S-1B, RB                                                                            | CUSIP: 64972HRB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3435000 | PA      | $3833534.54   | 0.36%             | 2040-07-15      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2010, GO Bonds                                                                                                           | CUSIP: 13063BJC7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   7350000 | PA      | $9192796.41   | 0.87%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2010, RB                                                                                 | CUSIP: 544495VY7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |   2930000 | PA      | $3227446.86   | 0.30%             | 2045-07-01      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| County of Pima AZ                                                                                                                                   | County of Pima AZ, Series 2022, COP                                                                                                                    | CUSIP: 721664JL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20605.41     | 0.00%             | 2027-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2010 A, RB                                                                               | CUSIP: 544495WA8<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |   1415000 | PA      | $1585591.27   | 0.15%             | 2050-07-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2022 GK, GO Bonds                                                                                                            | CUSIP: 419792K21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $117898.68    | 0.01%             | 2031-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2022 GK, GO Bonds                                                                                                            | CUSIP: 419792K39<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $59359.01     | 0.01%             | 2032-10-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2022 D-2, RB                                                           | CUSIP: 64971X3E6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5192.37      | 0.00%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2022 D-2, RB                                                           | CUSIP: 64971X3F3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $104837.47    | 0.01%             | 2029-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2022 D-2, RB                                                           | CUSIP: 64971X3G1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $132380.21    | 0.01%             | 2030-11-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2022 D-2, RB                                                           | CUSIP: 64971X3H9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $53338.01     | 0.01%             | 2031-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2022 D-2, RB                                                           | CUSIP: 64971X3J5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $129051.79    | 0.01%             | 2032-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2022 D-3, RB                                                           | CUSIP: 64971X3M8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10707.39     | 0.00%             | 2035-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Housing Finance Agency (Social Bonds)                                                                               | Massachusetts (Commonwealth of) Housing Finance Agency (Social Bonds), Series 2022 226, RB                                                             | CUSIP: 57587GTL9<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    500000 | PA      | $514465.85    | 0.05%             | 2042-12-01      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Housing Finance Agency (Social Bonds)                                                                               | Massachusetts (Commonwealth of) Housing Finance Agency (Social Bonds), Series 2022 226, RB                                                             | CUSIP: 57587GTM7<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    750000 | PA      | $766588.65    | 0.07%             | 2047-12-01      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Housing Finance Agency (Social Bonds)                                                                               | Massachusetts (Commonwealth of) Housing Finance Agency (Social Bonds), Series 2022 226, RB                                                             | CUSIP: 57587GTN5<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    815000 | PA      | $842715.22    | 0.08%             | 2052-12-01      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2010 B, RB                                                                                              | CUSIP: 650035VB1<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |   1900000 | PA      | $1984466.02   | 0.19%             | 2040-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| American Municipal Power, Inc. (Meldahl Hydroelectric)                                                                                              | American Municipal Power, Inc. (Meldahl Hydroelectric), Series 2010 B, RB                                                                              | CUSIP: 02765UDV3<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |   3130000 | PA      | $3725412.08   | 0.35%             | 2050-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Curators of the University of Missouri (The)                                                                                                        | Curators of the University of Missouri (The), Series 2010, RB                                                                                          | CUSIP: 231266GC5<br>LEI: G0G4PRB87K0V5MXIV248 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36788.63     | 0.00%             | 2041-11-01      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Turnpike Authority                                                                                                            | New Jersey (State of) Turnpike Authority, Series 2010 A, RB                                                                                            | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |   4290000 | PA      | $5120352.24   | 0.48%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Public Service Authority                                                                                                  | South Carolina (State of) Public Service Authority, Series 2010 C, RB                                                                                  | CUSIP: 837151AA7<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |   1850000 | PA      | $2021871.48   | 0.19%             | 2050-01-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2022, GO Bonds                                                                                                           | CUSIP: 13063D2Y3<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     45000 | PA      | $48289.79     | 0.00%             | 2031-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                                 | State of California, Series 2022, GO Bonds                                                                                                             | CUSIP: 13063D2Z0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     30000 | PA      | $33112.71     | 0.00%             | 2032-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                                                                                             | South Carolina Public Service Authority, Series 2022, RB                                                                                               | CUSIP: 837151W39<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |     10000 | PA      | $11538.75     | 0.00%             | 2042-12-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| American Municipal Power, Inc. (Combined Hydroelectric)                                                                                             | American Municipal Power, Inc. (Combined Hydroelectric), Series 2010 B, RB                                                                             | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |   3880000 | PA      | $5008020.37   | 0.47%             | 2050-02-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2010 F-1, GO Bonds                                                                                                      | CUSIP: 64966JAR7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1870000 | PA      | $2042608.29   | 0.19%             | 2037-12-01      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| San Francisco (City & County of), CA Public Utilities Commission                                                                                    | San Francisco (City & County of), CA Public Utilities Commission, Series 2010, RB                                                                      | CUSIP: 79765RTL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1600000 | PA      | $1826081.28   | 0.17%             | 2050-11-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Idaho (State of) Housing & Finance Association                                                                                                      | Idaho (State of) Housing & Finance Association, Series 2022 A, RB                                                                                      | CUSIP: 45129YV29<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |   1900000 | PA      | $1925843.80   | 0.18%             | 2043-01-01      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Idaho (State of) Housing & Finance Association                                                                                                      | Idaho (State of) Housing & Finance Association, Series 2022 A, RB                                                                                      | CUSIP: 45129YV37<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |    215000 | PA      | $216589.97    | 0.02%             | 2048-01-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Louisiana (State of) Local Government Environmental Facilities & Community Development Authority (Louisiana Utilities Restoration Corp.)            | Louisiana (State of) Local Government Environmental Facilities & Community Development Authority (Louisiana Utilities Restoration Corp.)               | CUSIP: 54628CG30<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    878607 | PA      | $908312.38    | 0.09%             | 2039-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Georgia (State of) Municipal Electric Authority (Plant Vogtle Units 3 & 4)                                                                          | Georgia (State of) Municipal Electric Authority (Plant Vogtle Units 3 & 4), Series 2023 B, RB                                                          | CUSIP: 62620HHT2<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |   1900000 | PA      | $2189110.27   | 0.21%             | 2056-07-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Montebello Public Financing Authority                                                                                                               | Montebello Public Financing Authority, Series 2022, RB                                                                                                 | CUSIP: 612286FQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $105119.29    | 0.01%             | 2043-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp. (Social Bonds)                                                                                                       | Sales Tax Securitization Corp. (Social Bonds), Series 2023 B, RB                                                                                       | CUSIP: 79467BFT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1350000 | PA      | $1373414.13   | 0.13%             | 2041-01-01      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp.                                                                                                                      | Sales Tax Securitization Corp., Series 2023, RB                                                                                                        | CUSIP: 79467BGA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15584.31     | 0.00%             | 2031-01-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp.                                                                                                                      | Sales Tax Securitization Corp., Series 2023 B, Ref. RB                                                                                                 | CUSIP: 79467BGB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $520675.05    | 0.05%             | 2032-01-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| City of Milwaukee WI                                                                                                                                | City of Milwaukee WI, Series 2023, GO Bonds                                                                                                            | CUSIP: 602366U79<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25469.46     | 0.00%             | 2028-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Economic Development Authority (Green Bonds)                                                                                  | New Jersey (State of) Economic Development Authority (Green Bonds), Series 2023, RB                                                                    | CUSIP: 64578EMP9<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5214.78      | 0.00%             | 2030-03-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Economic Development Authority (Green Bonds)                                                                                  | New Jersey (State of) Economic Development Authority (Green Bonds), Series 2023, RB                                                                    | CUSIP: 64578EMR5<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52799.94     | 0.00%             | 2032-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp.                                                                                                                      | Sales Tax Securitization Corp., Series 2023, RB                                                                                                        | CUSIP: 79467BFX8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35528.31     | 0.00%             | 2028-01-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Tennessee Energy Acquisition Corp.                                                                                                                  | Tennessee Energy Acquisition Corp., Series 2023, RB                                                                                                    | CUSIP: 880443JG2<br>LEI: 549300OJ2Z8PGEY46K92 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10217.59     | 0.00%             | 2028-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of)                                                                                                                                | Wisconsin (State of), Series 2023 A, Ref. RB                                                                                                           | CUSIP: 977100HW9<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30669.94     | 0.00%             | 2029-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp.                                                                                                      | Texas Natural Gas Securitization Finance Corp., Series 2023 A-1, RB                                                                                    | CUSIP: 88258MAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1636936 | PA      | $1706649.34   | 0.16%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp.                                                                                                      | Texas Natural Gas Securitization Finance Corp., Series 2023 A-2, RB                                                                                    | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6480000 | PA      | $6761949.98   | 0.64%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2023, GO Bonds                                                                                                           | CUSIP: 13063D3P1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   7995000 | PA      | $8351375.53   | 0.79%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2023, GO Bonds                                                                                                           | CUSIP: 13063D3R7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     60000 | PA      | $67088.12     | 0.01%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                                 | State of California, Series 2023, GO Bonds                                                                                                             | CUSIP: 13063D3S5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   1455000 | PA      | $1493585.15   | 0.14%             | 2038-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                                 | State of California, Series 2023, GO Bonds                                                                                                             | CUSIP: 13063D3T3<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    195000 | PA      | $198302.25    | 0.02%             | 2043-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2023, RB                                                                                                              | CUSIP: 91412HNW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1045000 | PA      | $1092083.83   | 0.10%             | 2033-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth                                                                    | Louisiana Local Government Environmental Facilities & Community Development Auth, Series 2023, RB                                                      | CUSIP: 54627RAT7<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |     75000 | PA      | $78844.01     | 0.01%             | 2039-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Louisiana (State of) Local Government Environmental Facilities & Community Development Authority (Louisiana Utilities Restoration Corp./ELL)        | Louisiana (State of) Local Government Environmental Facilities & Community Development Authority (Louisiana Utilities Restoration Corp./ELL), Series 2 | CUSIP: 54627RAS9<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1306590.63   | 0.12%             | 2034-12-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Colorado Housing and Finance Authority                                                                                                              | Colorado Housing and Finance Authority, Series 2023, RB                                                                                                | CUSIP: 1964803P0<br>LEI: 5493005GIROYQAWBMC18 | Long             | DBT              | MUN               | US        |    255000 | PA      | $270274.68    | 0.03%             | 2049-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2023, GO Bonds                                                                                                           | CUSIP: 13063D3Q9<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   1420000 | PA      | $1546358.13   | 0.15%             | 2030-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gerald R Ford International Airport Authority                                                                                                       | Gerald R Ford International Airport Authority, Series 2023 A, RB                                                                                       | CUSIP: 373695BM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1318090.15   | 0.12%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2023, RB                                                               | CUSIP: 64971X6L7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    645000 | PA      | $670989.76    | 0.06%             | 2030-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2023 F-2, RB                                                           | CUSIP: 64971X6M5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $62714.36     | 0.01%             | 2031-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2023 F-2, RB                                                           | CUSIP: 64971X6N3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $41963.47     | 0.00%             | 2032-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2023 F-3, RB                                                           | CUSIP: 64971X6S2<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26048.29     | 0.00%             | 2036-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2023 A, GO Bonds                                                                                                           | CUSIP: 452153GS2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    950000 | PA      | $965108.23    | 0.09%             | 2027-05-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Indiana (State of) Housing & Community Development Authority (Social Bonds)                                                                         | Indiana (State of) Housing & Community Development Authority (Social Bonds), Series 2023 B-3, RB                                                       | CUSIP: 45505TD81<br>LEI: 549300QRKDYVNHT1OE86 | Long             | DBT              | MUN               | US        |    300000 | PA      | $301104.48    | 0.03%             | 2048-07-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Coralville (City of), IA                                                                                                                            | Coralville (City of), IA, Series 2023 A, Ref. GO Bonds                                                                                                 | CUSIP: 218080MA4<br>LEI: 549300UKC7MMW46X6P25 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2066074.00   | 0.19%             | 2043-05-01      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                                                                                                | State of Connecticut, Series 2023, GO Bonds                                                                                                            | CUSIP: 20772KTK5<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    180000 | PA      | $183777.62    | 0.02%             | 2028-05-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                                                                                                | State of Connecticut, Series 2023, GO Bonds                                                                                                            | CUSIP: 20772KTQ2<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20883.47     | 0.00%             | 2033-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, Two Hundred Thirty Ninth Series 2023, Ref. RB                                                        | CUSIP: 73358XJB9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   5500000 | PA      | $5451071.45   | 0.51%             | 2053-07-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Colorado Housing and Finance Authority                                                                                                              | Colorado Housing and Finance Authority, Series 2023 K-1, RB                                                                                            | CUSIP: 1964806Y8<br>LEI: 5493005GIROYQAWBMC18 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1033701.50   | 0.10%             | 2038-11-01      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Colorado Housing and Finance Authority                                                                                                              | Colorado Housing and Finance Authority, Series 2023 K-1, RB                                                                                            | CUSIP: 1964807A9<br>LEI: 5493005GIROYQAWBMC18 | Long             | DBT              | MUN               | US        |   1660000 | PA      | $1765908.83   | 0.17%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL                                                                                                                               | Chicago (City of), IL, Series 2011 C-1, GO Bonds                                                                                                       | CUSIP: 167486MM8<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |   1665000 | PA      | $1865101.20   | 0.18%             | 2035-01-01      | Fixed         | 7.78%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                                                                                                | State of Connecticut, Series 2023, GO Bonds                                                                                                            | CUSIP: 20772KTJ8<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25436.95     | 0.00%             | 2027-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                                                                                                | State of Connecticut, Series 2023, GO Bonds                                                                                                            | CUSIP: 20772KTL3<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15482.45     | 0.00%             | 2029-05-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2023 A, GO Bonds                                                                                                        | CUSIP: 20772KTM1<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |   1130000 | PA      | $1175652.57   | 0.11%             | 2030-05-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2023, GO Bonds                                                                                                          | CUSIP: 20772KTN9<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20829.62     | 0.00%             | 2031-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2023 A, GO Bonds                                                                                                        | CUSIP: 20772KTP4<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     70000 | PA      | $73081.16     | 0.01%             | 2032-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Virginia College Building Authority                                                                                                                 | Virginia College Building Authority, Series 2020, RB                                                                                                   | CUSIP: 92778VNQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4724.11      | 0.00%             | 2029-02-01      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Virginia College Building Authority                                                                                                                 | Virginia College Building Authority, Series 2020, RB                                                                                                   | CUSIP: 92778VNR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4642.54      | 0.00%             | 2030-02-01      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Housing Development Authority (Social Bonds)                                                                                    | Illinois (State of) Housing Development Authority (Social Bonds), Series 2023 I, Ref. RB                                                               | CUSIP: 45203MRC7<br>LEI: 54930053Z6M9JVHBQZ16 | Long             | DBT              | MUN               | US        |    760000 | PA      | $769482.06    | 0.07%             | 2053-10-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport)                                                                       | Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport), Series 2023 A, Ref. RB                                                  | CUSIP: 23503CCH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $200382.98    | 0.02%             | 2047-11-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2023 B, RB                                                                                                         | CUSIP: 13077DTS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1969306.00   | 0.19%             | 2053-11-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport)                                                                       | Dallas & Fort Worth (Cities of), TX (Dallas/Fort Worth International Airport), Series 2023 A, Ref. RB                                                  | CUSIP: 23503CCG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $810665.76    | 0.08%             | 2042-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland Community Development Administration (Social Bonds)                                                                                        | Maryland Community Development Administration (Social Bonds), Series 2023 D, RB                                                                        | CUSIP: 57419T3N9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1027597.10   | 0.10%             | 2038-09-01      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Maryland Community Development Administration (Social Bonds)                                                                                        | Maryland Community Development Administration (Social Bonds), Series 2023 D, RB                                                                        | CUSIP: 57419T3P4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $506410.85    | 0.05%             | 2043-09-01      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Indiana (State of) Housing & Community Development Authority (Social Bonds)                                                                         | Indiana (State of) Housing & Community Development Authority (Social Bonds), Series 2023 C-2, RB                                                       | CUSIP: 45505TL90<br>LEI: 549300QRKDYVNHT1OE86 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1020179.10   | 0.10%             | 2043-07-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Nashville (City of) & Davidson (County of), TN Metropolitan Government Sports Authority (Stadium)                                                   | Nashville (City of) & Davidson (County of), TN Metropolitan Government Sports Authority (Stadium), Series 2023 D, RB                                   | CUSIP: 592090MB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1062896.10   | 0.10%             | 2043-07-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Nashville (City of) & Davidson (County of), TN Metropolitan Government Sports Authority (Stadium)                                                   | Nashville (City of) & Davidson (County of), TN Metropolitan Government Sports Authority (Stadium), Series 2023 D, RB                                   | CUSIP: 592090MC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1577776.35   | 0.15%             | 2056-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2023 A-2, RB                                                           | CUSIP: 64971X7J1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25575.23     | 0.00%             | 2028-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Travis County Healthcare District                                                                                                                   | Travis County Healthcare District, Series 2023, GO Bonds                                                                                               | CUSIP: 89439YDJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $772238.25    | 0.07%             | 2043-03-01      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                                                                                      | State of Texas, Series 2023, GO Bonds                                                                                                                  | CUSIP: 882724V20<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15426.95     | 0.00%             | 2043-10-01      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2023, RB                                                                                                              | CUSIP: 91412HQB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10703.35     | 0.00%             | 2033-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Inglewood (City of), CA                                                                                                                             | Inglewood (City of), CA, Series 2023, RB                                                                                                               | CUSIP: 457102AB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1046105.80   | 0.10%             | 2053-09-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Denver City & County School District No. 1                                                                                                          | Denver City & County School District No. 1, Series 2011 B, Ref. COP                                                                                    | CUSIP: 249218AK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1220000 | PA      | $1425562.92   | 0.13%             | 2037-12-15      | Fixed         | 7.02%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY (Social Bonds)                                                                                                               | New York (City of), NY (Social Bonds), Series 2023 B-1, GO Bonds                                                                                       | CUSIP: 64966Q7G9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1005000 | PA      | $1071100.16   | 0.10%             | 2053-10-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Mansfield Independent School District                                                                                                               | Mansfield Independent School District, Series 2020, Ref. GO Bonds                                                                                      | CUSIP: 564386TF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $31660.59     | 0.00%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oregon (State of) Housing & Community Services Department (Single Family Mortgage)                                                                  | Oregon (State of) Housing & Community Services Department (Single Family Mortgage), Series 2023, Ref. RB                                               | CUSIP: 6860872S5<br>LEI: 549300N3PYWYJ0Z8N757 | Long             | DBT              | MUN               | US        |    865000 | PA      | $911677.48    | 0.09%             | 2053-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Housing Development Authority (Social Bonds)                                                                                    | Illinois (State of) Housing Development Authority (Social Bonds), Series 2023 O, RB                                                                    | CUSIP: 45203MVF5<br>LEI: 54930053Z6M9JVHBQZ16 | Long             | DBT              | MUN               | US        |    980000 | PA      | $1014060.29   | 0.10%             | 2049-10-01      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Maryland Community Development Administration (Social Bonds)                                                                                        | Maryland Community Development Administration (Social Bonds), Series 2023 F, RB                                                                        | CUSIP: 57419T5Q0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1061570.00   | 0.10%             | 2038-09-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Maryland Community Development Administration (Social Bonds)                                                                                        | Maryland Community Development Administration (Social Bonds), Series 2023 F, RB                                                                        | CUSIP: 57419T5R8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1043629.60   | 0.10%             | 2043-09-01      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of) Housing Finance Agency (Social Bonds)                                                                                          | Minnesota (State of) Housing Finance Agency (Social Bonds), Series 2023 S, RB                                                                          | CUSIP: 60416T6N3<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |    930000 | PA      | $968906.18    | 0.09%             | 2049-07-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2023, GO Bonds                                                                                                             | CUSIP: 64966Q7Q7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     30000 | PA      | $32780.24     | 0.00%             | 2032-10-01      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2023, GO Bonds                                                                                                             | CUSIP: 64966Q7R5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     35000 | PA      | $38422.64     | 0.00%             | 2033-10-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                                                                                      | State of Texas, Series 2023, GO Bonds                                                                                                                  | CUSIP: 882724W29<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16236.91     | 0.00%             | 2031-10-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2023, RB                                                                                                            | CUSIP: 59335KFS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1080000 | PA      | $1130957.75   | 0.11%             | 2055-11-01      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| District of Columbia Income Tax Revenue                                                                                                             | District of Columbia Income Tax Revenue, Series 2023, RB                                                                                               | CUSIP: 25477GWV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15943.87     | 0.00%             | 2031-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2023 B, Ref. RB                                                                                                           | CUSIP: 25477GWW1<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1284291.48   | 0.12%             | 2032-05-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2023 B, Ref. RB                                                                                                           | CUSIP: 25477GWX9<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     60000 | PA      | $64552.94     | 0.01%             | 2033-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2023, GO Bonds                                                                                                             | CUSIP: 452153GY9<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10402.71     | 0.00%             | 2028-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2023, GO Bonds                                                                                                               | CUSIP: 419792M78<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10573.35     | 0.00%             | 2032-10-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Monroe County Industrial Development Corp. (University of Rochester)                                                                                | Monroe County Industrial Development Corp. (University of Rochester), Series 2023, RB                                                                  | CUSIP: 61075TWU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $116756.73    | 0.01%             | 2033-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2023 GM, GO Bonds                                                                                                            | CUSIP: 419792M60<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $31584.42     | 0.00%             | 2031-10-01      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2023 GM, GO Bonds                                                                                                            | CUSIP: 419792N51<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $422450.36    | 0.04%             | 2038-10-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2023 GM, GO Bonds                                                                                                            | CUSIP: 419792N69<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $838681.28    | 0.08%             | 2039-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2023 GM, GO Bonds                                                                                                            | CUSIP: 419792N85<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $521671.25    | 0.05%             | 2041-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2024, RB                                                               | CUSIP: 64972JCQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5083.89      | 0.00%             | 2027-11-01      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| American Municipal Power, Inc. (Meldahl Hydroelectric)                                                                                              | American Municipal Power, Inc. (Meldahl Hydroelectric), Series 2010 E, RB                                                                              | CUSIP: 02765UEQ3<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    830000 | PA      | $876858.81    | 0.08%             | 2050-02-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Hillsboro Economic Development Council                                                                                                              | Hillsboro Economic Development Council, Series 2024, RB                                                                                                | CUSIP: 432094AR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $420411.28    | 0.04%             | 2043-06-01      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2024 B, RB                                                                                                            | CUSIP: 91412HRA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $741448.40    | 0.07%             | 2034-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Alameda Corridor Transportation Authority                                                                                                           | Alameda Corridor Transportation Authority, Series 2024, RB                                                                                             | CUSIP: 010869MD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    895000 | PA      | $243250.44    | 0.02%             | 2047-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Housing Development Authority                                                                                                   | Illinois (State of) Housing Development Authority, Series 2024 B, RB                                                                                   | CUSIP: 45203MWS6<br>LEI: 54930053Z6M9JVHBQZ16 | Long             | DBT              | MUN               | US        |     35000 | PA      | $36215.70     | 0.00%             | 2030-04-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Idaho (State of) Housing & Finance Association                                                                                                      | Idaho (State of) Housing & Finance Association, Series 2024 B, RB                                                                                      | CUSIP: 45129Y5M4<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |    830000 | PA      | $850496.77    | 0.08%             | 2039-01-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Idaho (State of) Housing & Finance Association                                                                                                      | Idaho (State of) Housing & Finance Association, Series 2024 B, RB                                                                                      | CUSIP: 45129Y5N2<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |    835000 | PA      | $849848.81    | 0.08%             | 2044-01-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Idaho (State of) Housing & Finance Association                                                                                                      | Idaho (State of) Housing & Finance Association, Series 2024 B, RB                                                                                      | CUSIP: 45129Y5P7<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |    825000 | PA      | $835011.87    | 0.08%             | 2049-07-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2024, RB                                                               | CUSIP: 64972JFW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5080.11      | 0.00%             | 2028-02-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2024, RB                                                                                 | CUSIP: 64972JFY9<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20596.31     | 0.00%             | 2030-02-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2024, RB                                                               | CUSIP: 64972JFZ6<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     45000 | PA      | $46555.65     | 0.00%             | 2031-02-01      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2024, RB                                                                                 | CUSIP: 64972JGA0<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41419.97     | 0.00%             | 2032-02-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2024, RB                                                               | CUSIP: 64972JGB8<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5171.41      | 0.00%             | 2033-02-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2024, RB                                                                                 | CUSIP: 64972JGC6<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15496.61     | 0.00%             | 2034-02-01      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2024, RB                                                                                 | CUSIP: 64972JGD4<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20580.13     | 0.00%             | 2035-02-01      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, One Hudred Sixty Eighth Series 2011, RB                                                              | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   5385000 | PA      | $5203427.49   | 0.49%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                                                                | Triborough Bridge & Tunnel Authority, Series 2009 B, RB                                                                                                | CUSIP: 89602NUN2<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    715000 | PA      | $751840.80    | 0.07%             | 2039-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Louisville (City of) & Jefferson (County of), KY Metropolitan Government                                                                            | Louisville (City of) & Jefferson (County of), KY Metropolitan Government, Series 2009, GO Bonds                                                        | CUSIP: 546585ED8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $153214.98    | 0.01%             | 2027-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| New Hampshire (State of) Turnpike System                                                                                                            | New Hampshire (State of) Turnpike System, Series 2009 A, RB                                                                                            | CUSIP: 644693KW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $215629.38    | 0.02%             | 2039-11-01      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Camden (County of), NJ Improvement Authority (The) (County Capital Program)                                                                         | Camden (County of), NJ Improvement Authority (The) (County Capital Program), Series 2009 A, RB                                                         | CUSIP: 13281NLL4<br>LEI: 549300UTQBT9ZE0QFB15 | Long             | DBT              | MUN               | US        |     65000 | PA      | $66121.44     | 0.01%             | 2027-01-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| JEA Electric System                                                                                                                                 | JEA Electric System, Series 2009 F, RB                                                                                                                 | CUSIP: 46613CWG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    410000 | PA      | $438406.07    | 0.04%             | 2034-10-01      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center                                                                                              | Regents of the University of California Medical Center, Series 2009 F, RB                                                                              | CUSIP: 913366DG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    305000 | PA      | $315886.15    | 0.03%             | 2029-05-15      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Salt Lake (County of), UT Municipal Building Authority                                                                                              | Salt Lake (County of), UT Municipal Building Authority, Series 2009 B, RB                                                                              | CUSIP: 795681GM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $334987.02    | 0.03%             | 2029-12-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Riverside (City of), CA                                                                                                                             | Riverside (City of), CA, Series 2009 B, RB                                                                                                             | CUSIP: 769076UG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $554529.10    | 0.05%             | 2039-10-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Passaic (County of), NJ Valley Water Commission                                                                                                     | Passaic (County of), NJ Valley Water Commission, Series 2009, RB                                                                                       | CUSIP: 702845HC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $542840.72    | 0.05%             | 2039-12-15      | Fixed         | 7.82%                 | No            |                  2 | On Loan: No      |
| Passaic (County of), NJ Valley Water Commission                                                                                                     | Passaic (County of), NJ Valley Water Commission, Series 2009, RB                                                                                       | CUSIP: 702845HB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    410000 | PA      | $439027.18    | 0.04%             | 2029-12-15      | Fixed         | 7.57%                 | No            |                  2 | On Loan: No      |
| South Jersey Port Corp.                                                                                                                             | South Jersey Port Corp., Series 2009, RB                                                                                                               | CUSIP: 838530NL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    830000 | PA      | $973937.52    | 0.09%             | 2040-01-01      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| Idaho (State of) Housing & Finance Association (Garvee)                                                                                             | Idaho (State of) Housing & Finance Association (Garvee), Series 2010 A-2, RB                                                                           | CUSIP: 45129WKB5<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |    510000 | PA      | $529159.73    | 0.05%             | 2028-07-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Cuyahoga (County of), OH (MetroHealth System)                                                                                                       | Cuyahoga (County of), OH (MetroHealth System), Series 2010 B, RB                                                                                       | CUSIP: 2322655C8<br>LEI: 549300GHDK9DGLUNJU89 | Long             | DBT              | MUN               | US        |    950000 | PA      | $1094652.70   | 0.10%             | 2040-02-15      | Fixed         | 8.22%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                                                                                              | University of Michigan, Series 2010 A, RB                                                                                                              | CUSIP: 914455JZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $256892.25    | 0.02%             | 2030-04-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| JEA Water & Sewer System                                                                                                                            | JEA Water & Sewer System, Series 2010 A, RB                                                                                                            | CUSIP: 46613PXS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1175871.29   | 0.11%             | 2033-10-01      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL                                                                                                                               | Chicago (City of), IL, Series 2010 C, GO Bonds                                                                                                         | CUSIP: 167486HM4<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |    240000 | PA      | $247545.77    | 0.02%             | 2036-01-01      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL                                                                                                                               | Chicago (City of), IL, Series 2010 D, GO Bonds                                                                                                         | CUSIP: 167486HN2<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |    500000 | PA      | $510955.65    | 0.05%             | 2040-01-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV                                                                                                                               | Clark (County of), NV, Series 2010 A, GO Bonds                                                                                                         | CUSIP: 180848FR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $121456.38    | 0.01%             | 2030-07-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV                                                                                                                               | Clark (County of), NV, Series 2010 A, GO Bonds                                                                                                         | CUSIP: 180848FS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    620000 | PA      | $701256.64    | 0.07%             | 2038-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Napa Valley Unified School District                                                                                                                 | Napa Valley Unified School District, Series 2010 B, GO Bonds                                                                                           | CUSIP: 6303614J9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1272260.87   | 0.12%             | 2043-08-01      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| Fresno (City of), CA                                                                                                                                | Fresno (City of), CA, Series 2010 A-2, Ref. RB                                                                                                         | CUSIP: 358240FB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1660000 | PA      | $1742616.54   | 0.16%             | 2030-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2010 DX, GO Bonds                                                                                                            | CUSIP: 419791YX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    950000 | PA      | $1000889.13   | 0.09%             | 2030-02-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Jurupa Community Services District                                                                                                                  | Jurupa Community Services District, Series 2010 B, COP                                                                                                 | CUSIP: 482092DQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1125000 | PA      | $1162477.01   | 0.11%             | 2027-09-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Jurupa Community Services District                                                                                                                  | Jurupa Community Services District, Series 2010 B, COP                                                                                                 | CUSIP: 482092DR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $126597.11    | 0.01%             | 2028-09-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Jurupa Community Services District                                                                                                                  | Jurupa Community Services District, Series 2010 B, COP                                                                                                 | CUSIP: 482092DP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    320000 | PA      | $323270.40    | 0.03%             | 2026-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Jurupa Community Services District                                                                                                                  | Jurupa Community Services District, Series 2010 B, COP                                                                                                 | CUSIP: 482092FD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $117925.47    | 0.01%             | 2040-09-01      | Fixed         | 7.19%                 | No            |                  2 | On Loan: No      |
| Cowlitz (County of), WA Public Utility District No. 1                                                                                               | Cowlitz (County of), WA Public Utility District No. 1, Series 2010, RB                                                                                 | CUSIP: 223777CN1<br>LEI: TS0L3NF45PNBQM207L23 | Long             | DBT              | MUN               | US        |    450000 | PA      | $491132.93    | 0.05%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Benton (County of), WA Public Utility District No. 1                                                                                                | Benton (County of), WA Public Utility District No. 1, Series 2010, RB                                                                                  | CUSIP: 082869LG1<br>LEI: NIDQB523D1YQDZ8VK594 | Long             | DBT              | MUN               | US        |    650000 | PA      | $691177.89    | 0.07%             | 2030-11-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| San Francisco (City & County of), CA                                                                                                                | San Francisco (City & County of), CA, Series 2010 D, GO Bonds                                                                                          | CUSIP: 797646NU6<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10732.67     | 0.00%             | 2030-06-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| San Francisco (City & County of), CA                                                                                                                | San Francisco (City & County of), CA, Series 2010 C, GO Bonds                                                                                          | CUSIP: 797646NH5<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |   1450000 | PA      | $1556237.59   | 0.15%             | 2030-06-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Philadelphia School District (The)                                                                                                                  | Philadelphia School District (The), Series 2010 B, GO Bonds                                                                                            | CUSIP: 717883KK7<br>LEI: 254900HSKDHZKBZCUL90 | Long             | DBT              | MUN               | US        |    950000 | PA      | $993662.57    | 0.09%             | 2030-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| South Central Connecticut Regional Water Authority                                                                                                  | South Central Connecticut Regional Water Authority, Series 2010 A, RB                                                                                  | CUSIP: 837227H83<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $41842.83     | 0.00%             | 2030-08-01      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| California (State of) Infrastructure & Economic Development Bank (UCSF Neurosciences Building 19A)                                                  | California (State of) Infrastructure & Economic Development Bank (UCSF Neurosciences Building 19A), Series 2010 A, RB                                  | CUSIP: 13033W3Y7<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |    950000 | PA      | $1018268.71   | 0.10%             | 2049-05-15      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Western Nassau County Water Authority                                                                                                               | Western Nassau County Water Authority, Series 2010 B, RB                                                                                               | CUSIP: 958792CF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $556200.25    | 0.05%             | 2040-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Northern California Power Agency                                                                                                                    | Northern California Power Agency, Series 2010 B, RB                                                                                                    | CUSIP: 664845DQ4<br>LEI: 549300QYTU4PHD2XHS96 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1139159.60   | 0.11%             | 2040-06-01      | Fixed         | 7.31%                 | No            |                  2 | On Loan: No      |
| Tacoma (City of), WA                                                                                                                                | Tacoma (City of), WA, Series 2010 B, RB                                                                                                                | CUSIP: 873547HN6<br>LEI: 549300R2ZDWKQB6DIV86 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1032888.30   | 0.10%             | 2030-12-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Douglas (County of), WA Public Utility District No. 1                                                                                               | Douglas (County of), WA Public Utility District No. 1, Series 2010 1-B, RB                                                                             | CUSIP: 259561PT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1020000 | PA      | $1040808.51   | 0.10%             | 2030-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL Transit System                                                                                                           | Miami-Dade (County of), FL Transit System, Series 2010 B, RB                                                                                           | CUSIP: 59334PCZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2180000 | PA      | $2243185.12   | 0.21%             | 2032-07-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                                                                                    | Commonwealth Financing Authority, Series 2010 C-2, RB                                                                                                  | CUSIP: 20281PEQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2052932.40   | 0.19%             | 2030-06-01      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| East Bay Municipal Utility District                                                                                                                 | East Bay Municipal Utility District, Series 2010, RB                                                                                                   | CUSIP: 271012DM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1015047.50   | 0.10%             | 2032-06-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Washoe (County of), NV (Streets & Highways)                                                                                                         | Washoe (County of), NV (Streets & Highways), Series 2010 H, RB                                                                                         | CUSIP: 940855BF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2359965.60   | 0.22%             | 2040-02-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Northern Illinois Municipal Power Agency                                                                                                            | Northern Illinois Municipal Power Agency, Series 2010 A, RB                                                                                            | CUSIP: 665250BX3<br>LEI: VWCV6ROJUT9NS55JU583 | Long             | DBT              | MUN               | US        |    105000 | PA      | $112762.87    | 0.01%             | 2030-01-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL                                                                                                                               | Chicago (City of), IL, Series 2010 B, GO Bonds                                                                                                         | CUSIP: 167486MK2<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1128073.20   | 0.11%             | 2040-01-01      | Fixed         | 7.52%                 | No            |                  2 | On Loan: No      |
| Washington (State of) Biomedical Research Facilities 3                                                                                              | Washington (State of) Biomedical Research Facilities 3, Series 2010 B, RB                                                                              | CUSIP: 93730PAJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1180000 | PA      | $1222306.54   | 0.12%             | 2030-07-01      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Missouri (State of) Joint Municipal Electric Utility Commission (Prairie State)                                                                     | Missouri (State of) Joint Municipal Electric Utility Commission (Prairie State), Series 2010 A, RB                                                     | CUSIP: 606092FG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5480.44      | 0.00%             | 2032-01-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Ohio State University (The)                                                                                                                         | Ohio State University (The), Series 2011 A, RB                                                                                                         | CUSIP: 677632PA3<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |   1800000 | PA      | $1565833.68   | 0.15%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Rhode Island Student Loan Authority                                                                                                                 | Rhode Island Student Loan Authority                                                                                                                    | CUSIP: 762323CW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $200526.30    | 0.02%             | 2043-12-01      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                                                                                               | Metropolitan Transportation Authority, Series 2020, RB                                                                                                 | CUSIP: 59261A2P1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     20000 | PA      | $19415.85     | 0.00%             | 2049-11-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Colorado Housing and Finance Authority                                                                                                              | Colorado Housing and Finance Authority, Series 2024, RB                                                                                                | CUSIP: 19648GHU9<br>LEI: 5493005GIROYQAWBMC18 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10304.16     | 0.00%             | 2039-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Texas Department of Housing & Community Affairs                                                                                                     | Texas Department of Housing & Community Affairs, Series 2024, RB                                                                                       | CUSIP: 882750WV0<br>LEI: 549300J3RRLLZZN4WP77 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10504.00     | 0.00%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2024, GO Bonds                                                                                                           | CUSIP: 13063EBP0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     60000 | PA      | $63072.28     | 0.01%             | 2029-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                                 | State of California, Series 2024, GO Bonds                                                                                                             | CUSIP: 13063EBQ8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    750000 | PA      | $800098.95    | 0.08%             | 2034-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp.                                                                                                         | State Board of Administration Finance Corp., Series 2024, RB                                                                                           | CUSIP: 341271AH7<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21561.21     | 0.00%             | 2034-07-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                                                                                                 | California State Public Works Board, Series 2024, RB                                                                                                   | CUSIP: 13068XLN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5242.41      | 0.00%             | 2031-04-01      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                                                                                                 | California State Public Works Board, Series 2024, RB                                                                                                   | CUSIP: 13068XLQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $63304.79     | 0.01%             | 2033-04-01      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2021, GO Bonds                                                                                                             | CUSIP: 64966SEZ5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     55000 | PA      | $51594.12     | 0.00%             | 2029-08-01      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2021, GO Bonds                                                                                                             | CUSIP: 64966SFA9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     60000 | PA      | $55262.32     | 0.01%             | 2030-08-01      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2021, GO Bonds                                                                                                             | CUSIP: 64966SFB7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     35000 | PA      | $31642.64     | 0.00%             | 2031-08-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Oregon (State of)                                                                                                                                   | Oregon (State of), Series 2024, GO Bonds                                                                                                               | CUSIP: 68609UJQ9<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10154.64     | 0.00%             | 2027-05-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Oregon (State of) (Article XI - Q State)                                                                                                            | Oregon (State of) (Article XI - Q State), Series 2024, GO Bonds                                                                                        | CUSIP: 68609UJW6<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5364.20      | 0.00%             | 2033-05-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| State of Oregon                                                                                                                                     | State of Oregon, Series 2024, GO Bonds                                                                                                                 | CUSIP: 68609UJX4<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5379.79      | 0.00%             | 2034-05-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2024 A, GO Bonds                                                                                                           | CUSIP: 452153HX0<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10020.08     | 0.00%             | 2026-05-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                                                                                   | State of Illinois, Series 2024, GO Bonds                                                                                                               | CUSIP: 452153JA8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15658.54     | 0.00%             | 2029-05-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2024 A, GO Bonds                                                                                                           | CUSIP: 452153JB6<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    110000 | PA      | $116159.05    | 0.01%             | 2030-05-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2024 A, GO Bonds                                                                                                           | CUSIP: 452153JC4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    100000 | PA      | $106385.30    | 0.01%             | 2031-05-01      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2024 A, GO Bonds                                                                                                           | CUSIP: 452153JD2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16047.92     | 0.00%             | 2032-05-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2024 A, GO Bonds                                                                                                           | CUSIP: 452153JE0<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26860.98     | 0.00%             | 2033-05-01      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority                                                                                                       | Massachusetts Educational Financing Authority, Series 2024, RB                                                                                         | CUSIP: 57563RTW9<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |    100000 | PA      | $105777.26    | 0.01%             | 2033-07-01      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2024, RB                                                               | CUSIP: 64972JGY8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $125149.84    | 0.01%             | 2030-05-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2024, RB                                                               | CUSIP: 64972JGZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $47218.14     | 0.00%             | 2031-05-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2024, RB                                                                                 | CUSIP: 64972JHA9<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26246.56     | 0.00%             | 2032-05-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2024, RB                                                                                 | CUSIP: 64972JHB7<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21041.10     | 0.00%             | 2033-05-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2024, RB                                                                                 | CUSIP: 64972JHC5<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15778.35     | 0.00%             | 2034-05-01      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Tennessee Housing Development Agency                                                                                                                | Tennessee Housing Development Agency, Series 2024, RB                                                                                                  | CUSIP: 88046KNH5<br>LEI: 25490004PSQYQLFJGI76 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1023608.60   | 0.10%             | 2054-07-01      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of) Housing Finance Agency (Social Bonds)                                                                                          | Minnesota (State of) Housing Finance Agency (Social Bonds), Series 2024 M, RB                                                                          | CUSIP: 60416UEQ4<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |    995000 | PA      | $1019352.43   | 0.10%             | 2049-07-01      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp. (Green Bonds)                                                                                                   | Maryland Economic Development Corp. (Green Bonds), Series 2024, RB                                                                                     | CUSIP: 574205HW3<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1022069.10   | 0.10%             | 2057-05-31      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Corpus Christi (City of), TX                                                                                                                        | Corpus Christi (City of), TX, Series 2020, Ref. RB                                                                                                     | CUSIP: 2202452P8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $231541.92    | 0.02%             | 2040-07-15      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2024, GO Bonds                                                                                                          | CUSIP: 20772KXE4<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10205.70     | 0.00%             | 2027-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2024, GO Bonds                                                                                                          | CUSIP: 20772KXF1<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20617.04     | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                                                                                                | State of Connecticut, Series 2024, GO Bonds                                                                                                            | CUSIP: 20772KXH7<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     80000 | PA      | $83554.58     | 0.01%             | 2030-05-01      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2024, GO Bonds                                                                                                          | CUSIP: 20772KXJ3<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     45000 | PA      | $47301.83     | 0.00%             | 2031-05-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2024 A, GO Bonds                                                                                                        | CUSIP: 20772KXK0<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     90000 | PA      | $94933.54     | 0.01%             | 2032-05-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2024 A, GO Bonds                                                                                                        | CUSIP: 20772KXL8<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5282.51      | 0.00%             | 2033-05-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2024 A, GO Bonds                                                                                                        | CUSIP: 20772KXM6<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26439.38     | 0.00%             | 2034-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Morrow (Port of), OR                                                                                                                                | Morrow (Port of), OR, Series 2024, RB                                                                                                                  | CUSIP: 73474TAV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $199133.49    | 0.02%             | 2030-09-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Port of Morrow OR                                                                                                                                   | Port of Morrow OR, Series 2024, RB                                                                                                                     | CUSIP: 73474TAW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $84272.30     | 0.01%             | 2031-09-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Spartanburg Stadium Facilities Corp.                                                                                                                | Spartanburg Stadium Facilities Corp., Series 2024, RB                                                                                                  | CUSIP: 847177AR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1041937.50   | 0.10%             | 2054-11-01      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| California Public Finance Authority                                                                                                                 | California Public Finance Authority, Series 2024, RB                                                                                                   | CUSIP: 13057EJM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26820.60     | 0.00%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| City of Phoenix AZ                                                                                                                                  | City of Phoenix AZ, Series 2024, GO Bonds                                                                                                              | CUSIP: 7188142F2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20852.13     | 0.00%             | 2031-07-01      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                                                                                                  | Board of Regents of the University of Texas System, Series 2010 C, RB                                                                                  | CUSIP: 9151375T6<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |   8000000 | PA      | $8155113.60   | 0.77%             | 2030-08-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Housing Development Authority                                                                                                   | Illinois (State of) Housing Development Authority, Series 2024 F, RB                                                                                   | CUSIP: 45203ME49<br>LEI: 54930053Z6M9JVHBQZ16 | Long             | DBT              | MUN               | US        |    235000 | PA      | $241099.43    | 0.02%             | 2046-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| City of Phoenix AZ                                                                                                                                  | City of Phoenix AZ, Series 2024, GO Bonds                                                                                                              | CUSIP: 7188142D7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10312.20     | 0.00%             | 2029-07-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| City of Phoenix AZ                                                                                                                                  | City of Phoenix AZ, Series 2024, GO Bonds                                                                                                              | CUSIP: 7188142E5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $36365.18     | 0.00%             | 2030-07-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| County of Santa Clara CA                                                                                                                            | County of Santa Clara CA, Series 2024, GO Bonds                                                                                                        | CUSIP: 801546SR4<br>LEI: 254900JSVO2QQ5A3DV83 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20960.44     | 0.00%             | 2032-08-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Greenville-Spartanburg Airport District                                                                                                             | Greenville-Spartanburg Airport District, Series 2024 B, RB                                                                                             | CUSIP: 396613EA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $194304.83    | 0.02%             | 2048-07-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp. (Green Bonds)                                                                                                   | Maryland Economic Development Corp. (Green Bonds), Series 2024, RB                                                                                     | CUSIP: 574205JJ0<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2020505.80   | 0.19%             | 2056-05-31      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2024, GO Bonds                                                                                                             | CUSIP: 64966SGN0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1380000 | PA      | $1383918.10   | 0.13%             | 2037-09-01      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| University of Houston                                                                                                                               | University of Houston, Series 2024 B, RB                                                                                                               | CUSIP: 914302MW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1976066.60   | 0.19%             | 2055-02-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Colorado Housing and Finance Authority                                                                                                              | Colorado Housing and Finance Authority, Series 2024, RB                                                                                                | CUSIP: 19648GMY5<br>LEI: 5493005GIROYQAWBMC18 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53349.38     | 0.01%             | 2049-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp.                                                                                                                 | Maryland Economic Development Corp., Series 2024, RB                                                                                                   | CUSIP: 574205HX1<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |    390000 | PA      | $403174.55    | 0.04%             | 2029-11-30      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2018, RB                                                                                 | CUSIP: 64972JLB2<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5013.57      | 0.00%             | 2028-08-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Virginia Housing Development Authority                                                                                                              | Virginia Housing Development Authority, Series 2024, RB                                                                                                | CUSIP: 92812XDD1<br>LEI: 549300LW3QBOVLQBP895 | Long             | DBT              | MUN               | US        |    575000 | PA      | $587863.10    | 0.06%             | 2049-10-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Virgin Islands (Government of) Water & Power Authority (Electric System)                                                                            | Virgin Islands (Government of) Water & Power Authority (Electric System), Series 2010 C, RB                                                            | CUSIP: 927688FZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    745000 | PA      | $821843.55    | 0.08%             | 2035-07-01      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2024, RB                                                                                 | CUSIP: 64972JLP1<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    265000 | PA      | $261406.02    | 0.02%             | 2037-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| New York City Housing Development Corp. (Green Bonds)                                                                                               | New York City Housing Development Corp. (Green Bonds), Series 2024 D, RB                                                                               | CUSIP: 64966WKJ5<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |    835000 | PA      | $833427.28    | 0.08%             | 2054-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Water Development Board (Master Trust)                                                                                             | Texas (State of) Water Development Board (Master Trust), Series 2024 B, RB                                                                             | CUSIP: 88285AGU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $601761.42    | 0.06%             | 2044-10-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Water Development Board (Master Trust)                                                                                             | Texas (State of) Water Development Board (Master Trust), Series 2024 B, RB                                                                             | CUSIP: 88285AGV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $487493.40    | 0.05%             | 2054-10-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                                                                                   | State of Illinois, Series 2024, GO Bonds                                                                                                               | CUSIP: 452153LE7<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30492.33     | 0.00%             | 2030-10-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY (Social Bonds)                                                                                                               | New York (City of), NY (Social Bonds), Series 2024 D-1, GO Bonds                                                                                       | CUSIP: 64966SHN9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1463305.05   | 0.14%             | 2054-10-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY (Social Bonds)                                                                                                               | New York (City of), NY (Social Bonds), Series 2024 D-1, GO Bonds                                                                                       | CUSIP: 64966SHM1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1474738.50   | 0.14%             | 2049-10-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2024, GO Bonds                                                                                                             | CUSIP: 64966SHZ2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1800000 | PA      | $1801754.28   | 0.17%             | 2044-10-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                                                                                   | State of Illinois, Series 2024, GO Bonds                                                                                                               | CUSIP: 452153LC1<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10085.51     | 0.00%             | 2028-10-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2024 A, GO Bonds                                                                                                           | CUSIP: 452153LF4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     80000 | PA      | $81327.78     | 0.01%             | 2031-10-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2024 A, GO Bonds                                                                                                           | CUSIP: 452153LG2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    255000 | PA      | $260249.99    | 0.02%             | 2032-10-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                                                                                   | State of Illinois, Series 2024, GO Bonds                                                                                                               | CUSIP: 452153LH0<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40777.04     | 0.00%             | 2033-10-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Tampa Bay (City of), FL Water                                                                                                                       | Tampa Bay (City of), FL Water, Series 2024 C, Ref. RB                                                                                                  | CUSIP: 875124JM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30238.47     | 0.00%             | 2029-10-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                                           | New Jersey (State of) Transportation Trust Fund Authority, Series 2024, RB                                                                             | CUSIP: 64613CEZ7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15036.44     | 0.00%             | 2026-06-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Virginia Housing Development Authority                                                                                                              | Virginia Housing Development Authority, Series 2024, RB                                                                                                | CUSIP: 92812WUR3<br>LEI: 549300LW3QBOVLQBP895 | Long             | DBT              | MUN               | US        |    170000 | PA      | $173201.73    | 0.02%             | 2066-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                                 | State of California, Series 2024, GO Bonds                                                                                                             | CUSIP: 13063EGV2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     85000 | PA      | $90092.71     | 0.01%             | 2031-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2024, GO Bonds                                                                                                             | CUSIP: 64966SHR0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10232.29     | 0.00%             | 2029-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2024, GO Bonds                                                                                                             | CUSIP: 64966SHU3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20781.20     | 0.00%             | 2032-10-01      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2024, GO Bonds                                                                                                             | CUSIP: 64966SHV1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1120000 | PA      | $1158167.81   | 0.11%             | 2034-10-01      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Higher Educational Facilities Authority                                                                                                | Pennsylvania Higher Educational Facilities Authority, Series 2024, RB                                                                                  | CUSIP: 70917TSE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5121.65      | 0.00%             | 2028-11-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Higher Educational Facilities Authority (Thomas Jefferson University)                                                | Pennsylvania (Commonwealth of) Higher Educational Facilities Authority (Thomas Jefferson University), Series 2024, Ref. RB                             | CUSIP: 70917TSK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $58471.32     | 0.01%             | 2033-11-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2024 GN, GO Bonds                                                                                                            | CUSIP: 419792R57<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $508550.45    | 0.05%             | 2043-10-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                                                                                                | Massachusetts Housing Finance Agency, Series 2024, RB                                                                                                  | CUSIP: 57587GT47<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15479.81     | 0.00%             | 2044-12-01      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Philadelphia (City of), PA Redevelopment Authority                                                                                                  | Philadelphia (City of), PA Redevelopment Authority, Series 2024 A, RB                                                                                  | CUSIP: 717868KC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1025903.80   | 0.10%             | 2040-09-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2010 2, GO Bonds                                                                                                           | CUSIP: 452152DU2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   9280000 | PA      | $10269970.91  | 0.97%             | 2035-03-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2024 GN, GO Bonds                                                                                                            | CUSIP: 419792P83<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $243394.12    | 0.02%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2024, GO Bonds                                                                                                               | CUSIP: 419792Q58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20833.48     | 0.00%             | 2035-10-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp.                                                                                                                      | Sales Tax Securitization Corp., Series 2024 B, Ref. RB                                                                                                 | CUSIP: 79467BJH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5066.71      | 0.00%             | 2028-01-01      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp.                                                                                                                      | Sales Tax Securitization Corp., Series 2024 B, Ref. RB                                                                                                 | CUSIP: 79467BJJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40845.22     | 0.00%             | 2029-01-01      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp.                                                                                                                      | Sales Tax Securitization Corp., Series 2024, RB                                                                                                        | CUSIP: 79467BJL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $46382.63     | 0.00%             | 2039-01-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Sumter Landing Community Development District                                                                                                       | Sumter Landing Community Development District, Series 2025, RB                                                                                         | CUSIP: 86657MCJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1049071.90   | 0.10%             | 2045-10-01      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Sumter Landing Community Development District                                                                                                       | Sumter Landing Community Development District, Series 2025, RB                                                                                         | CUSIP: 86657MCK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $516934.65    | 0.05%             | 2054-10-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Colorado Housing and Finance Authority                                                                                                              | Colorado Housing and Finance Authority, Series 2025, RB                                                                                                | CUSIP: 19648GWC2<br>LEI: 5493005GIROYQAWBMC18 | Long             | DBT              | MUN               | US        |    300000 | PA      | $324611.19    | 0.03%             | 2055-05-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                                                                                   | State of Illinois, Series 2010, GO Bonds                                                                                                               | CUSIP: 452152GB1<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    395000 | PA      | $428657.36    | 0.04%             | 2035-07-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| San Antonio (City of), TX                                                                                                                           | San Antonio (City of), TX, Series 2012, RB                                                                                                             | CUSIP: 796253Z21<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1473066.90   | 0.14%             | 2042-02-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Missouri (State of) Joint Municipal Electric Utility Commission (Prairie State)                                                                     | Missouri (State of) Joint Municipal Electric Utility Commission (Prairie State), Series 2009 A, RB                                                     | CUSIP: 606092ET7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $387177.07    | 0.04%             | 2042-01-01      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) College Building Authority                                                                                          | Massachusetts (Commonwealth of) College Building Authority, Series 2009 C, RB                                                                          | CUSIP: 575832TW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2950000 | PA      | $3063335.17   | 0.29%             | 2030-05-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2025, RB                                                               | CUSIP: 64972JQY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25513.20     | 0.00%             | 2027-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Colorado Mesa University                                                                                                                            | Colorado Mesa University, Series 2009 C, GO Bonds                                                                                                      | CUSIP: 59067ACV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $182562.20    | 0.02%             | 2040-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                                 | State of California, Series 2025, GO Bonds                                                                                                             | CUSIP: 13063EHV1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5303.42      | 0.00%             | 2035-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2025, GO Bonds                                                                                                           | CUSIP: 13063EHU3<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   2310000 | PA      | $2427342.92   | 0.23%             | 2030-09-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2009, RB                                                                                    | CUSIP: 709221TG0<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    665000 | PA      | $735613.69    | 0.07%             | 2037-12-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2019 A-5, Ref. RB                                                                        | CUSIP: 64972JRH3<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     15000 | PA      | $13664.95     | 0.00%             | 2033-05-01      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2019, RB                                                               | CUSIP: 64972JRU4<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     20000 | PA      | $18866.87     | 0.00%             | 2031-05-01      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2019 A-5, Ref. RB                                                                        | CUSIP: 64972JRV2<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     35000 | PA      | $31916.21     | 0.00%             | 2033-05-01      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2023, RB                                                               | CUSIP: 64972JSB5<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     95000 | PA      | $98292.22     | 0.01%             | 2029-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2018, Ref. RB                                                                            | CUSIP: 64972JRR1<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30009.33     | 0.00%             | 2027-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2019 A-5, Ref. RB                                                                        | CUSIP: 64972JRT7<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    115000 | PA      | $110236.67    | 0.01%             | 2030-05-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2022, Ref. RB                                                                            | CUSIP: 64972JRZ3<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10020.53     | 0.00%             | 2032-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2018, Ref. GO Bonds                                                                                                      | CUSIP: 13063EMK9<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   3635000 | PA      | $3666958.92   | 0.35%             | 2033-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2025, GO Bonds                                                                                                             | CUSIP: 64966SNJ1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   2130000 | PA      | $2286067.87   | 0.22%             | 2055-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2025, GO Bonds                                                                                                             | CUSIP: 64966SNH5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     70000 | PA      | $75025.39     | 0.01%             | 2045-02-01      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| United Nations Development Corp.                                                                                                                    | United Nations Development Corp., Series 2025 A, Ref. RB                                                                                               | CUSIP: 911157MF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1080822.70   | 0.10%             | 2055-08-01      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                                                                                                | State of Connecticut, Series 2025, GO Bonds                                                                                                            | CUSIP: 20772KZL6<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    250000 | PA      | $259261.50    | 0.02%             | 2030-03-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                                                                                                | State of Connecticut, Series 2025, GO Bonds                                                                                                            | CUSIP: 20772KZM4<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20998.08     | 0.00%             | 2031-03-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2025, GO Bonds                                                                                                          | CUSIP: 20772KZQ5<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     40000 | PA      | $42920.17     | 0.00%             | 2034-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                                                                                                | State of Connecticut, Series 2025, GO Bonds                                                                                                            | CUSIP: 20772KZR3<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    100000 | PA      | $107571.95    | 0.01%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2025, RB                                                                                                                  | CUSIP: 25484JDK3<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21691.44     | 0.00%             | 2035-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2025, GO Bonds                                                                                                             | CUSIP: 64966SMX1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    570000 | PA      | $600823.21    | 0.06%             | 2031-02-01      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2025, GO Bonds                                                                                                             | CUSIP: 64966SMZ6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5374.58      | 0.00%             | 2033-02-01      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2025, GO Bonds                                                                                                             | CUSIP: 64966SNB8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1920000 | PA      | $2078715.26   | 0.20%             | 2035-02-01      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2025, GO Bonds                                                                                                             | CUSIP: 64966SND4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     45000 | PA      | $48812.34     | 0.00%             | 2037-02-01      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                                  | New York State Dormitory Authority, Series 2025, RB                                                                                                    | CUSIP: 64985SFE8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   2410000 | PA      | $2602776.86   | 0.24%             | 2035-07-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Energy Northwest                                                                                                                                    | Energy Northwest, Series 2025, RB                                                                                                                      | CUSIP: 29270C6F7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10190.58     | 0.00%             | 2029-07-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2025, RB                                                                                 | CUSIP: 64972JUG1<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20217.69     | 0.00%             | 2027-05-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2025, RB                                                               | CUSIP: 64972JUK2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $145413.79    | 0.01%             | 2030-05-01      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2025, RB                                                               | CUSIP: 64972JUM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26409.04     | 0.00%             | 2032-05-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2025, RB                                                                                 | CUSIP: 64972JUP1<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     40000 | PA      | $42781.10     | 0.00%             | 2034-05-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2025, RB                                                               | CUSIP: 64972JUQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5347.43      | 0.00%             | 2035-05-01      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| University of North Texas System                                                                                                                    | University of North Texas System, Series 2025, RB                                                                                                      | CUSIP: 914729WN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15299.61     | 0.00%             | 2029-04-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| University of North Texas System                                                                                                                    | University of North Texas System, Series 2025, RB                                                                                                      | CUSIP: 914729WP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15363.15     | 0.00%             | 2030-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, One Hundred and Seventy Fourth Series 2012, RB                                                       | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   1025000 | PA      | $903212.68    | 0.08%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| City of Philadelphia PA                                                                                                                             | City of Philadelphia PA, Series 2025, GO Bonds                                                                                                         | CUSIP: 717813E21<br>LEI: 549300IVFOPB4AG7UL47 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15711.22     | 0.00%             | 2031-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Honolulu (City & County of), HI                                                                                                                     | Honolulu (City & County of), HI                                                                                                                        | CUSIP: 4387014U5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9342.25      | 0.00%             | 2029-07-01      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| Honolulu (City & County of), HI                                                                                                                     | Honolulu (City & County of), HI                                                                                                                        | CUSIP: 4387014V3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4664.84      | 0.00%             | 2029-07-01      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                                                                                              | Los Angeles Unified School District/CA, Series 2025, RB                                                                                                | CUSIP: 544647LD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5139.13      | 0.00%             | 2030-10-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2025, RB                                                                                                                  | CUSIP: 25483VF25<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1323772.00   | 0.12%             | 2052-10-01      | Fixed         | 7.19%                 | No            |                  2 | On Loan: No      |
| Keller Independent School District/TX                                                                                                               | Keller Independent School District/TX, Series 2021, GO Bonds                                                                                           | CUSIP: 487694VD0<br>LEI: 549300BS0JDJPR8KUN68 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21263.21     | 0.00%             | 2031-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Philadelphia PA                                                                                                                             | City of Philadelphia PA, Series 2025, GO Bonds                                                                                                         | CUSIP: 717813D89<br>LEI: 549300IVFOPB4AG7UL47 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30868.19     | 0.00%             | 2029-08-01      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                                                                                              | Los Angeles Unified School District/CA, Series 2025, RB                                                                                                | CUSIP: 544647LG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $215806.84    | 0.02%             | 2033-10-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                                                                                              | Los Angeles Unified School District/CA, Series 2025, RB                                                                                                | CUSIP: 544647LH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10576.36     | 0.00%             | 2034-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                                                                                      | State of Texas, Series 2025, GO Bonds                                                                                                                  | CUSIP: 8827243U9<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10302.61     | 0.00%             | 2030-10-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                                                                                      | State of Texas, Series 2025, GO Bonds                                                                                                                  | CUSIP: 8827243V7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15571.80     | 0.00%             | 2031-10-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                                                                                   | State of Illinois, Series 2025, GO Bonds                                                                                                               | CUSIP: 452153NC9<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     95000 | PA      | $95592.58     | 0.01%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                                                                                   | State of Illinois, Series 2025, GO Bonds                                                                                                               | CUSIP: 452153ND7<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     55000 | PA      | $55597.63     | 0.01%             | 2029-09-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                                                                                   | State of Illinois, Series 2025, GO Bonds                                                                                                               | CUSIP: 452153NE5<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    160000 | PA      | $162253.52    | 0.02%             | 2030-09-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                                                                                   | State of Illinois, Series 2025, GO Bonds                                                                                                               | CUSIP: 452153NF2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10202.83     | 0.00%             | 2031-09-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                                                                                   | State of Illinois, Series 2025, GO Bonds                                                                                                               | CUSIP: 452153NG0<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     55000 | PA      | $56374.15     | 0.01%             | 2032-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                                                                                   | State of Illinois, Series 2025, GO Bonds                                                                                                               | CUSIP: 452153NH8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     45000 | PA      | $46466.41     | 0.00%             | 2033-09-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                                                                                   | State of Illinois, Series 2025, GO Bonds                                                                                                               | CUSIP: 452153NJ4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    175000 | PA      | $181207.11    | 0.02%             | 2034-09-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                                                                                   | State of Illinois, Series 2025, GO Bonds                                                                                                               | CUSIP: 452153NK1<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     80000 | PA      | $82771.38     | 0.01%             | 2035-09-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Maryland Stadium Authority                                                                                                                          | Maryland Stadium Authority, Series 2025, RB                                                                                                            | CUSIP: 574296EP0<br>LEI: 549300VA283TTQRDNF71 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10123.77     | 0.00%             | 2029-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Maryland Stadium Authority                                                                                                                          | Maryland Stadium Authority, Series 2025, RB                                                                                                            | CUSIP: 574296EQ8<br>LEI: 549300VA283TTQRDNF71 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5083.31      | 0.00%             | 2030-06-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                                  | New York State Dormitory Authority, Series 2025, RB                                                                                                    | CUSIP: 64985SNJ8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25964.65     | 0.00%             | 2032-07-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                                                                                               | Metropolitan Transportation Authority, Series 2010, RB                                                                                                 | CUSIP: 59261A6J1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   1180000 | PA      | $1352127.90   | 0.13%             | 2040-11-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                                                                                               | Metropolitan Transportation Authority, Series 2010, RB                                                                                                 | CUSIP: 59261A6H5<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5467.62      | 0.00%             | 2030-11-15      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2025, GO Bonds                                                                                                             | CUSIP: 64966SSE7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1090000 | PA      | $1112681.37   | 0.10%             | 2045-10-01      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2025, GO Bonds                                                                                                             | CUSIP: 64966SSF4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1600000 | PA      | $1614103.20   | 0.15%             | 2051-10-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2025, GO Bonds                                                                                                             | CUSIP: 64966SSG2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   2055000 | PA      | $2073432.32   | 0.20%             | 2055-10-01      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                                                                                               | City of San Antonio TX Electric & Gas Systems Revenue, Series 2025, RB                                                                                 | CUSIP: 79625GNB5<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |   3520000 | PA      | $3661482.18   | 0.34%             | 2045-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Williamsburg Economic Development Authority                                                                                                         | Williamsburg Economic Development Authority, Series 2025, RB                                                                                           | CUSIP: 969672AA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1036084.00   | 0.10%             | 2035-11-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2025, GO Bonds                                                                                                             | CUSIP: 64966SRS7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20174.60     | 0.00%             | 2029-10-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2025, GO Bonds                                                                                                             | CUSIP: 64966SRU2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10151.84     | 0.00%             | 2031-10-01      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                                                                                               | City of San Antonio TX Electric & Gas Systems Revenue, Series 2025, RB                                                                                 | CUSIP: 79625GMW0<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5051.10      | 0.00%             | 2030-02-01      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Texas Transportation Finance Corp.                                                                                                                  | Texas Transportation Finance Corp., Series 2025, RB                                                                                                    | CUSIP: 88283PAT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1080000 | PA      | $1098799.78   | 0.10%             | 2034-10-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                                                                                            | JobsOhio Beverage System, Series 2013, RB                                                                                                              | CUSIP: 47770VCV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $96921.79     | 0.01%             | 2035-01-01      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                                                                                            | JobsOhio Beverage System, Series 2013, RB                                                                                                              | CUSIP: 47770VCU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1110000 | PA      | $1118045.28   | 0.11%             | 2029-01-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Municipal Improvement Corp of Los Angeles                                                                                                           | Municipal Improvement Corp of Los Angeles, Series 2025, RB                                                                                             | CUSIP: 5445875A2<br>LEI: 549300ZJ0YLTZNSR8F57 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20239.00     | 0.00%             | 2030-05-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Municipal Improvement Corp of Los Angeles                                                                                                           | Municipal Improvement Corp of Los Angeles, Series 2025, RB                                                                                             | CUSIP: 5445875B0<br>LEI: 549300ZJ0YLTZNSR8F57 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5102.87      | 0.00%             | 2031-05-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Maryland Stadium Authority                                                                                                                          | Maryland Stadium Authority, Series 2025, RB                                                                                                            | CUSIP: 574296FT1<br>LEI: 549300VA283TTQRDNF71 | Long             | DBT              | MUN               | US        |     45000 | PA      | $47897.95     | 0.00%             | 2045-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New York City Housing Development Corp.                                                                                                             | New York City Housing Development Corp., Series 2025, RB                                                                                               | CUSIP: 64972KMP7<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |   1660000 | PA      | $1685562.34   | 0.16%             | 2030-02-01      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue                                                                             | New York City Transitional Finance Authority Future Tax Secured Revenue, Series 2026, RB                                                               | CUSIP: 64972JZY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10123.42     | 0.00%             | 2031-02-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Nebraska Investment Finance Authority                                                                                                               | Nebraska Investment Finance Authority, Series 2026, RB                                                                                                 | CUSIP: 63968XFC4<br>LEI: 549300OIIXIM3SRZWK33 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101862.98    | 0.01%             | 2034-09-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Denver City & County School District No. 1                                                                                                          | Denver City & County School District No. 1, Series 2013 B, Ref. COP                                                                                    | CUSIP: 249218BC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1005000 | PA      | $995113.61    | 0.09%             | 2037-12-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp.                                                                                                                  | Grand Parkway Transportation Corp., Series 2013, RB                                                                                                    | CUSIP: 38611TAV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $257283.25    | 0.02%             | 2042-10-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                                                                                             | South Carolina Public Service Authority, Series 2013, RB                                                                                               | CUSIP: 837151JB6<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53670.79     | 0.01%             | 2041-12-01      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                                                                                   | State of Illinois, Series 2013, GO Bonds                                                                                                               | CUSIP: 452152UP4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   1245833 | PA      | $1305894.34   | 0.12%             | 2038-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2010, RB                                                                                                                  | CUSIP: 25477GER2<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10080.78     | 0.00%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, Series 2014, RB                                                                                      | CUSIP: 73358WRP1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    140000 | PA      | $136814.99    | 0.01%             | 2046-08-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2014, RB                                                                                                                   | CUSIP: 452227JN2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    125667 | PA      | $126088.69    | 0.01%             | 2038-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                               | Houston (City of), TX, Series 2014 B, RB                                                                                                               | CUSIP: 4424355B5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1154453.84   | 0.11%             | 2028-05-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority (Green Bonds)                                                                                          | District of Columbia Water & Sewer Authority (Green Bonds), Series 2014 A, RB                                                                          | CUSIP: 254845JZ4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |   1630000 | PA      | $1445651.40   | 0.14%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| University of North Carolina at Chapel Hill                                                                                                         | University of North Carolina at Chapel Hill, Series 2014, RB                                                                                           | CUSIP: 914713K68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1375000 | PA      | $1356470.64   | 0.13%             | 2034-12-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ohio State University (The)                                                                                                                         | Ohio State University (The), Series 2014, RB                                                                                                           | CUSIP: 677704A65<br>LEI: 549300P1K3IH2L5SFY61 | Long             | DBT              | MUN               | US        |    950000 | PA      | $921204.55    | 0.09%             | 2114-12-01      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2010 B, RB                                                                                                         | CUSIP: 13077CTL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    850000 | PA      | $926927.64    | 0.09%             | 2041-11-01      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Camden (County of), NJ Improvement Authority (The)                                                                                                  | Camden (County of), NJ Improvement Authority (The), Series 2010, RB                                                                                    | CUSIP: 13281NLY6<br>LEI: 549300UTQBT9ZE0QFB15 | Long             | DBT              | MUN               | US        |     55000 | PA      | $63692.73     | 0.01%             | 2040-02-15      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Central Washington University  (Build America Bonds)                                                                                                | Central Washington University  (Build America Bonds), Series 2010, RB                                                                                  | CUSIP: 155839DL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $61352.84     | 0.01%             | 2040-05-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| State of Colorado                                                                                                                                   | State of Colorado, Series 2009, COP                                                                                                                    | CUSIP: 196711LZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $110764.96    | 0.01%             | 2039-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| County of Cook IL                                                                                                                                   | County of Cook IL, Series 2009, GO Bonds                                                                                                               | CUSIP: 213185BP5<br>LEI: 5493004UMR7OX4YITE10 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10774.58     | 0.00%             | 2031-11-15      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| Detroit City School District                                                                                                                        | Detroit City School District, Series 2009, GO Bonds                                                                                                    | CUSIP: 2511295D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $70422.67     | 0.01%             | 2039-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Du Page (County of), IL                                                                                                                             | Du Page (County of), IL, Series 2010, GO Bonds                                                                                                         | CUSIP: 262633PL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    385000 | PA      | $396397.27    | 0.04%             | 2029-01-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Georgia (State of)                                                                                                                                  | Georgia (State of), Series 2010, GO Bonds                                                                                                              | CUSIP: 373384RY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    950000 | PA      | $951077.78    | 0.09%             | 2026-10-01      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Horry (County of ), SC                                                                                                                              | Horry (County of ), SC, Series 2010, RB                                                                                                                | CUSIP: 44066MEB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $29531.89     | 0.00%             | 2040-07-01      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Municipal Electric Agency                                                                                                       | Illinois (State of) Municipal Electric Agency, Series 2009, RB                                                                                         | CUSIP: 452024GT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $304287.40    | 0.03%             | 2035-02-01      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| Illinois Municipal Electric Agency                                                                                                                  | Illinois Municipal Electric Agency, Series 2010, RB                                                                                                    | CUSIP: 452024HH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $76388.17     | 0.01%             | 2035-02-01      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2010, GO Bonds                                                                                                             | CUSIP: 452152DX6<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   1815000 | PA      | $1895835.93   | 0.18%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Indiana (State of) Finance Authority                                                                                                                | Indiana (State of) Finance Authority, Series 2009 B, RB                                                                                                | CUSIP: 455057SV2<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1360012.20   | 0.13%             | 2039-02-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| West Haymarket Joint Public Agency                                                                                                                  | West Haymarket Joint Public Agency, Series 2010, GO Bonds                                                                                              | CUSIP: 534366AK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5101.78      | 0.00%             | 2029-12-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Municipal Improvement Corp of Los Angeles                                                                                                           | Municipal Improvement Corp of Los Angeles, Series 2010, RB                                                                                             | CUSIP: 544587VG0<br>LEI: 549300ZJ0YLTZNSR8F57 | Long             | DBT              | MUN               | US        |    435000 | PA      | $540441.48    | 0.05%             | 2040-11-01      | Fixed         | 7.84%                 | No            |                  2 | On Loan: No      |
| Louisville and Jefferson County Metropolitan Sewer District                                                                                         | Louisville and Jefferson County Metropolitan Sewer District, Series 2009, RB                                                                           | CUSIP: 546589QW5<br>LEI: 5493004O4I11L8BK0A22 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16535.29     | 0.00%             | 2040-05-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                                                                                           | Commonwealth of Massachusetts Transportation Fund Revenue, Series 2010, RB                                                                             | CUSIP: 57604TAC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1033498.30   | 0.10%             | 2030-06-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Memphis (City of), TN                                                                                                                               | Memphis (City of), TN, Series 2010, GO Bonds                                                                                                           | CUSIP: 586145XF6<br>LEI: 254900N4APYJWTAF5J46 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1101049.70   | 0.10%             | 2034-07-01      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Missouri Joint Municipal Electric Utility Commission                                                                                                | Missouri Joint Municipal Electric Utility Commission, Series 2009, RB                                                                                  | CUSIP: 606092EF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $24350.52     | 0.00%             | 2039-01-01      | Fixed         | 7.73%                 | No            |                  2 | On Loan: No      |
| Missouri Joint Municipal Electric Utility Commission                                                                                                | Missouri Joint Municipal Electric Utility Commission, Series 2010, RB                                                                                  | CUSIP: 606092FD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $42061.84     | 0.00%             | 2042-01-01      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2010 H-1, GO Bonds                                                                                                      | CUSIP: 64966HYW4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    450000 | PA      | $454006.31    | 0.04%             | 2027-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Northern Illinois Municipal Power Agency                                                                                                            | Northern Illinois Municipal Power Agency, Series 2009, RB                                                                                              | CUSIP: 665250BW5<br>LEI: VWCV6ROJUT9NS55JU583 | Long             | DBT              | MUN               | US        |    190000 | PA      | $207666.90    | 0.02%             | 2039-01-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Northern Illinois Municipal Power Agency                                                                                                            | Northern Illinois Municipal Power Agency, Series 2010, RB                                                                                              | CUSIP: 665250BY1<br>LEI: VWCV6ROJUT9NS55JU583 | Long             | DBT              | MUN               | US        |     80000 | PA      | $95009.18     | 0.01%             | 2040-01-01      | Fixed         | 7.82%                 | No            |                  2 | On Loan: No      |
| Oklahoma Municipal Power Authority                                                                                                                  | Oklahoma Municipal Power Authority, Series 2010, RB                                                                                                    | CUSIP: 67910HMS6<br>LEI: 54930074Q1M8747DCS20 | Long             | DBT              | MUN               | US        |     95000 | PA      | $105263.81    | 0.01%             | 2040-01-01      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| Oregon (State of)                                                                                                                                   | Oregon (State of), Series 2010, GO Bonds                                                                                                               | CUSIP: 68608KA32<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20781.43     | 0.00%             | 2039-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Paso Robles Joint Unified School District                                                                                                           | Paso Robles Joint Unified School District, Series 2010, GO Bonds                                                                                       | CUSIP: 70262RCE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $11303.36     | 0.00%             | 2040-09-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Economic Development Financing Authority                                                                             | Pennsylvania (Commonwealth of) Economic Development Financing Authority, Series 2010, RB                                                               | CUSIP: 70869PFT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1195000 | PA      | $1329399.74   | 0.13%             | 2039-06-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| School District of Philadelphia (The)                                                                                                               | School District of Philadelphia (The), Series 2010, GO Bonds                                                                                           | CUSIP: 717883KL5<br>LEI: 254900HSKDHZKBZCUL90 | Long             | DBT              | MUN               | US        |     35000 | PA      | $38577.27     | 0.00%             | 2040-06-01      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| Public Power Generation Agency                                                                                                                      | Public Power Generation Agency, Series 2009, RB                                                                                                        | CUSIP: 744434CW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    465000 | PA      | $525627.17    | 0.05%             | 2041-01-01      | Fixed         | 7.24%                 | No            |                  2 | On Loan: No      |
| Pueblo (City of), CO (Green Bonds)                                                                                                                  | Pueblo (City of), CO (Green Bonds), Series 2009, COP                                                                                                   | CUSIP: 744829BV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $11302.67     | 0.00%             | 2039-09-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Regional Transportation Authority                                                                                               | Illinois (State of) Regional Transportation Authority, Series 2010, RB                                                                                 | CUSIP: 759911S68<br>LEI: 549300FOIPI62F5YFO59 | Long             | DBT              | MUN               | US        |    500000 | PA      | $530061.35    | 0.05%             | 2035-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                                                                                          | Rutgers The State University of New Jersey, Series 2010 H, RB                                                                                          | CUSIP: 783186NJ4<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |    570000 | PA      | $581229.23    | 0.05%             | 2029-05-01      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Santa Ana Unified School District                                                                                                                   | Santa Ana Unified School District, Series 2010, GO Bonds                                                                                               | CUSIP: 801155VL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5441.77      | 0.00%             | 2030-08-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| South Central Connecticut Regional Water Authority                                                                                                  | South Central Connecticut Regional Water Authority, Series 2010 A, RB                                                                                  | CUSIP: 837227H91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1595000 | PA      | $1773221.63   | 0.17%             | 2040-08-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| South Jersey Port Corp.                                                                                                                             | South Jersey Port Corp., Series 2009, RB                                                                                                               | CUSIP: 838530MZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15846.33     | 0.00%             | 2029-01-01      | Fixed         | 7.07%                 | No            |                  2 | On Loan: No      |
| South Jersey Transportation Authority                                                                                                               | South Jersey Transportation Authority, Series 2009, RB                                                                                                 | CUSIP: 838536ER7<br>LEI: 549300W8SZI2CAOKT956 | Long             | DBT              | MUN               | US        |     95000 | PA      | $106489.66    | 0.01%             | 2038-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| West Kern Water District                                                                                                                            | West Kern Water District, Series 2010, COP                                                                                                             | CUSIP: 95354PAM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5588.60      | 0.00%             | 2040-06-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2015, RB                                                                                                              | CUSIP: 91412GXE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3540000 | PA      | $3334893.46   | 0.31%             | 2045-05-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2015 AQ, RB                                                                                                           | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2677000 | PA      | $2287457.95   | 0.22%             | 2115-05-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, Series 2015, RB                                                                                      | CUSIP: 73358WXP4<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   1785000 | PA      | $1733233.57   | 0.16%             | 2045-06-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL                                                                                                                               | Chicago (City of), IL, Series 2015 B, GO Bonds                                                                                                         | CUSIP: 167486VV8<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |   1901000 | PA      | $2067239.98   | 0.19%             | 2033-01-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Kansas (State of) Development Finance Authority                                                                                                     | Kansas (State of) Development Finance Authority, Series 2015 H, RB                                                                                     | CUSIP: 485429Z64<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1430083.48   | 0.13%             | 2037-04-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Kansas (State of) Development Finance Authority                                                                                                     | Kansas (State of) Development Finance Authority, Series 2015 H, RB                                                                                     | CUSIP: 485429Z72<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |   1900000 | PA      | $1913269.60   | 0.18%             | 2045-04-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Cobb-Marietta Coliseum & Exhibit Hall Authority                                                                                                     | Cobb-Marietta Coliseum & Exhibit Hall Authority, Series 2015, RB                                                                                       | CUSIP: 190760HT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $47851.34     | 0.00%             | 2047-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sacramento County Public Financing Authority                                                                                                        | Sacramento County Public Financing Authority, Series 2015, RB                                                                                          | CUSIP: 78605QAJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $37277.11     | 0.00%             | 2050-04-01      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-30

**Name of Applicant:** Invesco Exchange-Traded Fund Trust II

**Signature:** Adrien Deberghes

**Name of Signer:** Adrien Deberghes

**Title:** Vice President