# EDGAR Filing Document

**Accession Number:** 0001657201
**File Stem:** 0001657201-26-000374
**Filing Date:** 2026-4
**Character Count:** 1292017
**Document Hash:** 8a9c2d3a84877296379640fcbbe11d90
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001657201-26-000374.hdr.sgml**: 20260428

**ACCESSION NUMBER**: 0001657201-26-000374

**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 Self-Indexed Fund Trust
- **CENTRAL INDEX KEY:** 0001657201

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23304
- **FILM NUMBER:** 26906759

**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 Self-Indexed Fund Trust
- **DATE OF NAME CHANGE:** 20151030

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PowerShares Exchange-Traded Fund Trust III
- **DATE OF NAME CHANGE:** 20151030

## Series and Classes Contracts Data

### Invesco BulletShares 2026 Municipal Bond ETF (Series ID: S000062848)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000203495 | Invesco BulletShares 2026 Municipal Bond ETF | BSMQ            |

## 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 Self-Indexed Fund Trust

- **b. Investment Company Act file number:** 811-23304

- **c. CIK number of Registrant:** 0001657201

- **d. LEI of Registrant:** 549300U103VG1ABIOE62

- **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 BulletShares 2026 Municipal Bond ETF

- **b. EDGAR series identifier (if any):** S000062848

- **c. LEI of Series:** 549300MW9BHL004NMY73

**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:** $296014589.30

**Total Liabilities:** $529068.13

**Net Assets:** $295485521.17

**Cash Not Reported:** $6307870.81

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -6830.77613746 | **1-Year:** -6439.51443966 | **5-Year:** -3094.94951304 | **10-Year:** -3583.49764175 | **30-Year:** -483.12777126

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

- **3-Month:** -2.65997405 | **1-Year:** -7.12360495 | **5-Year:** -16.90204401 | **10-Year:** -45.28320293 | **30-Year:** -9.53234452

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000203495 | 0.26%                | 0.36%                | 0.27%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5257.46                 | $-293938.42                                |
| Month 2  | $-85130.22               | $618799.15                                 |
| Month 3  | $-3119.38                | $489325.79                                 |

### Schedule of Portfolio Investments

| Name                                                                                                                                                | Title                                                                                                                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Sandy Springs (City of), GA Public Facilities Authority (City Center)                                                                               | Sandy Springs (City of), GA Public Facilities Authority (City Center), Series 2015, RB                                                                | CUSIP: 80036RAW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $130623.12    | 0.04%             | 2026-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2015, Ref. GO Bonds                                                                                                     | CUSIP: 13063CXB1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     75000 | PA      | $75037.43     | 0.03%             | 2030-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sandy Springs (City of), GA Public Facilities Authority (City Center)                                                                               | Sandy Springs (City of), GA Public Facilities Authority (City Center), Series 2015, RB                                                                | CUSIP: 80036RBA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20063.42     | 0.01%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Miami Beach (City of), FL                                                                                                                           | Miami Beach (City of), FL, Series 2015, RB                                                                                                            | CUSIP: 593235GV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $55046.38     | 0.02%             | 2045-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Suffolk (County of), NY Water Authority                                                                                                             | Suffolk (County of), NY Water Authority, Series 2015, Ref. RB                                                                                         | CUSIP: 864784EX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $220103.69    | 0.07%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                                                                                              | University of Michigan, Series 2015, RB                                                                                                               | CUSIP: 914455QB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $75168.18     | 0.03%             | 2026-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami (City of) & Dade (County of), FL School Board (The)                                                                                           | Miami (City of) & Dade (County of), FL School Board (The), Series 2015 D, Ref. COP                                                                    | CUSIP: 59333MU37<br>LEI: 549300J3U4QVT6U3O129 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30061.24     | 0.01%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Toll Highway Authority                                                                                                          | Illinois (State of) Toll Highway Authority, Series 2015 B, RB                                                                                         | CUSIP: 452252LC1<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |    260000 | PA      | $260466.60    | 0.09%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Toll Highway Authority                                                                                                          | Illinois (State of) Toll Highway Authority, Series 2015 B, RB                                                                                         | CUSIP: 452252LD9<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10017.52     | 0.00%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Toll Highway Authority                                                                                                          | Illinois (State of) Toll Highway Authority, Series 2015 B, RB                                                                                         | CUSIP: 452252LE7<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |   1120000 | PA      | $1122791.26   | 0.38%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2015 E, GO Bonds                                                                                              | CUSIP: 57582RFV3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50007.89     | 0.02%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Columbus (City of), OH                                                                                                                              | Columbus (City of), OH, Series 2015, Ref. RB                                                                                                          | CUSIP: 199561GR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1015000 | PA      | $1020770.68   | 0.35%             | 2032-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                                                                                              | University of Michigan, Series 2015, Ref. RB                                                                                                          | CUSIP: 914455QA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $75168.18     | 0.03%             | 2026-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Health Care Facilities Financing Authority (Princeton HealthCare System)                                                      | New Jersey (State of) Health Care Facilities Financing Authority (Princeton HealthCare System), Series 2016 A, Ref. RB                                | CUSIP: 64579F8G1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100618.35    | 0.03%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Public Service Authority                                                                                                  | South Carolina (State of) Public Service Authority, Series 2016 A, Ref. RB                                                                            | CUSIP: 837151QA0<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25135.20     | 0.01%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of) Public Finance Authority (KU Campus Development Corp. -Central District Development)                                           | Wisconsin (State of) Public Finance Authority (KU Campus Development Corp. -Central District Development), Series 2016, RB                            | CUSIP: 74444YAV6<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    200000 | PA      | $200178.16    | 0.07%             | 2041-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Public Service Authority                                                                                                  | South Carolina (State of) Public Service Authority, Series 2016 A, Ref. RB                                                                            | CUSIP: 837151PS2<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |     95000 | PA      | $95484.55     | 0.03%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Public Service Authority                                                                                                  | South Carolina (State of) Public Service Authority, Series 2016 A, Ref. RB                                                                            | CUSIP: 837151PT0<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |    170000 | PA      | $170818.82    | 0.06%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana (State of) Municipal Power Agency                                                                                                           | Indiana (State of) Municipal Power Agency, Series 2016 A, Ref. RB                                                                                     | CUSIP: 454898TX5<br>LEI: AX0ZCCVOQ71Z4RXBL233 | Long             | DBT              | MUN               | US        |    530000 | PA      | $532859.56    | 0.18%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority                                                                                                        | District of Columbia Water & Sewer Authority, Series 2016 A, Ref. RB                                                                                  | CUSIP: 254845MR8<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5007.61      | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vermont (State of) Educational & Health Buildings Financing Agency (University of Vermont Medical Center)                                           | Vermont (State of) Educational & Health Buildings Financing Agency (University of Vermont Medical Center), Series 2016 A, Ref. RB                     | CUSIP: 924166HJ3<br>LEI: 549300ZC1ZW1EUIIV708 | Long             | DBT              | MUN               | US        |     80000 | PA      | $80264.87     | 0.03%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                                                                | Triborough Bridge & Tunnel Authority, Series 2016 A, Ref. RB                                                                                          | CUSIP: 89602N5P5<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    285000 | PA      | $285748.18    | 0.10%             | 2041-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                                                                | Triborough Bridge & Tunnel Authority, Series 2016 A, Ref. RB                                                                                          | CUSIP: 89602N5Q3<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    300000 | PA      | $300548.10    | 0.10%             | 2046-11-15      | Fixed         | 5.00%                 | 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 2016 A, Ref. RB                                 | CUSIP: 79766DGB9<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40193.73     | 0.01%             | 2026-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Toll Highway Authority                                                                                                          | Illinois (State of) Toll Highway Authority, Series 2016 A, Ref. RB                                                                                    | CUSIP: 452252LF4<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |    175000 | PA      | $175186.94    | 0.06%             | 2031-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Toll Highway Authority                                                                                                          | Illinois (State of) Toll Highway Authority, Series 2016 A, Ref. RB                                                                                    | CUSIP: 452252LG2<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |    295000 | PA      | $295777.03    | 0.10%             | 2032-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Toll Highway Authority                                                                                                          | Illinois (State of) Toll Highway Authority, Series 2016 A, Ref. RB                                                                                    | CUSIP: 452252LH0<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |    190000 | PA      | $190392.31    | 0.06%             | 2031-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana (State of) Municipal Power Agency                                                                                                           | Indiana (State of) Municipal Power Agency, Series 2016 A, Ref. RB                                                                                     | CUSIP: 454898TT4<br>LEI: AX0ZCCVOQ71Z4RXBL233 | Long             | DBT              | MUN               | US        |     55000 | PA      | $55488.85     | 0.02%             | 2033-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana (State of) Municipal Power Agency                                                                                                           | Indiana (State of) Municipal Power Agency, Series 2016 A, Ref. RB                                                                                     | CUSIP: 454898TU1<br>LEI: AX0ZCCVOQ71Z4RXBL233 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35302.91     | 0.01%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana (State of) Municipal Power Agency                                                                                                           | Indiana (State of) Municipal Power Agency, Series 2016 A, Ref. RB                                                                                     | CUSIP: 454898TV9<br>LEI: AX0ZCCVOQ71Z4RXBL233 | Long             | DBT              | MUN               | US        |    260000 | PA      | $262172.14    | 0.09%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana Municipal Power Agency                                                                                                                      | Indiana Municipal Power Agency, Series 2016, RB                                                                                                       | CUSIP: 454898TW7<br>LEI: AX0ZCCVOQ71Z4RXBL233 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40316.84     | 0.01%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana (State of) Municipal Power Agency                                                                                                           | Indiana (State of) Municipal Power Agency, Series 2016 A, Ref. RB                                                                                     | CUSIP: 454898TY3<br>LEI: AX0ZCCVOQ71Z4RXBL233 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30224.65     | 0.01%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Development Finance Agency (Partners Healthcare System)                                                             | Massachusetts (Commonwealth of) Development Finance Agency (Partners Healthcare System), Series 2016, Ref. RB                                         | CUSIP: 57584XJF9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    200000 | PA      | $201163.72    | 0.07%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southwestern Illinois Development Authority (Southwestern Illinois Prevention District Council)                                                     | Southwestern Illinois Development Authority (Southwestern Illinois Prevention District Council), Series 2016 B, RB                                    | CUSIP: 84552YPX3<br>LEI: 549300B1KLLJ8NU5XK71 | Long             | DBT              | MUN               | US        |    285000 | PA      | $285079.60    | 0.10%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                                                                | Triborough Bridge & Tunnel Authority, Series 2016 A, Ref. RB                                                                                          | CUSIP: 89602N5J9<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    500000 | PA      | $502318.15    | 0.17%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Guam Government Waterworks Authority                                                                                                                | Guam Government Waterworks Authority, Series 2016, RB                                                                                                 | CUSIP: 40065FCH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50090.16     | 0.02%             | 2046-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2016 C, Ref. GO Bonds                                                                                                  | CUSIP: 64966L4L2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     65000 | PA      | $65141.47     | 0.02%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority                                                                                                        | District of Columbia Water & Sewer Authority, Series 2016 A, Ref. RB                                                                                  | CUSIP: 254845MN7<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |     65000 | PA      | $65113.91     | 0.02%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| King (County of), WA                                                                                                                                | King (County of), WA, Series 2016 A, Ref. RB                                                                                                          | CUSIP: 4952893K4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $265067.44    | 0.09%             | 2038-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of King WA Sewer Revenue                                                                                                                     | County of King WA Sewer Revenue, Series 2016, RB                                                                                                      | CUSIP: 4952893M0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $60014.84     | 0.02%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Development Finance Agency                                                                                          | Massachusetts (Commonwealth of) Development Finance Agency, Series 2016 I, Ref. RB                                                                    | CUSIP: 57584XJZ5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25138.88     | 0.01%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                                 | Metropolitan Transportation Authority (Green Bonds), Series 2016 A-1, RB                                                                              | CUSIP: 59261ACW5<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    375000 | PA      | $375243.83    | 0.13%             | 2026-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Miami (City of) & Dade (County of), FL School Board (The)                                                                                           | Miami (City of) & Dade (County of), FL School Board (The), Series 2016 A, Ref. COP                                                                    | CUSIP: 59333MQ81<br>LEI: 549300J3U4QVT6U3O129 | Long             | DBT              | MUN               | US        |    130000 | PA      | $130538.51    | 0.04%             | 2032-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rhode Island (State of) Turnpike & Bridge Authority                                                                                                 | Rhode Island (State of) Turnpike & Bridge Authority, Series 2016 A, Ref. RB                                                                           | CUSIP: 762322AX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    330000 | PA      | $330339.77    | 0.11%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Public Service Authority                                                                                                  | South Carolina (State of) Public Service Authority, Series 2016 A, Ref. RB                                                                            | CUSIP: 837151PM5<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |    150000 | PA      | $150951.12    | 0.05%             | 2031-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                                                                                             | South Carolina Public Service Authority, Series 2016, RB                                                                                              | CUSIP: 837151PP8<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20119.46     | 0.01%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Public Service Authority                                                                                                  | South Carolina (State of) Public Service Authority, Series 2016 A, Ref. RB                                                                            | CUSIP: 837151PQ6<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |    240000 | PA      | $241376.11    | 0.08%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Florida Water Management District                                                                                                             | South Florida Water Management District, Series 2016, Ref. COP                                                                                        | CUSIP: 83786PCS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $75128.97     | 0.03%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Florida Water Management District                                                                                                             | South Florida Water Management District, Series 2016, Ref. COP                                                                                        | CUSIP: 83786PCT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10016.05     | 0.00%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Florida Water Management District                                                                                                             | South Florida Water Management District, Series 2016, Ref. COP                                                                                        | CUSIP: 83786PCU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100150.60    | 0.03%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Florida Water Management District                                                                                                             | South Florida Water Management District, Series 2016, Ref. COP                                                                                        | CUSIP: 83786PCV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $70100.24     | 0.02%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Educational Facilities Authority (Pepperdine University)                                                                      | California (State of) Educational Facilities Authority (Pepperdine University), Series 2016, Ref. RB                                                  | CUSIP: 130179FU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20049.13     | 0.01%             | 2026-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2016, Ref. GO Bonds                                                                                                     | CUSIP: 13063CC40<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     65000 | PA      | $65887.51     | 0.02%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                                 | State of California, Series 2016, GO Bonds                                                                                                            | CUSIP: 13063CZZ6<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     80000 | PA      | $80445.60     | 0.03%             | 2035-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2016, GO Bonds                                                                                                          | CUSIP: 13063CZU7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    180000 | PA      | $181050.73    | 0.06%             | 2045-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lancaster (County of), PA Hospital Authority (University of Pennsylvania)                                                                           | Lancaster (County of), PA Hospital Authority (University of Pennsylvania), Series 2016 A, Ref. RB                                                     | CUSIP: 514045M26<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $140864.88    | 0.05%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Lucile Salter Packard Children's Hospital at Stanford)                                 | California (State of) Health Facilities Financing Authority (Lucile Salter Packard Children's Hospital at Stanford), Series 2016 B, RB                | CUSIP: 13032UDC9<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    150000 | PA      | $150584.28    | 0.05%             | 2055-08-15      | Fixed         | 5.00%                 | 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: 592041WF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $151018.82    | 0.05%             | 2035-07-01      | Fixed         | 5.00%                 | 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: 592041WE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $211713.66    | 0.07%             | 2031-07-01      | Fixed         | 5.00%                 | 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: 592041WG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5023.48      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denver (City & County of), CO                                                                                                                       | Denver (City & County of), CO, Series 2016 A, Ref. RB                                                                                                 | CUSIP: 24917DAT0<br>LEI: MMTY7HA2MSCBUO4F7J71 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60325.99     | 0.02%             | 2044-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2016, GO Bonds                                                                                                          | CUSIP: 13063CA26<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     80000 | PA      | $80605.91     | 0.03%             | 2031-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                                                                                               | Metropolitan Transportation Authority, Series 2016 A, Ref. RB                                                                                         | CUSIP: 59259N2L6<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    150000 | PA      | $153021.81    | 0.05%             | 2031-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2016, GO Bonds                                                                                                          | CUSIP: 13063CA34<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    105000 | PA      | $105756.17    | 0.04%             | 2032-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                                 | State of California, Series 2016, GO Bonds                                                                                                            | CUSIP: 13063CC57<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50657.79     | 0.02%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2016, Ref. GO Bonds                                                                                                     | CUSIP: 13063CC65<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    200000 | PA      | $202551.48    | 0.07%             | 2036-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Subseries 2018, Ref. GO Bonds                                                                                                  | CUSIP: 13063CD80<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    120000 | PA      | $120807.22    | 0.04%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2016, Ref. GO Bonds                                                                                                     | CUSIP: 13063CD98<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    775000 | PA      | $779713.47    | 0.26%             | 2034-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2016, Ref. GO Bonds                                                                                                     | CUSIP: 13063CE22<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    110000 | PA      | $110612.70    | 0.04%             | 2035-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2016, Ref. GO Bonds                                                                                                     | CUSIP: 13063CE30<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    115000 | PA      | $115538.07    | 0.04%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Subseries 2018, Ref. GO Bonds                                                                                                  | CUSIP: 13063CF39<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    120000 | PA      | $120864.19    | 0.04%             | 2032-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2016, GO Bonds                                                                                                          | CUSIP: 13063CZY9<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    180000 | PA      | $181296.29    | 0.06%             | 2032-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2016 A, GO Bonds                                                                                                       | CUSIP: 20772JU34<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15007.76     | 0.01%             | 2035-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2016 A, GO Bonds                                                                                                       | CUSIP: 20772JU42<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15006.33     | 0.01%             | 2036-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Erie (City & County of), PA Water Authority                                                                                                         | Erie (City & County of), PA Water Authority, Series 2016, Ref. RB                                                                                     | CUSIP: 295542MW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $81616.90     | 0.03%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Halifax Hospital Medical Center                                                                                                                     | Halifax Hospital Medical Center, Series 2016, Ref. RB                                                                                                 | CUSIP: 405815LG4<br>LEI: 549300H6HDJUXLEMUW23 | Long             | DBT              | MUN               | US        |    500000 | PA      | $502026.05    | 0.17%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hampton Roads Sanitation District                                                                                                                   | Hampton Roads Sanitation District, Series 2016 A, Ref. RB                                                                                             | CUSIP: 409327HR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40481.50     | 0.01%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                               | Houston (City of), TX, Series 2016 B, Ref. RB                                                                                                         | CUSIP: 44244CGP6<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |    385000 | PA      | $388397.78    | 0.13%             | 2031-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Combined Utility System Revenue                                                                                                  | City of Houston TX Combined Utility System Revenue, Series 2016, RB                                                                                   | CUSIP: 44244CGS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $188245.57    | 0.06%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Combined Utility System Revenue                                                                                                  | City of Houston TX Combined Utility System Revenue, Series 2016, RB                                                                                   | CUSIP: 44244CGT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $66091.64     | 0.02%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                               | Houston (City of), TX, Series 2016 B, Ref. RB                                                                                                         | CUSIP: 44244CGU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50796.60     | 0.02%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                               | Houston (City of), TX, Series 2016 B, Ref. RB                                                                                                         | CUSIP: 44244CGY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5018.90      | 0.00%             | 2037-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Combined Utility System Revenue                                                                                                  | City of Houston TX Combined Utility System Revenue, Series 2016, RB                                                                                   | CUSIP: 44244CGZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35224.59     | 0.01%             | 2038-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Public Works Financing Authority                                                                                        | Los Angeles (County of), CA Public Works Financing Authority, Series 2016 D, RB                                                                       | CUSIP: 54473EST2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $235079.17    | 0.08%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2016 A, Ref. GO Bonds                                                                                         | CUSIP: 57582RHK5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     55000 | PA      | $55533.27     | 0.02%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2016 A, Ref. GO Bonds                                                                                         | CUSIP: 57582RHL3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50478.19     | 0.02%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Atlanta Rapid Transit Authority                                                                                                        | Metropolitan Atlanta Rapid Transit Authority, Series 2016 B, Ref. RB                                                                                  | CUSIP: 591745Y40<br>LEI: 5493006NVWO3NVLK0F49 | Long             | DBT              | MUN               | US        |    130000 | PA      | $131272.21    | 0.04%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Atlanta Rapid Transit Authority                                                                                                        | Metropolitan Atlanta Rapid Transit Authority, Series 2016 B, Ref. RB                                                                                  | CUSIP: 591745Y57<br>LEI: 5493006NVWO3NVLK0F49 | Long             | DBT              | MUN               | US        |    105000 | PA      | $106027.55    | 0.04%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Atlanta Rapid Transit Authority                                                                                                        | Metropolitan Atlanta Rapid Transit Authority, Series 2016 B, Ref. RB                                                                                  | CUSIP: 591745Y65<br>LEI: 5493006NVWO3NVLK0F49 | Long             | DBT              | MUN               | US        |     70000 | PA      | $70685.03     | 0.02%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Atlanta Rapid Transit Authority                                                                                                        | Metropolitan Atlanta Rapid Transit Authority, Series 2016 B, Ref. RB                                                                                  | CUSIP: 591745Y81<br>LEI: 5493006NVWO3NVLK0F49 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35342.52     | 0.01%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority Dedicated Tax Fund                                                                                            | Metropolitan Transportation Authority Dedicated Tax Fund, Series 2016, RB                                                                             | CUSIP: 59259N2U6<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30589.03     | 0.01%             | 2032-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                                                                                               | Metropolitan Transportation Authority, Series 2016 A, Ref. RB                                                                                         | CUSIP: 59259N2W2<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20370.34     | 0.01%             | 2034-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                                                                                               | Metropolitan Transportation Authority, Series 2016 A, Ref. RB                                                                                         | CUSIP: 59259N2X0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     80000 | PA      | $81419.84     | 0.03%             | 2035-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2016 C, Ref. GO Bonds                                                                                                  | CUSIP: 64966L4P3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30064.58     | 0.01%             | 2031-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2016 C, Ref. GO Bonds                                                                                                  | CUSIP: 64966L4T5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10004.26     | 0.00%             | 2035-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                            | New York (City of), NY Municipal Water Finance Authority, Series 2016 A, Ref. RB                                                                      | CUSIP: 64972GJZ8<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    125000 | PA      | $125681.79    | 0.04%             | 2032-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                            | New York (City of), NY Municipal Water Finance Authority, Subseries 2016 CC-1, Ref. RB                                                                | CUSIP: 64972GKF0<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    420000 | PA      | $427573.19    | 0.14%             | 2037-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                            | New York (City of), NY Municipal Water Finance Authority, Subseries 2016 CC-1, Ref. RB                                                                | CUSIP: 64972GKG8<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    475000 | PA      | $483117.32    | 0.16%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                            | New York (City of), NY Municipal Water Finance Authority, Subseries 2016, Ref. RB                                                                     | CUSIP: 64972GKH6<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101019.46    | 0.03%             | 2033-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                            | New York (City of), NY Municipal Water Finance Authority, Subseries 2016 B, Ref. RB                                                                   | CUSIP: 64972GKL7<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    135000 | PA      | $137662.93    | 0.05%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2016 A, Ref. RB                                                                                        | CUSIP: 650035U63<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15030.62     | 0.01%             | 2032-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2016 A, Ref. RB                                                                                        | CUSIP: 650035U89<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    225000 | PA      | $225423.56    | 0.08%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2016 A, Ref. RB                                                                                        | CUSIP: 650035U97<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    325000 | PA      | $325586.01    | 0.11%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oregon (State of) (Article XI-G OHSU)                                                                                                               | Oregon (State of) (Article XI-G OHSU), Series 2016 C, GO Bonds                                                                                        | CUSIP: 68609BRG4<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100807.50    | 0.03%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Fordham University)                                                                                        | New York (State of) Dormitory Authority (Fordham University), Series 2016 A, Ref. RB                                                                  | CUSIP: 64990BD91<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25100.21     | 0.01%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2016 AR, Ref. RB                                                                                                     | CUSIP: 91412GJ30<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $270427.06    | 0.09%             | 2046-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Stadium Authority (Baltimore City Public Schools)                                                                               | Maryland (State of) Stadium Authority (Baltimore City Public Schools), Series 2016, RB                                                                | CUSIP: 574296AX7<br>LEI: 549300VA283TTQRDNF71 | Long             | DBT              | MUN               | US        |    615000 | PA      | $617886.26    | 0.21%             | 2026-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Stadium Authority (Baltimore City Public Schools)                                                                               | Maryland (State of) Stadium Authority (Baltimore City Public Schools), Series 2016, RB                                                                | CUSIP: 574296AW9<br>LEI: 549300VA283TTQRDNF71 | Long             | DBT              | MUN               | US        |    310000 | PA      | $311454.86    | 0.11%             | 2026-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Stafford County Economic Development Authority                                                                                                      | Stafford County Economic Development Authority, Series 2016, RB                                                                                       | CUSIP: 852431BL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25145.95     | 0.01%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of) Health & Educational Facilities Authority (Ascension Health Credit Group)                                                      | Wisconsin (State of) Health & Educational Facilities Authority (Ascension Health Credit Group), Series 2016 A, Ref. RB                                | CUSIP: 97712DQV1<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |    370000 | PA      | $371153.22    | 0.13%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bayonne (City of), NJ                                                                                                                               | Bayonne (City of), NJ, Series 2016, Ref. GO Bonds                                                                                                     | CUSIP: 072887W24<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $141341.98    | 0.05%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Subseries 2018, Ref. GO Bonds                                                                                                  | CUSIP: 13063CS43<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    135000 | PA      | $136964.55    | 0.05%             | 2031-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2016, Ref. GO Bonds                                                                                                     | CUSIP: 13063CS50<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    180000 | PA      | $182583.45    | 0.06%             | 2032-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2016, Ref. GO Bonds                                                                                                     | CUSIP: 13063CS68<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     90000 | PA      | $90605.41     | 0.03%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2016, Ref. GO Bonds                                                                                                     | CUSIP: 13063CS76<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45273.69     | 0.02%             | 2034-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2016 A, Ref. RB                                                                                                   | CUSIP: 13077C3N2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $105515.51    | 0.04%             | 2031-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2016 A, Ref. RB                                                                                                   | CUSIP: 13077C3P7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $125594.93    | 0.04%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2016 A, Ref. RB                                                                                                   | CUSIP: 13077C3R3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $65117.36     | 0.02%             | 2034-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2016 A, Ref. RB                                                                                                   | CUSIP: 13077C3S1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20031.87     | 0.01%             | 2035-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2016 A, Ref. RB                                                                                                   | CUSIP: 13077C3T9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $55224.16     | 0.02%             | 2036-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2016 A, Ref. RB                                                                                                   | CUSIP: 13077C3U6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    430000 | PA      | $431408.90    | 0.15%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2016 A, Ref. RB                                                                                                   | CUSIP: 13077C4C5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $265617.19    | 0.09%             | 2045-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2016 A, Ref. RB                                                                                                   | CUSIP: 13077C4E1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $110139.36    | 0.04%             | 2037-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2016 A, Ref. RB                                                                                                   | CUSIP: 13077C4H4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10011.36     | 0.00%             | 2038-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Central Florida Expressway Authority                                                                                                                | Central Florida Expressway Authority, Series 2016, RB                                                                                                 | CUSIP: 153476AU0<br>LEI: 549300JL23Z3Z64M6K65 | Long             | DBT              | MUN               | US        |     65000 | PA      | $65162.51     | 0.02%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Houston Independent School District                                                                                                                 | Houston Independent School District, Series 2016 A, Ref. GO Bonds                                                                                     | CUSIP: 442403LF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10006.96     | 0.00%             | 2037-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Houston Independent School District                                                                                                                 | Houston Independent School District, Series 2016, GO Bonds                                                                                            | CUSIP: 442403LH2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20010.84     | 0.01%             | 2039-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Las Vegas Valley Water District                                                                                                                     | Las Vegas Valley Water District, Series 2016 A, Ref. GO Bonds                                                                                         | CUSIP: 517845AW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $176189.74    | 0.06%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Las Vegas Valley Water District                                                                                                                     | Las Vegas Valley Water District, Series 2016 A, Ref. GO Bonds                                                                                         | CUSIP: 517845AX1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $110747.84    | 0.04%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mesa (City of), AZ                                                                                                                                  | Mesa (City of), AZ, Series 2016, Ref. RB                                                                                                              | CUSIP: 590545WC9<br>LEI: 549300L1QYAKFHSIGE94 | Long             | DBT              | MUN               | US        |    120000 | PA      | $120506.41    | 0.04%             | 2031-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mesa (City of), AZ                                                                                                                                  | Mesa (City of), AZ, Series 2016, Ref. RB                                                                                                              | CUSIP: 590545WD7<br>LEI: 549300L1QYAKFHSIGE94 | Long             | DBT              | MUN               | US        |    575000 | PA      | $577319.78    | 0.20%             | 2032-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Miami (City of) & Dade (County of), FL School Board (The)                                                                                           | Miami (City of) & Dade (County of), FL School Board (The), Series 2016 C, Ref. COP                                                                    | CUSIP: 59333MV93<br>LEI: 549300J3U4QVT6U3O129 | Long             | DBT              | MUN               | US        |    145000 | PA      | $145040.28    | 0.05%             | 2033-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Orange (County of), FL Health Facilities Authority (Orlando Health Obligated Group)                                                                 | Orange (County of), FL Health Facilities Authority (Orlando Health Obligated Group), Series 2016 A, Ref. RB                                           | CUSIP: 68450LEN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20178.27     | 0.01%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orange (County of), FL School Board                                                                                                                 | Orange (County of), FL School Board, Series 2016 C, Ref. COP                                                                                          | CUSIP: 684517RW7<br>LEI: 549300SEFJ368NVQXL34 | Long             | DBT              | MUN               | US        |    530000 | PA      | $536247.22    | 0.18%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orange (County of), FL School Board                                                                                                                 | Orange (County of), FL School Board, Series 2016 C, Ref. COP                                                                                          | CUSIP: 684517RX5<br>LEI: 549300SEFJ368NVQXL34 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45530.42     | 0.02%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Jacinto Community College District                                                                                                              | San Jacinto Community College District, Series 2016 A, GO Bonds                                                                                       | CUSIP: 798025ML3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $205045.22    | 0.07%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Truckee Meadows Water Authority                                                                                                                     | Truckee Meadows Water Authority, Series 2016, Ref. RB                                                                                                 | CUSIP: 897825GR0<br>LEI: 549300GC367BYY1WT202 | Long             | DBT              | MUN               | US        |     80000 | PA      | $80761.50     | 0.03%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Minnesota                                                                                                                             | University of Minnesota, Series 2016 A, RB                                                                                                            | CUSIP: 914460PJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $60054.39     | 0.02%             | 2026-04-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Memphis (City of), TN                                                                                                                               | Memphis (City of), TN, Series 2015 A, Ref. GO Bonds                                                                                                   | CUSIP: 586145F41<br>LEI: 254900N4APYJWTAF5J46 | Long             | DBT              | MUN               | US        |    145000 | PA      | $145338.13    | 0.05%             | 2026-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2016 FB, GO Bonds                                                                                                           | CUSIP: 419792HT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $195296.26    | 0.07%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                               | Houston (City of), TX, Series 2016 A, Ref. GO Bonds                                                                                                   | CUSIP: 442331K60<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |    120000 | PA      | $120000.00    | 0.04%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Hope Cultural Education Facilities Finance Corp. (Cardinal Bay, Inc.)                                                                           | New Hope Cultural Education Facilities Finance Corp. (Cardinal Bay, Inc.), Series 2016, RB                                                            | CUSIP: 64542PAV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $91250.00     | 0.03%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Oregon                                                                                                                                | University of Oregon, Series 2016 A, RB                                                                                                               | CUSIP: 914767AB4<br>LEI: 549300FHOP2K4GYRPY40 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60132.08     | 0.02%             | 2026-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Austin (City of), TX                                                                                                                                | Austin (City of), TX, Series 2016, Ref. RB                                                                                                            | CUSIP: 052476V21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $151149.68    | 0.05%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Development Finance Agency (South Shore Hospital)                                                                   | Massachusetts (Commonwealth of) Development Finance Agency (South Shore Hospital), Series 2016 I, Ref. RB                                             | CUSIP: 57584XNN7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    270000 | PA      | $270287.52    | 0.09%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alameda Corridor Transportation Authority                                                                                                           | Alameda Corridor Transportation Authority, Series 2016, RB                                                                                            | CUSIP: 010869HA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40457.22     | 0.01%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alameda Corridor Transportation Authority                                                                                                           | Alameda Corridor Transportation Authority, Series 2016, RB                                                                                            | CUSIP: 010869HG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $106505.57    | 0.04%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2016, Ref. RB                                                                                         | CUSIP: 64990BU50<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    565000 | PA      | $565596.08    | 0.19%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL                                                                                                                               | Chicago (City of), IL, Series 1999, RB                                                                                                                | CUSIP: 167736E29<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $61058.81     | 0.02%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL                                                                                                                               | Chicago (City of), IL, Series 1999, RB                                                                                                                | CUSIP: 167736E37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $55886.35     | 0.02%             | 2029-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL                                                                                                                               | Chicago (City of), IL, Series 1999, RB                                                                                                                | CUSIP: 167736E45<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    415000 | PA      | $422277.81    | 0.14%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Municipal Improvement Corp of Los Angeles                                                                                                           | Municipal Improvement Corp of Los Angeles, Series 2016, RB                                                                                            | CUSIP: 544587K31<br>LEI: 549300ZJ0YLTZNSR8F57 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45605.72     | 0.02%             | 2036-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Toll Highway Authority                                                                                                          | Illinois (State of) Toll Highway Authority, Series 2016 B, RB                                                                                         | CUSIP: 452252LX5<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100678.07    | 0.03%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL                                                                                                                               | Chicago (City of), IL, Series 2004, Ref. RB                                                                                                           | CUSIP: 167736F69<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30538.41     | 0.01%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hudson County Improvement Authority (Hudson County Vocational - Technical Schools)                                                                  | Hudson County Improvement Authority (Hudson County Vocational - Technical Schools), Series 2016, RB                                                   | CUSIP: 443730MF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20056.62     | 0.01%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Finance Authority (Mercy Health Corp.)                                                                                          | Illinois (State of) Finance Authority (Mercy Health Corp.), Series 2016, Ref. RB                                                                      | CUSIP: 45204EBW7<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    305000 | PA      | $307111.76    | 0.10%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) School Building Authority                                                                                           | Massachusetts (Commonwealth of) School Building Authority, Series 2016, RB                                                                            | CUSIP: 576051NV4<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |    155000 | PA      | $156924.02    | 0.05%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Water Resources Authority (Green Bonds)                                                                             | Massachusetts (Commonwealth of) Water Resources Authority (Green Bonds), Series 2016 C, Ref. RB                                                       | CUSIP: 576051PG5<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |    495000 | PA      | $501144.44    | 0.17%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Water Resources Authority (Green Bonds)                                                                             | Massachusetts (Commonwealth of) Water Resources Authority (Green Bonds), Series 2016 C, Ref. RB                                                       | CUSIP: 576051PH3<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |    145000 | PA      | $146799.89    | 0.05%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Water Resources Authority (Green Bonds)                                                                             | Massachusetts (Commonwealth of) Water Resources Authority (Green Bonds), Series 2016 C, Ref. RB                                                       | CUSIP: 576051PJ9<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35434.46     | 0.01%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Water Resources Authority (Green Bonds)                                                                             | Massachusetts (Commonwealth of) Water Resources Authority (Green Bonds), Series 2016 C, Ref. RB                                                       | CUSIP: 576051PL4<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |    160000 | PA      | $161986.08    | 0.05%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Water Resources Authority (Green Bonds)                                                                             | Massachusetts (Commonwealth of) Water Resources Authority (Green Bonds), Series 2016 C, Ref. RB                                                       | CUSIP: 576051PP5<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |    280000 | PA      | $283475.64    | 0.10%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                                 | Metropolitan Transportation Authority (Green Bonds), Subseries 2016 B-1, RB                                                                           | CUSIP: 59259N3K7<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   1010000 | PA      | $1025311.20   | 0.35%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                                 | Metropolitan Transportation Authority (Green Bonds), Subseries 2016 B-1, RB                                                                           | CUSIP: 59259N3L5<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    225000 | PA      | $226574.66    | 0.08%             | 2046-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2016 A, Ref. GO Bonds                                                                                              | CUSIP: 59333FSV3<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20139.12     | 0.01%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mountain View Whisman School District (Election of 2012)                                                                                            | Mountain View Whisman School District (Election of 2012), Series 2016 B, GO Bonds                                                                     | CUSIP: 62451FHX1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $176868.14    | 0.06%             | 2026-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2016 E, Ref. GO Bonds                                                                                                  | CUSIP: 64966MBB4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     55000 | PA      | $55190.09     | 0.02%             | 2033-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                                    | Texas (State of), Series 2016, GO Bonds                                                                                                               | CUSIP: 882723Q36<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5007.65      | 0.00%             | 2043-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of) Health & Educational Facilities Authority (Medical College of Wisconsin)                                                       | Wisconsin (State of) Health & Educational Facilities Authority (Medical College of Wisconsin), Series 2016, Ref. RB                                   | CUSIP: 97712DPU4<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |     90000 | PA      | $90841.42     | 0.03%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of) Health & Educational Facilities Authority (Ascension Health Credit Group)                                                      | Wisconsin (State of) Health & Educational Facilities Authority (Ascension Health Credit Group), Series 2016 A, Ref. RB                                | CUSIP: 97712DQP4<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50078.13     | 0.02%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of) Health & Educational Facilities Authority (Ascension Health Credit Group)                                                      | Wisconsin (State of) Health & Educational Facilities Authority (Ascension Health Credit Group), Series 2016 A, Ref. RB                                | CUSIP: 97712DQS8<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |    135000 | PA      | $135283.76    | 0.05%             | 2033-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of) Health & Educational Facilities Authority (Ascension Health Credit Group)                                                      | Wisconsin (State of) Health & Educational Facilities Authority (Ascension Health Credit Group), Series 2016, Ref. RB                                  | CUSIP: 97712DQU3<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |    145000 | PA      | $145625.73    | 0.05%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of) Health & Educational Facilities Authority (Ascension Senior Credit Group)                                                      | Wisconsin (State of) Health & Educational Facilities Authority (Ascension Senior Credit Group), Series 2016, Ref. RB                                  | CUSIP: 97712DQY5<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |    165000 | PA      | $165670.46    | 0.06%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Missouri (State of) Highway & Transportation Commission                                                                                             | Missouri (State of) Highway & Transportation Commission, Series 2014 A, Ref. RB                                                                       | CUSIP: 60636WRK3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    305000 | PA      | $306456.83    | 0.10%             | 2026-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego (City of), CA Public Facilities Financing Authority                                                                                       | San Diego (City of), CA Public Facilities Financing Authority, Series 2015, Ref. RB                                                                   | CUSIP: 79730AJC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $120185.18    | 0.04%             | 2026-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Public Works Board                                                                                                            | California (State of) Public Works Board, Series 2015 F, Ref. RB                                                                                      | CUSIP: 13068LVM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35136.07     | 0.01%             | 2026-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fairfax (County of), VA Industrial Development Authority (Inova Health System)                                                                      | Fairfax (County of), VA Industrial Development Authority (Inova Health System), Series 2016, Ref. RB                                                  | CUSIP: 303823LQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20110.52     | 0.01%             | 2026-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania State University (The)                                                                                                                 | Pennsylvania State University (The), Series 2016 A, RB                                                                                                | CUSIP: 709235XF7<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |    300000 | PA      | $302299.41    | 0.10%             | 2041-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Statewide Communities Development Authority                                                                                              | California Statewide Communities Development Authority, Series 2016, RB                                                                               | CUSIP: 13080SMS0<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60243.97     | 0.02%             | 2046-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Statewide Communities Development Authority (John Muir Health)                                                                | California (State of) Statewide Communities Development Authority (John Muir Health), Series 2016 A, Ref. RB                                          | CUSIP: 13080SMT8<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30076.67     | 0.01%             | 2051-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                                                                                           | Indiana Finance Authority, Series 2016, RB                                                                                                            | CUSIP: 45505KBS8<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    165000 | PA      | $165996.60    | 0.06%             | 2046-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harris (County of), TX                                                                                                                              | Harris (County of), TX, Series 2016 A, Ref. RB                                                                                                        | CUSIP: 414005WM6<br>LEI: 549300G9BRP25M0W1S40 | Long             | DBT              | MUN               | US        |    135000 | PA      | $136530.91    | 0.05%             | 2032-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harris (County of), TX                                                                                                                              | Harris (County of), TX, Series 2016 A, Ref. RB                                                                                                        | CUSIP: 414005WN4<br>LEI: 549300G9BRP25M0W1S40 | Long             | DBT              | MUN               | US        |     85000 | PA      | $85929.19     | 0.03%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Infrastructure & Economic Development Bank                                                                                    | California (State of) Infrastructure & Economic Development Bank, Series 2016 A, RB                                                                   | CUSIP: 13034AMB3<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |     80000 | PA      | $80974.16     | 0.03%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority)                                                               | New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority), Series 2016 A, Ref. RB                                         | CUSIP: 64986DAW5<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |     55000 | PA      | $55286.16     | 0.02%             | 2026-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Newark (City of), NJ Housing Authority                                                                                                              | Newark (City of), NJ Housing Authority, Series 2016, Ref. RB                                                                                          | CUSIP: 65038HAN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $60785.03     | 0.02%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Imperial Irrigation District                                                                                                                        | Imperial Irrigation District, Series 2016 B-1, RB                                                                                                     | CUSIP: 452650HH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $80712.94     | 0.03%             | 2046-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                                                                                               | Metropolitan Transportation Authority, Series 2016 B, Ref. RB                                                                                         | CUSIP: 59261AFQ5<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     75000 | PA      | $76028.01     | 0.03%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                                                                                               | Metropolitan Transportation Authority, Series 2016 B, Ref. RB                                                                                         | CUSIP: 59261AFW2<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25361.79     | 0.01%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Infrastructure & Economic Development Bank                                                                                               | California Infrastructure & Economic Development Bank, Series 2016, RB                                                                                | CUSIP: 13034AMA5<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101792.10    | 0.03%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2016 A, GO Bonds                                                                                                         | CUSIP: 25476FSD1<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35237.95     | 0.01%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| El Paso (City of), TX                                                                                                                               | El Paso (City of), TX, Series 2016, GO Bonds                                                                                                          | CUSIP: 283734F71<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100685.21    | 0.03%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Municipal Improvement Corp. of Los Angeles (Real Property)                                                                                          | Municipal Improvement Corp. of Los Angeles (Real Property), Series 2016 B, Ref. RB                                                                    | CUSIP: 544587G93<br>LEI: 549300ZJ0YLTZNSR8F57 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101704.55    | 0.03%             | 2031-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Municipal Improvement Corp. of Los Angeles (Real Property)                                                                                          | Municipal Improvement Corp. of Los Angeles (Real Property), Series 2016 B, Ref. RB                                                                    | CUSIP: 544587H27<br>LEI: 549300ZJ0YLTZNSR8F57 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101624.69    | 0.03%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Municipal Improvement Corp. of Los Angeles (Real Property)                                                                                          | Municipal Improvement Corp. of Los Angeles (Real Property), Series 2016 B, Ref. RB                                                                    | CUSIP: 544587H35<br>LEI: 549300ZJ0YLTZNSR8F57 | Long             | DBT              | MUN               | US        |     95000 | PA      | $95699.25     | 0.03%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Municipal Improvement Corp of Los Angeles                                                                                                           | Municipal Improvement Corp of Los Angeles, Series 2016, RB                                                                                            | CUSIP: 544587H43<br>LEI: 549300ZJ0YLTZNSR8F57 | Long             | DBT              | MUN               | US        |    150000 | PA      | $150936.00    | 0.05%             | 2034-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Municipal Improvement Corp. of Los Angeles (Real Property)                                                                                          | Municipal Improvement Corp. of Los Angeles (Real Property), Series 2016 B, Ref. RB                                                                    | CUSIP: 544587H50<br>LEI: 549300ZJ0YLTZNSR8F57 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100500.52    | 0.03%             | 2035-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                                                                                               | Metropolitan Transportation Authority, Series 2016 B, Ref. RB                                                                                         | CUSIP: 59261AFR3<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10042.27     | 0.00%             | 2036-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                                                                                               | Metropolitan Transportation Authority, Series 2016 B, Ref. RB                                                                                         | CUSIP: 59261AFS1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    750000 | PA      | $758776.28    | 0.26%             | 2037-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Health Care Facilities Financing Authority (Inspira Health Obligated Group)                                                   | New Jersey (State of) Health Care Facilities Financing Authority (Inspira Health Obligated Group), Series 2016, Ref. RB                               | CUSIP: 645790AV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $55031.23     | 0.02%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (New York University)                                                                                       | New York (State of) Dormitory Authority (New York University), Series 2016 A, RB                                                                      | CUSIP: 64990CDU2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     90000 | PA      | $90790.92     | 0.03%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2016 A, RB                                                                                            | CUSIP: 64990CDV0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     90000 | PA      | $90769.91     | 0.03%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (New York University)                                                                                       | New York (State of) Dormitory Authority (New York University), Series 2016 A, RB                                                                      | CUSIP: 64990CDW8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    745000 | PA      | $751174.34    | 0.25%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2016 A, RB                                                                                            | CUSIP: 64990CDX6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    210000 | PA      | $211684.41    | 0.07%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2016 A, RB                                                                                            | CUSIP: 64990CDY4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    180000 | PA      | $181425.80    | 0.06%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (New York University)                                                                                       | New York (State of) Dormitory Authority (New York University), Series 2016 A, RB                                                                      | CUSIP: 64990CDZ1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    155000 | PA      | $156134.88    | 0.05%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (New York University)                                                                                       | New York (State of) Dormitory Authority (New York University), Series 2016 A, RB                                                                      | CUSIP: 64990CEB3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    155000 | PA      | $155944.26    | 0.05%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2016 B, Ref. RB                                                                            | CUSIP: 709224PF0<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    400000 | PA      | $401268.12    | 0.14%             | 2033-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2016 B, Ref. RB                                                                            | CUSIP: 709224PH6<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    155000 | PA      | $155468.12    | 0.05%             | 2034-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2016 B, Ref. RB                                                                            | CUSIP: 709224PJ2<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     85000 | PA      | $85473.08     | 0.03%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2016 B, Ref. RB                                                                            | CUSIP: 709224PL7<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     55000 | PA      | $55246.84     | 0.02%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2016 A-1, RB                                                                               | CUSIP: 709224QF9<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    405000 | PA      | $407753.39    | 0.14%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2016 A-1, RB                                                                               | CUSIP: 709224QG7<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    540000 | PA      | $543671.19    | 0.18%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California (Limited)                                                                                                                  | University of California (Limited), Series 2016 K, RB                                                                                                 | CUSIP: 91412GQ73<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $120494.70    | 0.04%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2016, RB                                                                                                             | CUSIP: 91412GQ81<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $70163.56     | 0.02%             | 2036-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Public Service Authority                                                                                                  | South Carolina (State of) Public Service Authority, Series 2016 B, Ref. RB                                                                            | CUSIP: 837151RT8<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5001.05      | 0.00%             | 2056-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                                                                                             | South Carolina Public Service Authority, Series 2016, RB                                                                                              | CUSIP: 837151RP6<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25386.86     | 0.01%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of)                                                                                                                           | North Carolina (State of), Series 2014 B, Ref. RB                                                                                                     | CUSIP: 65829QBU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30212.98     | 0.01%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority                                                                                   | Los Angeles (County of), CA Metropolitan Transportation Authority, Series 2015 C, Ref. GO Bonds                                                       | CUSIP: 54438CUU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20146.00     | 0.01%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Economic Development Authority                                                                                                | New Jersey (State of) Economic Development Authority, Series 2015 XX, Ref. RB                                                                         | CUSIP: 64577BKK9<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |     80000 | PA      | $80060.87     | 0.03%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Clark County School District                                                                                                                        | Clark County School District, Series 2015 C, Ref. GO Bonds                                                                                            | CUSIP: 181059TC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25053.95     | 0.01%             | 2026-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) Water Development Authority (Water Pollution Control Loan Fund)                                                                     | Ohio (State of) Water Development Authority (Water Pollution Control Loan Fund), Series 2016 A, RB                                                    | CUSIP: 67766WWY4<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10071.50     | 0.00%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of)                                                                                                                           | North Carolina (State of), Series 2016 A, Ref. GO Bonds                                                                                               | CUSIP: 658256Z54<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $141004.44    | 0.05%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2016 B, Ref. GO Bonds                                                                                                  | CUSIP: 20772JY55<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5029.28      | 0.00%             | 2026-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisville (City of) & Jefferson (County of), KY Metropolitan Government (Norton Healthcare, Inc.)                                                  | Louisville (City of) & Jefferson (County of), KY Metropolitan Government (Norton Healthcare, Inc.), Series 2016 A, Ref. RB                            | CUSIP: 54659LBQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $162124.46    | 0.05%             | 2032-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisville (City of) & Jefferson (County of), KY Metropolitan Government (Norton Healthcare, Inc.)                                                  | Louisville (City of) & Jefferson (County of), KY Metropolitan Government (Norton Healthcare, Inc.), Series 2016 A, Ref. RB                            | CUSIP: 54659LBR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $151917.69    | 0.05%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2016 A-1, RB                                                                            | CUSIP: 64971WM64<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35098.96     | 0.01%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2016, Ref. RB                                                                                                      | CUSIP: 59333NYT4<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |    405000 | PA      | $409894.43    | 0.14%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Seattle (Port of), WA                                                                                                                               | Seattle (Port of), WA, Series 2016, Ref. RB                                                                                                           | CUSIP: 735389YJ1<br>LEI: 549300T9UCDUJ3GZL429 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35049.30     | 0.01%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Building Authority (Facilities Program)                                                                                         | Michigan (State of) Building Authority (Facilities Program), Series 2016 I, Ref. RB                                                                   | CUSIP: 594615FW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $150953.19    | 0.05%             | 2046-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Building Authority (Facilities Program)                                                                                         | Michigan (State of) Building Authority (Facilities Program), Series 2016 I, Ref. RB                                                                   | CUSIP: 594615FX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $401799.04    | 0.14%             | 2051-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Building Authority (Facilities Program)                                                                                         | Michigan (State of) Building Authority (Facilities Program), Series 2016 I, Ref. RB                                                                   | CUSIP: 594615FY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $303453.45    | 0.10%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Trust for Cultural Resources (The)                                                                                           | New York (City of), NY Trust for Cultural Resources (The), Series 2016-1E, Ref. RB                                                                    | CUSIP: 649717TD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $111305.14    | 0.04%             | 2030-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Trust for Cultural Resources (Museum of Modern Arts (The))                                                                   | New York (City of), NY Trust for Cultural Resources (Museum of Modern Arts (The)), Series 2016, Ref. RB                                               | CUSIP: 649717TE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    505000 | PA      | $510847.60    | 0.17%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Allegheny (County of), PA                                                                                                                           | Allegheny (County of), PA, Series 2016 C-76, GO Bonds                                                                                                 | CUSIP: 01728VTH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $176410.29    | 0.06%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chabot-Las Positas Community College District                                                                                                       | Chabot-Las Positas Community College District, Series 2016, Ref. GO Bonds                                                                             | CUSIP: 15722TGL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $75426.19     | 0.03%             | 2033-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chabot-Las Positas Community College District                                                                                                       | Chabot-Las Positas Community College District, Series 2016, Ref. GO Bonds                                                                             | CUSIP: 15722TGN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $246312.34    | 0.08%             | 2034-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chabot-Las Positas Community College District                                                                                                       | Chabot-Las Positas Community College District, Series 2016, Ref. GO Bonds                                                                             | CUSIP: 15722TGQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $125617.15    | 0.04%             | 2035-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chabot-Las Positas Community College District                                                                                                       | Chabot-Las Positas Community College District, Series 2016, Ref. GO Bonds                                                                             | CUSIP: 15722TGS4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100374.67    | 0.03%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL Metropolitan Water Reclamation District                                                                                       | Chicago (City of), IL Metropolitan Water Reclamation District, Series 2016 A, Ref. GO Bonds                                                           | CUSIP: 167560TA9<br>LEI: 254900GOGQEZEWCZ4D37 | Long             | DBT              | MUN               | US        |     80000 | PA      | $81635.32     | 0.03%             | 2031-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cook (County of), IL                                                                                                                                | Cook (County of), IL, Series 2016 A, Ref. GO Bonds                                                                                                    | CUSIP: 213185KM2<br>LEI: 5493004UMR7OX4YITE10 | Long             | DBT              | MUN               | US        |    680000 | PA      | $690636.70    | 0.23%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas (City of) TX                                                                                                                                 | Dallas (City of) TX, Series 2016 A, Ref. RB                                                                                                           | CUSIP: 23542JAQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50761.02     | 0.02%             | 2031-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harris (County of), TX                                                                                                                              | Harris (County of), TX, Series 2016 A, Ref. RB                                                                                                        | CUSIP: 414005WL8<br>LEI: 549300G9BRP25M0W1S40 | Long             | DBT              | MUN               | US        |    230000 | PA      | $232681.32    | 0.08%             | 2031-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harris (County of), TX                                                                                                                              | Harris (County of), TX, Series 2016 A, Ref. RB                                                                                                        | CUSIP: 414005WR5<br>LEI: 549300G9BRP25M0W1S40 | Long             | DBT              | MUN               | US        |    225000 | PA      | $227052.16    | 0.08%             | 2036-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| King County School District No. 411 Issaquah                                                                                                        | King County School District No. 411 Issaquah, Series 2016, GO Bonds                                                                                   | CUSIP: 4952243A3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $65234.25     | 0.02%             | 2031-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2016 B, Ref. GO Bonds                                                                                         | CUSIP: 57582RKA3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    200000 | PA      | $201860.64    | 0.07%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2016 B, Ref. GO Bonds                                                                                         | CUSIP: 57582RKQ8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    300000 | PA      | $301371.69    | 0.10%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2016, Ref. RB                                                                                                      | CUSIP: 59333NYS6<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |    510000 | PA      | $517317.28    | 0.18%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL                                                                                                                             | County of Miami-Dade FL, Series 2016, RB                                                                                                              | CUSIP: 59333NYV9<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |    155000 | PA      | $155445.55    | 0.05%             | 2039-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2016, Ref. RB                                                                                                      | CUSIP: 59333NYW7<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |    275000 | PA      | $275941.22    | 0.09%             | 2040-10-01      | Fixed         | 4.00%                 | 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: 64971WL73<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20085.18     | 0.01%             | 2032-05-01      | 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 2016, RB                                                              | CUSIP: 64971WL81<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25103.14     | 0.01%             | 2033-05-01      | Fixed         | 5.00%                 | 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: 64971WL99<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $165656.01    | 0.06%             | 2034-05-01      | Fixed         | 5.00%                 | 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: 64971WM23<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100377.59    | 0.03%             | 2035-05-01      | Fixed         | 5.00%                 | 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: 64971WM31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $65079.74     | 0.02%             | 2036-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Antonio (City of), TX                                                                                                                           | San Antonio (City of), TX, Series 2016, Ref. RB                                                                                                       | CUSIP: 7962535S7<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40193.54     | 0.01%             | 2033-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Antonio (City of), TX                                                                                                                           | San Antonio (City of), TX, Series 2016, Ref. RB                                                                                                       | CUSIP: 7962535T5<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    105000 | PA      | $105449.01    | 0.04%             | 2034-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Jobs-Economic Development Authority (Carealliance Health Services)                                                        | South Carolina (State of) Jobs-Economic Development Authority (Carealliance Health Services), Series 2016 A, RB                                       | CUSIP: 83704AAA0<br>LEI: 5493006X47I9VG3DL112 | Long             | DBT              | MUN               | US        |     85000 | PA      | $85212.05     | 0.03%             | 2046-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Public Service Authority                                                                                                  | South Carolina (State of) Public Service Authority, Series 2016 B, Ref. RB                                                                            | CUSIP: 837151RQ4<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |     80000 | PA      | $81170.24     | 0.03%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2016 A, Ref. GO Bonds                                                                                                   | CUSIP: 93974DXD5<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     90000 | PA      | $91093.24     | 0.03%             | 2031-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series R-2017A, Ref. GO Bonds                                                                                                  | CUSIP: 93974DXE3<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    355000 | PA      | $359208.56    | 0.12%             | 2032-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series R-2017A, Ref. GO Bonds                                                                                                  | CUSIP: 93974DXF0<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    130000 | PA      | $131503.23    | 0.04%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series R-2017A, Ref. GO Bonds                                                                                                  | CUSIP: 93974DXG8<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    200000 | PA      | $202246.02    | 0.07%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2017 A, GO Bonds                                                                                                        | CUSIP: 93974DYM4<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60613.90     | 0.02%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Infrastructure & Economic Development Bank (Bay Area Toll Bridges)                                                            | California (State of) Infrastructure & Economic Development Bank (Bay Area Toll Bridges), Series 2003 A, RB                                           | CUSIP: 13033WKY8<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |    250000 | PA      | $252555.28    | 0.09%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Infrastructure & Economic Development Bank (Bay Area Toll Bridges)                                                            | California (State of) Infrastructure & Economic Development Bank (Bay Area Toll Bridges), Series 2003, RB                                             | CUSIP: 13033WLC5<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |     95000 | PA      | $96009.89     | 0.03%             | 2026-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Bay Transportation Authority                                                                                        | Massachusetts (Commonwealth of) Bay Transportation Authority, Series 2005 A, RB                                                                       | CUSIP: 575579HD2<br>LEI: 549300D2U0XBUXGX8P68 | Long             | DBT              | MUN               | US        |    175000 | PA      | $176706.72    | 0.06%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District (Election of 1998)                                                                                                | San Diego Unified School District (Election of 1998), Series 2005 E-2, Ref. GO Bonds                                                                  | CUSIP: 797355WK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30380.93     | 0.01%             | 2026-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - University of Texas System                                                                                              | Permanent University Fund - University of Texas System, Series 2007 B, Ref. RB                                                                        | CUSIP: 915115X87<br>LEI: 549300GZUEUTLKVGLF98 | Long             | DBT              | MUN               | US        |    155000 | PA      | $156607.37    | 0.05%             | 2026-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Idaho (State of) Housing & Finance Association                                                                                                      | Idaho (State of) Housing & Finance Association, Series 2015, Ref. RB                                                                                  | CUSIP: 45129WMR8<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |    260000 | PA      | $262731.20    | 0.09%             | 2026-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2015 A, Ref. GO Bonds                                                                                         | CUSIP: 57582RDU7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    215000 | PA      | $217068.09    | 0.07%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Columbus (City of), OH                                                                                                                              | Columbus (City of), OH, Series 2016-1, Ref. GO Bonds                                                                                                  | CUSIP: 199492PT0<br>LEI: 254900NS3ODS0FZ3AM48 | Long             | DBT              | MUN               | US        |    135000 | PA      | $136289.55    | 0.05%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District                                                                                                                 | Los Angeles Unified School District, Series 2016 A, Ref. GO Bonds                                                                                     | CUSIP: 5446464L3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    260000 | PA      | $260644.12    | 0.09%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2016 A, Ref. GO Bonds                                                                                         | CUSIP: 57582RHE9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    220000 | PA      | $222116.18    | 0.08%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest (Bonneville Power Administration)                                                                                                  | Energy Northwest (Bonneville Power Administration), Series 2016 A, Ref. RB                                                                            | CUSIP: 29270CR23<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $106017.02    | 0.04%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iowa (State of)                                                                                                                                     | Iowa (State of), Series 2016 A, Ref. RB                                                                                                               | CUSIP: 46257TED7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35162.85     | 0.01%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas A&M University                                                                                                                                | Texas A&M University, Series 2016, RB                                                                                                                 | CUSIP: 88213AFB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25145.88     | 0.01%             | 2026-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2016 B, Ref. GO Bonds                                                                                         | CUSIP: 57582RKL9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    160000 | PA      | $161539.04    | 0.05%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana State Citizens Property Insurance Corp.                                                                                                   | Louisiana State Citizens Property Insurance Corp., Series 2016 A, Ref. RB                                                                             | CUSIP: 546456EF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $161023.62    | 0.05%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Development Finance Agency (Berklee College of Music)                                                               | Massachusetts (Commonwealth of) Development Finance Agency (Berklee College of Music), Series 2016, RB                                                | CUSIP: 57584XUT6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     80000 | PA      | $80736.10     | 0.03%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Development Finance Agency (Berklee College of Music)                                                               | Massachusetts (Commonwealth of) Development Finance Agency (Berklee College of Music), Series 2016, Ref. RB                                           | CUSIP: 57584XUU3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    250000 | PA      | $250930.20    | 0.08%             | 2046-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Subseries 2016 A-1, GO Bonds                                                                                                  | CUSIP: 64966MFH7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    500000 | PA      | $504306.65    | 0.17%             | 2038-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2016 A, Ref. RB                                                                                                    | CUSIP: 59333PU30<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $202010.28    | 0.07%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center                                                                                              | Regents of the University of California Medical Center, Series 2016 L, Ref. RB                                                                        | CUSIP: 913366HK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $220918.76    | 0.07%             | 2041-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia (City of), PA (1998 General Ordinance)                                                                                                 | Philadelphia (City of), PA (1998 General Ordinance), Series 2016, RB                                                                                  | CUSIP: 7178238L5<br>LEI: 549300H8UJ7V5WU5IA90 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10151.04     | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northern Illinois Municipal Power Agency                                                                                                            | Northern Illinois Municipal Power Agency, Series 2016 A, Ref. RB                                                                                      | CUSIP: 665250CX2<br>LEI: VWCV6ROJUT9NS55JU583 | Long             | DBT              | MUN               | US        |     90000 | PA      | $90874.77     | 0.03%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Providence St. Joseph Health)                                                          | California (State of) Health Facilities Financing Authority (Providence St. Joseph Health), Series 2016 A, Ref. RB                                    | CUSIP: 13032UFL7<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100282.09    | 0.03%             | 2036-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                                 | State of California, Series 2016, GO Bonds                                                                                                            | CUSIP: 13063C2A7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40510.30     | 0.01%             | 2036-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aurora (City of), CO (Green Bonds)                                                                                                                  | Aurora (City of), CO (Green Bonds), Series 2016, Ref. RB                                                                                              | CUSIP: 051595BC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45521.05     | 0.02%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aurora (City of), CO (Green Bonds)                                                                                                                  | Aurora (City of), CO (Green Bonds), Series 2016, Ref. RB                                                                                              | CUSIP: 051595BD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $70810.52     | 0.02%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                                                                                    | California Health Facilities Financing Authority, Series 2016, RB                                                                                     | CUSIP: 13032UDV7<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50155.03     | 0.02%             | 2038-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Louisville (City of) & Jefferson (County of), KY Metropolitan Government (Norton Healthcare, Inc.)                                                  | Louisville (City of) & Jefferson (County of), KY Metropolitan Government (Norton Healthcare, Inc.), Series 2016 A, Ref. RB                            | CUSIP: 54659LBP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $141902.81    | 0.05%             | 2031-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisville (City of) & Jefferson (County of), KY Metropolitan Government (Norton Healthcare, Inc.)                                                  | Louisville (City of) & Jefferson (County of), KY Metropolitan Government (Norton Healthcare, Inc.), Series 2016, Ref. RB                              | CUSIP: 54659LBS2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15040.74     | 0.01%             | 2034-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Miami (City of) & Dade (County of), FL School Board (The)                                                                                           | Miami (City of) & Dade (County of), FL School Board (The), Series 2016, GO Bonds                                                                      | CUSIP: 59333RGZ1<br>LEI: 549300J3U4QVT6U3O129 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30034.13     | 0.01%             | 2026-03-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Building Authority (Facilities Program)                                                                                         | Michigan (State of) Building Authority (Facilities Program), Series 2016 I, Ref. RB                                                                   | CUSIP: 594615FM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $177953.21    | 0.06%             | 2031-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Building Authority (Facilities Program)                                                                                         | Michigan (State of) Building Authority (Facilities Program), Series 2016 I, Ref. RB                                                                   | CUSIP: 594615FN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $137236.65    | 0.05%             | 2032-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Subseries 2016 A-1, GO Bonds                                                                                                  | CUSIP: 64966MFC8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35384.31     | 0.01%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2016, GO Bonds                                                                                                            | CUSIP: 64966MFG9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     75000 | PA      | $75673.97     | 0.03%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Subseries 2016 A-1, GO Bonds                                                                                                  | CUSIP: 64966MFT1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     80000 | PA      | $80311.72     | 0.03%             | 2032-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Subseries 2016 A-1, GO Bonds                                                                                                  | CUSIP: 64966MFU8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5015.45      | 0.00%             | 2034-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of) Medical Care Commission (Duke University Health system)                                                                   | North Carolina (State of) Medical Care Commission (Duke University Health system), Series 2016, Ref. RB                                               | CUSIP: 65821DVK4<br>LEI: 549300FH6KOXGCHQYG81 | Long             | DBT              | MUN               | US        |    130000 | PA      | $130092.01    | 0.04%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Palm Beach (County of), FL Health Facilities Authority (ACTS Retirement-Life Communities, Inc.)                                                     | Palm Beach (County of), FL Health Facilities Authority (ACTS Retirement-Life Communities, Inc.), Series 2016, Ref. RB                                 | CUSIP: 69650MAV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $91246.46     | 0.03%             | 2032-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                                      | Pennsylvania (Commonwealth of), Second Series 2016, GO Bonds                                                                                          | CUSIP: 70914PE73<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35294.01     | 0.01%             | 2031-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                                      | Pennsylvania (Commonwealth of), Second Series 2016, GO Bonds                                                                                          | CUSIP: 70914PE81<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |    660000 | PA      | $665469.82    | 0.23%             | 2032-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                                      | Pennsylvania (Commonwealth of), Second Series 2016, GO Bonds                                                                                          | CUSIP: 70914PF23<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |    375000 | PA      | $377842.69    | 0.13%             | 2034-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Diego (County of), CA Regional Transportation Commission                                                                                        | San Diego (County of), CA Regional Transportation Commission, Series 2016 A, RB                                                                       | CUSIP: 797400KW7<br>LEI: W4FR340A6EQ2SSI17B56 | Long             | DBT              | MUN               | US        |    180000 | PA      | $180455.49    | 0.06%             | 2026-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego (County of), CA Regional Transportation Commission                                                                                        | San Diego (County of), CA Regional Transportation Commission, Series 2016 A, RB                                                                       | CUSIP: 797400KX5<br>LEI: W4FR340A6EQ2SSI17B56 | Long             | DBT              | MUN               | US        |    255000 | PA      | $255645.28    | 0.09%             | 2026-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center                                                                                              | Regents of the University of California Medical Center, Series 2016 L, Ref. RB                                                                        | CUSIP: 913366HG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $181020.02    | 0.06%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center                                                                                              | Regents of the University of California Medical Center, Series 2016 L, Ref. RB                                                                        | CUSIP: 913366HH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    875000 | PA      | $879763.24    | 0.30%             | 2035-05-15      | Fixed         | 5.00%                 | 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: 913366HJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50160.58     | 0.02%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center                                                                                              | Regents of the University of California Medical Center, Series 2016 L, Ref. RB                                                                        | CUSIP: 913366HP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $55082.62     | 0.02%             | 2037-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Utah (State of) Transit Authority                                                                                                                   | Utah (State of) Transit Authority, Series 2016, Ref. RB                                                                                               | CUSIP: 917567CG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35153.68     | 0.01%             | 2031-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Florida (State of)                                                                                                                                  | Florida (State of), Series 2016 B, Ref. RB                                                                                                            | CUSIP: 341507Q87<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $181701.34    | 0.06%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lancaster (County of), PA Hospital Authority (University of Pennsylvania)                                                                           | Lancaster (County of), PA Hospital Authority (University of Pennsylvania), Series 2016, Ref. RB                                                       | CUSIP: 514045M67<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $80949.35     | 0.03%             | 2026-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana (State of)                                                                                                                                | Louisiana (State of), Series 2016 B, Ref. GO Bonds                                                                                                    | CUSIP: 5464152J8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    385000 | PA      | $389634.44    | 0.13%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of)                                                                                                                                 | Maryland (State of), Series 2015 B, Ref. GO Bonds                                                                                                     | CUSIP: 574193LH9<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |    255000 | PA      | $257067.23    | 0.09%             | 2026-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Clean Water Trust (The)                                                                                             | Massachusetts (Commonwealth of) Clean Water Trust (The), Series 2014, Ref. RB                                                                         | CUSIP: 57605AFL5<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20235.74     | 0.01%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) (Garvee)                                                                                                                        | Michigan (State of) (Garvee), Series 2016, Ref. RB                                                                                                    | CUSIP: 594612DH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $210210.90    | 0.07%             | 2026-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                                | Minnesota (State of), Series 2016 D, Ref. GO Bonds                                                                                                    | CUSIP: 60412AGQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45545.44     | 0.02%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2016 C, Ref. GO Bonds                                                                                                  | CUSIP: 64966L5C1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    375000 | PA      | $375793.43    | 0.13%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2016 E, Ref. GO Bonds                                                                                                  | CUSIP: 64966MAU3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    170000 | PA      | $172046.38    | 0.06%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Trust for Cultural Resources of The City of New York (The)                                                                                          | Trust for Cultural Resources of The City of New York (The), Series 2016, RB                                                                           | CUSIP: 649717SZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15022.54     | 0.01%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Diego Public Facilities Financing Authority                                                                                                     | San Diego Public Facilities Financing Authority, Series 2016, RB                                                                                      | CUSIP: 79730CGR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $151987.28    | 0.05%             | 2026-08-01      | Fixed         | 5.00%                 | 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: 913366GY0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10040.13     | 0.00%             | 2026-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                                                                                                  | Board of Regents of the University of Texas System, Series 2014 B, Ref. RB                                                                            | CUSIP: 91514ABL8<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    115000 | PA      | $116516.44    | 0.04%             | 2026-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System (Green Bonds)                                                                                    | Board of Regents of the University of Texas System (Green Bonds), Series 2016 B, RB                                                                   | CUSIP: 91514ADC6<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    170000 | PA      | $172241.69    | 0.06%             | 2026-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                                                                                                  | Board of Regents of the University of Texas System, Series 2016 D, RB                                                                                 | CUSIP: 91514AEA9<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    445000 | PA      | $450867.95    | 0.15%             | 2026-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                                                                                                  | Board of Regents of the University of Texas System, Series 2016 E, RB                                                                                 | CUSIP: 91514AEL5<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35461.52     | 0.01%             | 2026-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Finance Authority (Henry Ford Health System)                                                                                    | Michigan (State of) Finance Authority (Henry Ford Health System), Series 2016, Ref. RB                                                                | CUSIP: 59447TMD2<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20363.51     | 0.01%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Finance Authority (Henry Ford Health System)                                                                                    | Michigan (State of) Finance Authority (Henry Ford Health System), Series 2016, Ref. RB                                                                | CUSIP: 59447TMN0<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    110000 | PA      | $111136.15    | 0.04%             | 2041-11-15      | Fixed         | 5.00%                 | 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 2016 C, RB                                      | CUSIP: 79766DGG8<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100214.64    | 0.03%             | 2046-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida (State of) Department of Environmental Protection (FL Forever)                                                                              | Florida (State of) Department of Environmental Protection (FL Forever), Series 2016 A, Ref. RB                                                        | CUSIP: 34160WZK3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100945.19    | 0.03%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Florida Expressway Authority                                                                                                                | Central Florida Expressway Authority, Series 2016 B, Ref. RB                                                                                          | CUSIP: 153476BH8<br>LEI: 549300JL23Z3Z64M6K65 | Long             | DBT              | MUN               | US        |    135000 | PA      | $136190.89    | 0.05%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Irvine Ranch Water District                                                                                                                         | Irvine Ranch Water District, Series 2016, RB                                                                                                          | CUSIP: 4636325M7<br>LEI: 2ZRS7W19IBMY48SFBI68 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30239.54     | 0.01%             | 2046-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                                                                                    | California Health Facilities Financing Authority, Series 2016, RB                                                                                     | CUSIP: 13032UFK9<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    105000 | PA      | $105371.71    | 0.04%             | 2035-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Adventist Health System)                                                               | California (State of) Health Facilities Financing Authority (Adventist Health System), Series 2016 A, Ref. RB                                         | CUSIP: 13032UGL6<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    555000 | PA      | $554988.29    | 0.19%             | 2039-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2016, Ref. GO Bonds                                                                                                     | CUSIP: 13063C2B5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101186.23    | 0.03%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2016, GO Bonds                                                                                                          | CUSIP: 13063CV23<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    160000 | PA      | $160824.10    | 0.05%             | 2046-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2016, Ref. GO Bonds                                                                                                     | CUSIP: 13063CX54<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    165000 | PA      | $166188.26    | 0.06%             | 2032-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2016, Ref. GO Bonds                                                                                                     | CUSIP: 13063CX62<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     55000 | PA      | $55369.97     | 0.02%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                                 | State of California, Series 2016, GO Bonds                                                                                                            | CUSIP: 13063CX70<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     65000 | PA      | $65395.32     | 0.02%             | 2034-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2016, Ref. GO Bonds                                                                                                     | CUSIP: 13063CX88<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    105000 | PA      | $105584.85    | 0.04%             | 2035-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2016, Ref. GO Bonds                                                                                                     | CUSIP: 13063CY20<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35143.55     | 0.01%             | 2037-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2016, Ref. GO Bonds                                                                                                     | CUSIP: 13063CZ60<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    430000 | PA      | $436171.58    | 0.15%             | 2032-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2016, Ref. GO Bonds                                                                                                     | CUSIP: 13063CZ78<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    140000 | PA      | $141967.42    | 0.05%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2016, Ref. GO Bonds                                                                                                     | CUSIP: 13063CZ86<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    155000 | PA      | $157116.37    | 0.05%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2016, Ref. GO Bonds                                                                                                     | CUSIP: 13063CZ94<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    230000 | PA      | $233025.81    | 0.08%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado Health Facilities Authority                                                                                                                | Colorado Health Facilities Authority, Series 2016, RB                                                                                                 | CUSIP: 19648FBC7<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20279.07     | 0.01%             | 2026-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of) (Transportation Infrastructure)                                                                                              | Connecticut (State of) (Transportation Infrastructure), Series 2016 A, RB                                                                             | CUSIP: 207758VU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $75992.39     | 0.03%             | 2032-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                                                                                            | State of Connecticut Special Tax Revenue, Series 2016, RB                                                                                             | CUSIP: 207758VV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40516.12     | 0.01%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                                                                                            | State of Connecticut Special Tax Revenue, Series 2016, RB                                                                                             | CUSIP: 207758VX8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40203.00     | 0.01%             | 2035-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hamilton (County of), OH                                                                                                                            | Hamilton (County of), OH, Series 2016 A, Ref. RB                                                                                                      | CUSIP: 407287MF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $96116.00     | 0.03%             | 2031-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Hamilton OH Sales Tax Revenue                                                                                                             | County of Hamilton OH Sales Tax Revenue, Series 2016, RB                                                                                              | CUSIP: 407287MG3<br>LEI: 549300TO1E3N4E4YIO28 | Long             | DBT              | MUN               | US        |     85000 | PA      | $85950.33     | 0.03%             | 2032-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2016 G, GO Bonds                                                                                              | CUSIP: 57582RLC8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10072.02     | 0.00%             | 2032-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2016 G, Ref. GO Bonds                                                                                         | CUSIP: 57582RLD6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5034.13      | 0.00%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2016 G, GO Bonds                                                                                              | CUSIP: 57582RLE4<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40237.35     | 0.01%             | 2034-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2016 G, GO Bonds                                                                                              | CUSIP: 57582RLF1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    290000 | PA      | $291429.56    | 0.10%             | 2035-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2016 G, GO Bonds                                                                                              | CUSIP: 57582RLH7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20065.33     | 0.01%             | 2037-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Finance Authority (Henry Ford Health System)                                                                                    | Michigan (State of) Finance Authority (Henry Ford Health System), Series 2016, Ref. RB                                                                | CUSIP: 59447TMG5<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5085.73      | 0.00%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Finance Authority (Henry Ford Health System)                                                                                    | Michigan (State of) Finance Authority (Henry Ford Health System), Series 2016, Ref. RB                                                                | CUSIP: 59447TMH3<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    140000 | PA      | $142331.92    | 0.05%             | 2032-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Finance Authority (Henry Ford Health System)                                                                                    | Michigan (State of) Finance Authority (Henry Ford Health System), Series 2016, Ref. RB                                                                | CUSIP: 59447TMK6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    105000 | PA      | $106632.08    | 0.04%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                                                                                          | Michigan Finance Authority, Series 2016, RB                                                                                                           | CUSIP: 59447TMM2<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    145000 | PA      | $145535.38    | 0.05%             | 2036-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Finance Authority (Henry Ford Health System)                                                                                    | Michigan (State of) Finance Authority (Henry Ford Health System), Series 2016, Ref. RB                                                                | CUSIP: 59447TMR1<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    500000 | PA      | $506324.20    | 0.17%             | 2037-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mississippi (State of) Hospital Equipment & Facilities Authority (Baptist Memorial Health Care)                                                     | Mississippi (State of) Hospital Equipment & Facilities Authority (Baptist Memorial Health Care), Series 2016, RB                                      | CUSIP: 605360SC1<br>LEI: 549300DW2GVUIGE04396 | Long             | DBT              | MUN               | US        |    200000 | PA      | $201373.50    | 0.07%             | 2041-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Subseries 2016 B-1, Ref. RB                                                                    | CUSIP: 64971WR69<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25267.23     | 0.01%             | 2032-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Subseries 2016 B-1, RB                                                                         | CUSIP: 64971WR77<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $202079.58    | 0.07%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Subseries 2016 B-1, RB                                                                         | CUSIP: 64971WR85<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1205000 | PA      | $1217028.67   | 0.41%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Subseries 2016 B-1, Ref. RB                                                                    | CUSIP: 64971WS27<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40104.06     | 0.01%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Subseries 2016 B-1, RB                                                                         | CUSIP: 64971WS43<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25198.77     | 0.01%             | 2038-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Subseries 2016 B-1, RB                                                                         | CUSIP: 64971WS68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5035.41      | 0.00%             | 2040-08-01      | 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 2016, RB                                                              | CUSIP: 64971WS92<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $90331.50     | 0.03%             | 2035-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Subseries 2016 B-1, RB                                                                         | CUSIP: 64971WT26<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $105930.50    | 0.04%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2016 A, RB                                                                                            | CUSIP: 64990AFC4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    195000 | PA      | $197848.64    | 0.07%             | 2032-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2016 A, RB                                                                                            | CUSIP: 64990AFD2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    505000 | PA      | $512051.47    | 0.17%             | 2033-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2016 A, RB                                                                                            | CUSIP: 64990AFE0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50665.96     | 0.02%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2016 A, RB                                                                                            | CUSIP: 64990AFF7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    140000 | PA      | $141819.62    | 0.05%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2016 A, RB                                                                                            | CUSIP: 64990AFG5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25311.53     | 0.01%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2016 A, RB                                                                                            | CUSIP: 64990E3F2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60696.75     | 0.02%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2016 A, RB                                                                                            | CUSIP: 64990E3G0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    355000 | PA      | $359025.74    | 0.12%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2016 A, RB                                                                                            | CUSIP: 64990E3H8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45487.85     | 0.02%             | 2035-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2016 A, RB                                                                                            | CUSIP: 64990E3J4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     70000 | PA      | $70714.46     | 0.02%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2016 A, RB                                                                                            | CUSIP: 64990E3X3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25239.32     | 0.01%             | 2037-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2016 A, RB                                                                                            | CUSIP: 64990E3Y1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    210000 | PA      | $211896.38    | 0.07%             | 2038-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northern Illinois Municipal Power Agency                                                                                                            | Northern Illinois Municipal Power Agency, Series 2016 A, Ref. RB                                                                                      | CUSIP: 665250CW4<br>LEI: VWCV6ROJUT9NS55JU583 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100233.08    | 0.03%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Private Colleges & Universities Authority (Emory University)                                                                                        | Private Colleges & Universities Authority (Emory University), Series 2016 A, Ref. RB                                                                  | CUSIP: 74265LK23<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $80304.94     | 0.03%             | 2046-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Private Colleges & Universities Authority (Emory University)                                                                                        | Private Colleges & Universities Authority (Emory University), Series 2016 B, Ref. RB                                                                  | CUSIP: 74265LM62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100994.72    | 0.03%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tennessee Energy Acquisition Corp.                                                                                                                  | Tennessee Energy Acquisition Corp., Series 2006 B, RB                                                                                                 | CUSIP: 880443BT2<br>LEI: 549300OJ2Z8PGEY46K92 | Long             | DBT              | MUN               | US        |     75000 | PA      | $75940.80     | 0.03%             | 2026-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Main Street Natural Gas, Inc.                                                                                                                       | Main Street Natural Gas, Inc., Series 2007 A, RB                                                                                                      | CUSIP: 56036YDH5<br>LEI: 549300NY5M0QVZ6X4U26 | Long             | DBT              | MUN               | US        |    170000 | PA      | $172294.81    | 0.06%             | 2026-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2016, GO Bonds                                                                                                          | CUSIP: 13063CR51<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    330000 | PA      | $334934.16    | 0.11%             | 2026-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                                      | Pennsylvania (Commonwealth of), First Series 2016, Ref. GO Bonds                                                                                      | CUSIP: 70914PB68<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |    375000 | PA      | $380943.71    | 0.13%             | 2026-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Pennsylvania                                                                                                                        | Commonwealth of Pennsylvania, Series 2016, GO Bonds                                                                                                   | CUSIP: 70914PE24<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101584.99    | 0.03%             | 2026-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District                                                                                                                 | Los Angeles Unified School District, Series 2016, GO Bonds                                                                                            | CUSIP: 5446464U3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $126378.11    | 0.04%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2016 C, Ref. GO Bonds                                                                                         | CUSIP: 57582RLA2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    150000 | PA      | $150348.71    | 0.05%             | 2026-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phoenix (City of), AZ                                                                                                                               | Phoenix (City of), AZ, Series 2016, Ref. GO Bonds                                                                                                     | CUSIP: 718814Q41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $181719.40    | 0.06%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Trinity River Authority                                                                                                                             | Trinity River Authority, Series 2016, Ref. RB                                                                                                         | CUSIP: 89658HUE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $505872.80    | 0.17%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of) (Transportation Infrastructure)                                                                                              | Connecticut (State of) (Transportation Infrastructure), Series 2016 A, RB                                                                             | CUSIP: 207758VN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $182601.43    | 0.06%             | 2026-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                                 | State of California, Series 2016, GO Bonds                                                                                                            | CUSIP: 13063CZ45<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15224.28     | 0.01%             | 2026-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                                  | New York State Dormitory Authority, Series 2016, RB                                                                                                   | CUSIP: 64990AFQ3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30031.68     | 0.01%             | 2026-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Development Finance Agency (Boston University)                                                                      | Massachusetts (Commonwealth of) Development Finance Agency (Boston University), Series 2016 BB-1, RB                                                  | CUSIP: 57584XWV9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5029.06      | 0.00%             | 2046-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Public Works Board (Various Capital)                                                                                          | California (State of) Public Works Board (Various Capital), Series 2016 C, Ref. RB                                                                    | CUSIP: 13068LZB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $71260.95     | 0.02%             | 2034-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Island (City of), NY Power Authority                                                                                                           | Long Island (City of), NY Power Authority, Series 2016 B, Ref. RB                                                                                     | CUSIP: 5426908K1<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |    195000 | PA      | $197217.83    | 0.07%             | 2036-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Department of Water Resources (Central Valley)                                                                                | California (State of) Department of Water Resources (Central Valley), Series 2016 AW, Ref. RB                                                         | CUSIP: 13067WMB5<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20471.99     | 0.01%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) (Bid Group C)                                                                                                                 | California (State of) (Bid Group C), Series 2016, Ref. GO Bonds                                                                                       | CUSIP: 13063C4T4<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    280000 | PA      | $283277.09    | 0.10%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Butler (County of), OH (UC Health)                                                                                                                  | Butler (County of), OH (UC Health), Series 2016, Ref. RB                                                                                              | CUSIP: 123550GT6<br>LEI: 54930064OLVQO8IVR655 | Long             | DBT              | MUN               | US        |    275000 | PA      | $275399.25    | 0.09%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                                           | New Jersey (State of) Transportation Trust Fund Authority, Series 2016 A-1, RN                                                                        | CUSIP: 6461362C4<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    580000 | PA      | $584465.65    | 0.20%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Cedars-Sinai Medical Center)                                                           | California (State of) Health Facilities Financing Authority (Cedars-Sinai Medical Center), Series 2016 B, Ref. RB                                     | CUSIP: 13032UKE7<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    285000 | PA      | $288326.66    | 0.10%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona (State of) Department of Transportation                                                                                                     | Arizona (State of) Department of Transportation, Series 2016, Ref. RB                                                                                 | CUSIP: 040654XD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20177.10     | 0.01%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Department of Water Resources                                                                                                 | California (State of) Department of Water Resources, Series 2016 AW, Ref. RB                                                                          | CUSIP: 13067WLZ3<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |    145000 | PA      | $148216.97    | 0.05%             | 2031-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Department of Water Resources                                                                                                 | California (State of) Department of Water Resources, Series 2016 AW, Ref. RB                                                                          | CUSIP: 13067WMA7<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30707.99     | 0.01%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Department of Water Resources (Central Valley)                                                                                | California (State of) Department of Water Resources (Central Valley), Series 2016 AW, Ref. RB                                                         | CUSIP: 13067WMC3<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |     95000 | PA      | $95939.63     | 0.03%             | 2034-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Department of Water Resources (Central Valley)                                                                                | California (State of) Department of Water Resources (Central Valley), Series 2016 AW, Ref. RB                                                         | CUSIP: 13067WME9<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |    130000 | PA      | $131179.41    | 0.04%             | 2035-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Public Works Board (Various Capital)                                                                                          | California (State of) Public Works Board (Various Capital), Series 2016 C, Ref. RB                                                                    | CUSIP: 13068LYZ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $222056.30    | 0.08%             | 2032-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Public Works Board (Various Capital)                                                                                          | California (State of) Public Works Board (Various Capital), Series 2016 C, Ref. RB                                                                    | CUSIP: 13068LZA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $56042.16     | 0.02%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Coachella Valley Unified School District (Election of 2005)                                                                                         | Coachella Valley Unified School District (Election of 2005), Series 2016 F, GO Bonds                                                                  | CUSIP: 189849MA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $175872.45    | 0.06%             | 2046-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                                                                                                | State of Connecticut, Series 2016, GO Bonds                                                                                                           | CUSIP: 20772J4B5<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40246.69     | 0.01%             | 2035-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                                                                                                | State of Connecticut, Series 2016, GO Bonds                                                                                                           | CUSIP: 20772J4M1<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15239.70     | 0.01%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2016 E, GO Bonds                                                                                                       | CUSIP: 20772J4P4<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    115000 | PA      | $115183.80    | 0.04%             | 2032-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Deschutes County Hospital Facilities Authority                                                                                                      | Deschutes County Hospital Facilities Authority, Series 2016, Ref. RB                                                                                  | CUSIP: 250336DY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $60008.45     | 0.02%             | 2048-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fresno Unified School District                                                                                                                      | Fresno Unified School District, Series 2016 A, Ref. GO Bonds                                                                                          | CUSIP: 3582323J3<br>LEI: 549300WL4QIP65TFU882 | Long             | DBT              | MUN               | US        |     80000 | PA      | $80092.49     | 0.03%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Great Lakes Water Authority                                                                                                                         | Great Lakes Water Authority, Series 2016 C, Ref. RB                                                                                                   | CUSIP: 39081HAS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $181368.67    | 0.06%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Great Lakes Water Authority                                                                                                                         | Great Lakes Water Authority, Series 2016 A, RB                                                                                                        | CUSIP: 39081JAA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30095.45     | 0.01%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Great Lakes Water Authority                                                                                                                         | Great Lakes Water Authority, Series 2016 B, RB                                                                                                        | CUSIP: 39081JAB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20070.03     | 0.01%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Great Lakes Water Authority                                                                                                                         | Great Lakes Water Authority, Series 2016 D, Ref. RB                                                                                                   | CUSIP: 39081JBE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30228.11     | 0.01%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2016 FG, GO Bonds                                                                                                           | CUSIP: 419792LP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20190.28     | 0.01%             | 2032-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2016 FG, GO Bonds                                                                                                           | CUSIP: 419792LR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35297.91     | 0.01%             | 2034-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Hawaii                                                                                                                                     | State of Hawaii, Series 2016, GO Bonds                                                                                                                | CUSIP: 419792LT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15103.13     | 0.01%             | 2036-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indiana (State of) Finance Authority (Deaconess Health System Obligated Group)                                                                      | Indiana (State of) Finance Authority (Deaconess Health System Obligated Group), Series 2016 A, RB                                                     | CUSIP: 45506DXT7<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    175000 | PA      | $176450.79    | 0.06%             | 2026-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Long Island (City of), NY Power Authority                                                                                                           | Long Island (City of), NY Power Authority, Series 2016 B, Ref. RB                                                                                     | CUSIP: 5426908M7<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |    285000 | PA      | $286651.86    | 0.10%             | 2046-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District                                                                                                              | Los Angeles Community College District, Series 2016, Ref. GO Bonds                                                                                    | CUSIP: 54438CWP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $60172.99     | 0.02%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District                                                                                                              | Los Angeles Community College District, Series 2016, Ref. GO Bonds                                                                                    | CUSIP: 54438CWQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $60135.24     | 0.02%             | 2038-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Development Finance Agency (Harvard University)                                                                     | Massachusetts (Commonwealth of) Development Finance Agency (Harvard University), Series 2016 A, Ref. RB                                               | CUSIP: 57584XYA3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    510000 | PA      | $515298.08    | 0.17%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Development Finance Agency (Harvard University)                                                                     | Massachusetts (Commonwealth of) Development Finance Agency (Harvard University), Series 2016 A, Ref. RB                                               | CUSIP: 57584XYB1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     70000 | PA      | $70669.83     | 0.02%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) School Building Authority                                                                                           | Massachusetts (Commonwealth of) School Building Authority, Series 2016 B, RB                                                                          | CUSIP: 576000VB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15141.38     | 0.01%             | 2046-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) School Building Authority                                                                                           | Massachusetts (Commonwealth of) School Building Authority, Series 2016 C, Ref. RB                                                                     | CUSIP: 576000VD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40797.05     | 0.01%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) School Building Authority                                                                                           | Massachusetts (Commonwealth of) School Building Authority, Series 2016 C, Ref. RB                                                                     | CUSIP: 576000VE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101932.71    | 0.03%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) (Rail Enhancement & Accelerated Bridge Program)                                                                     | Massachusetts (Commonwealth of) (Rail Enhancement & Accelerated Bridge Program), Series 2016 A, RB                                                    | CUSIP: 57604TEE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30156.92     | 0.01%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                                                                                               | Metropolitan Transportation Authority, Series 2016, RB                                                                                                | CUSIP: 59261AJR9<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    110000 | PA      | $111793.21    | 0.04%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                                                                                               | Metropolitan Transportation Authority, Series 2016 D, Ref. RB                                                                                         | CUSIP: 59261AJW8<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10086.77     | 0.00%             | 2032-11-15      | Fixed         | 4.00%                 | 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: 60637ALX8<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |    135000 | PA      | $135121.43    | 0.05%             | 2039-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                                                                                    | Pennsylvania Turnpike Commission, Series 2016, RB                                                                                                     | CUSIP: 709224RH4<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    170000 | PA      | $172646.32    | 0.06%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                                                                                    | Pennsylvania Turnpike Commission, Series 2016, RB                                                                                                     | CUSIP: 709224RL5<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     75000 | PA      | $75670.82     | 0.03%             | 2034-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Francisco (City & County of), CA Public Utilities Commission                                                                                    | San Francisco (City & County of), CA Public Utilities Commission, Series 2016, Ref. RB                                                                | CUSIP: 79765RJ59<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    435000 | PA      | $437351.96    | 0.15%             | 2036-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Francisco (City & County of), CA Public Utilities Commission                                                                                    | San Francisco (City & County of), CA Public Utilities Commission, Series 2016, Ref. RB                                                                | CUSIP: 79765RJ67<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35082.61     | 0.01%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Water Development Board                                                                                                            | Texas (State of) Water Development Board, Series 2016, RB                                                                                             | CUSIP: 882854YK2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10033.24     | 0.00%             | 2046-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas (City of), TX                                                                                                                                | Dallas (City of), TX, Series 2015 A, Ref. RB                                                                                                          | CUSIP: 2354166M1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $160553.49    | 0.05%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2015 B, Ref. RB                                                                                                    | CUSIP: 59333PS25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25056.25     | 0.01%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Transportation Commission State Highway Fund                                                                                       | Texas (State of) Transportation Commission State Highway Fund, Series 2015, Ref. RB                                                                   | CUSIP: 88283LJY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    355000 | PA      | $360946.92    | 0.12%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fairfax (County of), VA                                                                                                                             | Fairfax (County of), VA, Series 2016 A, Ref. GO Bonds                                                                                                 | CUSIP: 30382AEN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $125181.41    | 0.04%             | 2026-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Columbia University) (Green Bonds)                                                                         | New York (State of) Dormitory Authority (Columbia University) (Green Bonds), Series 2016 A, RB                                                        | CUSIP: 64990BZH9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    465000 | PA      | $472979.77    | 0.16%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona (State of) Transportation Board (Garvee)                                                                                                    | Arizona (State of) Transportation Board (Garvee), Series 2016, Ref. RB                                                                                | CUSIP: 040647DZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $131263.51    | 0.04%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of King WA Sewer Revenue                                                                                                                     | County of King WA Sewer Revenue, Series 2016, RB                                                                                                      | CUSIP: 4952894E7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5048.10      | 0.00%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) Public Building Authority                                                                                                | Virginia (Commonwealth of) Public Building Authority, Series 2016 B, Ref. RB                                                                          | CUSIP: 928172Q73<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $222629.88    | 0.08%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2016 FH, Ref. GO Bonds                                                                                                      | CUSIP: 419792MH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $111861.98    | 0.04%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2016 A, Ref. RB                                                                                               | CUSIP: 57604TEL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $80565.94     | 0.03%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Transportation Commission State Highway Fund                                                                                       | Texas (State of) Transportation Commission State Highway Fund, Series 2016 A, RB                                                                      | CUSIP: 88283LKK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $147429.03    | 0.05%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Development Finance Agency (Harvard University)                                                                     | Massachusetts (Commonwealth of) Development Finance Agency (Harvard University), Series 2016 A, Ref. RB                                               | CUSIP: 57584XXU0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    130000 | PA      | $131438.35    | 0.04%             | 2026-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rhode Island Commerce Corp. (Garvee)                                                                                                                | Rhode Island Commerce Corp. (Garvee), Series 2016 B, RB                                                                                               | CUSIP: 762232AL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50369.38     | 0.02%             | 2026-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2016 E, GO Bonds                                                                                                       | CUSIP: 20772J3V2<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    195000 | PA      | $198521.08    | 0.07%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tarrant County Cultural Education Facilities Finance Corp. (Texas Health Resources System)                                                          | Tarrant County Cultural Education Facilities Finance Corp. (Texas Health Resources System), Series 2016 A, Ref. RB                                    | CUSIP: 87638TFK4<br>LEI: 549300ROY505NVTMMI25 | Long             | DBT              | MUN               | US        |    300000 | PA      | $302237.22    | 0.10%             | 2041-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                                                                                               | Metropolitan Transportation Authority, Series 2016 D, Ref. RB                                                                                         | CUSIP: 59261AJQ1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    480000 | PA      | $488155.30    | 0.17%             | 2030-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Cedars-Sinai Medical Center)                                                           | California (State of) Health Facilities Financing Authority (Cedars-Sinai Medical Center), Series 2016 A, RB                                          | CUSIP: 13032UJE9<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5063.90      | 0.00%             | 2032-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Cedars-Sinai Medical Center)                                                           | California (State of) Health Facilities Financing Authority (Cedars-Sinai Medical Center), Series 2016 A, RB                                          | CUSIP: 13032UJF6<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     95000 | PA      | $96189.68     | 0.03%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                                                                                    | California Health Facilities Financing Authority, Series 2016, RB                                                                                     | CUSIP: 13032UJG4<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30366.17     | 0.01%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Cedars-Sinai Medical Center)                                                           | California (State of) Health Facilities Financing Authority (Cedars-Sinai Medical Center), Series 2016 B, Ref. RB                                     | CUSIP: 13032UKA5<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    190000 | PA      | $190709.75    | 0.06%             | 2035-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Cedars-Sinai Medical Center)                                                           | California (State of) Health Facilities Financing Authority (Cedars-Sinai Medical Center), Series 2016 B, Ref. RB                                     | CUSIP: 13032UKB3<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    515000 | PA      | $516611.33    | 0.17%             | 2036-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Cedars-Sinai Medical Center)                                                           | California (State of) Health Facilities Financing Authority (Cedars-Sinai Medical Center), Series 2016 B, Ref. RB                                     | CUSIP: 13032UKD9<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    715000 | PA      | $716103.67    | 0.24%             | 2039-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Statewide Communities Development Authority (Redlands Community Hospital)                                                     | California (State of) Statewide Communities Development Authority (Redlands Community Hospital), Series 2016, Ref. RB                                 | CUSIP: 13080SPM0<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100640.68    | 0.03%             | 2046-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Florida Expressway Authority                                                                                                                | Central Florida Expressway Authority, Series 2016 B, Ref. RB                                                                                          | CUSIP: 153476BM7<br>LEI: 549300JL23Z3Z64M6K65 | Long             | DBT              | MUN               | US        |    250000 | PA      | $251545.23    | 0.09%             | 2026-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Central Florida Expressway Authority                                                                                                                | Central Florida Expressway Authority, Series 2016 B, Ref. RB                                                                                          | CUSIP: 153476BN5<br>LEI: 549300JL23Z3Z64M6K65 | Long             | DBT              | MUN               | US        |     65000 | PA      | $65614.37     | 0.02%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Florida Expressway Authority                                                                                                                | Central Florida Expressway Authority, Series 2016 B, Ref. RB                                                                                          | CUSIP: 153476BP0<br>LEI: 549300JL23Z3Z64M6K65 | Long             | DBT              | MUN               | US        |    325000 | PA      | $328071.87    | 0.11%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Florida Expressway Authority                                                                                                                | Central Florida Expressway Authority, Series 2016 B, Ref. RB                                                                                          | CUSIP: 153476BQ8<br>LEI: 549300JL23Z3Z64M6K65 | Long             | DBT              | MUN               | US        |    500000 | PA      | $503090.45    | 0.17%             | 2026-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Central Florida Expressway Authority                                                                                                                | Central Florida Expressway Authority, Series 2016 B, Ref. RB                                                                                          | CUSIP: 153476BT2<br>LEI: 549300JL23Z3Z64M6K65 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50091.28     | 0.02%             | 2038-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Central Florida Expressway Authority                                                                                                                | Central Florida Expressway Authority, Series 2016 B, Ref. RB                                                                                          | CUSIP: 153476BU9<br>LEI: 549300JL23Z3Z64M6K65 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10018.06     | 0.00%             | 2039-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Central Florida Expressway Authority                                                                                                                | Central Florida Expressway Authority, Series 2016 B, Ref. RB                                                                                          | CUSIP: 153476BV7<br>LEI: 549300JL23Z3Z64M6K65 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10013.50     | 0.00%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Central Florida Expressway Authority                                                                                                                | Central Florida Expressway Authority, Series 2016, RB                                                                                                 | CUSIP: 153476BW5<br>LEI: 549300JL23Z3Z64M6K65 | Long             | DBT              | MUN               | US        |    120000 | PA      | $120368.60    | 0.04%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chesapeake Bay Bridge & Tunnel District                                                                                                             | Chesapeake Bay Bridge & Tunnel District, Series 2016, RB                                                                                              | CUSIP: 16514PAC3<br>LEI: 549300JGWE66ZSSOYN09 | Long             | DBT              | MUN               | US        |    105000 | PA      | $105409.45    | 0.04%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clarke (County of), GA Hospital Authority (Piedmont Healthcare, Inc.)                                                                               | Clarke (County of), GA Hospital Authority (Piedmont Healthcare, Inc.), Series 2016 A, Ref. RB                                                         | CUSIP: 181685JM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $105282.10    | 0.04%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fulton (County of), GA Development Authority (Piedmont Healthcare, Inc.)                                                                            | Fulton (County of), GA Development Authority (Piedmont Healthcare, Inc.), Series 2016 A, Ref. RB                                                      | CUSIP: 3599008K6<br>LEI: 549300533NJL38F4K144 | Long             | DBT              | MUN               | US        |    110000 | PA      | $110295.54    | 0.04%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Grand River Dam Authority                                                                                                                           | Grand River Dam Authority, Series 2016 A, Ref. RB                                                                                                     | CUSIP: 386442WS2<br>LEI: 549300XGK5KWQHON4Q79 | Long             | DBT              | MUN               | US        |    120000 | PA      | $122236.97    | 0.04%             | 2032-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Grand River Dam Authority                                                                                                                           | Grand River Dam Authority, Series 2016 A, Ref. RB                                                                                                     | CUSIP: 386442WT0<br>LEI: 549300XGK5KWQHON4Q79 | Long             | DBT              | MUN               | US        |    600000 | PA      | $606148.14    | 0.21%             | 2033-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indiana (State of) Health & Educational Facilities Financing Authority (Ascension Senior Credit Group)                                              | Indiana (State of) Health & Educational Facilities Financing Authority (Ascension Senior Credit Group), Series 2006, Ref. RB                          | CUSIP: 454795FH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $70319.69     | 0.02%             | 2046-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Leander Independent School District                                                                                                                 | Leander Independent School District, Series 2016 A, Ref. GO Bonds                                                                                     | CUSIP: 521841QD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10022.53     | 0.00%             | 2049-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority                                                                                   | Los Angeles (County of), CA Metropolitan Transportation Authority, Series 2016 A, Ref. RB                                                             | CUSIP: 54466HDT0<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60441.31     | 0.02%             | 2032-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority                                                                                   | Los Angeles (County of), CA Metropolitan Transportation Authority, Series 2016 A, Ref. RB                                                             | CUSIP: 54466HDU7<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1007170.10   | 0.34%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority                                                                                   | Los Angeles (County of), CA Metropolitan Transportation Authority, Series 2016 A, Ref. RB                                                             | CUSIP: 54466HDW3<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10067.80     | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority                                                                                   | Los Angeles (County of), CA Metropolitan Transportation Authority, Series 2016 A, Ref. RB                                                             | CUSIP: 54466HDY9<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15091.56     | 0.01%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Sanitation Districts Financing Authority (Capital) (Green Bonds)                                                        | Los Angeles (County of), CA Sanitation Districts Financing Authority (Capital) (Green Bonds), Series 2016 A, Ref. RB                                  | CUSIP: 545149KM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $130269.80    | 0.04%             | 2042-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Health & Higher Educational Facilities Authority                                                                                | Maryland (State of) Health & Higher Educational Facilities Authority, Series 2016 A, Ref. RB                                                          | CUSIP: 574218M42<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $75175.29     | 0.03%             | 2045-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Hospital Finance Authority (Ascension Senior Credit Group)                                                                      | Michigan (State of) Hospital Finance Authority (Ascension Senior Credit Group), Series 2010, Ref. RB                                                  | CUSIP: 59465HTY2<br>LEI: 54930011MIBQ2P7ZNM19 | Long             | DBT              | MUN               | US        |     80000 | PA      | $81547.36     | 0.03%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Hampshire (State of) Health and Education Facilities Authority (Elliot Hospital)                                                                | New Hampshire (State of) Health and Education Facilities Authority (Elliot Hospital), Series 2016, Ref. RB                                            | CUSIP: 6446148D4<br>LEI: 549300CNCK7OT82W5653 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30241.14     | 0.01%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Health Care Facilities Financing Authority (AHS Hospital Corp.)                                                               | New Jersey (State of) Health Care Facilities Financing Authority (AHS Hospital Corp.), Series 2016, Ref. RB                                           | CUSIP: 645790FL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $190534.03    | 0.06%             | 2032-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Health Care Facilities Financing Authority (AHS Hospital Corp.)                                                               | New Jersey (State of) Health Care Facilities Financing Authority (AHS Hospital Corp.), Series 2016, Ref. RB                                           | CUSIP: 645790FM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $65520.88     | 0.02%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Health Care Facilities Financing Authority (AHS Hospital Corp.)                                                               | New Jersey (State of) Health Care Facilities Financing Authority (AHS Hospital Corp.), Series 2016, Ref. RB                                           | CUSIP: 645790FN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $125221.39    | 0.04%             | 2034-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Health Care Facilities Financing Authority (RWJ Barnabas Health Obligated Group)                                              | New Jersey (State of) Health Care Facilities Financing Authority (RWJ Barnabas Health Obligated Group), Series 2016, Ref. RB                          | CUSIP: 645790FP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    665000 | PA      | $666390.45    | 0.23%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Health Care Facilities Financing Authority (AHS Hospital Corp.)                                                               | New Jersey (State of) Health Care Facilities Financing Authority (AHS Hospital Corp.), Series 2016, Ref. RB                                           | CUSIP: 645790FQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    360000 | PA      | $360606.78    | 0.12%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of) Capital Facilities Finance Agency (Duke University)                                                                       | North Carolina (State of) Capital Facilities Finance Agency (Duke University), Series 2016 B, Ref. RB                                                 | CUSIP: 65819GLE6<br>LEI: 549300PWNPSB7G58A235 | Long             | DBT              | MUN               | US        |     55000 | PA      | $55496.39     | 0.02%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, One Hundred Ninty Eighth Series 2016, Ref. RB                                                       | CUSIP: 73358WD84<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    185000 | PA      | $187272.04    | 0.06%             | 2041-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, One Hundred Ninty Eighth Series 2016, Ref. RB                                                       | CUSIP: 73358WD92<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25218.28     | 0.01%             | 2046-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, One Hundred Ninty Eighth Series 2016, Ref. RB                                                       | CUSIP: 73358WE26<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100573.87    | 0.03%             | 2056-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Regional Transportation District Sales Tax Revenue                                                                                                  | Regional Transportation District Sales Tax Revenue, Series 2016, RB                                                                                   | CUSIP: 759136TH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5064.00      | 0.00%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of) Regional Transportation District (Fastracks)                                                                                    | Colorado (State of) Regional Transportation District (Fastracks), Series 2016 A, RB                                                                   | CUSIP: 759136TJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    360000 | PA      | $362924.75    | 0.12%             | 2046-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Antonio (City of), TX Water System                                                                                                              | San Antonio (City of), TX Water System, Series 2016 C, Ref. RB                                                                                        | CUSIP: 79642B3X9<br>LEI: 549300S7VENCVRZAA322 | Long             | DBT              | MUN               | US        |    120000 | PA      | $122075.66    | 0.04%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Antonio (City of), TX Water System                                                                                                              | San Antonio (City of), TX Water System, Series 2016 C, Ref. RB                                                                                        | CUSIP: 79642B3Y7<br>LEI: 549300S7VENCVRZAA322 | Long             | DBT              | MUN               | US        |    155000 | PA      | $157632.27    | 0.05%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Community College District                                                                                                                | San Diego Community College District, Series 2016, GO Bonds                                                                                           | CUSIP: 797272PL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $95111.42     | 0.03%             | 2034-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| San Diego Community College District                                                                                                                | San Diego Community College District, Series 2016, Ref. GO Bonds                                                                                      | CUSIP: 797272PY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $121072.55    | 0.04%             | 2026-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Diego Community College District                                                                                                                | San Diego Community College District, Series 2016, Ref. GO Bonds                                                                                      | CUSIP: 797272QD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5065.20      | 0.00%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Community College District                                                                                                                | San Diego Community College District, Series 2016, Ref. GO Bonds                                                                                      | CUSIP: 797272QE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $55491.58     | 0.02%             | 2026-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Public School Building Authority (Philadelphia School District)                                                      | Pennsylvania (Commonwealth of) Public School Building Authority (Philadelphia School District), Series 2016 A, Ref. RB                                | CUSIP: 85732GUG3<br>LEI: 5493006JN0UR7OGWTO86 | Long             | DBT              | MUN               | US        |    125000 | PA      | $127330.18    | 0.04%             | 2032-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Public School Building Authority (Philadelphia School District)                                                      | Pennsylvania (Commonwealth of) Public School Building Authority (Philadelphia School District), Series 2016 A, Ref. RB                                | CUSIP: 85732GUH1<br>LEI: 5493006JN0UR7OGWTO86 | Long             | DBT              | MUN               | US        |    435000 | PA      | $442848.49    | 0.15%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tampa (City of), FL (H. Lee Moffitt Cancer Center)                                                                                                  | Tampa (City of), FL (H. Lee Moffitt Cancer Center), Series 2016, Ref. RB                                                                              | CUSIP: 875161CE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $125683.28    | 0.04%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UAB Medicine Finance Authority                                                                                                                      | UAB Medicine Finance Authority, Series 2016 B, Ref. RB                                                                                                | CUSIP: 902562BA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $125824.71    | 0.04%             | 2041-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Washington                                                                                                                            | University of Washington, Series 2016 A, Ref. RB                                                                                                      | CUSIP: 91523NRL2<br>LEI: T8YS5W0N70BYCTHPA429 | Long             | DBT              | MUN               | US        |    200000 | PA      | $201826.36    | 0.07%             | 2046-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Economic Development Authority                                                                                                | New Jersey (State of) Economic Development Authority, Series 2016 AAA, RB                                                                             | CUSIP: 64577BTL8<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    345000 | PA      | $353015.90    | 0.12%             | 2026-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                                                                                               | Metropolitan Transportation Authority, Series 2006 B, RB                                                                                              | CUSIP: 59259RS47<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    525000 | PA      | $536443.37    | 0.18%             | 2026-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Cedars-Sinai Medical Center)                                                           | California (State of) Health Facilities Financing Authority (Cedars-Sinai Medical Center), Series 2015, Ref. RB                                       | CUSIP: 13032UBA5<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45087.12     | 0.02%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky (Commonwealth of) Property & Building Commission (No. 112)                                                                                 | Kentucky (Commonwealth of) Property & Building Commission (No. 112), Series 2016 B, Ref. RB                                                           | CUSIP: 49151FNK2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    455000 | PA      | $463591.08    | 0.16%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                                 | Metropolitan Transportation Authority (Green Bonds), Series 2016 A-2, Ref. RB                                                                         | CUSIP: 59261ADN4<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    370000 | PA      | $377318.82    | 0.13%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2016 A, Ref. RB                                                                                                   | CUSIP: 13077C3Z5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $145749.48    | 0.05%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Cook IL                                                                                                                                   | County of Cook IL, Series 2016, GO Bonds                                                                                                              | CUSIP: 213185KG5<br>LEI: 5493004UMR7OX4YITE10 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20401.27     | 0.01%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cook (County of), IL                                                                                                                                | Cook (County of), IL, Series 2016 A, Ref. GO Bonds                                                                                                    | CUSIP: 213185KP5<br>LEI: 5493004UMR7OX4YITE10 | Long             | DBT              | MUN               | US        |    135000 | PA      | $137460.65    | 0.05%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV                                                                                                                               | Clark (County of), NV, Series 2016 B, Ref. GO Bonds                                                                                                   | CUSIP: 180848RX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    305000 | PA      | $310779.23    | 0.11%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Build NYC Resource Corp. (Chapin School)                                                                                                            | Build NYC Resource Corp. (Chapin School), Series 2016, RB                                                                                             | CUSIP: 12008ELX2<br>LEI: 549300GROJFKMNLWEK84 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35417.58     | 0.01%             | 2026-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Build NYC Resource Corp. (Chapin School)                                                                                                            | Build NYC Resource Corp. (Chapin School), Series 2016, RB                                                                                             | CUSIP: 12008ELY0<br>LEI: 549300GROJFKMNLWEK84 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10186.14     | 0.00%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Florida Expressway Authority                                                                                                                | Central Florida Expressway Authority, Series 2016, RB                                                                                                 | CUSIP: 153476BF2<br>LEI: 549300JL23Z3Z64M6K65 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25213.76     | 0.01%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                                 | State of California, Series 2016, GO Bonds                                                                                                            | CUSIP: 13063C4N7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45558.59     | 0.02%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of) Capital Facilities Finance Agency (Duke University)                                                                       | North Carolina (State of) Capital Facilities Finance Agency (Duke University), Series 2016 B, Ref. RB                                                 | CUSIP: 65819GKY3<br>LEI: 549300PWNPSB7G58A235 | Long             | DBT              | MUN               | US        |    135000 | PA      | $137293.04    | 0.05%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco (City & County of), CA Public Utilities Commission                                                                                    | San Francisco (City & County of), CA Public Utilities Commission, Series 2016, Ref. RB                                                                | CUSIP: 79765RH36<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35733.46     | 0.01%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                                    | Texas (State of), Series 2016 A, GO Bonds                                                                                                             | CUSIP: 8827234J5<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    270000 | PA      | $270623.24    | 0.09%             | 2026-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of)                                                                                                                                  | Georgia (State of), Series 2016 F, Ref. GO Bonds                                                                                                      | CUSIP: 3733846G6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50480.95     | 0.02%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Philadelphia PA Water & Wastewater Revenue                                                                                                  | City of Philadelphia PA Water & Wastewater Revenue, Series 2016, RB                                                                                   | CUSIP: 717893A27<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15237.28     | 0.01%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| School District of Philadelphia (The)                                                                                                               | School District of Philadelphia (The), Series 2016, GO Bonds                                                                                          | CUSIP: 717883TB8<br>LEI: 254900HSKDHZKBZCUL90 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35479.64     | 0.01%             | 2026-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Community College District                                                                                                                | San Diego Community College District, Series 2016, GO Bonds                                                                                           | CUSIP: 797272PS4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $131787.55    | 0.04%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Grand River Dam Authority                                                                                                                           | Grand River Dam Authority, Series 2016 A, Ref. RB                                                                                                     | CUSIP: 386442WL7<br>LEI: 549300XGK5KWQHON4Q79 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10064.73     | 0.00%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Finance Authority (Clean Water Revolving Fund)                                                                                  | Michigan (State of) Finance Authority (Clean Water Revolving Fund), Series 2016 B, Ref. RB                                                            | CUSIP: 59447TNW9<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    515000 | PA      | $523687.38    | 0.18%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2016 B-1, GO Bonds                                                                                                     | CUSIP: 64966MHL6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    365000 | PA      | $369898.74    | 0.13%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tuscaloosa (City of), AL Board of Education                                                                                                         | Tuscaloosa (City of), AL Board of Education, Series 2016, Revenue Wts.                                                                                | CUSIP: 90059RAX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50568.53     | 0.02%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco (City & County of), CA Successor Agency to the Redevelopment Agency (Mission Bay South Redevelopment)                                 | San Francisco (City & County of), CA Successor Agency to the Redevelopment Agency (Mission Bay South Redevelopment), Series 2016 C, Ref. RB           | CUSIP: 79770GDV5<br>LEI: 5493001TPOZL3UK8DX25 | Long             | DBT              | MUN               | US        |    150000 | PA      | $151074.60    | 0.05%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Adams 12 Five Star Schools                                                                                                                          | Adams 12 Five Star Schools, Series 2016 B, Ref. GO Bonds                                                                                              | CUSIP: 006449GX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $86860.98     | 0.03%             | 2032-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Adams 12 Five Star Schools                                                                                                                          | Adams 12 Five Star Schools, Series 2016, GO Bonds                                                                                                     | CUSIP: 006449GY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15320.11     | 0.01%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Adams 12 Five Star Schools                                                                                                                          | Adams 12 Five Star Schools, Series 2016, GO Bonds                                                                                                     | CUSIP: 006449HA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $71615.32     | 0.02%             | 2026-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Adams 12 Five Star Schools                                                                                                                          | Adams 12 Five Star Schools, Series 2016 B, Ref. GO Bonds                                                                                              | CUSIP: 006449HB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5115.38      | 0.00%             | 2026-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alabama (State of) Economic Settlement Authority                                                                                                    | Alabama (State of) Economic Settlement Authority, Series 2016 A, RB                                                                                   | CUSIP: 01026CAB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15039.51     | 0.01%             | 2033-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Denver (City & County of), CO                                                                                                                       | Denver (City & County of), CO, Series 2016 A, Ref. RB                                                                                                 | CUSIP: 249182JZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $91668.51     | 0.03%             | 2032-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2016 D, GO Bonds                                                                                                         | CUSIP: 25476FTB4<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15171.29     | 0.01%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Homewood (City of), AL                                                                                                                              | Homewood (City of), AL, Series 2016, Ref. GO Bonds                                                                                                    | CUSIP: 437884NR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30468.98     | 0.01%             | 2026-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2016 I, GO Bonds                                                                                              | CUSIP: 57582RMA1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    105000 | PA      | $107066.79    | 0.04%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2016 J, GO Bonds                                                                                              | CUSIP: 57582RMB9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    120000 | PA      | $122251.37    | 0.04%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2016 J, GO Bonds                                                                                              | CUSIP: 57582RMC7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    115000 | PA      | $117059.71    | 0.04%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2016 J, Ref. GO Bonds                                                                                         | CUSIP: 57582RMD5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30515.38     | 0.01%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2016 J, GO Bonds                                                                                              | CUSIP: 57582RMF0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5010.49      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan St. Louis Sewer District                                                                                                               | Metropolitan St. Louis Sewer District, Series 2016 C, RB                                                                                              | CUSIP: 592481JD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20044.17     | 0.01%             | 2041-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Economic Development Authority                                                                                                | New Jersey (State of) Economic Development Authority, Series 2016 AAA, RB                                                                             | CUSIP: 64577BTK0<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    275000 | PA      | $281389.49    | 0.10%             | 2026-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Educational Facilities Authority                                                                                              | New Jersey (State of) Educational Facilities Authority, Series 2016 B, RB                                                                             | CUSIP: 646066F54<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10099.94     | 0.00%             | 2036-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2016, GO Bonds                                                                                                            | CUSIP: 64966MHE2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    110000 | PA      | $112207.27    | 0.04%             | 2032-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2016 B-1, GO Bonds                                                                                                     | CUSIP: 64966MHF9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    510000 | PA      | $519965.81    | 0.18%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2016, GO Bonds                                                                                                            | CUSIP: 64966MHG7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    230000 | PA      | $234339.20    | 0.08%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2016 B-1, GO Bonds                                                                                                     | CUSIP: 64966MHJ1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5016.75      | 0.00%             | 2036-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2016 B-1, GO Bonds                                                                                                     | CUSIP: 64966MHK8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    370000 | PA      | $375874.31    | 0.13%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2016, GO Bonds                                                                                                         | CUSIP: 64966MHP7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20305.61     | 0.01%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                            | New York (City of), NY Municipal Water Finance Authority, Series 2016 CC, Ref. RB                                                                     | CUSIP: 64972GMW1<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5017.82      | 0.00%             | 2046-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                            | New York (City of), NY Municipal Water Finance Authority, Series 2016, Ref. RB                                                                        | CUSIP: 64972GMY7<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    515000 | PA      | $517270.89    | 0.18%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Orange County Convention Center/Orlando                                                                                                             | Orange County Convention Center/Orlando, Series 2016, RB                                                                                              | CUSIP: 684545ZM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $60281.30     | 0.02%             | 2036-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sacramento (City of), CA Area Flood Control Agency (Consolidated Capital Assessment District No.2)                                                  | Sacramento (City of), CA Area Flood Control Agency (Consolidated Capital Assessment District No.2), Series 2016, Ref. RB                              | CUSIP: 785840JQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $131135.88    | 0.04%             | 2047-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sacramento (City of), CA Area Flood Control Agency (Consolidated Capital Assessment District No.2)                                                  | Sacramento (City of), CA Area Flood Control Agency (Consolidated Capital Assessment District No.2), Series 2016, Ref. RB                              | CUSIP: 785840JX8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $151569.96    | 0.05%             | 2043-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Shreveport (City of), LA                                                                                                                            | Shreveport (City of), LA, Series 2016 B, RB                                                                                                           | CUSIP: 825485VF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50404.91     | 0.02%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Weld County School District No. RE-4                                                                                                                | Weld County School District No. RE-4, Series 2016, GO Bonds                                                                                           | CUSIP: 949232EC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101517.62    | 0.03%             | 2041-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wyandotte County Unified School District No. 500                                                                                                    | Wyandotte County Unified School District No. 500, Series 2016 A, GO Bonds                                                                             | CUSIP: 982696QX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $70706.75     | 0.02%             | 2026-09-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Wyandotte County Unified School District No. 500                                                                                                    | Wyandotte County Unified School District No. 500, Series 2016 A, GO Bonds                                                                             | CUSIP: 982696QY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $55859.80     | 0.02%             | 2026-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wyandotte County Unified School District No. 500                                                                                                    | Wyandotte County Unified School District No. 500, Series 2016 A, GO Bonds                                                                             | CUSIP: 982696QZ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    380000 | PA      | $386407.98    | 0.13%             | 2026-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jefferson County School District R-1                                                                                                                | Jefferson County School District R-1, Series 2012, Ref. GO Bonds                                                                                      | CUSIP: 472736Q75<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40907.80     | 0.01%             | 2026-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| King County School District No. 401 Highline                                                                                                        | King County School District No. 401 Highline, Series 2015, Ref. GO Bonds                                                                              | CUSIP: 495033DZ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50067.35     | 0.02%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nevada (State of)                                                                                                                                   | Nevada (State of), Series 2016, Ref. RB                                                                                                               | CUSIP: 641480HY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $105736.17    | 0.04%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL Metropolitan Water Reclamation District                                                                                       | Chicago (City of), IL Metropolitan Water Reclamation District, Series 2016 A, Ref. GO Bonds                                                           | CUSIP: 167560SV4<br>LEI: 254900GOGQEZEWCZ4D37 | Long             | DBT              | MUN               | US        |   1075000 | PA      | $1096646.52   | 0.37%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of)                                                                                                                                  | Georgia (State of), Series 2016 E, Ref. GO Bonds                                                                                                      | CUSIP: 3733846V3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $153279.83    | 0.05%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Trust for Cultural Resources (The) (Lincoln Center for Performing Arts)                                                      | New York (City of), NY Trust for Cultural Resources (The) (Lincoln Center for Performing Arts), Series 2016 A, Ref. RB                                | CUSIP: 649717UE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $97012.89     | 0.03%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2016 H, GO Bonds                                                                                              | CUSIP: 57582RLR5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    140000 | PA      | $143061.17    | 0.05%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2016 E, Ref. GO Bonds                                                                                                    | CUSIP: 25476FTL2<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5035.87      | 0.00%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2008, GO Bonds                                                                                                         | CUSIP: 64966MHY8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35421.31     | 0.01%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2017 A, RB                                                                                 | CUSIP: 709224VB2<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40596.98     | 0.01%             | 2042-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Economic Development Authority                                                                                                | New Jersey (State of) Economic Development Authority, Series 2017 B, Ref. RB                                                                          | CUSIP: 64577BE26<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    425000 | PA      | $432854.34    | 0.15%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Adams & Arapahoe Joint School District No. 28J Aurora                                                                                               | Adams & Arapahoe Joint School District No. 28J Aurora, Series 2017 A, Ref. GO Bonds                                                                   | CUSIP: 0054823C6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    260000 | PA      | $265412.47    | 0.09%             | 2032-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                                                                                              | California Municipal Finance Authority, Series 2017, RB                                                                                               | CUSIP: 13048TN90<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50374.72     | 0.02%             | 2036-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Denver City & County School District No. 1                                                                                                          | Denver City & County School District No. 1, Series 2017, GO Bonds                                                                                     | CUSIP: 249174VR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $55926.56     | 0.02%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denver City & County School District No. 1                                                                                                          | Denver City & County School District No. 1, Series 2017, GO Bonds                                                                                     | CUSIP: 249174VS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $91455.73     | 0.03%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| El Paso (County of), CO School District No. 20                                                                                                      | El Paso (County of), CO School District No. 20, Series 2017, GO Bonds                                                                                 | CUSIP: 283461G88<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $95501.40     | 0.03%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of) Turnpike Authority                                                                                                        | North Carolina (State of) Turnpike Authority, Series 2017 A, Ref. RB                                                                                  | CUSIP: 65830UAC6<br>LEI: 549300FCT1PN0GJGQ240 | Long             | DBT              | MUN               | US        |     70000 | PA      | $70103.96     | 0.02%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phoenix Civic Improvement Corp.                                                                                                                     | Phoenix Civic Improvement Corp., Series 2017, Ref. RB                                                                                                 | CUSIP: 71883RPM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100782.11    | 0.03%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phoenix Civic Improvement Corp.                                                                                                                     | Phoenix Civic Improvement Corp., Series 2017, Ref. RB                                                                                                 | CUSIP: 71883RPN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35264.41     | 0.01%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rosemont (Village of), IL                                                                                                                           | Rosemont (Village of), IL, Series 2017 A, GO Bonds                                                                                                    | CUSIP: 777543WW5<br>LEI: 5493007BOTZDVXZYCM52 | Long             | DBT              | MUN               | US        |    335000 | PA      | $336361.27    | 0.11%             | 2046-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                                                                                                  | Board of Regents of the University of Texas System, Series 2016 J, RB                                                                                 | CUSIP: 91514AGQ2<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    405000 | PA      | $410340.49    | 0.14%             | 2026-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phoenix Civic Improvement Corp.                                                                                                                     | Phoenix Civic Improvement Corp., Series 2017, Ref. RB                                                                                                 | CUSIP: 71883RPA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30298.60     | 0.01%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas State University Board of Regents                                                                                                             | Texas State University Board of Regents, Series 2017 A, Ref. RB                                                                                       | CUSIP: 88278PYF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $220219.34    | 0.07%             | 2026-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                                                                                              | University of Michigan, Series 2017 A, Ref. RB                                                                                                        | CUSIP: 914455QM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100227.53    | 0.03%             | 2026-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                                                                | Triborough Bridge & Tunnel Authority, Series 2017, RB                                                                                                 | CUSIP: 89602N7V0<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15313.70     | 0.01%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denver City & County School District No. 1                                                                                                          | Denver City & County School District No. 1, Series 2017, GO Bonds                                                                                     | CUSIP: 249174VE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $97077.22     | 0.03%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL Expressway Authority                                                                                                     | Miami-Dade (County of), FL Expressway Authority, Series 2016 A, Ref. RB                                                                               | CUSIP: 593338AT3<br>LEI: 549300NSQPQSO55VM780 | Long             | DBT              | MUN               | US        |    125000 | PA      | $125956.83    | 0.04%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Spring Independent School District                                                                                                                  | Spring Independent School District, Series 2017, GO Bonds                                                                                             | CUSIP: 8500005Y2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50195.27     | 0.02%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Austin (City of), TX                                                                                                                                | Austin (City of), TX, Series 2017 A, RB                                                                                                               | CUSIP: 052398FD1<br>LEI: IW10PQVTU7HKS3JMW253 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40485.12     | 0.01%             | 2041-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami University                                                                                                                                    | Miami University, Series 2017, Ref. RB                                                                                                                | CUSIP: 593791HX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $105768.60    | 0.04%             | 2041-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                            | New York (City of), NY Municipal Water Finance Authority, Series 2017 DD, RB                                                                          | CUSIP: 64972GNC4<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    405000 | PA      | $408857.42    | 0.14%             | 2047-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Houston                                                                                                                               | University of Houston, Series 2017 A, Ref. RB                                                                                                         | CUSIP: 914302CN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $400359.48    | 0.14%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (General Purpose)                                                                                           | New York (State of) Dormitory Authority (General Purpose), Series 2016 D, Ref. RB                                                                     | CUSIP: 64990E4U8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     85000 | PA      | $86139.32     | 0.03%             | 2026-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nashville (City of) & Davidson (County of), TN Metropolitan Government                                                                              | Nashville (City of) & Davidson (County of), TN Metropolitan Government, Series 2017, GO Bonds                                                         | CUSIP: 592112SJ6<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20176.69     | 0.01%             | 2026-07-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Philadelphia (City of), PA                                                                                                                          | Philadelphia (City of), PA, Series 2017, Ref. GO Bonds                                                                                                | CUSIP: 717813TA7<br>LEI: 549300IVFOPB4AG7UL47 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20229.08     | 0.01%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2017 C, Ref. GO Bonds                                                                                                  | CUSIP: 64966MJK6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2024075.00   | 0.68%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                                 | State of California, Series 2017, GO Bonds                                                                                                            | CUSIP: 13063C6S4<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35383.39     | 0.01%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, Ref. GO Bonds                                                                                                     | CUSIP: 13063C6Y1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50159.94     | 0.02%             | 2038-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2016, GO Bonds                                                                                                            | CUSIP: 452152M32<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     75000 | PA      | $76277.69     | 0.03%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, Ref. GO Bonds                                                                                                     | CUSIP: 13063C6K1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    130000 | PA      | $130780.10    | 0.04%             | 2032-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, Ref. GO Bonds                                                                                                     | CUSIP: 13063C6L9<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     85000 | PA      | $86016.09     | 0.03%             | 2032-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                                 | State of California, Series 2017, GO Bonds                                                                                                            | CUSIP: 13063C6M7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45252.00     | 0.02%             | 2033-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, Ref. GO Bonds                                                                                                     | CUSIP: 13063C6N5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    155000 | PA      | $156814.10    | 0.05%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, Ref. GO Bonds                                                                                                     | CUSIP: 13063C6P0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    110000 | PA      | $110557.43    | 0.04%             | 2034-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, Ref. GO Bonds                                                                                                     | CUSIP: 13063C6Q8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    500000 | PA      | $505685.25    | 0.17%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                                 | State of California, Series 2017, GO Bonds                                                                                                            | CUSIP: 13063C6R6<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    220000 | PA      | $221022.65    | 0.07%             | 2035-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, Ref. GO Bonds                                                                                                     | CUSIP: 13063C6T2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     75000 | PA      | $75292.94     | 0.03%             | 2036-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, Ref. GO Bonds                                                                                                     | CUSIP: 13063C6U9<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    150000 | PA      | $151599.44    | 0.05%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, Ref. GO Bonds                                                                                                     | CUSIP: 13063C6X3<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5049.57      | 0.00%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2016 A, Ref. RB                                                                                        | CUSIP: 650035T99<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    580000 | PA      | $580627.44    | 0.20%             | 2026-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Group B)                                                                                                   | New York (State of) Dormitory Authority (Group B), Series 2016 A, RB                                                                                  | CUSIP: 64990AEX9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    265000 | PA      | $269182.92    | 0.09%             | 2026-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2017 A, Ref. RB                                                                                                   | CUSIP: 13077DAK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30650.82     | 0.01%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of)                                                                                                                                 | Maryland (State of), Series 2017 A, GO Bonds                                                                                                          | CUSIP: 574193NH7<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |     70000 | PA      | $70073.67     | 0.02%             | 2026-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Infrastructure & Economic Development Bank (Clean Water Revolving Fund) (Green Bonds)                                         | California (State of) Infrastructure & Economic Development Bank (Clean Water Revolving Fund) (Green Bonds), Series 2017, RB                          | CUSIP: 13034ARZ5<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |     55000 | PA      | $56088.82     | 0.02%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2017 C, Ref. RB                                                                         | CUSIP: 64971WU32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $76466.24     | 0.03%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, Ref. GO Bonds                                                                                                     | CUSIP: 13063C5W6<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    445000 | PA      | $450523.79    | 0.15%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                                 | Metropolitan Transportation Authority (Green Bonds), Series 2017 A-2, Ref. RB                                                                         | CUSIP: 59261AMH7<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    500000 | PA      | $509890.30    | 0.17%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2017, Ref. RB                                                                                          | CUSIP: 6500354E5<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     65000 | PA      | $65070.32     | 0.02%             | 2026-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mesa (City of), AZ                                                                                                                                  | Mesa (City of), AZ, Series 2017, Ref. RB                                                                                                              | CUSIP: 590545XS3<br>LEI: 549300L1QYAKFHSIGE94 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5029.24      | 0.00%             | 2026-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                                                                                             | Los Angeles Department of Water & Power, Series 2017, RB                                                                                              | CUSIP: 5444952B9<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10095.52     | 0.00%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) Water Development Authority (Water Pollution Control Loan Fund)                                                                     | Ohio (State of) Water Development Authority (Water Pollution Control Loan Fund), Series 2017 A, RB                                                    | CUSIP: 67766WXP2<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |     90000 | PA      | $91961.13     | 0.03%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp.                                                                                                       | New York State Environmental Facilities Corp., Series 2017, RB                                                                                        | CUSIP: 64986DDH5<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |     55000 | PA      | $55463.66     | 0.02%             | 2026-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2017 C, Ref. GO Bonds                                                                                         | CUSIP: 57582RNM4<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50849.28     | 0.02%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, Ref. GO Bonds                                                                                                     | CUSIP: 13063C8P8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    175000 | PA      | $177172.28    | 0.06%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2017 A, Ref. RB                                                                                       | CUSIP: 64990CUZ2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10093.18     | 0.00%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest (No. 1)                                                                                                                            | Energy Northwest (No. 1), Series 2017 A, Ref. RB                                                                                                      | CUSIP: 29270CU45<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    345000 | PA      | $348341.64    | 0.12%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Department of Transportation                                                                                                    | Maryland (State of) Department of Transportation, Series 2017, RB                                                                                     | CUSIP: 574204F81<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35050.56     | 0.01%             | 2026-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                               | Houston (City of), TX, Series 2017 B, Ref. RB                                                                                                         | CUSIP: 44244CMW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    340000 | PA      | $346773.51    | 0.12%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of) Department of Transportation                                                                                                   | Wisconsin (State of) Department of Transportation, Series 2017 1, Ref. RB                                                                             | CUSIP: 977123Q43<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    110000 | PA      | $111021.34    | 0.04%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District                                                                                                                 | Los Angeles Unified School District, Series 2017 A, Ref. GO Bonds                                                                                     | CUSIP: 5446465P3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    560000 | PA      | $566173.94    | 0.19%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canadian (County of), OK Educational Facilities Authority (Mustang Public Schools)                                                                  | Canadian (County of), OK Educational Facilities Authority (Mustang Public Schools), Series 2017, RB                                                   | CUSIP: 135521CL4<br>LEI: 549300HPRFS0Z66VHS30 | Long             | DBT              | MUN               | US        |     85000 | PA      | $86059.01     | 0.03%             | 2026-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2017 FN, Ref. GO Bonds                                                                                                      | CUSIP: 419792SF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $157623.70    | 0.05%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                                 | Metropolitan Transportation Authority (Green Bonds), Series 2017 B-2, RB                                                                              | CUSIP: 59259N6Z1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10203.47     | 0.00%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2017, GO Bonds                                                                                                              | CUSIP: 419792RC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10047.26     | 0.00%             | 2026-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oregon (State of) Department of Transportation                                                                                                      | Oregon (State of) Department of Transportation, Series 2017 A, RB                                                                                     | CUSIP: 68607DSW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $127552.18    | 0.04%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark County School District                                                                                                                        | Clark County School District, Series 2017 A, Ref. GO Bonds                                                                                            | CUSIP: 181059WW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $95765.06     | 0.03%             | 2026-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Mississippi                                                                                                                                | State of Mississippi, Series 2017, GO Bonds                                                                                                           | CUSIP: 605581JJ7<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |     55000 | PA      | $55927.78     | 0.02%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2017 D, Ref. GO Bonds                                                                                         | CUSIP: 57582RNY8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25240.48     | 0.01%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida (State of) Municipal Power Agency (All-Requirements Power Supply)                                                                           | Florida (State of) Municipal Power Agency (All-Requirements Power Supply), Series 2017, RB                                                            | CUSIP: 342816N92<br>LEI: 549300M3I10QJUPNU131 | Long             | DBT              | MUN               | US        |     90000 | PA      | $91381.71     | 0.03%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alabama (State of) Federal Aid Highway Finance Authority (Garvee)                                                                                   | Alabama (State of) Federal Aid Highway Finance Authority (Garvee), Series 2017 B, Ref. RB                                                             | CUSIP: 010268CC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20284.06     | 0.01%             | 2026-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orange (County of), FL Convention Center                                                                                                            | Orange (County of), FL Convention Center, Series 2017, Ref. RB                                                                                        | CUSIP: 684545A71<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $193016.59    | 0.07%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of)                                                                                                                                  | Georgia (State of), Series 2017 C, Ref. GO Bonds                                                                                                      | CUSIP: 373385BE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15144.29     | 0.01%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of)                                                                                                                                | Wisconsin (State of), Series 2017, Ref. GO Bonds                                                                                                      | CUSIP: 97705MGQ2<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |     85000 | PA      | $86639.00     | 0.03%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Utah (State of)                                                                                                                                     | Utah (State of), Series 2017, GO Bonds                                                                                                                | CUSIP: 917542UK6<br>LEI: 254900RWV9NSVUZONC07 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5047.43      | 0.00%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Subseries 2017 C-1, Ref. GO Bonds                                                              | CUSIP: 64972HZL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $202115.84    | 0.07%             | 2026-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                                  | New York State Dormitory Authority, Series 2017, RB                                                                                                   | CUSIP: 64990AFY6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20021.12     | 0.01%             | 2026-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| King County School District No. 411 Issaquah                                                                                                        | King County School District No. 411 Issaquah, Series 2017, GO Bonds                                                                                   | CUSIP: 4952243S4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    690000 | PA      | $704363.87    | 0.24%             | 2032-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2016 C, Ref. GO Bonds                                                                                                  | CUSIP: 64966L4K4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100213.82    | 0.03%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia (City of), PA                                                                                                                          | Philadelphia (City of), PA, Series 2017 A, Ref. GO Bonds                                                                                              | CUSIP: 717813VK2<br>LEI: 549300IVFOPB4AG7UL47 | Long             | DBT              | MUN               | US        |     75000 | PA      | $75843.42     | 0.03%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Mexico (State of) (Capital)                                                                                                                     | New Mexico (State of) (Capital), Series 2017 A, GO Bonds                                                                                              | CUSIP: 647293RJ0<br>LEI: 549300H4YLM23QKOGK29 | Long             | DBT              | MUN               | US        |    240000 | PA      | $240000.00    | 0.08%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of)                                                                                                                           | North Carolina (State of), Series 2017 B, Ref. RB                                                                                                     | CUSIP: 65829QCV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $85398.91     | 0.03%             | 2026-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2017 A, Ref. GO Bonds                                                                                                  | CUSIP: 64966MPD5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    165000 | PA      | $166986.19    | 0.06%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority                                                                                                      | Washington Metropolitan Area Transit Authority, Series 2017 B, RB                                                                                     | CUSIP: 938782FF1<br>LEI: 549300ADKOK76HQMJS30 | Long             | DBT              | MUN               | US        |    200000 | PA      | $201863.66    | 0.07%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2017, RB                                                                                | CUSIP: 64971W7N4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $66270.74     | 0.02%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Regional Transportation Authority                                                                                               | Illinois (State of) Regional Transportation Authority, Series 2017 A, Ref. RB                                                                         | CUSIP: 7599112X7<br>LEI: 549300FOIPI62F5YFO59 | Long             | DBT              | MUN               | US        |     75000 | PA      | $75633.78     | 0.03%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority (San Francisco Bay Area)                                                                                                    | Bay Area Toll Authority (San Francisco Bay Area), Series 2017, Ref. RB                                                                                | CUSIP: 072024UZ3<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    130000 | PA      | $130340.74    | 0.04%             | 2026-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky (Commonwealth of) Turnpike Authority (Revitalization)                                                                                      | Kentucky (Commonwealth of) Turnpike Authority (Revitalization), Series 2017 B, Ref. RB                                                                | CUSIP: 491552Q73<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $247192.97    | 0.08%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of)                                                                                                                                 | Maryland (State of), Series 2017 B, Ref. GO Bonds                                                                                                     | CUSIP: 574193PE2<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |    175000 | PA      | $177135.75    | 0.06%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of)                                                                                                                                 | Maryland (State of), Series 2017 A, GO Bonds                                                                                                          | CUSIP: 574193PM4<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |     80000 | PA      | $80976.34     | 0.03%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orange (County of), FL School Board                                                                                                                 | Orange (County of), FL School Board, Series 2017, Ref. COP                                                                                            | CUSIP: 684517SC0<br>LEI: 549300SEFJ368NVQXL34 | Long             | DBT              | MUN               | US        |     70000 | PA      | $70772.62     | 0.02%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                                                                                          | Illinois Finance Authority, Series 2017, RB                                                                                                           | CUSIP: 45204EXR4<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5047.76      | 0.00%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Prince George's MD                                                                                                                        | County of Prince George's MD, Series 2017, GO Bonds                                                                                                   | CUSIP: 7417013E4<br>LEI: 549300NSQ1W50I0VU811 | Long             | DBT              | MUN               | US        |     75000 | PA      | $76172.57     | 0.03%             | 2026-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, Ref. GO Bonds                                                                                                     | CUSIP: 13063DBN7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    315000 | PA      | $321284.66    | 0.11%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, GO Bonds                                                                                                          | CUSIP: 13063DCP1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5099.76      | 0.00%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of)                                                                                                                                 | Michigan (State of), Series 2017 A, Ref. GO Bonds                                                                                                     | CUSIP: 594612DQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $75353.23     | 0.03%             | 2026-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Maryland Department of Transportation                                                                                                      | State of Maryland Department of Transportation, Series 2017, RB                                                                                       | CUSIP: 574204H55<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15218.28     | 0.01%             | 2026-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tennessee (State of) School Bond Authority                                                                                                          | Tennessee (State of) School Bond Authority, Series 2017 B, Ref. RB                                                                                    | CUSIP: 880558KB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $81515.86     | 0.03%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Economic Development Authority                                                                                                | New Jersey (State of) Economic Development Authority, Series 2004, RB                                                                                 | CUSIP: 64577BJ39<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35295.42     | 0.01%             | 2026-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                                 | Metropolitan Transportation Authority (Green Bonds), Series 2017, Ref. RB                                                                             | CUSIP: 59261ANH6<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    235000 | PA      | $239648.44    | 0.08%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2017 D, GO Bonds                                                                                                          | CUSIP: 452152Q61<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    510000 | PA      | $518842.33    | 0.18%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2017 D, GO Bonds                                                                                                          | CUSIP: 452152Q53<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    130000 | PA      | $130782.56    | 0.04%             | 2026-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fairfax (County of), VA                                                                                                                             | Fairfax (County of), VA, Series 2016 A, Ref. GO Bonds                                                                                                 | CUSIP: 30382AEP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    405000 | PA      | $405577.81    | 0.14%             | 2026-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2017, GO Bonds                                                                                                         | CUSIP: 64966MRS0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    150000 | PA      | $151805.63    | 0.05%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Water Development Board                                                                                                            | Texas (State of) Water Development Board, Series 2017 A, RB                                                                                           | CUSIP: 882854ZU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $95330.23     | 0.03%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                                | Minnesota (State of), Series 2017 D, Ref. GO Bonds                                                                                                    | CUSIP: 60412AKA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $86448.74     | 0.03%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                                | Minnesota (State of), Series 2017 A, GO Bonds                                                                                                         | CUSIP: 60412ALB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    525000 | PA      | $533948.10    | 0.18%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Palm Beach County School District                                                                                                                   | Palm Beach County School District, Series 2017 A, Ref. COP                                                                                            | CUSIP: 696550B92<br>LEI: 549300J36FX8PM8L7086 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45524.80     | 0.02%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                                                                                    | Pennsylvania Turnpike Commission, Series 2017, RB                                                                                                     | CUSIP: 709224ZG7<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     75000 | PA      | $76594.76     | 0.03%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds)                                                                     | Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds), Series 2017 A, RB                                                    | CUSIP: 54466HFH4<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50547.89     | 0.02%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| West Virginia (State of) Commissioner of Highways  (Surface Transportation)                                                                         | West Virginia (State of) Commissioner of Highways  (Surface Transportation), Series 2017 A, RB                                                        | CUSIP: 95649ACL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $86177.55     | 0.03%             | 2026-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                                 | State of California, Series 2017, GO Bonds                                                                                                            | CUSIP: 13063DDQ8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     65000 | PA      | $65806.85     | 0.02%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2016 A, Ref. RB                                                                                                   | CUSIP: 13077C3J1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $110568.16    | 0.04%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Du Page & Will Counties Community School District No. 204 Indian Prairie                                                                            | Du Page & Will Counties Community School District No. 204 Indian Prairie, Series 2017, Ref. GO Bonds                                                  | CUSIP: 262608SR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $172241.64    | 0.06%             | 2026-12-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2017 E, Ref. GO Bonds                                                                                         | CUSIP: 57582RQW9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    275000 | PA      | $280339.43    | 0.09%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of) Suburban Sanitary Commission                                                                                                  | Washington (State of) Suburban Sanitary Commission, Series 2017, Ref. RB                                                                              | CUSIP: 940157T26<br>LEI: 549300EZUWNTQF827C24 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20032.21     | 0.01%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of)                                                                                                                                | Wisconsin (State of), Series 2017-2, Ref. GO Bonds                                                                                                    | CUSIP: 97705MJJ5<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    530000 | PA      | $540219.67    | 0.18%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Montgomery MD                                                                                                                             | County of Montgomery MD, Series 2017, GO Bonds                                                                                                        | CUSIP: 6133408B7<br>LEI: 549300GNX5SDUEBKPK13 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50967.47     | 0.02%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Montgomery (County of), MD                                                                                                                          | Montgomery (County of), MD, Series 2017 C, Ref. GO Bonds                                                                                              | CUSIP: 6133407M4<br>LEI: 549300GNX5SDUEBKPK13 | Long             | DBT              | MUN               | US        |    370000 | PA      | $376263.03    | 0.13%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels)                                                                                        | Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels), Subseries 2017 C-1, Ref. RB                                                             | CUSIP: 89602RCG8<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     80000 | PA      | $81673.05     | 0.03%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bexar (County of), TX                                                                                                                               | Bexar (County of), TX, Series 2017, Ref. GO Bonds                                                                                                     | CUSIP: 088281B33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $221732.15    | 0.08%             | 2026-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allen (County of), OH                                                                                                                               | Allen (County of), OH, Series 2017 A, Ref. RB                                                                                                         | CUSIP: 01757LFR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $222446.55    | 0.08%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Broward (County of), FL School Board                                                                                                                | Broward (County of), FL School Board, Series 2017 C, Ref. COP                                                                                         | CUSIP: 115065ZN7<br>LEI: 5493006KVNQDJ1D0OD92 | Long             | DBT              | MUN               | US        |    510000 | PA      | $514360.76    | 0.17%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Stanford Health Care)                                                                  | California (State of) Health Facilities Financing Authority (Stanford Health Care), Series 2017 A, Ref. RB                                            | CUSIP: 13032UQD3<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25542.32     | 0.01%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Department of Water Resources                                                                                                 | California (State of) Department of Water Resources, Series 2017 AX, Ref. RB                                                                          | CUSIP: 13067WNR9<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |     55000 | PA      | $56339.54     | 0.02%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida (State of)                                                                                                                                  | Florida (State of), Series 2017, RB                                                                                                                   | CUSIP: 341507R94<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45425.34     | 0.02%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                               | Houston (City of), TX, Series 2017 A, Ref. GO Bonds                                                                                                   | CUSIP: 442331U28<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |    205000 | PA      | $205000.00    | 0.07%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Finance Authority (Northwestern Memorial Healthcare)                                                                            | Illinois (State of) Finance Authority (Northwestern Memorial Healthcare), Series 2017, Ref. RB                                                        | CUSIP: 45204EZN1<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5048.80      | 0.00%             | 2026-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2017 A, GO Bonds                                                                                                          | CUSIP: 452152S51<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5097.48      | 0.00%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iowa (State of) Finance Authority (Green Bonds)                                                                                                     | Iowa (State of) Finance Authority (Green Bonds), Series 2017, Ref. RB                                                                                 | CUSIP: 46246K4A7<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |     80000 | PA      | $80966.34     | 0.03%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JEA Water & Sewer System                                                                                                                            | JEA Water & Sewer System, Series 2017 A, Ref. RB                                                                                                      | CUSIP: 46613P3F1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $147429.03    | 0.05%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JEA Electric System                                                                                                                                 | JEA Electric System, Series 2017 B, Ref. RB                                                                                                           | CUSIP: 46613SGJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45693.48     | 0.02%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan St. Louis Sewer District                                                                                                               | Metropolitan St. Louis Sewer District, Series 2017 A, Ref. RB                                                                                         | CUSIP: 592481JT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40186.39     | 0.01%             | 2026-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                                 | Metropolitan Transportation Authority (Green Bonds), Series 2017 C-1, Ref. RB                                                                         | CUSIP: 59261APW1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    445000 | PA      | $453802.37    | 0.15%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Finance Authority (Trinity Health Credit Group)                                                                                 | Michigan (State of) Finance Authority (Trinity Health Credit Group), Series 2017, Ref. RB                                                             | CUSIP: 59447TQE6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    255000 | PA      | $260249.66    | 0.09%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2017 C-1, Ref. RB                                                                                      | CUSIP: 6500356K9<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45047.52     | 0.02%             | 2026-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Thurston Public Schools                                                                                                                       | North Thurston Public Schools, Series 2017, GO Bonds                                                                                                  | CUSIP: 66285TGM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $148137.76    | 0.05%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of)                                                                                                                                     | Ohio (State of), Series 2017 C, Ref. GO Bonds                                                                                                         | CUSIP: 677522UV4<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50608.13     | 0.02%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of)                                                                                                                                     | Ohio (State of), Series 2017 B, Ref. GO Bonds                                                                                                         | CUSIP: 677522VL5<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    210000 | PA      | $213317.16    | 0.07%             | 2026-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phoenix Civic Improvement Corp.                                                                                                                     | Phoenix Civic Improvement Corp., Series 2017, Ref. RB                                                                                                 | CUSIP: 71883MMK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $116056.24    | 0.04%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pittsburgh (City of), PA Water & Sewer Authority                                                                                                    | Pittsburgh (City of), PA Water & Sewer Authority, Series 2017 A, Ref. RB                                                                              | CUSIP: 725304TU3<br>LEI: 54930034DVH6W22T1E86 | Long             | DBT              | MUN               | US        |    145000 | PA      | $146987.07    | 0.05%             | 2026-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco (City & County of), CA Public Utilities Commission (Green Bonds)                                                                      | San Francisco (City & County of), CA Public Utilities Commission (Green Bonds), Series 2017 D, Ref. RB                                                | CUSIP: 79765R2F5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $107200.39    | 0.04%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Jose (City of), CA Redevelopment Agency Successor Agency                                                                                        | San Jose (City of), CA Redevelopment Agency Successor Agency, Series 2017 B, Ref. RB                                                                  | CUSIP: 798170BA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $111365.43    | 0.04%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City Of South Miami Health Facilities Authority Inc.                                                                                                | City Of South Miami Health Facilities Authority Inc., Series 2017, RB                                                                                 | CUSIP: 838810DP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5058.88      | 0.00%             | 2026-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas A&M University                                                                                                                                | Texas A&M University, Series 2017 E, Ref. RB                                                                                                          | CUSIP: 88213AKV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $140816.91    | 0.05%             | 2026-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                                                                                                  | Board of Regents of the University of Texas System, Series 2017, RB                                                                                   | CUSIP: 91514AHH1<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    140000 | PA      | $141846.10    | 0.05%             | 2026-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) Transportation Board (Garvee)                                                                                            | Virginia (Commonwealth of) Transportation Board (Garvee), Series 2017, Ref. RB                                                                        | CUSIP: 92778UBY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $225232.63    | 0.08%             | 2026-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) Transportation Board (Garvee)                                                                                            | Virginia (Commonwealth of) Transportation Board (Garvee), Series 2017, RB                                                                             | CUSIP: 92778UBZ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $66005.72     | 0.02%             | 2026-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) Transportation Board                                                                                                     | Virginia (Commonwealth of) Transportation Board, Series 2017 A, Ref. RB                                                                               | CUSIP: 927793D48<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $85495.98     | 0.03%             | 2026-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hillsboro School District No. 1J                                                                                                                    | Hillsboro School District No. 1J, Series 2017, GO Bonds                                                                                               | CUSIP: 939307HX5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $80651.22     | 0.03%             | 2026-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2017 C, Ref. GO Bonds                                                                                                   | CUSIP: 93974DW61<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40479.83     | 0.01%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series R-2018D, Ref. GO Bonds                                                                                                  | CUSIP: 93974DY44<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10119.96     | 0.00%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of) Department of Transportation                                                                                                   | Wisconsin (State of) Department of Transportation, Series 2017 2, Ref. RB                                                                             | CUSIP: 977123T99<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40371.40     | 0.01%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of) Municipal Electric Authority (Project One)                                                                                       | Georgia (State of) Municipal Electric Authority (Project One), Series 2016 A, Ref. RB                                                                 | CUSIP: 626207Q49<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    185000 | PA      | $186634.31    | 0.06%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Development Finance Agency (Partners Healthcare System)                                                             | Massachusetts (Commonwealth of) Development Finance Agency (Partners Healthcare System), Series 2017, Ref. RB                                         | CUSIP: 57584X8H7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25234.63     | 0.01%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami (City of) & Dade (County of), FL School Board (The)                                                                                           | Miami (City of) & Dade (County of), FL School Board (The), Series 2015 D, Ref. COP                                                                    | CUSIP: 59333MT88<br>LEI: 549300J3U4QVT6U3O129 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50103.42     | 0.02%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston Independent School District                                                                                                                 | Houston Independent School District, Series 2016 A, Ref. GO Bonds                                                                                     | CUSIP: 442403KW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20042.96     | 0.01%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2016 D, Ref. RB                                                                                       | CUSIP: 64990E4V6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60804.23     | 0.02%             | 2026-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2017 AY, Ref. RB                                                                                                     | CUSIP: 91412G3G8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $206255.36    | 0.07%             | 2026-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Utah (State of)                                                                                                                                     | Utah (State of), Series 2018, GO Bonds                                                                                                                | CUSIP: 917542VE9<br>LEI: 254900RWV9NSVUZONC07 | Long             | DBT              | MUN               | US        |    295000 | PA      | $297798.16    | 0.10%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                                 | State of California, Series 2018, GO Bonds                                                                                                            | CUSIP: 13063DFP8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40021.92     | 0.01%             | 2039-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2018, GO Bonds                                                                                                          | CUSIP: 13063DFQ6<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25044.58     | 0.01%             | 2039-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2018, GO Bonds                                                                                                          | CUSIP: 13063DFS2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    600000 | PA      | $600428.58    | 0.20%             | 2047-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2016 A, Ref. RB                                                                                        | CUSIP: 650035U22<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    225000 | PA      | $225243.41    | 0.08%             | 2026-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                               | Houston (City of), TX, Series 2016 A, Ref. GO Bonds                                                                                                   | CUSIP: 442331K86<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20043.60     | 0.01%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Convention & Sports Authority                                                                                                            | Washington Convention & Sports Authority, Series 2018 A, Ref. RB                                                                                      | CUSIP: 93878LBT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101564.36    | 0.03%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                               | Houston (City of), TX, Series 2018 B, Ref. RB                                                                                                         | CUSIP: 442349BD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $60533.05     | 0.02%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                                                                                              | Los Angeles Unified School District/CA, Series 2018, GO Bonds                                                                                         | CUSIP: 5446466H0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10110.25     | 0.00%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Infrastructure & Economic Development Bank (Clean Water Revolving Fund) (Green Bonds)                                         | California (State of) Infrastructure & Economic Development Bank (Clean Water Revolving Fund) (Green Bonds), Series 2018, RB                          | CUSIP: 13034AYN4<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5098.98      | 0.00%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of)                                                                                                                                 | Maryland (State of), Series 2018 A, GO Bonds                                                                                                          | CUSIP: 574193QA9<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100105.24    | 0.03%             | 2026-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Bidding Group 1)                                                                                           | New York (State of) Dormitory Authority (Bidding Group 1), Series 2018 A, RB                                                                          | CUSIP: 64990AHF5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20021.12     | 0.01%             | 2026-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2016 FB, GO Bonds                                                                                                           | CUSIP: 419792HV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $115182.76    | 0.04%             | 2028-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) (Garvee)                                                                                                                            | Ohio (State of) (Garvee), Series 2018-1, RB                                                                                                           | CUSIP: 677581GU8<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    105000 | PA      | $107366.34    | 0.04%             | 2026-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Public Facilities Financing Authority                                                                                                     | San Diego Public Facilities Financing Authority, Series 2016, RB                                                                                      | CUSIP: 79730AJM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $60373.32     | 0.02%             | 2028-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                                                                                       | Texas Water Development Board, Series 2018, RB                                                                                                        | CUSIP: 882854G63<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10179.95     | 0.00%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prince George's (County of), MD                                                                                                                     | Prince George's (County of), MD, Series 2018 A, GO Bonds                                                                                              | CUSIP: 7417014P8<br>LEI: 549300NSQ1W50I0VU811 | Long             | DBT              | MUN               | US        |     70000 | PA      | $70750.99     | 0.02%             | 2026-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest (No. 3)                                                                                                                            | Energy Northwest (No. 3), Series 2018, RB                                                                                                             | CUSIP: 29270C2C8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20193.72     | 0.01%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2018 B, Ref. GO Bonds                                                                                         | CUSIP: 57582RTH9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     70000 | PA      | $70673.33     | 0.02%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Suffolk (County of), NY Water Authority                                                                                                             | Suffolk (County of), NY Water Authority, Series 2013, Ref. RB                                                                                         | CUSIP: 864784DQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10005.17     | 0.00%             | 2028-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Utility Debt Securitization Authority                                                                                           | New York (State of) Utility Debt Securitization Authority, Series 2016 A, Ref. RB                                                                     | CUSIP: 91802RCL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $120898.07    | 0.04%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Second Series 2016 B, Ref. RB                                                                     | CUSIP: 709224PB9<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35228.15     | 0.01%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iowa (State of)                                                                                                                                     | Iowa (State of), Series 2016 A, Ref. RB                                                                                                               | CUSIP: 46257TEF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $55359.51     | 0.02%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana (State of) Finance Authority                                                                                                                | Indiana (State of) Finance Authority, Series 2016 C, Ref. RB                                                                                          | CUSIP: 45470RCV6<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40730.68     | 0.01%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rhode Island Commerce Corp. (Garvee)                                                                                                                | Rhode Island Commerce Corp. (Garvee), Series 2016 B, RB                                                                                               | CUSIP: 762232AN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $246783.92    | 0.08%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Hospital Finance Authority (Trinity Health Credit Group)                                                                        | Michigan (State of) Hospital Finance Authority (Trinity Health Credit Group), Series 2008 C, Ref. RB                                                  | CUSIP: 59465HUM6<br>LEI: 54930011MIBQ2P7ZNM19 | Long             | DBT              | MUN               | US        |    105000 | PA      | $107161.62    | 0.04%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 A, RB                                                                                            | CUSIP: 64990GAR3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     60000 | PA      | $61012.12     | 0.02%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Mexico (State of) Finance Authority                                                                                                             | New Mexico (State of) Finance Authority, Series 2018 A, Ref. RB                                                                                       | CUSIP: 64711RMA1<br>LEI: 549300L6217Y7X40SP94 | Long             | DBT              | MUN               | US        |    120000 | PA      | $121008.13    | 0.04%             | 2026-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2018 C, GO Bonds                                                                                                       | CUSIP: 20772KCH0<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    210000 | PA      | $211739.87    | 0.07%             | 2026-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                                           | New Jersey (State of) Transportation Trust Fund Authority, Series 2018 A, Ref. RN                                                                     | CUSIP: 6461363Q2<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    610000 | PA      | $614334.29    | 0.21%             | 2031-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                                           | New Jersey (State of) Transportation Trust Fund Authority, Series 2018 A, Ref. RN                                                                     | CUSIP: 6461363N9<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    575000 | PA      | $579180.48    | 0.20%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                                           | New Jersey (State of) Transportation Trust Fund Authority, Series 2018 A, Ref. RN                                                                     | CUSIP: 6461363L3<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    155000 | PA      | $156164.45    | 0.05%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Utah (County of), UT (IHC Health Services, Inc.)                                                                                                    | Utah (County of), UT (IHC Health Services, Inc.), Series 2018, Ref. RB                                                                                | CUSIP: 917393CV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    290000 | PA      | $290996.76    | 0.10%             | 2041-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2016 A, Ref. GO Bonds                                                                                         | CUSIP: 57582RHG4<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    490000 | PA      | $494839.44    | 0.17%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest (Bonneville Power Administration)                                                                                                  | Energy Northwest (Bonneville Power Administration), Series 2016 A, Ref. RB                                                                            | CUSIP: 29270CQ73<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $201931.28    | 0.07%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                                                                                              | Los Angeles Unified School District/CA, Series 2016, GO Bonds                                                                                         | CUSIP: 5446464W9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    445000 | PA      | $449371.50    | 0.15%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Great Lakes Water Authority                                                                                                                         | Great Lakes Water Authority, Series 2016 C, Ref. RB                                                                                                   | CUSIP: 39081JAH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $110997.94    | 0.04%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sacramento (City of), CA Municipal Utility District                                                                                                 | Sacramento (City of), CA Municipal Utility District, Series 2018 F, Ref. RB                                                                           | CUSIP: 786005ZS0<br>LEI: E3GSVR6ZOU1MX2V7HF33 | Long             | DBT              | MUN               | US        |    150000 | PA      | $152231.22    | 0.05%             | 2026-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of)                                                                                                                                  | Georgia (State of), Series 2018 A, GO Bonds                                                                                                           | CUSIP: 373385CK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    335000 | PA      | $338222.37    | 0.11%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado Springs (City of), CO                                                                                                                      | Colorado Springs (City of), CO, Series 2018 A-1, Ref. RB                                                                                              | CUSIP: 196632J20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $127561.01    | 0.04%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Bidding Group 2)                                                                                           | New York (State of) Dormitory Authority (Bidding Group 2), Series 2018 C, Ref. RB                                                                     | CUSIP: 64990AJQ9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40042.24     | 0.01%             | 2026-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                                           | New Jersey (State of) Transportation Trust Fund Authority, Series 2018 A, Ref. RB                                                                     | CUSIP: 6461363J8<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45346.47     | 0.02%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allegheny (County of), PA                                                                                                                           | Allegheny (County of), PA, Series 2016 C-75, Ref. GO Bonds                                                                                            | CUSIP: 01728VSJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $81478.46     | 0.03%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allegheny (County of), PA                                                                                                                           | Allegheny (County of), PA, Series 2016 C-75, Ref. GO Bonds                                                                                            | CUSIP: 01728VSL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $76283.41     | 0.03%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Arlington VA                                                                                                                              | County of Arlington VA, Series 2016, GO Bonds                                                                                                         | CUSIP: 041431RA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50661.60     | 0.02%             | 2026-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Atlanta (City of), GA                                                                                                                               | Atlanta (City of), GA, Series 2004, RB                                                                                                                | CUSIP: 047870EY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $71717.40     | 0.02%             | 2026-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bexar (County of), TX                                                                                                                               | Bexar (County of), TX, Series 2017, Ref. GO Bonds                                                                                                     | CUSIP: 088281ZY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $503655.15    | 0.17%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Infrastructure & Economic Development Bank (Clean Water Revolving Fund) (Green Bonds)                                         | California (State of) Infrastructure & Economic Development Bank (Clean Water Revolving Fund) (Green Bonds), Series 2016, RB                          | CUSIP: 13034AJP6<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |    115000 | PA      | $115288.82    | 0.04%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Infrastructure & Economic Development Bank (Clean Water Revolving Fund) (Green Bonds)                                         | California (State of) Infrastructure & Economic Development Bank (Clean Water Revolving Fund) (Green Bonds), Series 2016, RB                          | CUSIP: 13034AJQ4<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |    160000 | PA      | $160389.49    | 0.05%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Infrastructure & Economic Development Bank (Clean Water Revolving Fund) (Green Bonds)                                         | California (State of) Infrastructure & Economic Development Bank (Clean Water Revolving Fund) (Green Bonds), Series 2016, RB                          | CUSIP: 13034AKF6<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5012.48      | 0.00%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2013, Ref. GO Bonds                                                                                                     | CUSIP: 13063B4P4<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20012.14     | 0.01%             | 2028-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| California (State of) (Bid Group C)                                                                                                                 | California (State of) (Bid Group C), Series 2016, Ref. GO Bonds                                                                                       | CUSIP: 13063C4Q0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    130000 | PA      | $131619.11    | 0.04%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, Ref. GO Bonds                                                                                                     | CUSIP: 13063C5Z9<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15037.39     | 0.01%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                                 | State of California, Series 2017, GO Bonds                                                                                                            | CUSIP: 13063C6B1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50622.74     | 0.02%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2016, Ref. GO Bonds                                                                                                     | CUSIP: 13063CD49<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50443.77     | 0.02%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2016, Ref. GO Bonds                                                                                                     | CUSIP: 13063CE89<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60254.88     | 0.02%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| California (State of) (Green Bonds)                                                                                                                 | California (State of) (Green Bonds), Series 2014, GO Bonds                                                                                            | CUSIP: 13063CNP1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10004.15     | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2016, GO Bonds                                                                                                          | CUSIP: 13063CR69<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    120000 | PA      | $121800.23    | 0.04%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                                 | State of California, Series 2016, GO Bonds                                                                                                            | CUSIP: 13063CW89<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5050.14      | 0.00%             | 2026-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2016, Ref. GO Bonds                                                                                                     | CUSIP: 13063CX21<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    280000 | PA      | $284200.53    | 0.10%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2016, GO Bonds                                                                                                          | CUSIP: 13063CZT0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5074.76      | 0.00%             | 2026-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Department of Water Resources                                                                                                 | California (State of) Department of Water Resources, Series 2016 AW, Ref. RB                                                                          | CUSIP: 13067WLU4<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102435.52    | 0.03%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Department of Water Resources (Central Valley)                                                                                | California (State of) Department of Water Resources (Central Valley), Series 2016 AW, Ref. RB                                                         | CUSIP: 13067WLW0<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |     90000 | PA      | $92073.14     | 0.03%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Public Works Board (Various Capital)                                                                                          | California (State of) Public Works Board (Various Capital), Series 2016 C, Ref. RB                                                                    | CUSIP: 13068LYT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25500.46     | 0.01%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2016 A, Ref. RB                                                                                                   | CUSIP: 13077C4A9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $65332.14     | 0.02%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chester (County of), PA                                                                                                                             | Chester (County of), PA, Series 2016 A, Ref. GO Bonds                                                                                                 | CUSIP: 165573G75<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $65457.09     | 0.02%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL Metropolitan Water Reclamation District (Green Bonds)                                                                         | Chicago (City of), IL Metropolitan Water Reclamation District (Green Bonds), Series 2016 A, Ref. GO Bonds                                             | CUSIP: 167560SX0<br>LEI: 254900GOGQEZEWCZ4D37 | Long             | DBT              | MUN               | US        |     65000 | PA      | $66367.78     | 0.02%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cincinnati City School District (Classroom Construction & Improvement)                                                                              | Cincinnati City School District (Classroom Construction & Improvement), Series 2006, Ref. GO Bonds                                                    | CUSIP: 172252A73<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $240536.08    | 0.08%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV                                                                                                                               | Clark (County of), NV, Series 2016 B, Ref. GO Bonds                                                                                                   | CUSIP: 180848RZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35685.36     | 0.01%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV (Las Vegas McCarran International Airport)                                                                                    | Clark (County of), NV (Las Vegas McCarran International Airport), Series 2015 C, Ref. RB                                                              | CUSIP: 181006GS0<br>LEI: 549300LDD8NZB2EOVG83 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50457.57     | 0.02%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark County School District                                                                                                                        | Clark County School District, Series 2016 B, Ref. GO Bonds                                                                                            | CUSIP: 181059UY0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $85684.53     | 0.03%             | 2026-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of) Higher Education                                                                                                                | Colorado (State of) Higher Education, Series 2014 A, Ref. COP                                                                                         | CUSIP: 196734CD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $66144.88     | 0.02%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of) (Transportation Infrastructure)                                                                                              | Connecticut (State of) (Transportation Infrastructure), Series 2016, RB                                                                               | CUSIP: 207758VQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $116597.34    | 0.04%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cook (County of), IL                                                                                                                                | Cook (County of), IL, Series 2016 A, Ref. GO Bonds                                                                                                    | CUSIP: 213185KJ9<br>LEI: 5493004UMR7OX4YITE10 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40727.02     | 0.01%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cuyahoga (County of), OH (Convention Hotel)                                                                                                         | Cuyahoga (County of), OH (Convention Hotel), Series 2014, Ref. RB                                                                                     | CUSIP: 232263KC6<br>LEI: 549300GHDK9DGLUNJU89 | Long             | DBT              | MUN               | US        |    160000 | PA      | $160088.59    | 0.05%             | 2027-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DeKalb (County of), GA                                                                                                                              | DeKalb (County of), GA, Series 2006 B, Ref. RB                                                                                                        | CUSIP: 240523UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $66185.91     | 0.02%             | 2026-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Delaware (State of) Transportation Authority                                                                                                        | Delaware (State of) Transportation Authority, Series 2016, Ref. RB                                                                                    | CUSIP: 246428B88<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    295000 | PA      | $297857.34    | 0.10%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delaware (State of) Transportation Authority                                                                                                        | Delaware (State of) Transportation Authority, Series 2016, Ref. RB                                                                                    | CUSIP: 246428C20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100213.39    | 0.03%             | 2028-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2016 D, GO Bonds                                                                                                         | CUSIP: 25476FSS8<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    140000 | PA      | $142882.85    | 0.05%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| East Bay Municipal Utility District Water System Revenue                                                                                            | East Bay Municipal Utility District Water System Revenue, Series 2014, RB                                                                             | CUSIP: 271014YA4<br>LEI: 549300IZZ5HKLDKRTF96 | Long             | DBT              | MUN               | US        |    140000 | PA      | $141138.02    | 0.05%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fairfax (County of), VA Industrial Development Authority (Inova Health System)                                                                      | Fairfax (County of), VA Industrial Development Authority (Inova Health System), Series 2016, Ref. RB                                                  | CUSIP: 303823LP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15082.89     | 0.01%             | 2026-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fairfax (County of), VA                                                                                                                             | Fairfax (County of), VA, Series 2016 A, Ref. GO Bonds                                                                                                 | CUSIP: 30382AEQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $75106.41     | 0.03%             | 2026-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Florida (State of)                                                                                                                                  | Florida (State of), Series 2016 A, Ref. GO Bonds                                                                                                      | CUSIP: 341150U32<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20190.37     | 0.01%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida (State of) Department of Environmental Protection (FL Forever)                                                                              | Florida (State of) Department of Environmental Protection (FL Forever), Series 2016 A, Ref. RB                                                        | CUSIP: 34160WZL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $105992.45    | 0.04%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida (State of) Municipal Power Agency                                                                                                           | Florida (State of) Municipal Power Agency, Series 2016 A, Ref. RB                                                                                     | CUSIP: 342816H81<br>LEI: 549300M3I10QJUPNU131 | Long             | DBT              | MUN               | US        |    105000 | PA      | $106611.99    | 0.04%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida (State of) Municipal Power Agency                                                                                                           | Florida (State of) Municipal Power Agency, Series 2016 A, Ref. RB                                                                                     | CUSIP: 342816J22<br>LEI: 549300M3I10QJUPNU131 | Long             | DBT              | MUN               | US        |    150000 | PA      | $152370.44    | 0.05%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hamilton (County of), OH                                                                                                                            | Hamilton (County of), OH, Series 2016 A, Ref. RB                                                                                                      | CUSIP: 407287MB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51059.42     | 0.02%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harris (County of), TX                                                                                                                              | Harris (County of), TX, Series 2016 A, Ref. RB                                                                                                        | CUSIP: 414005WF1<br>LEI: 549300G9BRP25M0W1S40 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45576.99     | 0.02%             | 2026-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Harris TX                                                                                                                                 | County of Harris TX, Series 2016, RB                                                                                                                  | CUSIP: 414005WH7<br>LEI: 549300G9BRP25M0W1S40 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10123.40     | 0.00%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harris (County of), TX Metropolitan Transit Authority                                                                                               | Harris (County of), TX Metropolitan Transit Authority, Series 2016 A, Ref. RB                                                                         | CUSIP: 41422EFQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $132515.41    | 0.04%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harris (County of), TX Metropolitan Transit Authority                                                                                               | Harris (County of), TX Metropolitan Transit Authority, Series 2016 A, Ref. RB                                                                         | CUSIP: 41422EFS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $106901.76    | 0.04%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2015 EZ, Ref. GO Bonds                                                                                                      | CUSIP: 419792CP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $65246.09     | 0.02%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2016 FE, Ref. GO Bonds                                                                                                      | CUSIP: 419792JT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5084.64      | 0.00%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2016 FE, Ref. GO Bonds                                                                                                      | CUSIP: 419792KB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $239029.12    | 0.08%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2016 FG, GO Bonds                                                                                                           | CUSIP: 419792LK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $76285.89     | 0.03%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2016 FH, Ref. GO Bonds                                                                                                      | CUSIP: 419792MK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $228857.67    | 0.08%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hazelwood School District                                                                                                                           | Hazelwood School District, Series 2017, Ref. GO Bonds                                                                                                 | CUSIP: 421722T74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $190027.55    | 0.06%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                               | Houston (City of), TX, Series 2016 B, Ref. RB                                                                                                         | CUSIP: 44244CGJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $86693.38     | 0.03%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                               | Houston (City of), TX, Series 2016 B, Ref. RB                                                                                                         | CUSIP: 44244CGL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $249875.23    | 0.08%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Finance Authority (Northwestern University)                                                                                     | Illinois (State of) Finance Authority (Northwestern University), Series 2015, RB                                                                      | CUSIP: 45203H2B7<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15003.62     | 0.01%             | 2028-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Finance Authority (Northwestern University)                                                                                     | Illinois (State of) Finance Authority (Northwestern University), Series 2015, RB                                                                      | CUSIP: 45203HZ62<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20065.16     | 0.01%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2016, GO Bonds                                                                                                            | CUSIP: 452152D32<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10064.46     | 0.00%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2016 D, Ref. RB                                                                                                           | CUSIP: 452227LW9<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10065.60     | 0.00%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana University                                                                                                                                  | Indiana University, Series 2016 A, Ref. RB                                                                                                            | CUSIP: 455168CY8<br>LEI: B4CW783SY7V2XEFJSQ64 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25173.44     | 0.01%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky (Commonwealth of) Property & Building Commission (No. 112)                                                                                 | Kentucky (Commonwealth of) Property & Building Commission (No. 112), Series 2016 B, Ref. RB                                                           | CUSIP: 49151FNM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $81539.78     | 0.03%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky Turnpike Authority                                                                                                                         | Kentucky Turnpike Authority, Series 2016, RB                                                                                                          | CUSIP: 491552J71<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35313.28     | 0.01%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky (Commonwealth of) Turnpike Authority (Revitalization)                                                                                      | Kentucky (Commonwealth of) Turnpike Authority (Revitalization), Series 2016 A, Ref. RB                                                                | CUSIP: 491552J97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $70535.82     | 0.02%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| King (County of), WA                                                                                                                                | King (County of), WA, Series 2016 B, Ref. RB                                                                                                          | CUSIP: 4952894G2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $121170.80    | 0.04%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Municipal Improvement Corp. of Los Angeles (Real Property)                                                                                          | Municipal Improvement Corp. of Los Angeles (Real Property), Series 2016 B, Ref. RB                                                                    | CUSIP: 544587G44<br>LEI: 549300ZJ0YLTZNSR8F57 | Long             | DBT              | MUN               | US        |     65000 | PA      | $66322.95     | 0.02%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Municipal Improvement Corp. of Los Angeles (Real Property)                                                                                          | Municipal Improvement Corp. of Los Angeles (Real Property), Series 2016 B, Ref. RB                                                                    | CUSIP: 544587G69<br>LEI: 549300ZJ0YLTZNSR8F57 | Long             | DBT              | MUN               | US        |     95000 | PA      | $96726.98     | 0.03%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana (State of)                                                                                                                                | Louisiana (State of), Series 2016 B, Ref. GO Bonds                                                                                                    | CUSIP: 5464152D1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $65735.37     | 0.02%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2016 I, GO Bonds                                                                                              | CUSIP: 57582RLT1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15334.53     | 0.01%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Development Finance Agency (Caregroup)                                                                              | Massachusetts (Commonwealth of) Development Finance Agency (Caregroup), Series 2016 I, Ref. RB                                                        | CUSIP: 57584XMJ7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10081.96     | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mecklenburg (County of), NC                                                                                                                         | Mecklenburg (County of), NC, Series 2013 A, Ref. GO Bonds                                                                                             | CUSIP: 584002RW1<br>LEI: 5493006G3IC5PBHB7A65 | Long             | DBT              | MUN               | US        |    190000 | PA      | $194168.75    | 0.07%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Atlanta Rapid Transit Authority                                                                                                        | Metropolitan Atlanta Rapid Transit Authority, Series 2015 C, Ref. RB                                                                                  | CUSIP: 591745X58<br>LEI: 5493006NVWO3NVLK0F49 | Long             | DBT              | MUN               | US        |    175000 | PA      | $176671.64    | 0.06%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Atlanta Rapid Transit Authority                                                                                                        | Metropolitan Atlanta Rapid Transit Authority, Series 2015 C, Ref. RB                                                                                  | CUSIP: 591745X74<br>LEI: 5493006NVWO3NVLK0F49 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35338.65     | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nashville (City of) & Davidson (County of), TN Metropolitan Government                                                                              | Nashville (City of) & Davidson (County of), TN Metropolitan Government, Series 2016, Ref. GO Bonds                                                    | CUSIP: 592112RM0<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35320.88     | 0.01%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                                                                                               | Metropolitan Transportation Authority, Series 2016 A, Ref. RB                                                                                         | CUSIP: 59259N2F9<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     85000 | PA      | $86110.07     | 0.03%             | 2026-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                                                                                               | Metropolitan Transportation Authority, Series 2016 A, Ref. RB                                                                                         | CUSIP: 59259N2H5<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    230000 | PA      | $234785.15    | 0.08%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                                                                                               | Metropolitan Transportation Authority, Series 2016 A, Ref. RB                                                                                         | CUSIP: 59259N2T9<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5101.73      | 0.00%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                                 | Metropolitan Transportation Authority (Green Bonds), Subseries 2016 B, Ref. RB                                                                        | CUSIP: 59259N4T7<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30572.20     | 0.01%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                                                                                               | Metropolitan Transportation Authority, Series 2016, RB                                                                                                | CUSIP: 59261AFM4<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15296.71     | 0.01%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                                                                                               | Metropolitan Transportation Authority, Series 2016 D, Ref. RB                                                                                         | CUSIP: 59261AJN8<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    130000 | PA      | $132241.16    | 0.04%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2016, Ref. RB                                                                                                      | CUSIP: 59333PT24<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $111742.63    | 0.04%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Finance Authority (Clean Water Revolving Fund)                                                                                  | Michigan (State of) Finance Authority (Clean Water Revolving Fund), Series 2016, Ref. RB                                                              | CUSIP: 59447TNY5<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    235000 | PA      | $238631.50    | 0.08%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Missouri (State of) Environmental Improvement & Energy Resources Authority                                                                          | Missouri (State of) Environmental Improvement & Energy Resources Authority, Series 2015 B, Ref. RB                                                    | CUSIP: 60636UDC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15019.82     | 0.01%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Missouri (State of) Health & Educational Facilities Authority (St. Luke's Health System, Inc.)                                                      | Missouri (State of) Health & Educational Facilities Authority (St. Luke's Health System, Inc.), Series 2016, Ref. RB                                  | CUSIP: 60637AKS0<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25133.40     | 0.01%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Montgomery (County of), TX                                                                                                                          | Montgomery (County of), TX, Series 2016, Ref. GO Bonds                                                                                                | CUSIP: 6136813H6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35000.00     | 0.01%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of) Municipal Electric Authority                                                                                                     | Georgia (State of) Municipal Electric Authority, Series 2016 S, Ref. RB                                                                               | CUSIP: 626207R97<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25220.85     | 0.01%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nevada (State of)                                                                                                                                   | Nevada (State of), Series 2016, Ref. RB                                                                                                               | CUSIP: 641480JA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $80583.09     | 0.03%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Economic Development Authority                                                                                                | New Jersey (State of) Economic Development Authority, Series 2014, RB                                                                                 | CUSIP: 6459186G3<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35014.30     | 0.01%             | 2027-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New Mexico (State of) Severance Tax Permanent Fund                                                                                                  | New Mexico (State of) Severance Tax Permanent Fund, Series 2016 A, RB                                                                                 | CUSIP: 647310W80<br>LEI: 549300H4YLM23QKOGK29 | Long             | DBT              | MUN               | US        |    220000 | PA      | $222116.18    | 0.08%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2016 E, Ref. GO Bonds                                                                                                  | CUSIP: 64966MAW9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25291.17     | 0.01%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Trust for Cultural Resources (The) (The Museum of Modern Art)                                                                | New York (City of), NY Trust for Cultural Resources (The) (The Museum of Modern Art), Series 2016 1E, Ref. RB                                         | CUSIP: 649717TB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45537.07     | 0.02%             | 2028-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority)                                                               | New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority), Series 2016 A, Ref. RB                                         | CUSIP: 64986DAM7<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35282.20     | 0.01%             | 2026-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                                  | New York State Dormitory Authority, Series 2005, RB                                                                                                   | CUSIP: 649902AW3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5006.17      | 0.00%             | 2026-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Columbia University) (Green Bonds)                                                                         | New York (State of) Dormitory Authority (Columbia University) (Green Bonds), Series 2016, RB                                                          | CUSIP: 64990BZJ5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25285.53     | 0.01%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2016 A, RB                                                                                            | CUSIP: 64990CDR9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45401.47     | 0.02%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2016 A, RB                                                                                            | CUSIP: 64990CEH0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5046.93      | 0.00%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2016, RB                                                                                              | CUSIP: 64990E3A3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20268.08     | 0.01%             | 2026-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 A, RB                                                                                            | CUSIP: 64990GAV4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15249.29     | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Norfolk (City of), VA                                                                                                                               | Norfolk (City of), VA, Series 2016 B, Ref. GO Bonds                                                                                                   | CUSIP: 655867UY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $75826.19     | 0.03%             | 2028-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of) Municipal Power Agency No. 1 (Catawba)                                                                                    | North Carolina (State of) Municipal Power Agency No. 1 (Catawba), Series 2016 A, Ref. RB                                                              | CUSIP: 6582034L5<br>LEI: 549300N3Q65G1ODRFX75 | Long             | DBT              | MUN               | US        |    110000 | PA      | $110993.78    | 0.04%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of) Medical Care Commission (Duke University Health system)                                                                   | North Carolina (State of) Medical Care Commission (Duke University Health system), Series 2016, Ref. RB                                               | CUSIP: 65821DUB5<br>LEI: 549300FH6KOXGCHQYG81 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5033.24      | 0.00%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of)                                                                                                                           | North Carolina (State of), Series 2013 C, Ref. GO Bonds                                                                                               | CUSIP: 658256R87<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45213.44     | 0.02%             | 2026-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oakland Unified School District/Alameda County                                                                                                      | Oakland Unified School District/Alameda County, Series 2016, GO Bonds                                                                                 | CUSIP: 672325ZS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $192398.12    | 0.07%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oakland Unified School District                                                                                                                     | Oakland Unified School District, Series 2016, Ref. GO Bonds                                                                                           | CUSIP: 672325ZU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5060.33      | 0.00%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of)                                                                                                                                     | Ohio (State of), Series 2016 S, GO Bonds                                                                                                              | CUSIP: 677522KX1<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5022.46      | 0.00%             | 2026-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) (Garvee)                                                                                                                            | Ohio (State of) (Garvee), Series 2016-1, RB                                                                                                           | CUSIP: 677581GH7<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |     75000 | PA      | $75581.10     | 0.03%             | 2026-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) (Garvee)                                                                                                                            | Ohio (State of) (Garvee), Series 2016-1, RB                                                                                                           | CUSIP: 677581GJ3<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |     85000 | PA      | $85661.62     | 0.03%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) (Garvee)                                                                                                                            | Ohio (State of) (Garvee), Series 2016 1, RB                                                                                                           | CUSIP: 677581GK0<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    180000 | PA      | $181472.18    | 0.06%             | 2028-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) (Garvee)                                                                                                                            | Ohio (State of) (Garvee), Series 2018-1, RB                                                                                                           | CUSIP: 677581GW4<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    110000 | PA      | $110899.67    | 0.04%             | 2028-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oregon (State of) (Article XI - Q State)                                                                                                            | Oregon (State of) (Article XI - Q State), Series 2016 F, Ref. GO Bonds                                                                                | CUSIP: 68609BSM0<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20096.86     | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                                      | Pennsylvania (Commonwealth of), Second Series 2016, GO Bonds                                                                                          | CUSIP: 70914PE40<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |    300000 | PA      | $304463.22    | 0.10%             | 2028-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2016 A, Ref. RB                                                                            | CUSIP: 709221UD5<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    155000 | PA      | $158295.84    | 0.05%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2016 A, Ref. RB                                                                            | CUSIP: 709221UF0<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45950.88     | 0.02%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania State University (The)                                                                                                                 | Pennsylvania State University (The), Series 2016 B, Ref. RB                                                                                           | CUSIP: 709235XT7<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20259.29     | 0.01%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phoenix Civic Improvement Corp.                                                                                                                     | Phoenix Civic Improvement Corp., Series 2017, Ref. RB                                                                                                 | CUSIP: 71883RPC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10097.57     | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pima (County of), AZ                                                                                                                                | Pima (County of), AZ, Series 2016, Ref. RB                                                                                                            | CUSIP: 721876TF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5045.59      | 0.00%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Seattle (Port of), WA                                                                                                                               | Seattle (Port of), WA, Series 2016, Ref. RB                                                                                                           | CUSIP: 735389YG7<br>LEI: 549300T9UCDUJ3GZL429 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10014.57     | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sacramento Municipal Utility District                                                                                                               | Sacramento Municipal Utility District, Series 2016, RB                                                                                                | CUSIP: 786005WM6<br>LEI: E3GSVR6ZOU1MX2V7HF33 | Long             | DBT              | MUN               | US        |     90000 | PA      | $91338.73     | 0.03%             | 2026-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| St. Louis (City of), MO                                                                                                                             | St. Louis (City of), MO, Series 2007 A,Ref. RB                                                                                                        | CUSIP: 791638XV6<br>LEI: 5493003TZLKXNN2MGO51 | Long             | DBT              | MUN               | US        |    135000 | PA      | $136354.79    | 0.05%             | 2026-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| San Antonio (City of), TX                                                                                                                           | San Antonio (City of), TX, Series 2016, Ref. RB                                                                                                       | CUSIP: 7962535M0<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60431.77     | 0.02%             | 2028-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Diego Community College District                                                                                                                | San Diego Community College District, Series 2016, Ref. GO Bonds                                                                                      | CUSIP: 797272PU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101320.48    | 0.03%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego (City of), CA Public Facilities Financing Authority                                                                                       | San Diego (City of), CA Public Facilities Financing Authority, Series 2016 B, Ref. RB                                                                 | CUSIP: 79730CGT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    880000 | PA      | $891130.15    | 0.30%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District                                                                                                                   | San Diego Unified School District, Series 2016 R-5, GO Bonds                                                                                          | CUSIP: 7973554R2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50529.47     | 0.02%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco (City & County of), CA Public Utilities Commission                                                                                    | San Francisco (City & County of), CA Public Utilities Commission, Series 2016, Ref. RB                                                                | CUSIP: 79765RH51<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    315000 | PA      | $321189.28    | 0.11%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Florida Water Management District                                                                                                             | South Florida Water Management District, Series 2016, Ref. COP                                                                                        | CUSIP: 83786PCK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10021.41     | 0.00%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Florida Water Management District                                                                                                             | South Florida Water Management District, Series 2016, Ref. COP                                                                                        | CUSIP: 83786PCL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50099.66     | 0.02%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Florida Water Management District                                                                                                             | South Florida Water Management District, Series 2016, Ref. COP                                                                                        | CUSIP: 83786PCM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $255581.12    | 0.09%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Spring Independent School District                                                                                                                  | Spring Independent School District, Series 2017, GO Bonds                                                                                             | CUSIP: 8500006C9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10114.03     | 0.00%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pittsburg Successor Agency Redevelopment Agency                                                                                                     | Pittsburg Successor Agency Redevelopment Agency, Series 2016 A, Ref. RB                                                                               | CUSIP: 86459LBQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $212969.27    | 0.07%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tampa Bay (City of), FL Water                                                                                                                       | Tampa Bay (City of), FL Water, Series 2016 C, Ref. RB                                                                                                 | CUSIP: 875124HA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $71115.46     | 0.02%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tarrant County Cultural Education Facilities Finance Corp. (Baylor Scott & White Health)                                                            | Tarrant County Cultural Education Facilities Finance Corp. (Baylor Scott & White Health), Series 2016, Ref. RB                                        | CUSIP: 87638QPE3<br>LEI: 549300ROY505NVTMMI25 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50262.70     | 0.02%             | 2026-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tennessee (State of)                                                                                                                                | Tennessee (State of), Series 2016 B, Ref. GO Bonds                                                                                                    | CUSIP: 880541XK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $65802.06     | 0.02%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas A&M University                                                                                                                                | Texas A&M University, Series 2016 C, Ref. RB                                                                                                          | CUSIP: 88213AFD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100324.26    | 0.03%             | 2028-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                                    | Texas (State of), Series 2016, GO Bonds                                                                                                               | CUSIP: 882723N70<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20045.25     | 0.01%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                                    | Texas (State of), Series 2016, Ref. GO Bonds                                                                                                          | CUSIP: 882723V48<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5084.34      | 0.00%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                                                                | Triborough Bridge & Tunnel Authority, Series 2016, RB                                                                                                 | CUSIP: 89602N5D2<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     70000 | PA      | $70412.06     | 0.02%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                                                                | Triborough Bridge & Tunnel Authority, Series 2016 A, Ref. RB                                                                                          | CUSIP: 89602N5F7<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10046.36     | 0.00%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tulsa (County of), OK Industrial Authority (Jenks Public Schools)                                                                                   | Tulsa (County of), OK Industrial Authority (Jenks Public Schools), Series 2015, RB                                                                    | CUSIP: 89952PEB7<br>LEI: 549300WEYXBXLGN1E271 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25048.22     | 0.01%             | 2026-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Houston                                                                                                                               | University of Houston, Series 2017, RB                                                                                                                | CUSIP: 914302CE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25051.72     | 0.01%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                                                                                                  | Board of Regents of the University of Texas System, Series 2016 J, RB                                                                                 | CUSIP: 91514AGT6<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    125000 | PA      | $126508.36    | 0.04%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Utah (State of) Transit Authority                                                                                                                   | Utah (State of) Transit Authority, Series 2016, Ref. RB                                                                                               | CUSIP: 917567CC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $205341.65    | 0.07%             | 2027-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Utah (State of) Transit Authority                                                                                                                   | Utah (State of) Transit Authority, Series 2016, Ref. RB                                                                                               | CUSIP: 917567CD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $180110.32    | 0.06%             | 2028-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Utility Debt Securitization Authority                                                                                           | New York (State of) Utility Debt Securitization Authority, Series 2016 A, Ref. RB                                                                     | CUSIP: 91802RCM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50375.64     | 0.02%             | 2028-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) College Building Authority                                                                                               | Virginia (Commonwealth of) College Building Authority, Series 2015, RB                                                                                | CUSIP: 92778WDD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25010.28     | 0.01%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wake (County of), NC                                                                                                                                | Wake (County of), NC, Series 2010 C, Ref. GO Bonds                                                                                                    | CUSIP: 930863T96<br>LEI: 5493007XQJHO082P1H29 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40000.00     | 0.01%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series R-2017A, Ref. GO Bonds                                                                                                  | CUSIP: 93974DWY0<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    155000 | PA      | $156859.33    | 0.05%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series R-2017A, Ref. GO Bonds                                                                                                  | CUSIP: 93974DXA1<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    420000 | PA      | $425171.88    | 0.14%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2016 B, Ref. GO Bonds                                                                                                   | CUSIP: 93974DXQ6<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60473.96     | 0.02%             | 2026-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2016 B, Ref. GO Bonds                                                                                                   | CUSIP: 93974DXS2<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     85000 | PA      | $86046.69     | 0.03%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2017 A, GO Bonds                                                                                                        | CUSIP: 93974DYB8<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    110000 | PA      | $111319.53    | 0.04%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2017 A, GO Bonds                                                                                                        | CUSIP: 93974DYD4<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20246.28     | 0.01%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of)                                                                                                                                | Wisconsin (State of), Series 2016-2, Ref. GO Bonds                                                                                                    | CUSIP: 97705MEH4<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40183.05     | 0.01%             | 2026-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of) Health & Educational Facilities Authority (Ascension Health Credit Group)                                                      | Wisconsin (State of) Health & Educational Facilities Authority (Ascension Health Credit Group), Series 2016, Ref. RB                                  | CUSIP: 97712DQF6<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |    125000 | PA      | $125594.26    | 0.04%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of) Health & Educational Facilities Authority (Ascension Health Credit Group)                                                      | Wisconsin (State of) Health & Educational Facilities Authority (Ascension Health Credit Group), Series 2016, Ref. RB                                  | CUSIP: 97712DQH2<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50261.03     | 0.02%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Campbell Union High School District (Election of 2016)                                                                                              | Campbell Union High School District (Election of 2016), Series 2018 B, GO Bonds                                                                       | CUSIP: 134159YR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20178.76     | 0.01%             | 2026-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Denver (City & County of), CO                                                                                                                       | Denver (City & County of), CO, Series 2018 A-1, RB                                                                                                    | CUSIP: 24917DBJ1<br>LEI: MMTY7HA2MSCBUO4F7J71 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25195.67     | 0.01%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denver (City & County of), CO                                                                                                                       | Denver (City & County of), CO, Series 2018 A-1, RB                                                                                                    | CUSIP: 24917DBK8<br>LEI: MMTY7HA2MSCBUO4F7J71 | Long             | DBT              | MUN               | US        |    385000 | PA      | $386870.02    | 0.13%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denver (City & County of), CO (Convention Center Expansion)                                                                                         | Denver (City & County of), CO (Convention Center Expansion), Series 2018 A, COP                                                                       | CUSIP: 249183YG3<br>LEI: MMTY7HA2MSCBUO4F7J71 | Long             | DBT              | MUN               | US        |    215000 | PA      | $216031.85    | 0.07%             | 2043-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Maryland (State of)                                                                                                                                 | Maryland (State of), Second Series 2018 B, GO Bonds                                                                                                   | CUSIP: 574193QP6<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |     70000 | PA      | $70854.30     | 0.02%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of)                                                                                                                           | North Carolina (State of), Series 2018 A, GO Bonds                                                                                                    | CUSIP: 6582563L4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    340000 | PA      | $342439.36    | 0.12%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                                | Minnesota (State of), Series 2018 A, GO Bonds                                                                                                         | CUSIP: 60412APA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $70848.46     | 0.02%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of)                                                                                                                                 | Michigan (State of), Series 2018, GO Bonds                                                                                                            | CUSIP: 594612DZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $55164.15     | 0.02%             | 2028-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                                                                | Triborough Bridge & Tunnel Authority, Series 2018 B, Ref. RB                                                                                          | CUSIP: 89602REH4<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     55000 | PA      | $56150.22     | 0.02%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2018, GO Bonds                                                                                                            | CUSIP: 64966ME39<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    350000 | PA      | $354213.13    | 0.12%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                                 | Metropolitan Transportation Authority (Green Bonds), Series 2018 B, Ref. RB                                                                           | CUSIP: 59261AWX1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     70000 | PA      | $71384.64     | 0.02%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Contra Costa (County of), CA Transportation Authority                                                                                               | Contra Costa (County of), CA Transportation Authority, Series 2018 B, Ref. RB                                                                         | CUSIP: 21221MFN5<br>LEI: 549300SFTNA7H8BCAM10 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30000.00     | 0.01%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Palomar Health                                                                                                                                      | Palomar Health, Series 2016, Ref. RB                                                                                                                  | CUSIP: 697528AT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $109017.14    | 0.04%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2018 B, Ref. GO Bonds                                                                                                     | CUSIP: 4521522Y6<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    145000 | PA      | $147201.78    | 0.05%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2018 E, GO Bonds                                                                                                       | CUSIP: 20772KDS5<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    210000 | PA      | $213283.20    | 0.07%             | 2026-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                                                                                                | State of Connecticut, Series 2018, GO Bonds                                                                                                           | CUSIP: 20772KEM7<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     65000 | PA      | $66016.23     | 0.02%             | 2026-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Johnson (County of), KS Public Building Commission (Courthouse & Medical Examiners)                                                                 | Johnson (County of), KS Public Building Commission (Courthouse & Medical Examiners), Series 2018 A, RB                                                | CUSIP: 478497E30<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $147001.52    | 0.05%             | 2026-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of)                                                                                                                                | Wisconsin (State of), Series 2018 A, RB                                                                                                               | CUSIP: 97709TBS4<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    225000 | PA      | $226557.86    | 0.08%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) (Bid Group C)                                                                                                                 | California (State of) (Bid Group C), Series 2018, Ref. GO Bonds                                                                                       | CUSIP: 13063DHK7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     90000 | PA      | $91117.17     | 0.03%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2018 C, Ref. GO Bonds                                                                                         | CUSIP: 57582RUX2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    125000 | PA      | $126819.03    | 0.04%             | 2026-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santa Clara Valley Transportation Authority                                                                                                         | Santa Clara Valley Transportation Authority, Series 2018 A, Ref. RB                                                                                   | CUSIP: 80168NHS1<br>LEI: 549300R6Q7T4MD3V9H68 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100772.67    | 0.03%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of)                                                                                                                                 | Colorado (State of), Series 2018 A, COP                                                                                                               | CUSIP: 196711QW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25563.42     | 0.01%             | 2026-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indianapolis (City of), IN Department of Public Utilities                                                                                           | Indianapolis (City of), IN Department of Public Utilities, Series 2018 A, Ref. RB                                                                     | CUSIP: 455412BG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    545000 | PA      | $554097.96    | 0.19%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Great Lakes Water Authority                                                                                                                         | Great Lakes Water Authority, Series 2018 A, Ref. RB                                                                                                   | CUSIP: 39081JBS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $171550.04    | 0.06%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Department of Transportation (Second Issue)                                                                                     | Maryland (State of) Department of Transportation (Second Issue), Series 2018, RB                                                                      | CUSIP: 574204L68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $167802.61    | 0.06%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Department of Transportation (Second Issue)                                                                                     | Maryland (State of) Department of Transportation (Second Issue), Series 2018, RB                                                                      | CUSIP: 574204L84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $254223.08    | 0.09%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Water Development Board                                                                                                            | Texas (State of) Water Development Board, Series 2018 B, RB                                                                                           | CUSIP: 882854M74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $137429.26    | 0.05%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                                           | New Jersey (State of) Transportation Trust Fund Authority, Series 2018 A, Ref. RB                                                                     | CUSIP: 6461363X7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    240000 | PA      | $245256.89    | 0.08%             | 2026-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                                    | Texas (State of), Series 2018 A, Ref. GO Bonds                                                                                                        | CUSIP: 882724JC2<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35590.40     | 0.01%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2018 B, RB                                                                                                             | CUSIP: 207758YA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $203373.74    | 0.07%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nashville (City of) & Davidson (County of), TN Metropolitan Government                                                                              | Nashville (City of) & Davidson (County of), TN Metropolitan Government, Series 2018, GO Bonds                                                         | CUSIP: 592112TC0<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |    190000 | PA      | $191833.96    | 0.06%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2018, GO Bonds                                                                                                          | CUSIP: 13063DKA5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    770000 | PA      | $783438.89    | 0.27%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maricopa (County of), AZ Special Health Care District (Maricopa Integrated Health)                                                                  | Maricopa (County of), AZ Special Health Care District (Maricopa Integrated Health), Series 2018 C, GO Bonds                                           | CUSIP: 56756TAG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30270.53     | 0.01%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Subseries 2018 S-3, Ref. RB                                                                    | CUSIP: 64972HX23<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20211.58     | 0.01%             | 2026-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2018 C, Ref. RB                                                                                                        | CUSIP: 207758ZB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30506.06     | 0.01%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2016 FG, GO Bonds                                                                                                           | CUSIP: 419792LN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $193168.80    | 0.07%             | 2031-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                                                                                             | Los Angeles Department of Water & Power, Series 2018, RB                                                                                              | CUSIP: 5444954Z4<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15102.14     | 0.01%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Montgomery (County of), MD                                                                                                                          | Montgomery (County of), MD, Series 2018 A, GO Bonds                                                                                                   | CUSIP: 61334PAH6<br>LEI: 549300GNX5SDUEBKPK13 | Long             | DBT              | MUN               | US        |    160000 | PA      | $163095.89    | 0.06%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Missouri (State of) Health & Educational Facilities Authority (Mercy Health)                                                                        | Missouri (State of) Health & Educational Facilities Authority (Mercy Health), Series 2018 A, Ref. RB                                                  | CUSIP: 60637AMY5<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10061.47     | 0.00%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles CA Wastewater System Revenue                                                                                                    | City of Los Angeles CA Wastewater System Revenue, Series 2018, RB                                                                                     | CUSIP: 53945CKA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $75566.33     | 0.03%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2014 A, RB                                                                                 | CUSIP: 709224DX4<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    270000 | PA      | $274168.18    | 0.09%             | 2037-12-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 A, Ref. RB                                                                                       | CUSIP: 64990FJA3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    250000 | PA      | $253343.18    | 0.09%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 A, Ref. RB                                                                                       | CUSIP: 64990FJB1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     70000 | PA      | $70894.80     | 0.02%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rapid City (City of), SD                                                                                                                            | Rapid City (City of), SD, Series 2018, RB                                                                                                             | CUSIP: 753385MC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35462.80     | 0.01%             | 2026-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Florida (State of) Department of Management Services                                                                                                | Florida (State of) Department of Management Services, Series 2018 A, Ref. COP                                                                         | CUSIP: 34160PEA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $142634.04    | 0.05%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Westchester (County of), NY                                                                                                                         | Westchester (County of), NY, Series 2018 A, GO Bonds                                                                                                  | CUSIP: 95736U4U5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30512.96     | 0.01%             | 2028-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2008, GO Bonds                                                                                                            | CUSIP: 64966QBK5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    125000 | PA      | $126504.69    | 0.04%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2016 A, Ref. RB                                                                                                   | CUSIP: 13077C3L6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $105534.79    | 0.04%             | 2029-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2016 FG, GO Bonds                                                                                                           | CUSIP: 419792LL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $66114.44     | 0.02%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Xenia (City of), IA Rural Water District                                                                                                            | Xenia (City of), IA Rural Water District, Series 2016, Ref. RN                                                                                        | CUSIP: 98410ADD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30640.16     | 0.01%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia School District (The)                                                                                                                  | Philadelphia School District (The), Series 2016 F, Ref. GO Bonds                                                                                      | CUSIP: 717883TE2<br>LEI: 254900HSKDHZKBZCUL90 | Long             | DBT              | MUN               | US        |     65000 | PA      | $65888.02     | 0.02%             | 2029-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) School Building Authority                                                                                           | Massachusetts (Commonwealth of) School Building Authority, Series 2018 B, RB                                                                          | CUSIP: 576000WF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10004.23     | 0.00%             | 2039-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                                           | New Jersey (State of) Transportation Trust Fund Authority, Series 2016 A-1, RN                                                                        | CUSIP: 6461362E0<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    315000 | PA      | $317290.18    | 0.11%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2016 D, Ref. RB                                                                                                           | CUSIP: 452227LY5<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40129.05     | 0.01%             | 2030-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Long Island (City of), NY Power Authority                                                                                                           | Long Island (City of), NY Power Authority, Series 2016 B, Ref. RB                                                                                     | CUSIP: 5426908D7<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10136.62     | 0.00%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Public School Building Authority (Philadelphia School District)                                                      | Pennsylvania (Commonwealth of) Public School Building Authority (Philadelphia School District), Series 2016 A, Ref. RB                                | CUSIP: 85732GUE8<br>LEI: 5493006JN0UR7OGWTO86 | Long             | DBT              | MUN               | US        |     65000 | PA      | $66265.28     | 0.02%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of) (Transportation Infrastructure)                                                                                              | Connecticut (State of) (Transportation Infrastructure), Series 2016 A, RB                                                                             | CUSIP: 207758WS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $76020.50     | 0.03%             | 2031-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority)                                                               | New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority), Series 2016 A, Ref. RB                                         | CUSIP: 64986DAR6<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |    225000 | PA      | $226762.02    | 0.08%             | 2026-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tahoe-Truckee Unified School District                                                                                                               | Tahoe-Truckee Unified School District, Series 2016 B, GO Bonds                                                                                        | CUSIP: 873884NR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30279.54     | 0.01%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Public Works Board (Various Capital)                                                                                          | California (State of) Public Works Board (Various Capital), Series 2016 D, Ref. RB                                                                    | CUSIP: 13068LZU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40315.33     | 0.01%             | 2033-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Public School Building Authority (Philadelphia School District)                                                      | Pennsylvania (Commonwealth of) Public School Building Authority (Philadelphia School District), Series 2016 A, Ref. RB                                | CUSIP: 85732GUF5<br>LEI: 5493006JN0UR7OGWTO86 | Long             | DBT              | MUN               | US        |    310000 | PA      | $315941.43    | 0.11%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2016 C, Ref. RB                                                                                                           | CUSIP: 452227MN8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    120000 | PA      | $120482.92    | 0.04%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Albany (County of), NY                                                                                                                              | Albany (County of), NY, Series 2018, GO Bonds                                                                                                         | CUSIP: 01212PBL9<br>LEI: 549300GBQON0LOLHN826 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5007.43      | 0.00%             | 2029-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Allegheny (County of), PA                                                                                                                           | Allegheny (County of), PA, Series 2016 C-75, Ref. GO Bonds                                                                                            | CUSIP: 01728VSM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25419.48     | 0.01%             | 2029-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona (State of) Department of Transportation                                                                                                     | Arizona (State of) Department of Transportation, Series 2016, Ref. RB                                                                                 | CUSIP: 040654WY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15146.35     | 0.01%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Infrastructure & Economic Development Bank (Clean Water Revolving Fund) (Green Bonds)                                         | California (State of) Infrastructure & Economic Development Bank (Clean Water Revolving Fund) (Green Bonds), Series 2016, RB                          | CUSIP: 13034AJR2<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |     85000 | PA      | $85206.25     | 0.03%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2016, Ref. GO Bonds                                                                                                     | CUSIP: 13063C4R8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35435.91     | 0.01%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, Ref. GO Bonds                                                                                                     | CUSIP: 13063C6D7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    150000 | PA      | $151868.21    | 0.05%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2015, GO Bonds                                                                                                          | CUSIP: 13063CQW3<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25009.02     | 0.01%             | 2029-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2016, Ref. GO Bonds                                                                                                     | CUSIP: 13063CS27<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    700000 | PA      | $710466.40    | 0.24%             | 2029-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2015, Ref. GO Bonds                                                                                                     | CUSIP: 13063CSP6<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    250000 | PA      | $250090.18    | 0.08%             | 2029-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2016, GO Bonds                                                                                                          | CUSIP: 13063CU40<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25373.80     | 0.01%             | 2029-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2015, GO Bonds                                                                                                          | CUSIP: 13063CUW8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35012.49     | 0.01%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2016, Ref. GO Bonds                                                                                                     | CUSIP: 13063CX39<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    210000 | PA      | $213139.92    | 0.07%             | 2029-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2015 C, Ref. GO Bonds                                                                                                   | CUSIP: 13063CYK0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100035.61    | 0.03%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2018, Ref. GO Bonds                                                                                                     | CUSIP: 13063DFY9<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    315000 | PA      | $315758.21    | 0.11%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Department of Water Resources (Central Valley)                                                                                | California (State of) Department of Water Resources (Central Valley), Series 2016 AW, Ref. RB                                                         | CUSIP: 13067WLX8<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35790.26     | 0.01%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Public Works Board (Various Capital)                                                                                          | California (State of) Public Works Board (Various Capital), Series 2016 C, Ref. RB                                                                    | CUSIP: 13068LYW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $71424.71     | 0.02%             | 2029-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Florida Expressway Authority                                                                                                                | Central Florida Expressway Authority, Series 2016 A, Ref. RB                                                                                          | CUSIP: 153476AP1<br>LEI: 549300JL23Z3Z64M6K65 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40378.08     | 0.01%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chester (County of), PA                                                                                                                             | Chester (County of), PA, Series 2016 A, Ref. GO Bonds                                                                                                 | CUSIP: 165573G83<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $55385.53     | 0.02%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL Metropolitan Water Reclamation District                                                                                       | Chicago (City of), IL Metropolitan Water Reclamation District, Series 2016 A, Ref. GO Bonds                                                           | CUSIP: 167560SY8<br>LEI: 254900GOGQEZEWCZ4D37 | Long             | DBT              | MUN               | US        |    260000 | PA      | $265471.13    | 0.09%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Columbus (City of), OH                                                                                                                              | Columbus (City of), OH, Series 2016, GO Bonds                                                                                                         | CUSIP: 199492QV4<br>LEI: 254900NS3ODS0FZ3AM48 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10003.54     | 0.00%             | 2029-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Columbus (City of), OH                                                                                                                              | Columbus (City of), OH, Series 2015, Ref. RB                                                                                                          | CUSIP: 199561GN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $151018.07    | 0.05%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2016 E, GO Bonds                                                                                                       | CUSIP: 20772J3Y6<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    315000 | PA      | $320380.11    | 0.11%             | 2029-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2016 A, GO Bonds                                                                                                       | CUSIP: 20772JT51<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5006.83      | 0.00%             | 2029-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of) (Transportation Infrastructure)                                                                                              | Connecticut (State of) (Transportation Infrastructure), Series 2016 A, RB                                                                             | CUSIP: 207758VR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $157130.96    | 0.05%             | 2029-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cook (County of), IL                                                                                                                                | Cook (County of), IL, Series 2016 A, Ref. GO Bonds                                                                                                    | CUSIP: 213185KK6<br>LEI: 5493004UMR7OX4YITE10 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101761.17    | 0.03%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas (City of) TX                                                                                                                                 | Dallas (City of) TX, Series 2016 A, Ref. RB                                                                                                           | CUSIP: 23542JAN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45682.29     | 0.02%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority                                                                                                        | District of Columbia Water & Sewer Authority, Series 2016 A, Ref. RB                                                                                  | CUSIP: 254845MF4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |    155000 | PA      | $155344.30    | 0.05%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida (State of) (Capital Outlay)                                                                                                                 | Florida (State of) (Capital Outlay), Series 2015, GO Bonds                                                                                            | CUSIP: 34153QAV8<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5001.48      | 0.00%             | 2029-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Grand River Dam Authority                                                                                                                           | Grand River Dam Authority, Series 2016 A, Ref. RB                                                                                                     | CUSIP: 386442WP8<br>LEI: 549300XGK5KWQHON4Q79 | Long             | DBT              | MUN               | US        |     75000 | PA      | $76459.94     | 0.03%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Great Lakes Water Authority                                                                                                                         | Great Lakes Water Authority, Series 2016 C, Ref. RB                                                                                                   | CUSIP: 39081JAJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25223.68     | 0.01%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hamilton (County of), OH                                                                                                                            | Hamilton (County of), OH, Series 2016 A, Ref. RB                                                                                                      | CUSIP: 407287MD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    340000 | PA      | $347384.73    | 0.12%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harris (County of), TX                                                                                                                              | Harris (County of), TX, Series 2016 A, Ref. RB                                                                                                        | CUSIP: 414005WJ3<br>LEI: 549300G9BRP25M0W1S40 | Long             | DBT              | MUN               | US        |    135000 | PA      | $136641.30    | 0.05%             | 2029-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harris (County of), TX Metropolitan Transit Authority                                                                                               | Harris (County of), TX Metropolitan Transit Authority, Series 2016 A, Ref. RB                                                                         | CUSIP: 41422EFT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $254444.63    | 0.09%             | 2029-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2016 FH, Ref. GO Bonds                                                                                                      | CUSIP: 419792ML7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20342.90     | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hazelwood School District                                                                                                                           | Hazelwood School District, Series 2017 A, Ref. GO Bonds                                                                                               | CUSIP: 421722T82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $75042.94     | 0.03%             | 2029-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                               | Houston (City of), TX, Series 2016, Ref. RB                                                                                                           | CUSIP: 44244CGM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30595.46     | 0.01%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2016, GO Bonds                                                                                                            | CUSIP: 452152M40<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50837.86     | 0.02%             | 2029-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2016 C, Ref. RB                                                                                                           | CUSIP: 452227KQ3<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35120.33     | 0.01%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indiana (State of) Finance Authority (Green Bonds)                                                                                                  | Indiana (State of) Finance Authority (Green Bonds), Series 2016, Ref. RB                                                                              | CUSIP: 45506DZH1<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15175.33     | 0.01%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Municipal Improvement Corp. of Los Angeles (Real Property)                                                                                          | Municipal Improvement Corp. of Los Angeles (Real Property), Series 2016 B, Ref. RB                                                                    | CUSIP: 544587G77<br>LEI: 549300ZJ0YLTZNSR8F57 | Long             | DBT              | MUN               | US        |    420000 | PA      | $427579.03    | 0.14%             | 2029-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisville (City of) & Jefferson (County of), KY Metropolitan Government (Norton Healthcare, Inc.)                                                  | Louisville (City of) & Jefferson (County of), KY Metropolitan Government (Norton Healthcare, Inc.), Series 2016 A, Ref. RB                            | CUSIP: 54659LBM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $86195.45     | 0.03%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Department of Transportation (Second Issue)                                                                                     | Maryland (State of) Department of Transportation (Second Issue), Series 2018, RB                                                                      | CUSIP: 574204L92<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10167.43     | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2016 A, Ref. GO Bonds                                                                                         | CUSIP: 57582RHH2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45444.20     | 0.02%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2016 I, GO Bonds                                                                                              | CUSIP: 57582RLU8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5111.21      | 0.00%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Development Finance Agency (Harvard University)                                                                     | Massachusetts (Commonwealth of) Development Finance Agency (Harvard University), Series 2016 A, Ref. RB                                               | CUSIP: 57584XXX4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20100.19     | 0.01%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Atlanta Rapid Transit Authority                                                                                                        | Metropolitan Atlanta Rapid Transit Authority, Series 2015 C, Ref. RB                                                                                  | CUSIP: 591745X82<br>LEI: 5493006NVWO3NVLK0F49 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40380.13     | 0.01%             | 2029-07-01      | Fixed         | 5.00%                 | 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: 592041WC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $131100.88    | 0.04%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                                                                                               | Metropolitan Transportation Authority, Series 2016 A, Ref. RB                                                                                         | CUSIP: 59259N2J1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    110000 | PA      | $112282.75    | 0.04%             | 2029-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                                 | Metropolitan Transportation Authority (Green Bonds), Subseries 2016 B, Ref. RB                                                                        | CUSIP: 59259N4U4<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15285.31     | 0.01%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                                                                                               | Metropolitan Transportation Authority, Series 2016 D, Ref. RB                                                                                         | CUSIP: 59261AJP3<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    265000 | PA      | $269554.63    | 0.09%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2016 A, Ref. GO Bonds                                                                                              | CUSIP: 59333FSM3<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |     80000 | PA      | $80681.69     | 0.03%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami (City of) & Dade (County of), FL School Board (The)                                                                                           | Miami (City of) & Dade (County of), FL School Board (The), Series 2015 D, Ref. COP                                                                    | CUSIP: 59333MU78<br>LEI: 549300J3U4QVT6U3O129 | Long             | DBT              | MUN               | US        |    135000 | PA      | $135287.37    | 0.05%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Finance Authority (Henry Ford Health System)                                                                                    | Michigan (State of) Finance Authority (Henry Ford Health System), Series 2016, Ref. RB                                                                | CUSIP: 59447TME0<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |     70000 | PA      | $71262.29     | 0.02%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Finance Authority (Clean Water Revolving Fund)                                                                                  | Michigan (State of) Finance Authority (Clean Water Revolving Fund), Series 2016 B, Ref. RB                                                            | CUSIP: 59447TNZ2<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    140000 | PA      | $142155.30    | 0.05%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Missouri (State of) Health & Educational Facilities Authority (St. Luke's Health System, Inc.)                                                      | Missouri (State of) Health & Educational Facilities Authority (St. Luke's Health System, Inc.), Series 2016, Ref. RB                                  | CUSIP: 60637AKT8<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |     75000 | PA      | $75401.69     | 0.03%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Economic Development Authority                                                                                                | New Jersey (State of) Economic Development Authority, Series 2016 BBB, Ref. RB                                                                        | CUSIP: 64577BTP9<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    465000 | PA      | $477607.03    | 0.16%             | 2026-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Health Care Facilities Financing Authority (RWJ Barnabas Health Obligated Group)                                              | New Jersey (State of) Health Care Facilities Financing Authority (RWJ Barnabas Health Obligated Group), Series 2016 A, Ref. RB                        | CUSIP: 645790FH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $75628.49     | 0.03%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                                           | New Jersey (State of) Transportation Trust Fund Authority, Series 2016 A-1, RN                                                                        | CUSIP: 6461362D2<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    280000 | PA      | $282103.53    | 0.10%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2016 C, Ref. GO Bonds                                                                                                  | CUSIP: 64966L4M0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     55000 | PA      | $55120.14     | 0.02%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2016 E, Ref. GO Bonds                                                                                                  | CUSIP: 64966MAX7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50584.42     | 0.02%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Subseries 2016 A-1, GO Bonds                                                                                                  | CUSIP: 64966MEY1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    635000 | PA      | $638122.74    | 0.22%             | 2029-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2016 B-1, GO Bonds                                                                                                     | CUSIP: 64966MHB8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45946.93     | 0.02%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Trust for Cultural Resources (Museum of Modern Arts (The))                                                                   | New York (City of), NY Trust for Cultural Resources (Museum of Modern Arts (The)), Series 2016, Ref. RB                                               | CUSIP: 649717TC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $227664.63    | 0.08%             | 2029-04-01      | Fixed         | 4.00%                 | 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 2016, RB                                                              | CUSIP: 64971WL40<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $70309.81     | 0.02%             | 2029-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Subseries 2016 B-1, RB                                                                         | CUSIP: 64971WR36<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $252807.53    | 0.09%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority)                                                               | New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority), Series 2016 A, Ref. RB                                         | CUSIP: 64986DAN5<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |     70000 | PA      | $70570.49     | 0.02%             | 2026-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2016 A, RB                                                                                            | CUSIP: 64990CDS7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     65000 | PA      | $65582.07     | 0.02%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2016 A, RB                                                                                            | CUSIP: 64990E3B1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50670.19     | 0.02%             | 2026-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 A, RB                                                                                            | CUSIP: 64990GAX0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10166.20     | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2016 A, Ref. RB                                                                                        | CUSIP: 650035U30<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30032.45     | 0.01%             | 2026-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of) Municipal Power Agency No. 1 (Catawba)                                                                                    | North Carolina (State of) Municipal Power Agency No. 1 (Catawba), Series 2016 A, Ref. RB                                                              | CUSIP: 6582034M3<br>LEI: 549300N3Q65G1ODRFX75 | Long             | DBT              | MUN               | US        |    265000 | PA      | $267344.46    | 0.09%             | 2029-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of) Municipal Power Agency No. 1 (Catawba)                                                                                    | North Carolina (State of) Municipal Power Agency No. 1 (Catawba), Series 2015 C, Ref. RB                                                              | CUSIP: 658203Y65<br>LEI: 549300N3Q65G1ODRFX75 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10068.92     | 0.00%             | 2029-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oakland Unified School District                                                                                                                     | Oakland Unified School District, Series 2016, Ref. GO Bonds                                                                                           | CUSIP: 672325ZV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $65780.74     | 0.02%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of)                                                                                                                                     | Ohio (State of), Series 2016 S, GO Bonds                                                                                                              | CUSIP: 677522KY9<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |     75000 | PA      | $75336.97     | 0.03%             | 2026-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) (Garvee)                                                                                                                            | Ohio (State of) (Garvee), Series 2018-1, RB                                                                                                           | CUSIP: 677581GX2<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    200000 | PA      | $201612.58    | 0.07%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oregon (State of) (Seismic)                                                                                                                         | Oregon (State of) (Seismic), Series 2016 F, Ref. GO Bonds                                                                                             | CUSIP: 68609BSN8<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30145.79     | 0.01%             | 2029-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                                      | Pennsylvania (Commonwealth of), Second Series 2016, GO Bonds                                                                                          | CUSIP: 70914PE57<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |     95000 | PA      | $96398.01     | 0.03%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                                      | Pennsylvania (Commonwealth of), First Series 2016, GO Bonds                                                                                           | CUSIP: 70914PZU9<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |    300000 | PA      | $300000.00    | 0.10%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Higher Educational Facilities Authority (University of Pennsylvania Health System)                                   | Pennsylvania (Commonwealth of) Higher Educational Facilities Authority (University of Pennsylvania Health System), Series 2016 A, Ref. RB             | CUSIP: 70917SVY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20117.80     | 0.01%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2016 A, Ref. RB                                                                            | CUSIP: 709221UG8<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     85000 | PA      | $86793.02     | 0.03%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2016 B, Ref. RB                                                                            | CUSIP: 709224PC7<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     85000 | PA      | $85554.57     | 0.03%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania State University (The)                                                                                                                 | Pennsylvania State University (The), Series 2016 B, Ref. RB                                                                                           | CUSIP: 709235XU4<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15192.22     | 0.01%             | 2029-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phoenix Civic Improvement Corp.                                                                                                                     | Phoenix Civic Improvement Corp., Series 2017, Ref. RB                                                                                                 | CUSIP: 71883RPD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50487.84     | 0.02%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port St. Lucie (City of), FL                                                                                                                        | Port St. Lucie (City of), FL, Series 2016, Ref. RB                                                                                                    | CUSIP: 735352QD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $212848.04    | 0.07%             | 2029-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Seattle (Port of), WA                                                                                                                               | Seattle (Port of), WA, Series 2016, Ref. RB                                                                                                           | CUSIP: 735389YH5<br>LEI: 549300T9UCDUJ3GZL429 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25035.22     | 0.01%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Portland Community College District                                                                                                                 | Portland Community College District, Series 2018, GO Bonds                                                                                            | CUSIP: 736688KU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25210.99     | 0.01%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rhode Island Commerce Corp. (Garvee)                                                                                                                | Rhode Island Commerce Corp. (Garvee), Series 2016 B, RB                                                                                               | CUSIP: 762232AP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $216565.48    | 0.07%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Antonio (City of), TX                                                                                                                           | San Antonio (City of), TX, Series 2016, Ref. RB                                                                                                       | CUSIP: 7962535N8<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    320000 | PA      | $323516.77    | 0.11%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Community College District                                                                                                                | San Diego Community College District, Series 2016, Ref. GO Bonds                                                                                      | CUSIP: 797272PV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $197542.70    | 0.07%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego (City of), CA Public Facilities Financing Authority                                                                                       | San Diego (City of), CA Public Facilities Financing Authority, Series 2016 A, Ref. RB                                                                 | CUSIP: 79730AJN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30185.42     | 0.01%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District                                                                                                                   | San Diego Unified School District, Series 2016 R-5, Ref. GO Bonds                                                                                     | CUSIP: 7973554S0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $110747.74    | 0.04%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District                                                                                                                   | San Diego Unified School District, Series 2016 R-5, Ref. GO Bonds                                                                                     | CUSIP: 7973554T8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    475000 | PA      | $479793.32    | 0.16%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Public Service Authority                                                                                                  | South Carolina (State of) Public Service Authority, Series 2016 A, Ref. RB                                                                            | CUSIP: 837151PK9<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |    225000 | PA      | $226475.91    | 0.08%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Transportation Infrastructure Bank                                                                                        | South Carolina (State of) Transportation Infrastructure Bank, Series 2016 A, Ref. RB                                                                  | CUSIP: 837152UD7<br>LEI: 549300YI1NMCP4VLJN43 | Long             | DBT              | MUN               | US        |    135000 | PA      | $135041.59    | 0.05%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| South Florida Water Management District                                                                                                             | South Florida Water Management District, Series 2016, Ref. COP                                                                                        | CUSIP: 83786PCN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40088.52     | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pittsburg Successor Agency Redevelopment Agency                                                                                                     | Pittsburg Successor Agency Redevelopment Agency, Series 2016 A, Ref. RB                                                                               | CUSIP: 86459LBR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30419.93     | 0.01%             | 2029-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tarrant County Cultural Education Facilities Finance Corp. (Baylor Scott & White Health)                                                            | Tarrant County Cultural Education Facilities Finance Corp. (Baylor Scott & White Health), Series 2016 A, Ref. RB                                      | CUSIP: 87638QPF0<br>LEI: 549300ROY505NVTMMI25 | Long             | DBT              | MUN               | US        |    205000 | PA      | $206077.07    | 0.07%             | 2026-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas A&M University                                                                                                                                | Texas A&M University, Series 2016 C, Ref. RB                                                                                                          | CUSIP: 88213AFE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $70229.59     | 0.02%             | 2029-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                                    | Texas (State of), Series 2016, GO Bonds                                                                                                               | CUSIP: 8827234M8<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10022.62     | 0.00%             | 2029-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                                    | Texas (State of), Series 2016, GO Bonds                                                                                                               | CUSIP: 882723N88<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20045.25     | 0.01%             | 2029-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                                                                | Triborough Bridge & Tunnel Authority, Series 2016 A, Ref. RB                                                                                          | CUSIP: 89602N5G5<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20092.73     | 0.01%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Utah (State of) Transit Authority                                                                                                                   | Utah (State of) Transit Authority, Series 2016, Ref. RB                                                                                               | CUSIP: 917567CH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45189.15     | 0.02%             | 2029-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series R-2017A, Ref. GO Bonds                                                                                                  | CUSIP: 93974DXB9<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35430.99     | 0.01%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2016 B, Ref. GO Bonds                                                                                                   | CUSIP: 93974DXT0<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25307.85     | 0.01%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Westchester (County of), NY                                                                                                                         | Westchester (County of), NY, Series 2018 A, GO Bonds                                                                                                  | CUSIP: 95736U4V3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $147505.77    | 0.05%             | 2029-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of)                                                                                                                                | Wisconsin (State of), Series 2016-2, Ref. GO Bonds                                                                                                    | CUSIP: 97705MEE1<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15068.64     | 0.01%             | 2026-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of) Health & Educational Facilities Authority (Ascension Health Credit Group)                                                      | Wisconsin (State of) Health & Educational Facilities Authority (Ascension Health Credit Group), Series 2016, Ref. RB                                  | CUSIP: 97712DQJ8<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40208.24     | 0.01%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of)                                                                                                                                | Wisconsin (State of), Series 2019 A, Ref. RB                                                                                                          | CUSIP: 977100GP5<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |     95000 | PA      | $95452.18     | 0.03%             | 2026-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arapahoe County School District No. 6 Littleton                                                                                                     | Arapahoe County School District No. 6 Littleton, Series 2019 A, GO Bonds                                                                              | CUSIP: 038699TS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $107280.08    | 0.04%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Honolulu (City & County of), HI (Honolulu Rail Transit)                                                                                             | Honolulu (City & County of), HI (Honolulu Rail Transit), Series 2019 A, GO Bonds                                                                      | CUSIP: 438687GJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    590000 | PA      | $598585.80    | 0.20%             | 2026-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of)                                                                                                                                 | Michigan (State of), Series 2018, GO Bonds                                                                                                            | CUSIP: 594612EA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $60163.60     | 0.02%             | 2029-05-01      | Fixed         | 4.00%                 | 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 2019 D, Ref. RB                                 | CUSIP: 79766DMH9<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40193.73     | 0.01%             | 2026-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2019 A, GO Bonds                                                                                                         | CUSIP: 25476FXD5<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    435000 | PA      | $442881.85    | 0.15%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds)                                                                     | Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds), Series 2019 A, RB                                                    | CUSIP: 54466HGW0<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50547.89     | 0.02%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (New York University)                                                                                       | New York (State of) Dormitory Authority (New York University), Series 2019 A, RB                                                                      | CUSIP: 64990GJB9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20187.70     | 0.01%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                                 | State of California, Series 2019, GO Bonds                                                                                                            | CUSIP: 13063DLB2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25059.77     | 0.01%             | 2026-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) Water Development Authority (Water Pollution Control Loan Fund)                                                                     | Ohio (State of) Water Development Authority (Water Pollution Control Loan Fund), Series 2019 A, RB                                                    | CUSIP: 677660UT7<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |     95000 | PA      | $95679.20     | 0.03%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) Water Development Authority (Water Pollution Control Loan Fund)                                                                     | Ohio (State of) Water Development Authority (Water Pollution Control Loan Fund), Series 2019 A, RB                                                    | CUSIP: 677660UU4<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |     80000 | PA      | $81743.22     | 0.03%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State Public School Building Authority                                                                                                              | State Public School Building Authority, Series 2016, RB                                                                                               | CUSIP: 85732GUJ7<br>LEI: 5493006JN0UR7OGWTO86 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15256.06     | 0.01%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2019, GO Bonds                                                                                                            | CUSIP: 64966MQ44<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    285000 | PA      | $288430.69    | 0.10%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana (State of) (Garvee)                                                                                                                       | Louisiana (State of) (Garvee), Series 2019 A, RB                                                                                                      | CUSIP: 54641CAG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $268843.11    | 0.09%             | 2026-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2019 A, GO Bonds                                                                                                       | CUSIP: 20772KFT1<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     75000 | PA      | $75257.97     | 0.03%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas (City of), TX Area Rapid Transit                                                                                                             | Dallas (City of), TX Area Rapid Transit, Series 2019, Ref. RB                                                                                         | CUSIP: 235241SZ0<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |    160000 | PA      | $163305.94    | 0.06%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of)                                                                                                                                 | Maryland (State of), Series 2019, GO Bonds                                                                                                            | CUSIP: 574193RB6<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25026.31     | 0.01%             | 2026-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Department of Water Resources                                                                                                 | California (State of) Department of Water Resources, Series 2019 BA, RB                                                                               | CUSIP: 13067WQM7<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |    105000 | PA      | $107557.30    | 0.04%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2019, Ref. GO Bonds                                                                                                     | CUSIP: 13063DPC6<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    500000 | PA      | $501195.30    | 0.17%             | 2026-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Adams & Arapahoe Joint School District No. 28J Aurora                                                                                               | Adams & Arapahoe Joint School District No. 28J Aurora, Series 2017 A, Ref. GO Bonds                                                                   | CUSIP: 0054823B8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $86814.21     | 0.03%             | 2031-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Adams & Arapahoe Joint School District No. 28J Aurora                                                                                               | Adams & Arapahoe Joint School District No. 28J Aurora, Series 2017 A, Ref. GO Bonds                                                                   | CUSIP: 0054823K8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $240104.15    | 0.08%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Adams 12 Five Star Schools                                                                                                                          | Adams 12 Five Star Schools, Series 2016 B, Ref. GO Bonds                                                                                              | CUSIP: 006449GT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $112547.64    | 0.04%             | 2028-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Adams 12 Five Star Schools                                                                                                                          | Adams 12 Five Star Schools, Series 2016 B, Ref. GO Bonds                                                                                              | CUSIP: 006449GU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $102308.11    | 0.03%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Adams 12 Five Star Schools                                                                                                                          | Adams 12 Five Star Schools, Series 2016 B, Ref. GO Bonds                                                                                              | CUSIP: 006449GV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $230139.79    | 0.08%             | 2030-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Adams 12 Five Star Schools                                                                                                                          | Adams 12 Five Star Schools, Series 2016 B, Ref. GO Bonds                                                                                              | CUSIP: 006449HC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $192386.88    | 0.07%             | 2031-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alameda (County of), CA Joint Powers Authority (Juvenile Justice)                                                                                   | Alameda (County of), CA Joint Powers Authority (Juvenile Justice), Series 2016, Ref. RB                                                               | CUSIP: 010831DJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25205.97     | 0.01%             | 2034-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Allegheny (County of), PA                                                                                                                           | Allegheny (County of), PA, Series 2016 C-75, Ref. GO Bonds                                                                                            | CUSIP: 01728VSQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $201855.70    | 0.07%             | 2032-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Arizona Board of Regents (Green Bonds)                                                                                                | University of Arizona Board of Regents (Green Bonds), Series 2016 B, RB                                                                               | CUSIP: 04048RQN9<br>LEI: 254900BLZ1MCZ5JLK411 | Long             | DBT              | MUN               | US        |    200000 | PA      | $200530.28    | 0.07%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona (State of)                                                                                                                                  | Arizona (State of), Series 2019 A, Ref. COP                                                                                                           | CUSIP: 040588G90<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    410000 | PA      | $416796.49    | 0.14%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona (State of) Department of Transportation                                                                                                     | Arizona (State of) Department of Transportation, Series 2016, Ref. RB                                                                                 | CUSIP: 040654XB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35326.28     | 0.01%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona (State of) Department of Transportation                                                                                                     | Arizona (State of) Department of Transportation, Series 2016, Ref. RB                                                                                 | CUSIP: 040654XC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $504544.25    | 0.17%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Auburn University                                                                                                                                   | Auburn University, Series 2016 A, Ref. RB                                                                                                             | CUSIP: 050589NT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $85479.00     | 0.03%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aurora (City of), CO (Green Bonds)                                                                                                                  | Aurora (City of), CO (Green Bonds), Series 2016, Ref. RB                                                                                              | CUSIP: 051595AZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30347.36     | 0.01%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aurora (City of), CO (Green Bonds)                                                                                                                  | Aurora (City of), CO (Green Bonds), Series 2016, Ref. RB                                                                                              | CUSIP: 051595BA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $156794.71    | 0.05%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aurora (City of), IL                                                                                                                                | Aurora (City of), IL, Series 2016, RB                                                                                                                 | CUSIP: 052476U22<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15280.99     | 0.01%             | 2030-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Austin (City of), TX                                                                                                                                | Austin (City of), TX, Series 2016, Ref. RB                                                                                                            | CUSIP: 052476U30<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $152780.39    | 0.05%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Austin (City of), TX                                                                                                                                | Austin (City of), TX, Series 2016, Ref. RB                                                                                                            | CUSIP: 052476U48<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $162895.36    | 0.06%             | 2032-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Beverly Hills Unified School District CA                                                                                                            | Beverly Hills Unified School District CA, Series 2017, GO Bonds                                                                                       | CUSIP: 088023LV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25071.50     | 0.01%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bexar (County of), TX                                                                                                                               | Bexar (County of), TX, Series 2017, Ref. GO Bonds                                                                                                     | CUSIP: 088281A26<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100787.34    | 0.03%             | 2026-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Bexar TX                                                                                                                                  | County of Bexar TX, Series 2016, GO Bonds                                                                                                             | CUSIP: 088281VG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50023.04     | 0.02%             | 2040-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| St. Vrain Valley School District Re-1J (Boulder, Larimer & Weld Counties and the City and County of Broomfield)                                     | St. Vrain Valley School District Re-1J (Boulder, Larimer & Weld Counties and the City and County of Broomfield), Series 2016 C, GO Bonds              | CUSIP: 101565J34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $127736.74    | 0.04%             | 2032-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| St. Vrain Valley School District Re-1J (Boulder, Larimer & Weld Counties and the City and County of Broomfield)                                     | St. Vrain Valley School District Re-1J (Boulder, Larimer & Weld Counties and the City and County of Broomfield), Series 2016 C, GO Bonds              | CUSIP: 101565J59<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50734.64     | 0.02%             | 2026-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Boulder Larimer & Weld Counties St. Vrain Valley School District Re1J                                                                               | Boulder Larimer & Weld Counties St. Vrain Valley School District Re1J, Series 2016, GO Bonds                                                          | CUSIP: 101565J75<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $56234.34     | 0.02%             | 2026-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Broward (County of), FL School Board                                                                                                                | Broward (County of), FL School Board, Series 2016 A, Ref. COP                                                                                         | CUSIP: 115065ZC1<br>LEI: 5493006KVNQDJ1D0OD92 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5038.27      | 0.00%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Broward (County of), FL School Board                                                                                                                | Broward (County of), FL School Board, Series 2016 A, Ref. COP                                                                                         | CUSIP: 115065ZD9<br>LEI: 5493006KVNQDJ1D0OD92 | Long             | DBT              | MUN               | US        |    155000 | PA      | $155185.83    | 0.05%             | 2033-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Cedars-Sinai Medical Center)                                                           | California (State of) Health Facilities Financing Authority (Cedars-Sinai Medical Center), Series 2016 A, RB                                          | CUSIP: 13032UJD1<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     55000 | PA      | $55716.38     | 0.02%             | 2031-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Cedars-Sinai Medical Center)                                                           | California (State of) Health Facilities Financing Authority (Cedars-Sinai Medical Center), Series 2016 B, Ref. RB                                     | CUSIP: 13032UJW9<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60781.50     | 0.02%             | 2031-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Cedars-Sinai Medical Center)                                                           | California (State of) Health Facilities Financing Authority (Cedars-Sinai Medical Center), Series 2016 B, Ref. RB                                     | CUSIP: 13032UJX7<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    130000 | PA      | $131661.43    | 0.04%             | 2032-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Cedars-Sinai Medical Center)                                                           | California (State of) Health Facilities Financing Authority (Cedars-Sinai Medical Center), Series 2016 B, Ref. RB                                     | CUSIP: 13032UJY5<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60751.37     | 0.02%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Infrastructure & Economic Development Bank (Clean Water Revolving Fund) (Green Bonds)                                         | California (State of) Infrastructure & Economic Development Bank (Clean Water Revolving Fund) (Green Bonds), Series 2016, RB                          | CUSIP: 13034AJS0<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |     95000 | PA      | $95229.15     | 0.03%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Infrastructure & Economic Development Bank (Clean Water Revolving Fund) (Green Bonds)                                         | California (State of) Infrastructure & Economic Development Bank (Clean Water Revolving Fund) (Green Bonds), Series 2016, RB                          | CUSIP: 13034AJT8<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60143.64     | 0.02%             | 2031-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2016, Ref. GO Bonds                                                                                                     | CUSIP: 13063C2C3<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    225000 | PA      | $228274.25    | 0.08%             | 2031-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) (Bid Group C)                                                                                                                 | California (State of) (Bid Group C), Series 2016, Ref. GO Bonds                                                                                       | CUSIP: 13063C4S6<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     65000 | PA      | $65801.42     | 0.02%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, Ref. GO Bonds                                                                                                     | CUSIP: 13063C6E5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5033.74      | 0.00%             | 2030-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                                 | State of California, Series 2017, GO Bonds                                                                                                            | CUSIP: 13063C6F2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10123.30     | 0.00%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, Ref. GO Bonds                                                                                                     | CUSIP: 13063C6G0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35220.51     | 0.01%             | 2031-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2017, Ref. GO Bonds                                                                                                     | CUSIP: 13063C6H8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5060.60      | 0.00%             | 2031-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2016, Ref. GO Bonds                                                                                                     | CUSIP: 13063CS35<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    200000 | PA      | $202960.40    | 0.07%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2016, Ref. GO Bonds                                                                                                     | CUSIP: 13063CX47<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30444.06     | 0.01%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2016, Ref. GO Bonds                                                                                                     | CUSIP: 13063CZ52<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    445000 | PA      | $448370.39    | 0.15%             | 2031-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Department of Water Resources                                                                                                 | California (State of) Department of Water Resources, Series 2016 AW, Ref. RB                                                                          | CUSIP: 13067WLY6<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |    145000 | PA      | $148249.99    | 0.05%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Public Works Board                                                                                                            | California (State of) Public Works Board, Series 2015 H, RB                                                                                           | CUSIP: 13068LXT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35008.44     | 0.01%             | 2035-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                                                                                                 | California State Public Works Board, Series 2016, RB                                                                                                  | CUSIP: 13068LYY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5049.41      | 0.00%             | 2031-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                                                                                                 | California State Public Works Board, Series 2016, RB                                                                                                  | CUSIP: 13068LZR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40370.82     | 0.01%             | 2030-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Public Works Board (Various Capital)                                                                                          | California (State of) Public Works Board (Various Capital), Series 2016 D, Ref. RB                                                                    | CUSIP: 13068LZS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $60529.10     | 0.02%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Public Works Board (Various Capital)                                                                                          | California (State of) Public Works Board (Various Capital), Series 2016 D, Ref. RB                                                                    | CUSIP: 13068LZT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $95804.26     | 0.03%             | 2032-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2016 A, Ref. RB                                                                                                   | CUSIP: 13077C3M4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40201.72     | 0.01%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2016 A, Ref. RB                                                                                                   | CUSIP: 13077C4F8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5023.13      | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Statewide Communities Development Authority (Adventist Health System)                                                         | California (State of) Statewide Communities Development Authority (Adventist Health System), Series 2015 A, Ref. RB                                   | CUSIP: 13080SJP0<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |    405000 | PA      | $405003.97    | 0.14%             | 2044-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Campbell Union High School District (Election of 2016)                                                                                              | Campbell Union High School District (Election of 2016), Series 2018 B, GO Bonds                                                                       | CUSIP: 134159YL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $55717.17     | 0.02%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Campbell Union High School District (Election of 2016)                                                                                              | Campbell Union High School District (Election of 2016), Series 2018 B, GO Bonds                                                                       | CUSIP: 134159YM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20260.79     | 0.01%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Campbell Union High School District (Election of 2016)                                                                                              | Campbell Union High School District (Election of 2016), Series 2018 B, GO Bonds                                                                       | CUSIP: 134159YN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $55717.17     | 0.02%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Campbell Union High School District (Election of 2016)                                                                                              | Campbell Union High School District (Election of 2016), Series 2018 B, GO Bonds                                                                       | CUSIP: 134159YP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $65847.57     | 0.02%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Campbell Union High School District (Election of 2016)                                                                                              | Campbell Union High School District (Election of 2016), Series 2018 B, GO Bonds                                                                       | CUSIP: 134159YQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $85759.72     | 0.03%             | 2026-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carmel (City of), IN Local Public Improvement Bond Bank                                                                                             | Carmel (City of), IN Local Public Improvement Bond Bank, Series 2016, RB                                                                              | CUSIP: 143287BA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $90770.88     | 0.03%             | 2031-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carmel (City of), IN Local Public Improvement Bond Bank                                                                                             | Carmel (City of), IN Local Public Improvement Bond Bank, Series 2016, RB                                                                              | CUSIP: 143287BB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $252085.63    | 0.09%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carmel Local Public Improvement Bond Bank                                                                                                           | Carmel Local Public Improvement Bond Bank, Series 2016, RB                                                                                            | CUSIP: 143287BC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100808.27    | 0.03%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carmel (City of), IN Local Public Improvement Bond Bank                                                                                             | Carmel (City of), IN Local Public Improvement Bond Bank, Series 2016, RB                                                                              | CUSIP: 143287BD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    555000 | PA      | $559424.13    | 0.19%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Florida Expressway Authority                                                                                                                | Central Florida Expressway Authority, Series 2016 A, Ref. RB                                                                                          | CUSIP: 153476AR7<br>LEI: 549300JL23Z3Z64M6K65 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35154.66     | 0.01%             | 2031-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Central Florida Expressway Authority                                                                                                                | Central Florida Expressway Authority, Series 2016 B, Ref. RB                                                                                          | CUSIP: 153476BK1<br>LEI: 549300JL23Z3Z64M6K65 | Long             | DBT              | MUN               | US        |     65000 | PA      | $65298.32     | 0.02%             | 2030-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Central Florida Expressway Authority                                                                                                                | Central Florida Expressway Authority, Series 2016 B, Ref. RB                                                                                          | CUSIP: 153476BL9<br>LEI: 549300JL23Z3Z64M6K65 | Long             | DBT              | MUN               | US        |     75000 | PA      | $75331.42     | 0.03%             | 2031-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Central Florida Expressway Authority                                                                                                                | Central Florida Expressway Authority, Series 2016, RB                                                                                                 | CUSIP: 153476BX3<br>LEI: 549300JL23Z3Z64M6K65 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5009.70      | 0.00%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Central Puget Sound Regional Transit Authority (Green Bonds)                                                                                        | Central Puget Sound Regional Transit Authority (Green Bonds), Series 2016 S-1, RB                                                                     | CUSIP: 155048DH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $152457.00    | 0.05%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago (City of), IL Metropolitan Water Reclamation District                                                                                       | Chicago (City of), IL Metropolitan Water Reclamation District, Series 2016 A, Ref. GO Bonds                                                           | CUSIP: 167560SZ5<br>LEI: 254900GOGQEZEWCZ4D37 | Long             | DBT              | MUN               | US        |     95000 | PA      | $96977.63     | 0.03%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV                                                                                                                               | Clark (County of), NV, Series 2016 B, Ref. GO Bonds                                                                                                   | CUSIP: 180848SC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $90902.98     | 0.03%             | 2031-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV                                                                                                                               | Clark (County of), NV, Series 2016 B, Ref. GO Bonds                                                                                                   | CUSIP: 180848SD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25228.66     | 0.01%             | 2032-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV                                                                                                                               | Clark (County of), NV, Series 2016 B, Ref. GO Bonds                                                                                                   | CUSIP: 180848SE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $60471.69     | 0.02%             | 2034-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV Water Reclamation District                                                                                                    | Clark (County of), NV Water Reclamation District, Series 2016, Ref. GO Bonds                                                                          | CUSIP: 181070EW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $250927.70    | 0.08%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clifton Higher Education Finance Corp. (Idea Public Schools)                                                                                        | Clifton Higher Education Finance Corp. (Idea Public Schools), Series 2016 A, Ref. RB                                                                  | CUSIP: 187145FD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10026.55     | 0.00%             | 2046-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Collin County Community College District                                                                                                            | Collin County Community College District, Series 2018, GO Bonds                                                                                       | CUSIP: 194741GW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40010.64     | 0.01%             | 2035-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Collin County Community College District                                                                                                            | Collin County Community College District, Series 2018, GO Bonds                                                                                       | CUSIP: 194741GX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25005.55     | 0.01%             | 2036-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Colorado (State of) Health Facilities Authority (Vail Valley Medical Center)                                                                        | Colorado (State of) Health Facilities Authority (Vail Valley Medical Center), Series 2015, RB                                                         | CUSIP: 19648A4M4<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |    395000 | PA      | $395705.75    | 0.13%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Columbus OH                                                                                                                                 | City of Columbus OH, Series 2016, GO Bonds                                                                                                            | CUSIP: 199492QX0<br>LEI: 254900NS3ODS0FZ3AM48 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10003.09     | 0.00%             | 2031-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Columbus (City of), OH                                                                                                                              | Columbus (City of), OH, Series 2016 A, GO Bonds                                                                                                       | CUSIP: 199492QY8<br>LEI: 254900NS3ODS0FZ3AM48 | Long             | DBT              | MUN               | US        |     75000 | PA      | $75016.76     | 0.03%             | 2032-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Columbus (City of), OH                                                                                                                              | Columbus (City of), OH, Series 2015, Ref. RB                                                                                                          | CUSIP: 199561GS4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25165.29     | 0.01%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                                                                                                | State of Connecticut, Series 2016, GO Bonds                                                                                                           | CUSIP: 20772J4Q2<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     55000 | PA      | $55917.89     | 0.02%             | 2031-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of) (Green Bonds)                                                                                                                | Connecticut (State of) (Green Bonds), Series 2016 F, GO Bonds                                                                                         | CUSIP: 20772J4R0<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    200000 | PA      | $203360.04    | 0.07%             | 2030-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2016, GO Bonds                                                                                                         | CUSIP: 20772JT69<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45012.04     | 0.02%             | 2030-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2016 A, GO Bonds                                                                                                       | CUSIP: 20772JT93<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45009.45     | 0.02%             | 2033-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of) Health & Educational Facilities Authority (Trinity Health Corp.)                                                             | Connecticut (State of) Health & Educational Facilities Authority (Trinity Health Corp.), Series 2016, RB                                              | CUSIP: 20774YYM3<br>LEI: 549300ZOQJ5U8YBS5Q35 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5022.39      | 0.00%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of) (Transportation Infrastructure)                                                                                              | Connecticut (State of) (Transportation Infrastructure), Series 2016 A, RB                                                                             | CUSIP: 207758VS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    575000 | PA      | $582789.35    | 0.20%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                                                                                            | State of Connecticut Special Tax Revenue, Series 2016, RB                                                                                             | CUSIP: 207758VT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35469.26     | 0.01%             | 2031-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cook (County of), IL                                                                                                                                | Cook (County of), IL, Series 2016 A, Ref. GO Bonds                                                                                                    | CUSIP: 213185KL4<br>LEI: 5493004UMR7OX4YITE10 | Long             | DBT              | MUN               | US        |    345000 | PA      | $350857.38    | 0.12%             | 2030-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cook (County of), IL                                                                                                                                | Cook (County of), IL, Series 2018, Ref. GO Bonds                                                                                                      | CUSIP: 213185LH2<br>LEI: 5493004UMR7OX4YITE10 | Long             | DBT              | MUN               | US        |    130000 | PA      | $131569.33    | 0.04%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cook (County of), IL                                                                                                                                | Cook (County of), IL, Series 2018, Ref. GO Bonds                                                                                                      | CUSIP: 213185LJ8<br>LEI: 5493004UMR7OX4YITE10 | Long             | DBT              | MUN               | US        |    360000 | PA      | $364019.47    | 0.12%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Corona-Norco Unified School District                                                                                                                | Corona-Norco Unified School District, Series 2016 B, Ref. GO Bonds                                                                                    | CUSIP: 219764QE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50199.46     | 0.02%             | 2035-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dallas (City of), TX Area Rapid Transit                                                                                                             | Dallas (City of), TX Area Rapid Transit, Series 2016 B, Ref. RB                                                                                       | CUSIP: 235241SK3<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |    130000 | PA      | $132219.18    | 0.04%             | 2032-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Dallas TX Waterworks & Sewer System Revenue                                                                                                 | City of Dallas TX Waterworks & Sewer System Revenue, Series 2016, RB                                                                                  | CUSIP: 23542JAR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10148.71     | 0.00%             | 2032-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas (City of), TX                                                                                                                                | Dallas (City of), TX, Series 2016 A, Ref. RB                                                                                                          | CUSIP: 23542JAY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $70943.34     | 0.02%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas (City of) TX                                                                                                                                 | Dallas (City of) TX, Series 2016 A, Ref. RB                                                                                                           | CUSIP: 23542JAZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35449.34     | 0.01%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delaware (County of), PA Authority (Villanova University)                                                                                           | Delaware (County of), PA Authority (Villanova University), Series 2015, RB                                                                            | CUSIP: 245913LS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40017.06     | 0.01%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Denton (County of), TX                                                                                                                              | Denton (County of), TX, Series 2017, Ref. GO Bonds                                                                                                    | CUSIP: 2487755E4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $70701.11     | 0.02%             | 2031-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denton (County of), TX                                                                                                                              | Denton (County of), TX, Series 2017, RB                                                                                                               | CUSIP: 249015C89<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $188534.28    | 0.06%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denton (City of), TX                                                                                                                                | Denton (City of), TX, Series 2017, RB                                                                                                                 | CUSIP: 249015C97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $198567.66    | 0.07%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denton (City of), TX                                                                                                                                | Denton (City of), TX, Series 2017, RB                                                                                                                 | CUSIP: 249015D21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30522.97     | 0.01%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denver City & County School District No. 1                                                                                                          | Denver City & County School District No. 1, Series 2017, GO Bonds                                                                                     | CUSIP: 249174VG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35770.74     | 0.01%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denver City & County School District No. 1                                                                                                          | Denver City & County School District No. 1, Series 2017, GO Bonds                                                                                     | CUSIP: 249174VH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $86878.19     | 0.03%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denver City & County School District No. 1                                                                                                          | Denver City & County School District No. 1, Series 2017, GO Bonds                                                                                     | CUSIP: 249174VJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $107296.39    | 0.04%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denver City & County School District No. 1                                                                                                          | Denver City & County School District No. 1, Series 2017, GO Bonds                                                                                     | CUSIP: 249174VK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    575000 | PA      | $587315.81    | 0.20%             | 2031-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denver City & County School District No 1                                                                                                           | Denver City & County School District No 1, Series 2017, GO Bonds                                                                                      | CUSIP: 249174VN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15295.36     | 0.01%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denver City & County School District No 1                                                                                                           | Denver City & County School District No 1, Series 2017, GO Bonds                                                                                      | CUSIP: 249174VP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25469.78     | 0.01%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denver (City & County of), CO                                                                                                                       | Denver (City & County of), CO, Series 2016 A, Ref. RB                                                                                                 | CUSIP: 249182JY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $127381.24    | 0.04%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2016, GO Bonds                                                                                                           | CUSIP: 25476FRQ3<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25169.96     | 0.01%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2016 A, GO Bonds                                                                                                         | CUSIP: 25476FRS9<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20087.07     | 0.01%             | 2035-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2016 D, GO Bonds                                                                                                         | CUSIP: 25476FTA6<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    645000 | PA      | $655288.46    | 0.22%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority                                                                                                        | District of Columbia Water & Sewer Authority, Series 2016 A, Ref. RB                                                                                  | CUSIP: 254845MG2<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |     55000 | PA      | $55121.26     | 0.02%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eagle County School District No. Re50J                                                                                                              | Eagle County School District No. Re50J, Series 2017, GO Bonds                                                                                         | CUSIP: 269479JM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10196.91     | 0.00%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eagle County School District No. Re50J                                                                                                              | Eagle County School District No. Re50J, Series 2017, GO Bonds                                                                                         | CUSIP: 269479JN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $122254.94    | 0.04%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eastern Municipal Water District                                                                                                                    | Eastern Municipal Water District, Series 2016 A, Ref. RB                                                                                              | CUSIP: 27627TBJ0<br>LEI: 549300ZCFVRFDIRWK089 | Long             | DBT              | MUN               | US        |    625000 | PA      | $628904.25    | 0.21%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| El Dorado Irrigation District                                                                                                                       | El Dorado Irrigation District, Series 2016 C, Ref. RB                                                                                                 | CUSIP: 283062CG0<br>LEI: 54930090GZM9I8KVSN04 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5000.00      | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| El Paso County School District No.49 Falcon                                                                                                         | El Paso County School District No.49 Falcon, Series 2017, COP                                                                                         | CUSIP: 283484EN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $55711.94     | 0.02%             | 2042-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| El Paso (City of), TX                                                                                                                               | El Paso (City of), TX, Series 2016, Ref. GO Bonds                                                                                                     | CUSIP: 283734B42<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $70361.86     | 0.02%             | 2031-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| El Paso (City of), TX                                                                                                                               | El Paso (City of), TX, Series 2016, Ref. GO Bonds                                                                                                     | CUSIP: 283734B59<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $160760.82    | 0.05%             | 2032-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| El Paso Independent School District                                                                                                                 | El Paso Independent School District, Series 2017, GO Bonds                                                                                            | CUSIP: 283770KA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $60746.86     | 0.02%             | 2036-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| El Paso Independent School District                                                                                                                 | El Paso Independent School District, Series 2017, GO Bonds                                                                                            | CUSIP: 283770KB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $177178.33    | 0.06%             | 2037-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Erie (County of), NY Industrial Development Agency (The) (City of Buffalo School District)                                                          | Erie (County of), NY Industrial Development Agency (The) (City of Buffalo School District), Series 2016 A, Ref. RB                                    | CUSIP: 29509PKY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20351.57     | 0.01%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fairfax (County of), VA Industrial Development Authority (Inova Health System)                                                                      | Fairfax (County of), VA Industrial Development Authority (Inova Health System), Series 2016 A, Ref. RB                                                | CUSIP: 303823LL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $125663.93    | 0.04%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fairfax (County of), VA Industrial Development Authority (Inova Health System)                                                                      | Fairfax (County of), VA Industrial Development Authority (Inova Health System), Series 2016 A, Ref. RB                                                | CUSIP: 303823LM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $90474.67     | 0.03%             | 2031-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fairfax (County of), VA                                                                                                                             | Fairfax (County of), VA, Series 2016 A, Ref. GO Bonds                                                                                                 | CUSIP: 30382AES7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100231.65    | 0.03%             | 2026-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida (State of) (Capital Outlay)                                                                                                                 | Florida (State of) (Capital Outlay), Series 2015 E, Ref. GO Bonds                                                                                     | CUSIP: 34153QAW6<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60016.93     | 0.02%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of)                                                                                                                                  | Georgia (State of), Series 2015 A, GO Bonds                                                                                                           | CUSIP: 3733842B1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $95037.94     | 0.03%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of) (Tranche 2)                                                                                                                      | Georgia (State of) (Tranche 2), Series 2016 A, GO Bonds                                                                                               | CUSIP: 3733844E3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30191.84     | 0.01%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of) Higher Education Facilities Authority (USG Real Estate Foundation I, LLC)                                                        | Georgia (State of) Higher Education Facilities Authority (USG Real Estate Foundation I, LLC), Series 2015, RB                                         | CUSIP: 373511GP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45021.88     | 0.02%             | 2040-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Grand River Dam Authority                                                                                                                           | Grand River Dam Authority, Series 2016 A, Ref. RB                                                                                                     | CUSIP: 386442WQ6<br>LEI: 549300XGK5KWQHON4Q79 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30581.72     | 0.01%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Grand River Dam Authority                                                                                                                           | Grand River Dam Authority, Series 2016, RB                                                                                                            | CUSIP: 386442WR4<br>LEI: 549300XGK5KWQHON4Q79 | Long             | DBT              | MUN               | US        |     85000 | PA      | $86629.10     | 0.03%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Great Lakes Water Authority                                                                                                                         | Great Lakes Water Authority, Series 2016 D, Ref. RB                                                                                                   | CUSIP: 39081JAZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $504594.05    | 0.17%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hamilton (County of), OH                                                                                                                            | Hamilton (County of), OH, Series 2016 A, Ref. RB                                                                                                      | CUSIP: 407287ME8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $117480.47    | 0.04%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hampton Roads Sanitation District                                                                                                                   | Hampton Roads Sanitation District, Series 2016 A, Ref. RB                                                                                             | CUSIP: 409327HJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15180.56     | 0.01%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hampton Roads Sanitation District                                                                                                                   | Hampton Roads Sanitation District, Series 2016 A, Ref. RB                                                                                             | CUSIP: 409327HL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    415000 | PA      | $419995.52    | 0.14%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hampton Roads Sanitation District                                                                                                                   | Hampton Roads Sanitation District, Series 2016 A, Ref. RB                                                                                             | CUSIP: 409327HM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $156865.80    | 0.05%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hampton Roads Sanitation District                                                                                                                   | Hampton Roads Sanitation District, Series 2016 A, Ref. RB                                                                                             | CUSIP: 409327HQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40481.50     | 0.01%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harris (County of), TX                                                                                                                              | Harris (County of), TX, Series 2016 A, Ref. RB                                                                                                        | CUSIP: 414005WK0<br>LEI: 549300G9BRP25M0W1S40 | Long             | DBT              | MUN               | US        |    305000 | PA      | $308624.96    | 0.10%             | 2030-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harris (County of), TX                                                                                                                              | Harris (County of), TX, Series 2016 A, Ref. RB                                                                                                        | CUSIP: 414005WP9<br>LEI: 549300G9BRP25M0W1S40 | Long             | DBT              | MUN               | US        |    105000 | PA      | $106085.95    | 0.04%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harris (County of), TX                                                                                                                              | Harris (County of), TX, Series 2016 A, Ref. RB                                                                                                        | CUSIP: 414005WQ7<br>LEI: 549300G9BRP25M0W1S40 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60582.52     | 0.02%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harris County Cultural Education Facilities Finance Corp.                                                                                           | Harris County Cultural Education Facilities Finance Corp., Series 2016, RB                                                                            | CUSIP: 414009KG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10014.12     | 0.00%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Harris County Cultural Education Facilities Finance Corp. (Memorial Hermann Health System)                                                          | Harris County Cultural Education Facilities Finance Corp. (Memorial Hermann Health System), Series 2016, RB                                           | CUSIP: 414009KJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10057.19     | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harris County Cultural Education Facilities Finance Corp. (Memorial Hermann Health System)                                                          | Harris County Cultural Education Facilities Finance Corp. (Memorial Hermann Health System), Series 2016, RB                                           | CUSIP: 414009KK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20105.86     | 0.01%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan District (The)                                                                                                                         | Metropolitan District (The), Series 2016 C, GO Bonds                                                                                                  | CUSIP: 416489UF7<br>LEI: 549300CEZQKAR15IFS62 | Long             | DBT              | MUN               | US        |     85000 | PA      | $85724.26     | 0.03%             | 2034-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2016 FG, GO Bonds                                                                                                           | CUSIP: 419792LM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $122036.39    | 0.04%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hawaii (State of)                                                                                                                                   | Hawaii (State of), Series 2016 FH, Ref. GO Bonds                                                                                                      | CUSIP: 419792MN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    430000 | PA      | $434295.66    | 0.15%             | 2031-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hayward Unified School District                                                                                                                     | Hayward Unified School District, Series 2017, GO Bonds                                                                                                | CUSIP: 4212904M6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45029.95     | 0.02%             | 2037-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hayward Unified School District                                                                                                                     | Hayward Unified School District, Series 2017, GO Bonds                                                                                                | CUSIP: 4212904N4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50125.70     | 0.02%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Hennepin MN                                                                                                                               | County of Hennepin MN, Series 2016, GO Bonds                                                                                                          | CUSIP: 425507ER7<br>LEI: 254900YDNULMQREFAU43 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20319.02     | 0.01%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Henrico (County of), VA                                                                                                                             | Henrico (County of), VA, Series 2016, Ref. RB                                                                                                         | CUSIP: 426170NE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $75349.48     | 0.03%             | 2026-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Henry County School District                                                                                                                        | Henry County School District, Series 2016, GO Bonds                                                                                                   | CUSIP: 426362LY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $146709.16    | 0.05%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Henry County School District                                                                                                                        | Henry County School District, Series 2016, GO Bonds                                                                                                   | CUSIP: 426362MB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $60476.45     | 0.02%             | 2026-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Henry County School District                                                                                                                        | Henry County School District, Series 2016, GO Bonds                                                                                                   | CUSIP: 426362ME6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30238.22     | 0.01%             | 2026-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Honolulu (City & County of), HI                                                                                                                     | Honolulu (City & County of), HI, Series 2016 B, Ref. RB                                                                                               | CUSIP: 438701L36<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10078.21     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Honolulu (City & County of), HI                                                                                                                     | Honolulu (City & County of), HI, Series 2016 B, Ref. RB                                                                                               | CUSIP: 438701L44<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5037.77      | 0.00%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston Independent School District                                                                                                                 | Houston Independent School District, Series 2016, GO Bonds                                                                                            | CUSIP: 442403LA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10018.98     | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston Independent School District                                                                                                                 | Houston Independent School District, Series 2016 A, Ref. GO Bonds                                                                                     | CUSIP: 442403LB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20018.68     | 0.01%             | 2033-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Houston Independent School District                                                                                                                 | Houston Independent School District, Series 2016 A, Ref. GO Bonds                                                                                     | CUSIP: 442403LD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10007.91     | 0.00%             | 2035-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Houston Independent School District                                                                                                                 | Houston Independent School District, Series 2016, GO Bonds                                                                                            | CUSIP: 442403LK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5005.35      | 0.00%             | 2032-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                               | Houston (City of), TX, Series 2014, RB                                                                                                                | CUSIP: 4424355V1<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |    135000 | PA      | $135119.04    | 0.05%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Finance Authority (Northwest Community Hospital)                                                                                | Illinois (State of) Finance Authority (Northwest Community Hospital), Series 2016 A, Ref. RB                                                          | CUSIP: 45204EDK1<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35324.97     | 0.01%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Finance Authority (Northwest Community Hospital)                                                                                | Illinois (State of) Finance Authority (Northwest Community Hospital), Series 2016 A, Ref. RB                                                          | CUSIP: 45204EDL9<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15139.27     | 0.01%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Finance Authority (Northwest Community Hospital)                                                                                | Illinois (State of) Finance Authority (Northwest Community Hospital), Series 2016 A, Ref. RB                                                          | CUSIP: 45204EDN5<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5030.07      | 0.00%             | 2026-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2016, GO Bonds                                                                                                            | CUSIP: 452152A84<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    140000 | PA      | $140107.60    | 0.05%             | 2031-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2016, GO Bonds                                                                                                            | CUSIP: 452152A92<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    105000 | PA      | $105191.34    | 0.04%             | 2032-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2016, GO Bonds                                                                                                            | CUSIP: 452152B26<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    570000 | PA      | $570992.26    | 0.19%             | 2033-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2016, GO Bonds                                                                                                            | CUSIP: 452152B34<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45022.92     | 0.02%             | 2034-01-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2016, GO Bonds                                                                                                            | CUSIP: 452152B42<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    130000 | PA      | $130205.61    | 0.04%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2016, GO Bonds                                                                                                            | CUSIP: 452152B59<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    325000 | PA      | $325204.65    | 0.11%             | 2036-01-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2016, GO Bonds                                                                                                            | CUSIP: 452152B83<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30002.51     | 0.01%             | 2039-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2016, GO Bonds                                                                                                            | CUSIP: 452152D65<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     55000 | PA      | $55102.84     | 0.02%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2016, GO Bonds                                                                                                            | CUSIP: 452152D73<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     65000 | PA      | $65096.75     | 0.02%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2016, GO Bonds                                                                                                            | CUSIP: 452152D81<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     85000 | PA      | $85103.39     | 0.03%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2016, GO Bonds                                                                                                            | CUSIP: 452152D99<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40086.41     | 0.01%             | 2032-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                                                                                   | State of Illinois, Series 2016, GO Bonds                                                                                                              | CUSIP: 452152E31<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50070.84     | 0.02%             | 2034-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2016, GO Bonds                                                                                                            | CUSIP: 452152E49<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100113.51    | 0.03%             | 2035-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2016, GO Bonds                                                                                                            | CUSIP: 452152M57<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20327.55     | 0.01%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2016, GO Bonds                                                                                                            | CUSIP: 452152M65<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    210000 | PA      | $211419.37    | 0.07%             | 2031-11-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2016, GO Bonds                                                                                                            | CUSIP: 452152M73<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    115000 | PA      | $116737.94    | 0.04%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2016, GO Bonds                                                                                                            | CUSIP: 452152M81<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     90000 | PA      | $91302.04     | 0.03%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2016, GO Bonds                                                                                                            | CUSIP: 452152M99<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    515000 | PA      | $522099.17    | 0.18%             | 2034-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2016, GO Bonds                                                                                                            | CUSIP: 452152N31<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    215000 | PA      | $217589.98    | 0.07%             | 2036-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                                                                                   | State of Illinois, Series 2016, GO Bonds                                                                                                              | CUSIP: 452152N56<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    200000 | PA      | $202227.28    | 0.07%             | 2037-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2016, GO Bonds                                                                                                            | CUSIP: 452152N72<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     95000 | PA      | $95344.39     | 0.03%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Imperial Irrigation District                                                                                                                        | Imperial Irrigation District, Series 2016 C, Ref. RB                                                                                                  | CUSIP: 452650GA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45207.42     | 0.02%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Imperial Irrigation District                                                                                                                        | Imperial Irrigation District, Series 2016 C, Ref. RB                                                                                                  | CUSIP: 452650GD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $250910.68    | 0.08%             | 2036-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Imperial Irrigation District                                                                                                                        | Imperial Irrigation District, Series 2016 C, Ref. RB                                                                                                  | CUSIP: 452650GF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25079.00     | 0.01%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Imperial Irrigation District                                                                                                                        | Imperial Irrigation District, Series 2016 B-1, RB                                                                                                     | CUSIP: 452650HG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25427.80     | 0.01%             | 2034-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana (State of) Municipal Power Agency                                                                                                           | Indiana (State of) Municipal Power Agency, Series 2016 C, Ref. RB                                                                                     | CUSIP: 454898UP0<br>LEI: AX0ZCCVOQ71Z4RXBL233 | Long             | DBT              | MUN               | US        |     65000 | PA      | $65441.32     | 0.02%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana (State of) Finance Authority                                                                                                                | Indiana (State of) Finance Authority, Series 2016, Ref. RB                                                                                            | CUSIP: 45506DA70<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |     90000 | PA      | $90933.16     | 0.03%             | 2036-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mobile (City of), AL Infirmary Health System Special Care Facilities Financing Authority (Infirmary Health System, Inc.)                            | Mobile (City of), AL Infirmary Health System Special Care Facilities Financing Authority (Infirmary Health System, Inc.), Series 2016 A, RB           | CUSIP: 45663NBU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25023.47     | 0.01%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mobile (City of), AL Infirmary Health System Special Care Facilities Financing Authority (Infirmary Health System, Inc.)                            | Mobile (City of), AL Infirmary Health System Special Care Facilities Financing Authority (Infirmary Health System, Inc.), Series 2016, RB             | CUSIP: 45663NBV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $140024.65    | 0.05%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iowa (State of) Higher Education Loan Authority (Grinnell College)                                                                                  | Iowa (State of) Higher Education Loan Authority (Grinnell College), Series 2017, RB                                                                   | CUSIP: 4624605U6<br>LEI: 549300DWVTM3KRNR0M36 | Long             | DBT              | MUN               | US        |    205000 | PA      | $207007.67    | 0.07%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jacksonville (City of), FL                                                                                                                          | Jacksonville (City of), FL, Series 2015, Ref. RB                                                                                                      | CUSIP: 469495DL6<br>LEI: 549300XQE0JVN9WV0J40 | Long             | DBT              | MUN               | US        |    340000 | PA      | $340105.57    | 0.12%             | 2031-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Johnson (County of), KS Unified School District No. 233 (Olathe)                                                                                    | Johnson (County of), KS Unified School District No. 233 (Olathe), Series 2016 B, Ref. GO Bonds                                                        | CUSIP: 478718Q44<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25202.05     | 0.01%             | 2030-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Johnson (County of), KS Unified School District No. 233 (Olathe)                                                                                    | Johnson (County of), KS Unified School District No. 233 (Olathe), Series 2016 B, Ref. GO Bonds                                                        | CUSIP: 478718Q51<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $125952.65    | 0.04%             | 2031-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| King County Public Hospital District No 1                                                                                                           | King County Public Hospital District No 1, Series 2017, GO Bonds                                                                                      | CUSIP: 494782KM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15164.64     | 0.01%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| King County School District No. 401 Highline                                                                                                        | King County School District No. 401 Highline, Series 2017, GO Bonds                                                                                   | CUSIP: 495033EH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $245285.04    | 0.08%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| King County School District No. 401 Highline                                                                                                        | King County School District No. 401 Highline, Series 2017, GO Bonds                                                                                   | CUSIP: 495033EJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $182288.57    | 0.06%             | 2029-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| King County School District No. 401 Highline                                                                                                        | King County School District No. 401 Highline, Series 2017, GO Bonds                                                                                   | CUSIP: 495033EK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20434.40     | 0.01%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| King County School District No. 401 Highline                                                                                                        | King County School District No. 401 Highline, Series 2017, GO Bonds                                                                                   | CUSIP: 495033EL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $122561.23    | 0.04%             | 2031-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| King County School District No. 401 Highline                                                                                                        | King County School District No. 401 Highline, Series 2017, GO Bonds                                                                                   | CUSIP: 495033EM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $80051.01     | 0.03%             | 2032-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| King County School District No. 401 Highline                                                                                                        | King County School District No. 401 Highline, Series 2017, GO Bonds                                                                                   | CUSIP: 495033EQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $105750.52    | 0.04%             | 2035-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| King County School District No. 405 Bellevue                                                                                                        | King County School District No. 405 Bellevue, Series 2016, Ref. GO Bonds                                                                              | CUSIP: 495098YT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $56186.05     | 0.02%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| King County School District No. 405 Bellevue                                                                                                        | King County School District No. 405 Bellevue, Series 2016, Ref. GO Bonds                                                                              | CUSIP: 495098YV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $66431.37     | 0.02%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| King County School District No. 405 Bellevue                                                                                                        | King County School District No. 405 Bellevue, Series 2016, Ref. GO Bonds                                                                              | CUSIP: 495098YW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $357681.00    | 0.12%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| King County School District No. 405 Bellevue                                                                                                        | King County School District No. 405 Bellevue, Series 2016, Ref. GO Bonds                                                                              | CUSIP: 495098YX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    555000 | PA      | $567054.49    | 0.19%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| King County School District No. 411 Issaquah                                                                                                        | King County School District No. 411 Issaquah, Series 2016, GO Bonds                                                                                   | CUSIP: 4952242Z9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $155019.08    | 0.05%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| King County School District No. 411 Issaquah                                                                                                        | King County School District No. 411 Issaquah, Series 2016, GO Bonds                                                                                   | CUSIP: 4952243B1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20070.16     | 0.01%             | 2032-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| King County School District No 414 Lake Washington                                                                                                  | King County School District No 414 Lake Washington, Series 2016, GO Bonds                                                                             | CUSIP: 495260F48<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20048.08     | 0.01%             | 2035-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| King (County of), WA                                                                                                                                | King (County of), WA, Series 2016 B, Ref. RB                                                                                                          | CUSIP: 4952894J6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $130661.31    | 0.04%             | 2030-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of King WA Sewer Revenue                                                                                                                     | County of King WA Sewer Revenue, Series 2016, RB                                                                                                      | CUSIP: 4952894K3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20106.29     | 0.01%             | 2031-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Laredo TX Waterworks & Sewer System Revenue                                                                                                 | City of Laredo TX Waterworks & Sewer System Revenue, Series 2016, RB                                                                                  | CUSIP: 517039TU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100021.02    | 0.03%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Las Vegas Valley Water District                                                                                                                     | Las Vegas Valley Water District, Series 2016 A, Ref. GO Bonds                                                                                         | CUSIP: 517845AS2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $503399.25    | 0.17%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Las Vegas Valley Water District                                                                                                                     | Las Vegas Valley Water District, Series 2016 A, Ref. GO Bonds                                                                                         | CUSIP: 517845AU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10067.99     | 0.00%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Las Vegas Valley Water District                                                                                                                     | Las Vegas Valley Water District, Series 2016 A, Ref. GO Bonds                                                                                         | CUSIP: 517845AV5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $176189.74    | 0.06%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Las Vegas Valley Water District                                                                                                                     | Las Vegas Valley Water District, Series 2016 A, Ref. GO Bonds                                                                                         | CUSIP: 517845AY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $75509.89     | 0.03%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Las Vegas Valley Water District                                                                                                                     | Las Vegas Valley Water District, Series 2016 A, Ref. GO Bonds                                                                                         | CUSIP: 517845AZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    295000 | PA      | $297005.56    | 0.10%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lewisville Independent School District                                                                                                              | Lewisville Independent School District, Series 2016 A, Ref. GO Bonds                                                                                  | CUSIP: 5288287K6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35014.22     | 0.01%             | 2028-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Lincoln NE Electric System Revenue                                                                                                          | City of Lincoln NE Electric System Revenue, Series 2015, RB                                                                                           | CUSIP: 534272E21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $75016.51     | 0.03%             | 2036-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Livonia Public Schools                                                                                                                              | Livonia Public Schools, Series 2016, GO Bonds                                                                                                         | CUSIP: 539243UD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45202.18     | 0.02%             | 2026-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lone Star College System                                                                                                                            | Lone Star College System, Series 2016, Ref. GO Bonds                                                                                                  | CUSIP: 542264GT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45046.71     | 0.02%             | 2032-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lone Star College System                                                                                                                            | Lone Star College System, Series 2016, Ref. GO Bonds                                                                                                  | CUSIP: 542264GU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $80971.57     | 0.03%             | 2026-08-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Island (City of), NY Power Authority                                                                                                           | Long Island (City of), NY Power Authority, Series 2016 B, Ref. RB                                                                                     | CUSIP: 5426908E5<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5067.56      | 0.00%             | 2031-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Municipal Improvement Corp. of Los Angeles (Real Property)                                                                                          | Municipal Improvement Corp. of Los Angeles (Real Property), Series 2016 B, Ref. RB                                                                    | CUSIP: 544587G85<br>LEI: 549300ZJ0YLTZNSR8F57 | Long             | DBT              | MUN               | US        |    245000 | PA      | $249355.73    | 0.08%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Municipal Improvement Corp. of Los Angeles (Real Property)                                                                                          | Municipal Improvement Corp. of Los Angeles (Real Property), Series 2016 B, Ref. RB                                                                    | CUSIP: 544587H68<br>LEI: 549300ZJ0YLTZNSR8F57 | Long             | DBT              | MUN               | US        |     65000 | PA      | $65254.86     | 0.02%             | 2036-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Municipal Improvement Corp. of Los Angeles (Real Property)                                                                                          | Municipal Improvement Corp. of Los Angeles (Real Property), Series 2016 B, Ref. RB                                                                    | CUSIP: 544587H76<br>LEI: 549300ZJ0YLTZNSR8F57 | Long             | DBT              | MUN               | US        |    250000 | PA      | $250754.43    | 0.08%             | 2037-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District                                                                                                                 | Los Angeles Unified School District, Series 2016 B, Ref. GO Bonds                                                                                     | CUSIP: 5446464Y5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $237347.84    | 0.08%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District                                                                                                                 | Los Angeles Unified School District, Series 2016 B, Ref. GO Bonds                                                                                     | CUSIP: 5446464Z2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    455000 | PA      | $455381.88    | 0.15%             | 2031-07-01      | Fixed         | 3.00%                 | 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 2015, RB                                                      | CUSIP: 54465AGG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15002.49     | 0.01%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority                                                                                   | Los Angeles (County of), CA Metropolitan Transportation Authority, Series 2016 A, Ref. RB                                                             | CUSIP: 54466HDR4<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |    200000 | PA      | $201518.58    | 0.07%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority                                                                                   | Los Angeles (County of), CA Metropolitan Transportation Authority, Series 2016 A, Ref. RB                                                             | CUSIP: 54466HEB8<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |     90000 | PA      | $90668.57     | 0.03%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority                                                                                   | Los Angeles (County of), CA Metropolitan Transportation Authority, Series 2016 A, Ref. RB                                                             | CUSIP: 54466HEC6<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35245.20     | 0.01%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana (State of) Public Facilities Authority (Ochsner Clinic Foundation)                                                                        | Louisiana (State of) Public Facilities Authority (Ochsner Clinic Foundation), Series 2015, Ref. RB                                                    | CUSIP: 5463983H9<br>LEI: 549300RQIPT5S4P4M065 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5001.32      | 0.00%             | 2040-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Louisiana (State of) Public Facilities Authority (Ochsner Clinic Foundation)                                                                        | Louisiana (State of) Public Facilities Authority (Ochsner Clinic Foundation), Series 2016, Ref. RB                                                    | CUSIP: 546399DT0<br>LEI: 549300RQIPT5S4P4M065 | Long             | DBT              | MUN               | US        |    160000 | PA      | $160166.05    | 0.05%             | 2035-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Louisiana (State of) Public Facilities Authority (Ochsner Clinic Foundation)                                                                        | Louisiana (State of) Public Facilities Authority (Ochsner Clinic Foundation), Series 2016, Ref. RB                                                    | CUSIP: 546399DX1<br>LEI: 549300RQIPT5S4P4M065 | Long             | DBT              | MUN               | US        |    320000 | PA      | $320256.22    | 0.11%             | 2036-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Louisville (City of) & Jefferson (County of), KY Metropolitan Government (Norton Healthcare, Inc.)                                                  | Louisville (City of) & Jefferson (County of), KY Metropolitan Government (Norton Healthcare, Inc.), Series 2016 A, Ref. RB                            | CUSIP: 54659LBN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    385000 | PA      | $390317.50    | 0.13%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of)                                                                                                                                 | Maryland (State of), Series 2015 A, GO Bonds                                                                                                          | CUSIP: 574193LW6<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |    140000 | PA      | $140032.89    | 0.05%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of)                                                                                                                                 | Maryland (State of), Series 2015 A, GO Bonds                                                                                                          | CUSIP: 574193MJ4<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60017.85     | 0.02%             | 2030-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2015 D, GO Bonds                                                                                              | CUSIP: 57582RFM3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50010.03     | 0.02%             | 2033-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2016 B, Ref. GO Bonds                                                                                         | CUSIP: 57582RJY3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    290000 | PA      | $292811.78    | 0.10%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2016 B, Ref. GO Bonds                                                                                         | CUSIP: 57582RKB1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     80000 | PA      | $80736.98     | 0.03%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2016 B, Ref. GO Bonds                                                                                         | CUSIP: 57582RKD7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100848.15    | 0.03%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2016 B, Ref. GO Bonds                                                                                         | CUSIP: 57582RKP0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    135000 | PA      | $136044.04    | 0.05%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2016 I, GO Bonds                                                                                              | CUSIP: 57582RLV6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25548.59     | 0.01%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2016 I, GO Bonds                                                                                              | CUSIP: 57582RLW4<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     55000 | PA      | $56195.38     | 0.02%             | 2031-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2016 I, GO Bonds                                                                                              | CUSIP: 57582RLY0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5103.90      | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2016 I, GO Bonds                                                                                              | CUSIP: 57582RLZ7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    515000 | PA      | $525563.68    | 0.18%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Development Finance Agency (Partners Healthcare System)                                                             | Massachusetts (Commonwealth of) Development Finance Agency (Partners Healthcare System), Series 2016, Ref. RB                                         | CUSIP: 57584XHR5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25222.63     | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Development Finance Agency (Partners Healthcare System)                                                             | Massachusetts (Commonwealth of) Development Finance Agency (Partners Healthcare System), Series 2016, Ref. RB                                         | CUSIP: 57584XHS3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25224.51     | 0.01%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Development Finance Agency (Partners Healthcare System)                                                             | Massachusetts (Commonwealth of) Development Finance Agency (Partners Healthcare System), Series 2016, Ref. RB                                         | CUSIP: 57584XHU8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    260000 | PA      | $262324.14    | 0.09%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Development Finance Agency (Partners Healthcare System)                                                             | Massachusetts (Commonwealth of) Development Finance Agency (Partners Healthcare System), Series 2016, Ref. RB                                         | CUSIP: 57584XHV6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10044.98     | 0.00%             | 2032-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Development Finance Agency (Partners Healthcare System)                                                             | Massachusetts (Commonwealth of) Development Finance Agency (Partners Healthcare System), Series 2016, Ref. RB                                         | CUSIP: 57584XHW4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    130000 | PA      | $130144.40    | 0.04%             | 2033-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Development Finance Agency (Boston Medical Center)                                                                  | Massachusetts (Commonwealth of) Development Finance Agency (Boston Medical Center), Series 2016 E, Ref. RB                                            | CUSIP: 57584XWS6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    220000 | PA      | $220719.93    | 0.07%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                                                                                             | Massachusetts School Building Authority, Series 2018, RB                                                                                              | CUSIP: 576000WG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20006.25     | 0.01%             | 2040-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Memphis-Shelby County Industrial Development Board                                                                                                  | Memphis-Shelby County Industrial Development Board, Series 2017, RB                                                                                   | CUSIP: 586108AG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25420.11     | 0.01%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mesquite Independent School District                                                                                                                | Mesquite Independent School District, Series 2017 B, GO Bonds                                                                                         | CUSIP: 590760PU2<br>LEI: 549300M7COV11VUIZE16 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5019.53      | 0.00%             | 2042-08-15      | Fixed         | 5.00%                 | 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: 592041WD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100842.05    | 0.03%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nashville (City of) & Davidson (County of), TN Metropolitan Government                                                                              | Nashville (City of) & Davidson (County of), TN Metropolitan Government, Series 2016, Ref. GO Bonds                                                    | CUSIP: 592112RC2<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5047.42      | 0.00%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nashville (City of) & Davidson (County of), TN Metropolitan Government                                                                              | Nashville (City of) & Davidson (County of), TN Metropolitan Government, Series 2016, Ref. GO Bonds                                                    | CUSIP: 592112RD0<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45249.65     | 0.02%             | 2030-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nashville (City of) & Davidson (County of), TN Metropolitan Government                                                                              | Nashville (City of) & Davidson (County of), TN Metropolitan Government, Series 2016, Ref. GO Bonds                                                    | CUSIP: 592112RE8<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |    115000 | PA      | $116074.26    | 0.04%             | 2031-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nashville (City of) & Davidson (County of), TN Metropolitan Government                                                                              | Nashville (City of) & Davidson (County of), TN Metropolitan Government, Series 2016, Ref. GO Bonds                                                    | CUSIP: 592112RF5<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100540.64    | 0.03%             | 2031-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nashville (City of) & Davidson (County of), TN Metropolitan Government                                                                              | Nashville (City of) & Davidson (County of), TN Metropolitan Government, Series 2016, Ref. GO Bonds                                                    | CUSIP: 592112RG3<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25227.95     | 0.01%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nashville (City of) & Davidson (County of), TN Metropolitan Government                                                                              | Nashville (City of) & Davidson (County of), TN Metropolitan Government, Series 2016, Ref. GO Bonds                                                    | CUSIP: 592112RH1<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40209.91     | 0.01%             | 2032-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nashville (City of) & Davidson (County of), TN Metropolitan Government                                                                              | Nashville (City of) & Davidson (County of), TN Metropolitan Government, Series 2016, Ref. GO Bonds                                                    | CUSIP: 592112RJ7<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100911.79    | 0.03%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nashville (City of) & Davidson (County of), TN Metropolitan Government                                                                              | Nashville (City of) & Davidson (County of), TN Metropolitan Government, Series 2016, Ref. GO Bonds                                                    | CUSIP: 592112RK4<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |     85000 | PA      | $85424.44     | 0.03%             | 2033-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                                                                                               | Metropolitan Transportation Authority, Series 2016 A, Ref. RB                                                                                         | CUSIP: 59259N2K8<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10204.84     | 0.00%             | 2030-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                                                                                               | Metropolitan Transportation Authority, Series 2016 B, Ref. RB                                                                                         | CUSIP: 59261AFN2<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101506.61    | 0.03%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                                                                                               | Metropolitan Transportation Authority, Series 2016 D, Ref. RB                                                                                         | CUSIP: 59261AJT5<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    205000 | PA      | $206602.14    | 0.07%             | 2033-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade County Expressway Authority                                                                                                              | Miami-Dade County Expressway Authority, Series 2016, RB                                                                                               | CUSIP: 593338AX4<br>LEI: 549300NSQPQSO55VM780 | Long             | DBT              | MUN               | US        |    205000 | PA      | $206371.43    | 0.07%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2015 B, Ref. GO Bonds                                                                                              | CUSIP: 59333FPL8<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60021.53     | 0.02%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2016 A, Ref. GO Bonds                                                                                              | CUSIP: 59333FSN1<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |    115000 | PA      | $115945.42    | 0.04%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2016 A, Ref. GO Bonds                                                                                              | CUSIP: 59333FSP6<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |     90000 | PA      | $90736.89     | 0.03%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2016 A, Ref. GO Bonds                                                                                              | CUSIP: 59333FSQ4<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |     55000 | PA      | $55448.49     | 0.02%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2016 A, Ref. GO Bonds                                                                                              | CUSIP: 59333FSR2<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |    135000 | PA      | $136100.83    | 0.05%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2016 A, Ref. GO Bonds                                                                                              | CUSIP: 59333FSS0<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |    140000 | PA      | $141108.95    | 0.05%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2016 A, Ref. GO Bonds                                                                                              | CUSIP: 59333FST8<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60457.28     | 0.02%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2016 A, Ref. GO Bonds                                                                                              | CUSIP: 59333FSU5<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |    115000 | PA      | $115838.18    | 0.04%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2015, GO Bonds                                                                                                     | CUSIP: 59333FTZ3<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |    500000 | PA      | $502482.30    | 0.17%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami (City of) & Dade (County of), FL School Board (The)                                                                                           | Miami (City of) & Dade (County of), FL School Board (The), Series 2015, COP                                                                           | CUSIP: 59333MU29<br>LEI: 549300J3U4QVT6U3O129 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20042.26     | 0.01%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami (City of) & Dade (County of), FL School Board (The)                                                                                           | Miami (City of) & Dade (County of), FL School Board (The), Series 2016 C, Ref. COP                                                                    | CUSIP: 59333MV69<br>LEI: 549300J3U4QVT6U3O129 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100198.57    | 0.03%             | 2032-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2016, Ref. RB                                                                                                      | CUSIP: 59333PT40<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $55858.83     | 0.02%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade (County of), FL                                                                                                                          | Miami-Dade (County of), FL, Series 2016, Ref. RB                                                                                                      | CUSIP: 59333PT57<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $65996.83     | 0.02%             | 2031-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Finance Authority (Trinity Health Credit Group)                                                                                 | Michigan (State of) Finance Authority (Trinity Health Credit Group), Series 2016 MI, Ref. RB                                                          | CUSIP: 59447TGW7<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    230000 | PA      | $231401.21    | 0.08%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Finance Authority (Henry Ford Health System)                                                                                    | Michigan (State of) Finance Authority (Henry Ford Health System), Series 2016, Ref. RB                                                                | CUSIP: 59447TMF7<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35616.84     | 0.01%             | 2030-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of)                                                                                                                                 | Michigan (State of), Series 2018, GO Bonds                                                                                                            | CUSIP: 594612EB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $80086.25     | 0.03%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of)                                                                                                                                 | Michigan (State of), Series 2018, GO Bonds                                                                                                            | CUSIP: 594612ED1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30036.64     | 0.01%             | 2032-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Michigan (State of)                                                                                                                                 | Michigan (State of), Series 2018, GO Bonds                                                                                                            | CUSIP: 594612EE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $125098.89    | 0.04%             | 2033-05-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Building Authority (Facilities Program)                                                                                         | Michigan (State of) Building Authority (Facilities Program), Series 2016 I, Ref. RB                                                                   | CUSIP: 594615FL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $162717.90    | 0.06%             | 2030-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Building Authority (Facilities Program)                                                                                         | Michigan (State of) Building Authority (Facilities Program), Series 2016 I, Ref. RB                                                                   | CUSIP: 594615FP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $91460.55     | 0.03%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Building Authority (Facilities Program)                                                                                         | Michigan (State of) Building Authority (Facilities Program), Series 2016 I, Ref. RB                                                                   | CUSIP: 594615FQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $507949.30    | 0.17%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Building Authority (Facilities Program)                                                                                         | Michigan (State of) Building Authority (Facilities Program), Series 2016 I, Ref. RB                                                                   | CUSIP: 594615FR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $137108.39    | 0.05%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota Public Facilities Authority State Revolving Fund                                                                                          | Minnesota Public Facilities Authority State Revolving Fund, Series 2016, RB                                                                           | CUSIP: 604115CP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $70125.10     | 0.02%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of) Public Facilities Authority                                                                                                    | Minnesota (State of) Public Facilities Authority, Series 2016 A, RB                                                                                   | CUSIP: 604115CS2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5008.18      | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of) Public Facilities Authority                                                                                                    | Minnesota (State of) Public Facilities Authority, Series 2016 A, RB                                                                                   | CUSIP: 604115CT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1252124.75   | 0.42%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mississippi (State of)                                                                                                                              | Mississippi (State of), Series 2016 B, GO Bonds                                                                                                       | CUSIP: 605581HT7<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20438.82     | 0.01%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mississippi (State of)                                                                                                                              | Mississippi (State of), Series 2016 B, GO Bonds                                                                                                       | CUSIP: 605581HU4<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51097.04     | 0.02%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mississippi (State of)                                                                                                                              | Mississippi (State of), Series 2016 B, GO Bonds                                                                                                       | CUSIP: 605581HV2<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35767.93     | 0.01%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mississippi (State of)                                                                                                                              | Mississippi (State of), Series 2016 B, GO Bonds                                                                                                       | CUSIP: 605581HW0<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51097.04     | 0.02%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mississippi (State of)                                                                                                                              | Mississippi (State of), Series 2016 B, GO Bonds                                                                                                       | CUSIP: 605581HX8<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |     55000 | PA      | $56206.74     | 0.02%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mississippi (State of)                                                                                                                              | Mississippi (State of), Series 2016 B, GO Bonds                                                                                                       | CUSIP: 605581HY6<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |     55000 | PA      | $56206.74     | 0.02%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mississippi (State of)                                                                                                                              | Mississippi (State of), Series 2016 B, GO Bonds                                                                                                       | CUSIP: 605581HZ3<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |    105000 | PA      | $107303.78    | 0.04%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mississippi (State of)                                                                                                                              | Mississippi (State of), Series 2018 A, GO Bonds                                                                                                       | CUSIP: 605581KX4<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |    150000 | PA      | $152922.45    | 0.05%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mississippi (State of)                                                                                                                              | Mississippi (State of), Series 2018 A, GO Bonds                                                                                                       | CUSIP: 605581KY2<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |    140000 | PA      | $142727.62    | 0.05%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                                | Minnesota (State of), Series 2018, GO Bonds                                                                                                           | CUSIP: 605581KZ9<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25487.08     | 0.01%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mississippi (State of)                                                                                                                              | Mississippi (State of), Series 2018 A, GO Bonds                                                                                                       | CUSIP: 605581LA3<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |    155000 | PA      | $158019.87    | 0.05%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mississippi (State of)                                                                                                                              | Mississippi (State of), Series 2018 A, GO Bonds                                                                                                       | CUSIP: 605581LB1<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30584.49     | 0.01%             | 2026-11-01      | Fixed         | 5.00%                 | 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 2016 A, Ref. RB                                               | CUSIP: 606092KX1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $80156.26     | 0.03%             | 2032-12-01      | Fixed         | 4.00%                 | 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 2016 A, Ref. RB                                               | CUSIP: 606092KY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $110180.59    | 0.04%             | 2033-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Missouri Joint Municipal Electric Utility Commission                                                                                                | Missouri Joint Municipal Electric Utility Commission, Series 2016, RB                                                                                 | CUSIP: 606092LA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $55080.65     | 0.02%             | 2035-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Missouri (State of) Health & Educational Facilities Authority (St. Luke's Health System, Inc.)                                                      | Missouri (State of) Health & Educational Facilities Authority (St. Luke's Health System, Inc.), Series 2016, Ref. RB                                  | CUSIP: 60637AKU5<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |     75000 | PA      | $75397.37     | 0.03%             | 2030-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Missouri (State of) Health & Educational Facilities Authority (St. Luke's Health System, Inc.)                                                      | Missouri (State of) Health & Educational Facilities Authority (St. Luke's Health System, Inc.), Series 2016, Ref. RB                                  | CUSIP: 60637AKV3<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |     55000 | PA      | $55290.52     | 0.02%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Missouri (State of) Health & Educational Facilities Authority (St. Luke's Health System, Inc.)                                                      | Missouri (State of) Health & Educational Facilities Authority (St. Luke's Health System, Inc.), Series 2016, Ref. RB                                  | CUSIP: 60637AKW1<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25019.34     | 0.01%             | 2032-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Missouri (State of) Health & Educational Facilities Authority (St. Luke's Health System, Inc.)                                                      | Missouri (State of) Health & Educational Facilities Authority (St. Luke's Health System, Inc.), Series 2016, Ref. RB                                  | CUSIP: 60637AKX9<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |     55000 | PA      | $55095.38     | 0.02%             | 2033-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Missouri (State of) Health & Educational Facilities Authority (St. Luke's Health System, Inc.)                                                      | Missouri (State of) Health & Educational Facilities Authority (St. Luke's Health System, Inc.), Series 2016, Ref. RB                                  | CUSIP: 60637AKY7<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30149.33     | 0.01%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Montebello Unified School District (Election of 2016)                                                                                               | Montebello Unified School District (Election of 2016), Series 2016 A, GO Bonds                                                                        | CUSIP: 612289TC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $110956.43    | 0.04%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Montgomery (County of), TX                                                                                                                          | Montgomery (County of), TX                                                                                                                            | CUSIP: 6136813M5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20000.00     | 0.01%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Hampshire Municipal Bond Bank                                                                                                                   | New Hampshire Municipal Bond Bank, Series 2016, RB                                                                                                    | CUSIP: 64465PU71<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15044.64     | 0.01%             | 2039-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Economic Development Authority                                                                                                | New Jersey (State of) Economic Development Authority, Series 2016 BBB, Ref. RB                                                                        | CUSIP: 64577BTQ7<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    255000 | PA      | $261913.53    | 0.09%             | 2026-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Economic Development Authority                                                                                                | New Jersey (State of) Economic Development Authority, Series 2016 BBB, Ref. RB                                                                        | CUSIP: 64577BTR5<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |     55000 | PA      | $56491.15     | 0.02%             | 2026-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Economic Development Authority                                                                                                | New Jersey (State of) Economic Development Authority, Series 2016 BBB, Ref. RB                                                                        | CUSIP: 64577BTT1<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    110000 | PA      | $112342.53    | 0.04%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Health Care Facilities Financing Authority (RWJ Barnabas Health Obligated Group)                                              | New Jersey (State of) Health Care Facilities Financing Authority (RWJ Barnabas Health Obligated Group), Series 2016 A, Ref. RB                        | CUSIP: 645790FJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $171433.44    | 0.06%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Health Care Facilities Financing Authority (RWJ Barnabas Health Obligated Group)                                              | New Jersey (State of) Health Care Facilities Financing Authority (RWJ Barnabas Health Obligated Group), Series 2016 A, Ref. RB                        | CUSIP: 645790FK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $70583.70     | 0.02%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Educational Facilities Authority (Montclair University)                                                                       | New Jersey (State of) Educational Facilities Authority (Montclair University), Series 2016 B, Ref. RB                                                 | CUSIP: 646066SH4<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |    145000 | PA      | $146086.64    | 0.05%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                                           | New Jersey (State of) Transportation Trust Fund Authority, Series 2016 A-1, RN                                                                        | CUSIP: 6461362F7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    480000 | PA      | $481982.54    | 0.16%             | 2031-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2016 C, Ref. GO Bonds                                                                                                  | CUSIP: 64966L4N8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25054.41     | 0.01%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2016, GO Bonds                                                                                                            | CUSIP: 64966L4Q1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10020.97     | 0.00%             | 2032-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2016 C, Ref. GO Bonds                                                                                                  | CUSIP: 64966L4R9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    175000 | PA      | $175358.61    | 0.06%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2016 E, Ref. GO Bonds                                                                                                  | CUSIP: 64966MAY5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5058.23      | 0.00%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2016, GO Bonds                                                                                                         | CUSIP: 64966MBK4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50561.51     | 0.02%             | 2032-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Subseries 2016 A-1, GO Bonds                                                                                                  | CUSIP: 64966MEZ8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    170000 | PA      | $171979.94    | 0.06%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Subseries 2016 A-1, GO Bonds                                                                                                  | CUSIP: 64966MFA2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    120000 | PA      | $121382.60    | 0.04%             | 2031-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2016 B-1, GO Bonds                                                                                                     | CUSIP: 64966MHC6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35731.23     | 0.01%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2016 B-1, GO Bonds                                                                                                     | CUSIP: 64966MHD4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30615.50     | 0.01%             | 2031-12-01      | 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 2016, RB                                                              | CUSIP: 64971WL65<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5010.47      | 0.00%             | 2031-05-01      | Fixed         | 4.00%                 | 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: 64971WN22<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45101.53     | 0.02%             | 2030-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Subseries 2016 B-1, RB                                                                         | CUSIP: 64971WR44<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    655000 | PA      | $662301.15    | 0.22%             | 2030-08-01      | Fixed         | 5.00%                 | 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: 64971WR51<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15164.70     | 0.01%             | 2031-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Subseries 2015 B-1, RB                                                                         | CUSIP: 64971WXG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $135052.41    | 0.05%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                            | New York (City of), NY Municipal Water Finance Authority, Series 2015 GG, RB                                                                          | CUSIP: 64972GHE7<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20003.75     | 0.01%             | 2032-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp. (2010 Master Financing Program) (Green Bonds)                                                         | New York State Environmental Facilities Corp. (2010 Master Financing Program) (Green Bonds), Series 2016, RB                                          | CUSIP: 64985HWG8<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |    215000 | PA      | $216786.20    | 0.07%             | 2041-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority)                                                               | New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority), Series 2016 A, Ref. RB                                         | CUSIP: 64986DAP0<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60487.25     | 0.02%             | 2026-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp.                                                                                                       | New York State Environmental Facilities Corp., Series 2016, RB                                                                                        | CUSIP: 64986DAS4<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10076.29     | 0.00%             | 2026-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority)                                                               | New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority), Series 2016, Ref. RB                                           | CUSIP: 64986DAT2<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10073.68     | 0.00%             | 2026-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Bidding Group B)                                                                                           | New York (State of) Dormitory Authority (Bidding Group B), Series 2016 A, RB                                                                          | CUSIP: 64990AFB6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    455000 | PA      | $461818.18    | 0.16%             | 2031-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2016 A, RB                                                                                            | CUSIP: 64990CDT5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     70000 | PA      | $70622.17     | 0.02%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                                  | New York State Dormitory Authority, Series 2016, RB                                                                                                   | CUSIP: 64990E3E5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10119.31     | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 A, Ref. RB                                                                                       | CUSIP: 64990FHZ0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    125000 | PA      | $126711.85    | 0.04%             | 2033-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 A, RB                                                                                            | CUSIP: 64990GAZ5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    170000 | PA      | $172805.48    | 0.06%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 A, RB                                                                                            | CUSIP: 64990GBB7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    450000 | PA      | $457347.47    | 0.15%             | 2031-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 A, RB                                                                                            | CUSIP: 64990GBD3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45716.38     | 0.02%             | 2032-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 A, RB                                                                                            | CUSIP: 64990GBF8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    120000 | PA      | $121826.44    | 0.04%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2016 A, Ref. RB                                                                                        | CUSIP: 650035U48<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20043.69     | 0.01%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2016, RB                                                                                               | CUSIP: 650035U55<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5010.52      | 0.00%             | 2031-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2016 A, Ref. RB                                                                                        | CUSIP: 650035X29<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    135000 | PA      | $135264.86    | 0.05%             | 2033-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of) Capital Facilities Finance Agency (Duke University)                                                                       | North Carolina (State of) Capital Facilities Finance Agency (Duke University), Series 2016 B, Ref. RB                                                 | CUSIP: 65819GLC0<br>LEI: 549300PWNPSB7G58A235 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30126.12     | 0.01%             | 2039-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of) Capital Facilities Finance Agency (Duke University)                                                                       | North Carolina (State of) Capital Facilities Finance Agency (Duke University), Series 2016 B, Ref. RB                                                 | CUSIP: 65819GLD8<br>LEI: 549300PWNPSB7G58A235 | Long             | DBT              | MUN               | US        |    215000 | PA      | $217536.05    | 0.07%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of) Municipal Power Agency No. 1 (Catawba)                                                                                    | North Carolina (State of) Municipal Power Agency No. 1 (Catawba), Series 2015 A, Ref. RB                                                              | CUSIP: 658203X66<br>LEI: 549300N3Q65G1ODRFX75 | Long             | DBT              | MUN               | US        |    135000 | PA      | $135931.53    | 0.05%             | 2032-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Harris (County of), TX Regional Water Authority                                                                                               | North Harris (County of), TX Regional Water Authority, Series 2016, Ref. RB                                                                           | CUSIP: 65956NGY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $246954.00    | 0.08%             | 2035-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of)                                                                                                                                     | Ohio (State of), Series 2016 S, GO Bonds                                                                                                              | CUSIP: 677522KZ6<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15067.39     | 0.01%             | 2026-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of)                                                                                                                                     | Ohio (State of), Series 2016 S, GO Bonds                                                                                                              | CUSIP: 677522LA0<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |     90000 | PA      | $90404.36     | 0.03%             | 2026-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of)                                                                                                                                     | Ohio (State of), Series 2018 A, GO Bonds                                                                                                              | CUSIP: 677522ZD9<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10009.86     | 0.00%             | 2026-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of)                                                                                                                                     | Ohio (State of), Series 2018 A, GO Bonds                                                                                                              | CUSIP: 677522ZE7<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50049.29     | 0.02%             | 2026-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of)                                                                                                                                     | Ohio (State of), Series 2018 A, GO Bonds                                                                                                              | CUSIP: 677522ZF4<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15014.79     | 0.01%             | 2026-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of)                                                                                                                                     | Ohio (State of), Series 2018 A, GO Bonds                                                                                                              | CUSIP: 677522ZG2<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50049.29     | 0.02%             | 2026-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) Water Development Authority                                                                                                         | Ohio (State of) Water Development Authority, Series 2016 A, RB                                                                                        | CUSIP: 67765QBX3<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40264.46     | 0.01%             | 2031-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) Water Development Authority                                                                                                         | Ohio (State of) Water Development Authority, Series 2016 A, RB                                                                                        | CUSIP: 67765QBY1<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |    200000 | PA      | $201277.24    | 0.07%             | 2032-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) Water Development Authority                                                                                                         | Ohio (State of) Water Development Authority, Series 2016 A, RB                                                                                        | CUSIP: 67765QBZ8<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30184.82     | 0.01%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio Water Development Authority                                                                                                                    | Ohio Water Development Authority, Series 2016, RB                                                                                                     | CUSIP: 67765QCA2<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50294.28     | 0.02%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma (State of) Turnpike Authority                                                                                                              | Oklahoma (State of) Turnpike Authority, Series 2017 A, RB                                                                                             | CUSIP: 679111WQ3<br>LEI: 549300J83EP2PBDYH615 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15003.87     | 0.01%             | 2036-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Orange (County of), FL Health Facilities Authority (Orlando Health Obligated Group)                                                                 | Orange (County of), FL Health Facilities Authority (Orlando Health Obligated Group), Series 2016 A, Ref. RB                                           | CUSIP: 68450LEH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15202.21     | 0.01%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orange (County of), FL Health Facilities Authority (Orlando Health Obligated Group)                                                                 | Orange (County of), FL Health Facilities Authority (Orlando Health Obligated Group), Series 2016 A, Ref. RB                                           | CUSIP: 68450LEJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $187384.17    | 0.06%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orange (County of), FL Health Facilities Authority (Orlando Health Obligated Group)                                                                 | Orange (County of), FL Health Facilities Authority (Orlando Health Obligated Group), Series 2016 A, Ref. RB                                           | CUSIP: 68450LEK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $273273.26    | 0.09%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orange (County of), FL Health Facilities Authority (Orlando Health Obligated Group)                                                                 | Orange (County of), FL Health Facilities Authority (Orlando Health Obligated Group), Series 2016 A, Ref. RB                                           | CUSIP: 68450LEL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $65733.23     | 0.02%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orange (County of), FL Health Facilities Authority (Orlando Health Obligated Group)                                                                 | Orange (County of), FL Health Facilities Authority (Orlando Health Obligated Group), Series 2016 A, Ref. RB                                           | CUSIP: 68450LEP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45468.09     | 0.02%             | 2037-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orange (County of), FL Health Facilities Authority (Orlando Health Obligated Group)                                                                 | Orange (County of), FL Health Facilities Authority (Orlando Health Obligated Group), Series 2019, Ref. RB                                             | CUSIP: 68450LGA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $60942.11     | 0.02%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orange (County of), FL School Board                                                                                                                 | Orange (County of), FL School Board, Series 2016 C, Ref. COP                                                                                          | CUSIP: 684517RY3<br>LEI: 549300SEFJ368NVQXL34 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35176.73     | 0.01%             | 2026-08-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Orange County Convention Center/Orlando                                                                                                             | Orange County Convention Center/Orlando, Series 2016, RB                                                                                              | CUSIP: 684545ZL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40239.84     | 0.01%             | 2034-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oregon Health & Science University                                                                                                                  | Oregon Health & Science University, Series 2016 B, Ref. RB                                                                                            | CUSIP: 685869EL9<br>LEI: 549300XTWOAGON8L2G98 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50396.06     | 0.02%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oregon Health & Science University                                                                                                                  | Oregon Health & Science University, Series 2016 B, Ref. RB                                                                                            | CUSIP: 685869EP0<br>LEI: 549300XTWOAGON8L2G98 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40288.88     | 0.01%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oregon Health & Science University                                                                                                                  | Oregon Health & Science University, Series 2016 B, Ref. RB                                                                                            | CUSIP: 685869EQ8<br>LEI: 549300XTWOAGON8L2G98 | Long             | DBT              | MUN               | US        |    160000 | PA      | $161091.66    | 0.05%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oregon Health & Science University                                                                                                                  | Oregon Health & Science University, Series 2016 B, Ref. RB                                                                                            | CUSIP: 685869ER6<br>LEI: 549300XTWOAGON8L2G98 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50322.87     | 0.02%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oregon (State of) Facilities Authority (Samaritan Health Services)                                                                                  | Oregon (State of) Facilities Authority (Samaritan Health Services), Series 2016 A, Ref. RB                                                            | CUSIP: 68608JWF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15055.34     | 0.01%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Palomar Health                                                                                                                                      | Palomar Health, Series 2016 B, Ref. GO Bonds                                                                                                          | CUSIP: 697527BC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $19026.41     | 0.01%             | 2035-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pasadena Unified School District (Election of 2008)                                                                                                 | Pasadena Unified School District (Election of 2008), Series 2016, GO Bonds                                                                            | CUSIP: 702282NW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20079.78     | 0.01%             | 2035-08-01      | Fixed         | 4.00%                 | 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 2016, Ref. RB                         | CUSIP: 70869PLP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $95526.36     | 0.03%             | 2033-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                                                                                               | Pennsylvania Economic Development Financing Authority, Series 2016, RB                                                                                | CUSIP: 70869PLQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $55278.35     | 0.02%             | 2034-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                                      | Pennsylvania (Commonwealth of), Second Series 2016, GO Bonds                                                                                          | CUSIP: 70914PE65<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |     80000 | PA      | $80677.79     | 0.03%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                                      | Pennsylvania (Commonwealth of), First Series 2016, GO Bonds                                                                                           | CUSIP: 70914PZV7<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15000.00     | 0.01%             | 2030-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                                      | Pennsylvania (Commonwealth of), First Series 2016, GO Bonds                                                                                           | CUSIP: 70914PZW5<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50000.00     | 0.02%             | 2031-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                                      | Pennsylvania (Commonwealth of), First Series 2016, GO Bonds                                                                                           | CUSIP: 70914PZX3<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |    200000 | PA      | $200000.00    | 0.07%             | 2032-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                                      | Pennsylvania (Commonwealth of), First Series 2016, GO Bonds                                                                                           | CUSIP: 70914PZY1<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20000.00     | 0.01%             | 2033-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                                      | Pennsylvania (Commonwealth of), First Series 2016, GO Bonds                                                                                           | CUSIP: 70914PZZ8<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20000.00     | 0.01%             | 2034-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Higher Educational Facilities Authority (Trustees University of Pennsylvania)                                        | Pennsylvania (Commonwealth of) Higher Educational Facilities Authority (Trustees University of Pennsylvania), Series 2016 A, Ref. RB                  | CUSIP: 70917SWA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $502840.80    | 0.17%             | 2031-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Higher Educational Facilities Authority (Drexel University)                                                          | Pennsylvania (Commonwealth of) Higher Educational Facilities Authority (Drexel University), Series 2016, Ref. RB                                      | CUSIP: 70917SXR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    370000 | PA      | $370740.19    | 0.13%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2016 A, Ref. RB                                                                            | CUSIP: 709221UJ2<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20407.26     | 0.01%             | 2031-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2016 A, Ref. RB                                                                            | CUSIP: 709221UK9<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    260000 | PA      | $265130.76    | 0.09%             | 2032-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                                                                                    | Pennsylvania Turnpike Commission, Series 2014, RB                                                                                                     | CUSIP: 709224DW6<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     75000 | PA      | $76012.90     | 0.03%             | 2034-12-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2016 A-1, RB                                                                               | CUSIP: 709224QC6<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60407.91     | 0.02%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2016 A-1, RB                                                                               | CUSIP: 709224QD4<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    235000 | PA      | $236597.65    | 0.08%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2016 A-1, RB                                                                               | CUSIP: 709224QE2<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    255000 | PA      | $256733.62    | 0.09%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2016 A, Ref. RB                                                                            | CUSIP: 709224RE1<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    230000 | PA      | $234459.42    | 0.08%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                                                                                    | Pennsylvania Turnpike Commission, Series 2016, RB                                                                                                     | CUSIP: 709224RJ0<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    250000 | PA      | $250968.08    | 0.08%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of) Turnpike Commission                                                                                                  | Pennsylvania (Commonwealth of) Turnpike Commission, Series 2016, Ref. RB                                                                              | CUSIP: 709224RU5<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102066.50    | 0.03%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia (City of), PA                                                                                                                          | Philadelphia (City of), PA, Fourteenth Series 2016, Ref. RB                                                                                           | CUSIP: 7178238K7<br>LEI: 549300H8UJ7V5WU5IA90 | Long             | DBT              | MUN               | US        |    235000 | PA      | $238645.20    | 0.08%             | 2032-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia School District (The)                                                                                                                  | Philadelphia School District (The), Series 2016, Ref. GO Bonds                                                                                        | CUSIP: 717883TM4<br>LEI: 254900HSKDHZKBZCUL90 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25255.83     | 0.01%             | 2036-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phoenix Civic Improvement Corp.                                                                                                                     | Phoenix Civic Improvement Corp., Series 2016, Ref. RB                                                                                                 | CUSIP: 71883PKQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15139.83     | 0.01%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phoenix Civic Improvement Corp.                                                                                                                     | Phoenix Civic Improvement Corp., Series 2016, Ref. RB                                                                                                 | CUSIP: 71883PKR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $131181.51    | 0.04%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phoenix Civic Improvement Corp.                                                                                                                     | Phoenix Civic Improvement Corp., Series 2016, Ref. RB                                                                                                 | CUSIP: 71883PKT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $95806.34     | 0.03%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phoenix Civic Improvement Corp.                                                                                                                     | Phoenix Civic Improvement Corp., Series 2017, Ref. RB                                                                                                 | CUSIP: 71883RPE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $70678.29     | 0.02%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phoenix Civic Improvement Corp.                                                                                                                     | Phoenix Civic Improvement Corp., Series 2017, Ref. RB                                                                                                 | CUSIP: 71883RPG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35326.28     | 0.01%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phoenix Civic Improvement Corp.                                                                                                                     | Phoenix Civic Improvement Corp., Series 2017, Ref. RB                                                                                                 | CUSIP: 71883RPH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $110999.74    | 0.04%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phoenix Civic Improvement Corp.                                                                                                                     | Phoenix Civic Improvement Corp., Series 2017, Ref. RB                                                                                                 | CUSIP: 71883RPJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25221.37     | 0.01%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pinal County Electric District No 3                                                                                                                 | Pinal County Electric District No 3, Series 2016, RB                                                                                                  | CUSIP: 722021CH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10014.57     | 0.00%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, Series 2012, RB                                                                                     | CUSIP: 73358WJR6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45014.76     | 0.02%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, One Hundred Seventy Fifth Series 2012, RB                                                           | CUSIP: 73358WJS4<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     70000 | PA      | $70017.44     | 0.02%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, One Hundred Eighty Third Series 2014, RB                                                            | CUSIP: 73358WRV8<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100048.47    | 0.03%             | 2030-12-15      | Fixed         | 3.25%                 | 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: 73358WRY2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5001.68      | 0.00%             | 2033-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Port Huron Area School District                                                                                                                     | Port Huron Area School District, Series 2016, GO Bonds                                                                                                | CUSIP: 734353MQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30013.56     | 0.01%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Port St. Lucie FL Utility System Revenue                                                                                                    | City of Port St. Lucie FL Utility System Revenue, Series 2016, RB                                                                                     | CUSIP: 735352QE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45285.79     | 0.02%             | 2030-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Port St. Lucie (City of), FL                                                                                                                        | Port St. Lucie (City of), FL, Series 2016, Ref. RB                                                                                                    | CUSIP: 735352QF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $603712.56    | 0.20%             | 2031-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Port St. Lucie (City of), FL                                                                                                                        | Port St. Lucie (City of), FL, Series 2016, Ref. RB                                                                                                    | CUSIP: 735352QG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5028.71      | 0.00%             | 2032-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Port St. Lucie (City of), FL                                                                                                                        | Port St. Lucie (City of), FL, Series 2016, Ref. RB                                                                                                    | CUSIP: 735352QH2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5025.48      | 0.00%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Power Generation Agency (Whelan Energy Center Unit 2)                                                                                        | Public Power Generation Agency (Whelan Energy Center Unit 2), Series 2016, Ref. RB                                                                    | CUSIP: 744434ED9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $85724.29     | 0.03%             | 2032-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Reedy Creek Improvement District                                                                                                                    | Reedy Creek Improvement District, Series 2016, GO Bonds                                                                                               | CUSIP: 758449QV7<br>LEI: 549300DLSKH6SZ96KV94 | Long             | DBT              | MUN               | US        |    200000 | PA      | $201062.06    | 0.07%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of) Regional Transportation District (Fastracks)                                                                                    | Colorado (State of) Regional Transportation District (Fastracks), Series 2017 A, RB                                                                   | CUSIP: 759136UF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25326.59     | 0.01%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rhode Island Commerce Corp. (Garvee)                                                                                                                | Rhode Island Commerce Corp. (Garvee), Series 2016 B, RB                                                                                               | CUSIP: 762232AQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $266898.91    | 0.09%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rhode Island Commerce Corp. (Garvee)                                                                                                                | Rhode Island Commerce Corp. (Garvee), Series 2016 B, RB                                                                                               | CUSIP: 762232AR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $125870.41    | 0.04%             | 2031-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Richmond (City of), VA                                                                                                                              | Richmond (City of), VA, Series 2016, Ref. RB                                                                                                          | CUSIP: 765433KQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $250175.20    | 0.08%             | 2037-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Rochester MN Electric Utility Revenue                                                                                                       | City of Rochester MN Electric Utility Revenue, Series 2017, RB                                                                                        | CUSIP: 77158PGE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5071.56      | 0.00%             | 2042-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Rochester MN Electric Utility Revenue                                                                                                       | City of Rochester MN Electric Utility Revenue, Series 2017, RB                                                                                        | CUSIP: 77158PGF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100861.37    | 0.03%             | 2047-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| St. Cloud (City of), MN (CentraCare Health System)                                                                                                  | St. Cloud (City of), MN (CentraCare Health System), Series 2016 A, Ref. RB                                                                            | CUSIP: 78916VDQ0<br>LEI: 549300IOO80ICGIWAU74 | Long             | DBT              | MUN               | US        |    100000 | PA      | $93084.90     | 0.03%             | 2039-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| San Antonio (City of), TX                                                                                                                           | San Antonio (City of), TX, Series 2016, Ref. RB                                                                                                       | CUSIP: 7962535P3<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    105000 | PA      | $106129.58    | 0.04%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Antonio (City of), TX                                                                                                                           | San Antonio (City of), TX, Series 2016, Ref. RB                                                                                                       | CUSIP: 7962535R9<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    140000 | PA      | $140747.66    | 0.05%             | 2032-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Antonio (City of), TX                                                                                                                           | San Antonio (City of), TX, Series 2016, Ref. RB                                                                                                       | CUSIP: 7962535U2<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     85000 | PA      | $85892.03     | 0.03%             | 2032-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Antonio (City of), TX Water System                                                                                                              | San Antonio (City of), TX Water System, Series 2016 C, Ref. RB                                                                                        | CUSIP: 79642B4A8<br>LEI: 549300S7VENCVRZAA322 | Long             | DBT              | MUN               | US        |    205000 | PA      | $208183.53    | 0.07%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Antonio (City of), TX Water System                                                                                                              | San Antonio (City of), TX Water System, Series 2016 C, Ref. RB                                                                                        | CUSIP: 79642B4D2<br>LEI: 549300S7VENCVRZAA322 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15075.95     | 0.01%             | 2037-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Antonio (City of), TX Water System                                                                                                              | San Antonio (City of), TX Water System, Series 2016 A, Ref. RB                                                                                        | CUSIP: 79642BY64<br>LEI: 549300S7VENCVRZAA322 | Long             | DBT              | MUN               | US        |    185000 | PA      | $185956.67    | 0.06%             | 2031-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Antonio (City of), TX Water System                                                                                                              | San Antonio (City of), TX Water System, Series 2016 A, Ref. RB                                                                                        | CUSIP: 79642BY72<br>LEI: 549300S7VENCVRZAA322 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35178.45     | 0.01%             | 2032-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Community College District                                                                                                                | San Diego Community College District, Series 2016, Ref. GO Bonds                                                                                      | CUSIP: 797272PW5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $111434.35    | 0.04%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Community College District                                                                                                                | San Diego Community College District, Series 2016, Ref. GO Bonds                                                                                      | CUSIP: 797272PX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $146890.73    | 0.05%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Community College District                                                                                                                | San Diego Community College District, Series 2016, Ref. GO Bonds                                                                                      | CUSIP: 797272PZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $166474.75    | 0.06%             | 2026-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Diego (City of), CA Public Facilities Financing Authority                                                                                       | San Diego (City of), CA Public Facilities Financing Authority, Series 2016 A, Ref. RB                                                                 | CUSIP: 79730AJR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $165968.80    | 0.06%             | 2032-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego (County of), CA Regional Transportation Commission                                                                                        | San Diego (County of), CA Regional Transportation Commission, Series 2016 A, Ref. RB                                                                  | CUSIP: 79730AJS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30170.58     | 0.01%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego (City of), CA Public Facilities Financing Authority                                                                                       | San Diego (City of), CA Public Facilities Financing Authority, Series 2016 A, Ref. RB                                                                 | CUSIP: 79730AJT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10055.21     | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego (City of), CA Public Facilities Financing Authority                                                                                       | San Diego (City of), CA Public Facilities Financing Authority, Series 2016 A, Ref. RB                                                                 | CUSIP: 79730AJU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100531.53    | 0.03%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego (City of), CA Public Facilities Financing Authority                                                                                       | San Diego (City of), CA Public Facilities Financing Authority, Series 2016 A, Ref. RB                                                                 | CUSIP: 79730AJV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100504.77    | 0.03%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego (City of), CA Public Facilities Financing Authority                                                                                       | San Diego (City of), CA Public Facilities Financing Authority, Series 2016 A, Ref. RB                                                                 | CUSIP: 79730AJW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10048.01     | 0.00%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Public Facilities Financing Authority                                                                                                     | San Diego Public Facilities Financing Authority, Series 2016, RB                                                                                      | CUSIP: 79730CGX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101185.51    | 0.03%             | 2032-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego (City of), CA Public Facilities Financing Authority                                                                                       | San Diego (City of), CA Public Facilities Financing Authority, Series 2016 B, Ref. RB                                                                 | CUSIP: 79730CGZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $80885.08     | 0.03%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego (County of), CA Regional Transportation Commission                                                                                        | San Diego (County of), CA Regional Transportation Commission, Series 2016 B, Ref. RB                                                                  | CUSIP: 79730CHA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $70745.32     | 0.02%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego (City of), CA Public Facilities Financing Authority                                                                                       | San Diego (City of), CA Public Facilities Financing Authority, Series 2016 B, Ref. RB                                                                 | CUSIP: 79730CHC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $131232.92    | 0.04%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District                                                                                                                   | San Diego Unified School District, Series 2016, GO Bonds                                                                                              | CUSIP: 7973554P6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50060.51     | 0.02%             | 2033-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| San Juan Unified School District                                                                                                                    | San Juan Unified School District, Series 2019, GO Bonds                                                                                               | CUSIP: 798306VV5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $95730.51     | 0.03%             | 2029-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Jose Unified School District (Election of 2012)                                                                                                 | San Jose Unified School District (Election of 2012), Series 2019 N, GO Bonds                                                                          | CUSIP: 798306VW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $80562.97     | 0.03%             | 2030-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sandy Springs (City of), GA Public Facilities Authority (City Center)                                                                               | Sandy Springs (City of), GA Public Facilities Authority (City Center), Series 2015, RB                                                                | CUSIP: 80036RAX8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $85407.42     | 0.03%             | 2026-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santa Clara Unified School District                                                                                                                 | Santa Clara Unified School District, Series 2017, Ref. GO Bonds                                                                                       | CUSIP: 801495R87<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $70063.78     | 0.02%             | 2034-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Santa Clara (County of), CA (Election of 2008)                                                                                                      | Santa Clara (County of), CA (Election of 2008), Series 2013 B, GO Bonds                                                                               | CUSIP: 801546NN8<br>LEI: 254900JSVO2QQ5A3DV83 | Long             | DBT              | MUN               | US        |     70000 | PA      | $70016.90     | 0.02%             | 2031-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sedgwick County Unified School District No. 260 Derby                                                                                               | Sedgwick County Unified School District No. 260 Derby, Series 2018 B, Ref. GO Bonds                                                                   | CUSIP: 815628JN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20325.70     | 0.01%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Shreveport LA Water & Sewer Revenue                                                                                                         | City of Shreveport LA Water & Sewer Revenue, Series 2016, RB                                                                                          | CUSIP: 825485VE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50257.08     | 0.02%             | 2037-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sonoma (County of), CA Junior College District (Election of 2014)                                                                                   | Sonoma (County of), CA Junior College District (Election of 2014), Series 2016 A, GO Bonds                                                            | CUSIP: 835569FC3<br>LEI: 549300C1BQ28FZTVYK25 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5042.24      | 0.00%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Broward Hospital District                                                                                                                     | South Broward Hospital District, Series 2016, Ref. RB                                                                                                 | CUSIP: 836753LX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    455000 | PA      | $455800.39    | 0.15%             | 2033-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Public Service Authority                                                                                                  | South Carolina (State of) Public Service Authority, Series 2016 A, Ref. RB                                                                            | CUSIP: 837151PL7<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |    140000 | PA      | $140904.50    | 0.05%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Public Service Authority                                                                                                  | South Carolina (State of) Public Service Authority, Series 2016 A, Ref. RB                                                                            | CUSIP: 837151PU7<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |    215000 | PA      | $215983.09    | 0.07%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Public Service Authority                                                                                                  | South Carolina (State of) Public Service Authority, Series 2016 A, Ref. RB                                                                            | CUSIP: 837151PZ6<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |    155000 | PA      | $155954.20    | 0.05%             | 2032-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Public Service Authority                                                                                                  | South Carolina (State of) Public Service Authority, Series 2016 B, Ref. RB                                                                            | CUSIP: 837151RN1<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |     80000 | PA      | $81311.33     | 0.03%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Florida Water Management District                                                                                                             | South Florida Water Management District, Series 2016, Ref. COP                                                                                        | CUSIP: 83786PCR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30055.78     | 0.01%             | 2032-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| St. Louis Land Clearance for Redevelopment Authority                                                                                                | St. Louis Land Clearance for Redevelopment Authority, Series 2017, RB                                                                                 | CUSIP: 85233SAL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30142.11     | 0.01%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Stafford (County of), VA Economic Development Authority (Mary Washington Healthcare Obligated Group)                                                | Stafford (County of), VA Economic Development Authority (Mary Washington Healthcare Obligated Group), Series 2016, Ref. RB                            | CUSIP: 852431BK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25153.61     | 0.01%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sweetwater Union High School District (Election of 2006)                                                                                            | Sweetwater Union High School District (Election of 2006), Series 2016 B, GO Bonds                                                                     | CUSIP: 870462TA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $79334.11     | 0.03%             | 2040-08-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Tampa Bay (City of), FL Water                                                                                                                       | Tampa Bay (City of), FL Water, Series 2016 A, Ref. RB                                                                                                 | CUSIP: 875124GD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25316.61     | 0.01%             | 2037-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tarrant County Cultural Education Facilities Finance Corp. (Baylor Scott & White Health)                                                            | Tarrant County Cultural Education Facilities Finance Corp. (Baylor Scott & White Health), Series 2016, Ref. RB                                        | CUSIP: 87638QPQ6<br>LEI: 549300ROY505NVTMMI25 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20105.08     | 0.01%             | 2026-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tarrant County Cultural Education Facilities Finance Corp. (Texas Health Resources System)                                                          | Tarrant County Cultural Education Facilities Finance Corp. (Texas Health Resources System), Series 2016, Ref. RB                                      | CUSIP: 87638TFF5<br>LEI: 549300ROY505NVTMMI25 | Long             | DBT              | MUN               | US        |    110000 | PA      | $111272.24    | 0.04%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tennessee (State of)                                                                                                                                | Tennessee (State of), Series 2016 B, Ref. GO Bonds                                                                                                    | CUSIP: 880541XM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101221.30    | 0.03%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                                    | Texas (State of), Series 2016, GO Bonds                                                                                                               | CUSIP: 8827234N6<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    260000 | PA      | $260590.38    | 0.09%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                                    | Texas (State of), Series 2016, GO Bonds                                                                                                               | CUSIP: 8827234P1<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30066.39     | 0.01%             | 2031-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                                    | Texas (State of), Series 2016, GO Bonds                                                                                                               | CUSIP: 8827234Q9<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    400000 | PA      | $400835.88    | 0.14%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                                    | Texas (State of), Series 2016, GO Bonds                                                                                                               | CUSIP: 8827234R7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20039.16     | 0.01%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                                    | Texas (State of), Series 2016, GO Bonds                                                                                                               | CUSIP: 8827234S5<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10018.76     | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                                    | Texas (State of), Series 2016 A, GO Bonds                                                                                                             | CUSIP: 8827234W6<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    250000 | PA      | $250421.70    | 0.08%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                                    | Texas (State of), Series 2016, GO Bonds                                                                                                               | CUSIP: 882723P29<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    140000 | PA      | $140308.67    | 0.05%             | 2031-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                                    | Texas (State of), Series 2016, GO Bonds                                                                                                               | CUSIP: 882723P37<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5010.45      | 0.00%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                                    | Texas (State of), Series 2016, GO Bonds                                                                                                               | CUSIP: 882723P45<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10019.58     | 0.00%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                                    | Texas (State of), Series 2016, GO Bonds                                                                                                               | CUSIP: 882723Q28<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25042.17     | 0.01%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                                    | Texas (State of), Series 2016, GO Bonds                                                                                                               | CUSIP: 882723Q44<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100168.68    | 0.03%             | 2037-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Transportation Commission State Highway Fund                                                                                       | Texas (State of) Transportation Commission State Highway Fund, Series 2016 A, RB                                                                      | CUSIP: 88283LKP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5070.87      | 0.00%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Water Development Board                                                                                                            | Texas (State of) Water Development Board, Series 2016, RB                                                                                             | CUSIP: 882854XS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $130817.77    | 0.04%             | 2032-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Water Development Board                                                                                                                       | Texas Water Development Board, Series 2016, RB                                                                                                        | CUSIP: 882854XV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35144.13     | 0.01%             | 2035-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Water Development Board                                                                                                            | Texas (State of) Water Development Board, Series 2016, RB                                                                                             | CUSIP: 882854YE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $120885.61    | 0.04%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Water Development Board                                                                                                            | Texas (State of) Water Development Board, Series 2016, RB                                                                                             | CUSIP: 882854YF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40225.96     | 0.01%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Transportation Commission                                                                                                          | Texas (State of) Transportation Commission, Series 2016, RB                                                                                           | CUSIP: 882854YN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25079.75     | 0.01%             | 2036-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oregon (State of) Tri-County Metropolitan Transportation District                                                                                   | Oregon (State of) Tri-County Metropolitan Transportation District, Series 2017 A, RB                                                                  | CUSIP: 89546RNY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $507101.40    | 0.17%             | 2026-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                                                                | Triborough Bridge & Tunnel Authority, Series 2016 A, Ref. RB                                                                                          | CUSIP: 89602N5L4<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     55000 | PA      | $55029.16     | 0.02%             | 2034-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Truckee Meadows Water Authority                                                                                                                     | Truckee Meadows Water Authority, Series 2016, Ref. RB                                                                                                 | CUSIP: 897825GN9<br>LEI: 549300GC367BYY1WT202 | Long             | DBT              | MUN               | US        |    240000 | PA      | $242293.49    | 0.08%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Truckee Meadows Water Authority                                                                                                                     | Truckee Meadows Water Authority, Series 2016, Ref. RB                                                                                                 | CUSIP: 897825GP4<br>LEI: 549300GC367BYY1WT202 | Long             | DBT              | MUN               | US        |    140000 | PA      | $141305.12    | 0.05%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tuscaloosa (City of), AL Board of Education                                                                                                         | Tuscaloosa (City of), AL Board of Education, Series 2016, Revenue Wts.                                                                                | CUSIP: 90059RAV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $80909.64     | 0.03%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UAB Medicine Finance Authority                                                                                                                      | UAB Medicine Finance Authority, Series 2016 B, Ref. RB                                                                                                | CUSIP: 902562AS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $85944.44     | 0.03%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UAB Medicine Finance Authority                                                                                                                      | UAB Medicine Finance Authority, Series 2016 B, Ref. RB                                                                                                | CUSIP: 902562AT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $161707.23    | 0.05%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UAB Medicine Finance Authority                                                                                                                      | UAB Medicine Finance Authority, Series 2016, RB                                                                                                       | CUSIP: 902562AU1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10040.61     | 0.00%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UAB Medicine Finance Authority                                                                                                                      | UAB Medicine Finance Authority, Series 2016, RB                                                                                                       | CUSIP: 902562AV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $130446.75    | 0.04%             | 2037-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center                                                                                              | Regents of the University of California Medical Center, Series 2016 L, Ref. RB                                                                        | CUSIP: 913366HE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $402369.04    | 0.14%             | 2032-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center                                                                                              | Regents of the University of California Medical Center, Series 2016 L, Ref. RB                                                                        | CUSIP: 913366HF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40232.83     | 0.01%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2016 AR, Ref. RB                                                                                                     | CUSIP: 91412GH32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5026.68      | 0.00%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2016 AR, Ref. RB                                                                                                     | CUSIP: 91412GH40<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $130672.26    | 0.04%             | 2031-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2016, Ref. RB                                                                                                        | CUSIP: 91412GJ89<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10031.99     | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Houston                                                                                                                               | University of Houston, Series 2017 A, Ref. RB                                                                                                         | CUSIP: 914302CG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $75120.35     | 0.03%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Houston                                                                                                                               | University of Houston, Series 2017 A, Ref. RB                                                                                                         | CUSIP: 914302CH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40063.23     | 0.01%             | 2031-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Houston                                                                                                                               | University of Houston, Series 2017 A, Ref. RB                                                                                                         | CUSIP: 914302CJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $95137.36     | 0.03%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Houston                                                                                                                               | University of Houston, Series 2017 A, Ref. RB                                                                                                         | CUSIP: 914302CK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20027.49     | 0.01%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Houston                                                                                                                               | University of Houston, Series 2017 A, Ref. RB                                                                                                         | CUSIP: 914302CL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20025.59     | 0.01%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Houston                                                                                                                               | University of Houston, Series 2017 A, Ref. RB                                                                                                         | CUSIP: 914302CM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $70084.55     | 0.02%             | 2035-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Houston                                                                                                                               | University of Houston, Series 2017, RB                                                                                                                | CUSIP: 914302FC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $150089.12    | 0.05%             | 2037-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Board of Trustees of the University of Illinois (The)                                                                                               | Board of Trustees of the University of Illinois (The), Series 2016, RB                                                                                | CUSIP: 914353N78<br>LEI: 549300VD8PPC4Q5HK850 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30021.03     | 0.01%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Board of Trustees of the University of Illinois (The)                                                                                               | Board of Trustees of the University of Illinois (The), Series 2016, RB                                                                                | CUSIP: 914353N86<br>LEI: 549300VD8PPC4Q5HK850 | Long             | DBT              | MUN               | US        |    105000 | PA      | $105065.65    | 0.04%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Kentucky                                                                                                                              | University of Kentucky, Series 2018 A, RB                                                                                                             | CUSIP: 914378ME1<br>LEI: 549300CXE3YQ1HXYCQ71 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45036.27     | 0.02%             | 2032-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                                                                                              | University of Michigan, Series 2015, Ref. RB                                                                                                          | CUSIP: 914455PV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $70160.67     | 0.02%             | 2031-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                                                                                              | University of Michigan, Series 2015, Ref. RB                                                                                                          | CUSIP: 914455PW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $135302.72    | 0.05%             | 2026-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                                                                                              | University of Michigan, Series 2015, Ref. RB                                                                                                          | CUSIP: 914455PY0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5004.91      | 0.00%             | 2034-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                                                                                              | University of Michigan, Series 2015, Ref. RB                                                                                                          | CUSIP: 914455QC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $55123.33     | 0.02%             | 2026-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Utah (State of) Transit Authority                                                                                                                   | Utah (State of) Transit Authority, Series 2016, Ref. RB                                                                                               | CUSIP: 917567CF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $95421.47     | 0.03%             | 2030-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Utah Municipal Power Agency                                                                                                                         | Utah Municipal Power Agency, Series 2016 B, RB                                                                                                        | CUSIP: 91756TAF8<br>LEI: 549300ZRZ5YVJ6KNNV32 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25112.53     | 0.01%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vermont (State of) Educational & Health Buildings Financing Agency (University of Vermont Medical Center (The))                                     | Vermont (State of) Educational & Health Buildings Financing Agency (University of Vermont Medical Center (The)), Series 2016 A, Ref. RB               | CUSIP: 924166HU8<br>LEI: 549300ZC1ZW1EUIIV708 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10048.87     | 0.00%             | 2032-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vermont (State of) Educational & Health Buildings Financing Agency (University of Vermont Medical Center)                                           | Vermont (State of) Educational & Health Buildings Financing Agency (University of Vermont Medical Center), Series 2016 A, Ref. RB                     | CUSIP: 924166HW4<br>LEI: 549300ZC1ZW1EUIIV708 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5020.21      | 0.00%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vermont (State of) Educational & Health Buildings Financing Agency (University of Vermont Medical Center)                                           | Vermont (State of) Educational & Health Buildings Financing Agency (University of Vermont Medical Center), Series 2016 A, Ref. RB                     | CUSIP: 924166HX2<br>LEI: 549300ZC1ZW1EUIIV708 | Long             | DBT              | MUN               | US        |    235000 | PA      | $235822.19    | 0.08%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Victor Valley Community College District                                                                                                            | Victor Valley Community College District, Series 2016 A, Ref. GO Bonds                                                                                | CUSIP: 92603PEJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20017.01     | 0.01%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) Transportation Board                                                                                                     | Virginia (Commonwealth of) Transportation Board, Series 2016, RB                                                                                      | CUSIP: 92778UBC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $233372.28    | 0.08%             | 2030-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series R-2017A, Ref. GO Bonds                                                                                                  | CUSIP: 93974DXC7<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     80000 | PA      | $80978.44     | 0.03%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2016 B, Ref. GO Bonds                                                                                                   | CUSIP: 93974DXU7<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    215000 | PA      | $217629.56    | 0.07%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2016 B, Ref. GO Bonds                                                                                                   | CUSIP: 93974DXV5<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    135000 | PA      | $136639.86    | 0.05%             | 2031-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2016 B, Ref. GO Bonds                                                                                                   | CUSIP: 93974DXW3<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    115000 | PA      | $116363.34    | 0.04%             | 2032-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2016 B, Ref. GO Bonds                                                                                                   | CUSIP: 93974DXX1<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25289.08     | 0.01%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2017-A, GO Bonds                                                                                                        | CUSIP: 93974DYF9<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60733.83     | 0.02%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2016 A, GO Bonds                                                                                                        | CUSIP: 93974DYG7<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    215000 | PA      | $217611.63    | 0.07%             | 2031-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2017 A, GO Bonds                                                                                                        | CUSIP: 93974DYH5<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5059.28      | 0.00%             | 2032-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2017 A, GO Bonds                                                                                                        | CUSIP: 93974DYJ1<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     75000 | PA      | $75867.25     | 0.03%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2017 A, GO Bonds                                                                                                        | CUSIP: 93974DYK8<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    145000 | PA      | $146628.36    | 0.05%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2017 A, GO Bonds                                                                                                        | CUSIP: 93974DYL6<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30323.17     | 0.01%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Township Health Care District                                                                                                            | Washington Township Health Care District, Series 2015, GO Bonds                                                                                       | CUSIP: 940642DJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10003.66     | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| West Hollywood (City of), CA Public Financing Authority (Park Phase II)                                                                             | West Hollywood (City of), CA Public Financing Authority (Park Phase II), Series 2016, Ref. RB                                                         | CUSIP: 95332RCK3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $114177.76    | 0.04%             | 2041-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of)                                                                                                                                | Wisconsin (State of), Series 2018 A, GO Bonds                                                                                                         | CUSIP: 97705MLP8<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25073.88     | 0.01%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of)                                                                                                                                | Wisconsin (State of), Series 2018, GO Bonds                                                                                                           | CUSIP: 97705MLS2<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    300000 | PA      | $300886.50    | 0.10%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of) Health & Educational Facilities Authority (Ascension Health Credit Group)                                                      | Wisconsin (State of) Health & Educational Facilities Authority (Ascension Health Credit Group), Series 2016, Ref. RB                                  | CUSIP: 97712DQK5<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |     65000 | PA      | $65333.31     | 0.02%             | 2030-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of) Health & Educational Facilities Authority (Ascension Health Credit Group)                                                      | Wisconsin (State of) Health & Educational Facilities Authority (Ascension Health Credit Group), Series 2016, Ref. RB                                  | CUSIP: 97712DQL3<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |    270000 | PA      | $271357.94    | 0.09%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of) Health & Educational Facilities Authority (Ascension Health Credit Group)                                                      | Wisconsin (State of) Health & Educational Facilities Authority (Ascension Health Credit Group), Series 2016, Ref. RB                                  | CUSIP: 97712DQM1<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |     70000 | PA      | $70155.83     | 0.02%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of) Health & Educational Facilities Authority (Ascension Health Credit Group)                                                      | Wisconsin (State of) Health & Educational Facilities Authority (Ascension Health Credit Group), Series 2016 A, Ref. RB                                | CUSIP: 97712DQQ2<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25049.15     | 0.01%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of) Health & Educational Facilities Authority                                                                                      | Wisconsin (State of) Health & Educational Facilities Authority, Series 2016, RB                                                                       | CUSIP: 97712DTF3<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |    215000 | PA      | $216578.27    | 0.07%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wyandotte County Unified School District No. 500                                                                                                    | Wyandotte County Unified School District No. 500, Series 2016 A, GO Bonds                                                                             | CUSIP: 982696QW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $55521.47     | 0.02%             | 2026-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2019 F, GO Bonds                                                                                              | CUSIP: 57582RXK7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     75000 | PA      | $75355.73     | 0.03%             | 2026-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia (City of), PA                                                                                                                          | Philadelphia (City of), PA, Series 2019 A, Ref. GO Bonds                                                                                              | CUSIP: 717813WP0<br>LEI: 549300IVFOPB4AG7UL47 | Long             | DBT              | MUN               | US        |    230000 | PA      | $232586.49    | 0.08%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allegheny (County of), PA Hospital Development Authority (University of Pittsburgh Medical Center)                                                  | Allegheny (County of), PA Hospital Development Authority (University of Pittsburgh Medical Center), Series 2019, Ref. RB                              | CUSIP: 01728A4L7<br>LEI: 54930046B973R604OG22 | Long             | DBT              | MUN               | US        |     55000 | PA      | $55516.31     | 0.02%             | 2026-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2019 A, RB                                                                                            | CUSIP: 64990GND0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    125000 | PA      | $127108.59    | 0.04%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of) (Garvee)                                                                                                                  | North Carolina (State of) (Garvee)                                                                                                                    | CUSIP: 658268DX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $65000.00     | 0.02%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prince George's (County of), MD                                                                                                                     | Prince George's (County of), MD, Series 2019, GO Bonds                                                                                                | CUSIP: 7417015J1<br>LEI: 549300NSQ1W50I0VU811 | Long             | DBT              | MUN               | US        |     90000 | PA      | $90965.56     | 0.03%             | 2026-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark County School District No. 114 Evergreen                                                                                                      | Clark County School District No. 114 Evergreen, Series 2019 A, Ref. RB                                                                                | CUSIP: 18085PRH9<br>LEI: 549300LDD8NZB2EOVG83 | Long             | DBT              | MUN               | US        |    105000 | PA      | $105960.89    | 0.04%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of) (Tranche 1)                                                                                                                      | Georgia (State of) (Tranche 1), Series 2019 A, GO Bonds                                                                                               | CUSIP: 373385EA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $106010.00    | 0.04%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2019 C, Ref. GO Bonds                                                                                         | CUSIP: 57582RXZ4<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    200000 | PA      | $200948.62    | 0.07%             | 2026-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Water District of Southern California                                                                                                  | Metropolitan Water District of Southern California, Series 2019, RB                                                                                   | CUSIP: 59266TQX2<br>LEI: 5493003GD0S0P56RLT45 | Long             | DBT              | MUN               | US        |    405000 | PA      | $409437.91    | 0.14%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                                  | New York State Dormitory Authority, Series 2019, RB                                                                                                   | CUSIP: 64990FKH6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25026.40     | 0.01%             | 2026-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of) (Build North Carolina Programs)                                                                                           | North Carolina (State of) (Build North Carolina Programs), Series 2019 A, RB                                                                          | CUSIP: 65829QDH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $85398.91     | 0.03%             | 2026-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                                      | Pennsylvania (Commonwealth of), Series 2019, Ref. GO Bonds                                                                                            | CUSIP: 70914PP97<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |    150000 | PA      | $151631.64    | 0.05%             | 2026-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Bernardino (County of), CA (Arrowhead)                                                                                                          | San Bernardino (County of), CA (Arrowhead), Series 2019 A, Ref. COP                                                                                   | CUSIP: 796815ZC5<br>LEI: 254900RTS8DDNPA7MX91 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101768.70    | 0.03%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Columbus City School District (Construction and Improvement)                                                                                        | Columbus City School District (Construction and Improvement), Subseries 2016, Ref. GO Bonds                                                           | CUSIP: 1995073V4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25169.96     | 0.01%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Columbus City School District (Construction and Improvement)                                                                                        | Columbus City School District (Construction and Improvement), Series 2016 A, Ref. GO Bonds                                                            | CUSIP: 1995073W2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100679.85    | 0.03%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commerce (City of), CO                                                                                                                              | Commerce (City of), CO, Series 2016, RB                                                                                                               | CUSIP: 200588PF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $55625.38     | 0.02%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delaware County Regional Water Quality Control Authority                                                                                            | Delaware County Regional Water Quality Control Authority, Series 2016, RB                                                                             | CUSIP: 246045NG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $105372.99    | 0.04%             | 2046-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia (Friendship Public Charter School, Inc.)                                                                                       | District of Columbia (Friendship Public Charter School, Inc.), Series 2016, Ref. RB                                                                   | CUSIP: 25483VQX5<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5005.99      | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duval County (County of), FL School Board                                                                                                           | Duval County (County of), FL School Board, Series 2016, Ref. COP                                                                                      | CUSIP: 267169GU8<br>LEI: 254900RS6MO5WEO2WC42 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50148.50     | 0.02%             | 2034-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eastern Municipal Water District Financing Authority                                                                                                | Eastern Municipal Water District Financing Authority, Series 2015, RB                                                                                 | CUSIP: 27677SAB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25008.98     | 0.01%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Florida Keys Aqueduct Authority                                                                                                                     | Florida Keys Aqueduct Authority, Series 2015, RB                                                                                                      | CUSIP: 340765HK5<br>LEI: 549300EMJ277J3MYQ645 | Long             | DBT              | MUN               | US        |    250000 | PA      | $250095.48    | 0.08%             | 2037-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hazelwood School District                                                                                                                           | Hazelwood School District, Series 2017, Ref. GO Bonds                                                                                                 | CUSIP: 421722T90<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $130018.85    | 0.04%             | 2030-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Educational Facilities Authority                                                                                                | Illinois (State of) Educational Facilities Authority, Series 2002, RB                                                                                 | CUSIP: 45201QCZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $81594.34     | 0.03%             | 2036-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of) Finance Authority (Art Institute of Chicago)                                                                                    | Illinois (State of) Finance Authority (Art Institute of Chicago), Series 2016, Ref. RB                                                                | CUSIP: 45204EHB7<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    160000 | PA      | $160185.30    | 0.05%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Development Finance Agency (Bentley University)                                                                     | Massachusetts (Commonwealth of) Development Finance Agency (Bentley University), Series 2016, RB                                                      | CUSIP: 57584XKJ9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    755000 | PA      | $758821.21    | 0.26%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Development Finance Agency                                                                                          | Massachusetts (Commonwealth of) Development Finance Agency, Series 2017, RB                                                                           | CUSIP: 57584XQ87<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     25000 | PA      | $24656.83     | 0.01%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nashville (City of) & Davidson (County of), TN Metropolitan Government Health & Educational Facilities Board (The) (Lipscomb University)            | Nashville (City of) & Davidson (County of), TN Metropolitan Government Health & Educational Facilities Board (The) (Lipscomb University), Series 2016 | CUSIP: 592041WA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $55062.02     | 0.02%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Missouri (State of) Joint Municipal Electric Utility Commission (Plum Point)                                                                        | Missouri (State of) Joint Municipal Electric Utility Commission (Plum Point), Series 2015 A, Ref. RB                                                  | CUSIP: 606092KD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $145050.90    | 0.05%             | 2036-01-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Missouri (State of) Health & Educational Facilities Authority (St. Anthony's Medical Center)                                                        | Missouri (State of) Health & Educational Facilities Authority (St. Anthony's Medical Center), Series 2015 B, Ref. RB                                  | CUSIP: 60637AJX1<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100015.97    | 0.03%             | 2040-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Monterey Peninsula Unified School District                                                                                                          | Monterey Peninsula Unified School District, Series 2016, GO Bonds                                                                                     | CUSIP: 612582CF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45070.46     | 0.02%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of) Medical Care Commission (Deerfield Episcopal Retirement Community)                                                        | North Carolina (State of) Medical Care Commission (Deerfield Episcopal Retirement Community), Series 2016, Ref. RB                                    | CUSIP: 65821DUY5<br>LEI: 549300FH6KOXGCHQYG81 | Long             | DBT              | MUN               | US        |    150000 | PA      | $151377.69    | 0.05%             | 2037-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oregon (State of) Facilities Authority                                                                                                              | Oregon (State of) Facilities Authority, Series 2014, RB                                                                                               | CUSIP: 68608JSB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $230109.20    | 0.08%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| City of Pasadena CA                                                                                                                                 | City of Pasadena CA, Series 2015, COP                                                                                                                 | CUSIP: 702204NT1<br>LEI: 5493007ZF3ZMBUWLWB58 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15007.29     | 0.01%             | 2038-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pittsburg Unified School District                                                                                                                   | Pittsburg Unified School District, Series 2016, Ref. GO Bonds                                                                                         | CUSIP: 724581SL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25061.79     | 0.01%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| St. Charles (County of), MO Public Water Supply District No. 2                                                                                      | St. Charles (County of), MO Public Water Supply District No. 2, Series 2018, COP                                                                      | CUSIP: 78764YDY0<br>LEI: 54930038VJHZW7PR1R14 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10003.77     | 0.00%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southwestern Illinois Development Authority                                                                                                         | Southwestern Illinois Development Authority, Series 2015, RB                                                                                          | CUSIP: 84552YPA3<br>LEI: 549300B1KLLJ8NU5XK71 | Long             | DBT              | MUN               | US        |    105000 | PA      | $105032.10    | 0.04%             | 2040-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Union County Utilities Authority                                                                                                                    | Union County Utilities Authority, Series 2011, Ref. RB                                                                                                | CUSIP: 906365ET4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15010.40     | 0.01%             | 2032-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Cincinnati                                                                                                                            | University of Cincinnati, Series 2016 C, RB                                                                                                           | CUSIP: 914119F72<br>LEI: 549300E0RD3ICJ858L23 | Long             | DBT              | MUN               | US        |    125000 | PA      | $125209.30    | 0.04%             | 2046-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of) Higher Education Facilities Authority (Whitworth University)                                                                  | Washington (State of) Higher Education Facilities Authority (Whitworth University), Series 2016 A, Ref. RB                                            | CUSIP: 939781V31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $70033.73     | 0.02%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Xenia (City of), IA Rural Water District                                                                                                            | Xenia (City of), IA Rural Water District, Series 2016, Ref. RB                                                                                        | CUSIP: 98410ADE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $86813.79     | 0.03%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of) Finance Authority (Bronson Healthcare Group)                                                                                    | Michigan (State of) Finance Authority (Bronson Healthcare Group), Series 2020 A, Ref. RB                                                              | CUSIP: 59447TWX7<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |     80000 | PA      | $80428.56     | 0.03%             | 2026-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of) Health Facilities Authority (CommonSpirit Health)                                                                               | Colorado (State of) Health Facilities Authority (CommonSpirit Health), Series 2019 A, Ref. RB                                                         | CUSIP: 19648FJL9<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |     75000 | PA      | $75790.36     | 0.03%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (Port of), LA                                                                                                                           | Los Angeles (Port of), LA, Series 2019 B, Ref. RB                                                                                                     | CUSIP: 544552A85<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $131613.69    | 0.04%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) (Bidding Group 1)                                                                                                               | Maryland (State of) (Bidding Group 1), Second Series 2019 A, GO Bonds                                                                                 | CUSIP: 574193RP5<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |    105000 | PA      | $106281.45    | 0.04%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2019 E, Ref. GO Bonds                                                                                         | CUSIP: 57582RYL4<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5025.59      | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2018 E, Ref. RB                                                                                       | CUSIP: 64990APG4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35036.96     | 0.01%             | 2026-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX                                                                                                                              | City of San Antonio TX, Series 2019, GO Bonds                                                                                                         | CUSIP: 79623PCT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $131570.30    | 0.04%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2019, Ref. GO Bonds                                                                                                     | CUSIP: 13063DQH4<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    250000 | PA      | $254363.28    | 0.09%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Las Vegas Valley Water District                                                                                                                     | Las Vegas Valley Water District, Series 2019 B, Ref. GO Bonds                                                                                         | CUSIP: 517845GQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $85614.11     | 0.03%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Adams County School District No. 1 (Mapleton Public Schools)                                                                                        | Adams County School District No. 1 (Mapleton Public Schools), Series 2017, GO Bonds                                                                   | CUSIP: 005626TB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101539.94    | 0.03%             | 2040-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| California (State of) Public Works Board (Various Capital)                                                                                          | California (State of) Public Works Board (Various Capital), Series 2019 C, RB                                                                         | CUSIP: 13068L4H5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25500.46     | 0.01%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Glendale (City of), AZ Industrial Development Authority (Sun Health Services)                                                                       | Glendale (City of), AZ Industrial Development Authority (Sun Health Services), Series 2019 A, Ref. RB                                                 | CUSIP: 378287AV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35182.46     | 0.01%             | 2042-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Department of Transportation                                                                                                    | Maryland (State of) Department of Transportation, Series 2019, RB                                                                                     | CUSIP: 574204N25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1525478.25   | 0.52%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of) Health & Educational Facilities Authority (Ascension Health Credit Group)                                                      | Wisconsin (State of) Health & Educational Facilities Authority (Ascension Health Credit Group), Series 2019, Ref. RB                                  | CUSIP: 97712D2Z8<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20358.90     | 0.01%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV Department of Aviation                                                                                                        | Clark (County of), NV Department of Aviation, Series 2019, Ref. RB                                                                                    | CUSIP: 18085PSG0<br>LEI: 549300LDD8NZB2EOVG83 | Long             | DBT              | MUN               | US        |     70000 | PA      | $70640.59     | 0.02%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV (Las Vegas McCarran International Airport)                                                                                    | Clark (County of), NV (Las Vegas McCarran International Airport), Series 2019, RB                                                                     | CUSIP: 181006HK6<br>LEI: 549300LDD8NZB2EOVG83 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15137.27     | 0.01%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2019 C, Ref. RB                                                                                                          | CUSIP: 25477GPW9<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    375000 | PA      | $381369.56    | 0.13%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harris County Cultural Education Facilities Finance Corp. (Memorial Hermann Health System)                                                          | Harris County Cultural Education Facilities Finance Corp. (Memorial Hermann Health System), Series 2019, Ref. RB                                      | CUSIP: 414009MH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $66318.62     | 0.02%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2019 A, GO Bonds                                                                                                          | CUSIP: 4521525F4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     80000 | PA      | $81387.03     | 0.03%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Missouri (State of) Highway & Transportation Commission                                                                                             | Missouri (State of) Highway & Transportation Commission, Series 2019 B, RB                                                                            | CUSIP: 60636WSQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $178421.23    | 0.06%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Round Rock Independent School District                                                                                                              | Round Rock Independent School District, Series 2019 A, Ref. GO Bonds                                                                                  | CUSIP: 779240NN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10121.63     | 0.00%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District (Election of 2008)                                                                                           | Los Angeles Community College District (Election of 2008), Series 2019 K, GO Bonds                                                                    | CUSIP: 54438CXY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50178.83     | 0.02%             | 2036-08-01      | Fixed         | 4.00%                 | 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: 6461366C0<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    610000 | PA      | $623361.26    | 0.21%             | 2026-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of)                                                                                                                                     | Ohio (State of), Series 2019-1, RB                                                                                                                    | CUSIP: 677581HE3<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    190000 | PA      | $194281.95    | 0.07%             | 2026-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Honolulu (City & County of), HI (Honolulu Rail Transit)                                                                                             | Honolulu (City & County of), HI (Honolulu Rail Transit), Series 2020 B, Ref. GO Bonds                                                                 | CUSIP: 438687LZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $105000.00    | 0.04%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2020 B, Ref. RB                                                                                                          | CUSIP: 25477GSE6<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    180000 | PA      | $183057.39    | 0.06%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Airports                                                                                                    | Los Angeles (City of), CA Department of Airports, Series 2020 A, Ref. RB                                                                              | CUSIP: 544445PC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $120752.17    | 0.04%             | 2026-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2020, GO Bonds                                                                                                            | CUSIP: 64966QGN4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    125000 | PA      | $126504.69    | 0.04%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Utah (State of)                                                                                                                                     | Utah (State of), Series 2020, GO Bonds                                                                                                                | CUSIP: 917542WL2<br>LEI: 254900RWV9NSVUZONC07 | Long             | DBT              | MUN               | US        |    115000 | PA      | $116090.81    | 0.04%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Maryland                                                                                                                                   | State of Maryland, Series 2020, GO Bonds                                                                                                              | CUSIP: 574193SC3<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15015.79     | 0.01%             | 2026-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Maryland                                                                                                                                   | State of Maryland, Series 2020, GO Bonds                                                                                                              | CUSIP: 574193SV1<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50165.38     | 0.02%             | 2026-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Water District of Southern California                                                                                                  | Metropolitan Water District of Southern California, Series 2020 A, Ref. RB                                                                            | CUSIP: 59266TRV5<br>LEI: 5493003GD0S0P56RLT45 | Long             | DBT              | MUN               | US        |     90000 | PA      | $90986.20     | 0.03%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Cornell University)                                                                                        | New York (State of) Dormitory Authority (Cornell University), Series 2020, RB                                                                         | CUSIP: 64990GA93<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25253.02     | 0.01%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aledo Independent School District                                                                                                                   | Aledo Independent School District, Series 2016, Ref. GO Bonds                                                                                         | CUSIP: 014464VR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $500057.85    | 0.17%             | 2040-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clackamas County School District No. 12 North Clackamas                                                                                             | Clackamas County School District No. 12 North Clackamas, Series 2016, Ref. GO Bonds                                                                   | CUSIP: 179093HE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35140.46     | 0.01%             | 2032-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Medina Valley Independent School District                                                                                                           | Medina Valley Independent School District, Series 2016, GO Bonds                                                                                      | CUSIP: 584887QZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $75023.27     | 0.03%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Brunswick Parking Authority                                                                                                                     | New Brunswick Parking Authority, Series 2016, RB                                                                                                      | CUSIP: 642835PJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15036.39     | 0.01%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of)                                                                                                                                 | CUSIP: 13063DUG1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    330000 | PA      | $330000.00    | 0.11%             | 2026-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2020 A, Ref. RB                                                                         | CUSIP: 544532AT1<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    245000 | PA      | $247340.29    | 0.08%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Development Finance Agency (Harvard University)                                                                     | Massachusetts (Commonwealth of) Development Finance Agency (Harvard University), Series 2020 A, Ref. RB                                               | CUSIP: 57584YZK8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    305000 | PA      | $310678.58    | 0.11%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Multnomah County School District No. 1                                                                                                              | Multnomah County School District No. 1, Series 2020, GO Bonds                                                                                         | CUSIP: 625517KU0<br>LEI: 5493002CTP8R8T4OPS64 | Long             | DBT              | MUN               | US        |    110000 | PA      | $110927.31    | 0.04%             | 2026-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) Public Building Authority                                                                                                | Virginia (Commonwealth of) Public Building Authority, Series 2020 B, Ref. RB                                                                          | CUSIP: 9281726B6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $80956.32     | 0.03%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series R-2020C, Ref. GO Bonds                                                                                                  | CUSIP: 93974EHC3<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    180000 | PA      | $181719.40    | 0.06%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2020 R, Ref. GO Bonds                                                                                                   | CUSIP: 93974EHM1<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45429.85     | 0.02%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2020, GO Bonds                                                                                                            | CUSIP: 4521526J5<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25128.98     | 0.01%             | 2026-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2020, RB                                                                                                               | CUSIP: 207758ZM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15070.65     | 0.01%             | 2026-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2016 A, RB                                                                                            | CUSIP: 64990FUR3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    210000 | PA      | $211612.09    | 0.07%             | 2041-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Water Development Board                                                                                                            | Texas (State of) Water Development Board, Series 2020, RB                                                                                             | CUSIP: 8828542X9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25299.89     | 0.01%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Utah (State of)                                                                                                                                     | Utah (State of), Series 2020 B, GO Bonds                                                                                                              | CUSIP: 917542XA5<br>LEI: 254900RWV9NSVUZONC07 | Long             | DBT              | MUN               | US        |    245000 | PA      | $247323.90    | 0.08%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| E-470 Public Highway Authority                                                                                                                      | E-470 Public Highway Authority, Series 2020 B, Ref. RB                                                                                                | CUSIP: 26822LMN1<br>LEI: 549300164ZV2301BC703 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25356.32     | 0.01%             | 2026-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of)                                                                                                                                     | Ohio (State of), Series 2020 B, Ref. GO Bonds                                                                                                         | CUSIP: 6775222S2<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    115000 | PA      | $116398.70    | 0.04%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio State University (The)                                                                                                                         | Ohio State University (The), Series 2020 A, Ref. RB                                                                                                   | CUSIP: 677632K34<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51063.18     | 0.02%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority                                                                                                      | Washington Metropolitan Area Transit Authority, Series 2020 A, RB                                                                                     | CUSIP: 93878YAD1<br>LEI: 549300ADKOK76HQMJS30 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60630.28     | 0.02%             | 2026-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of)                                                                                                                                | Wisconsin (State of), Series 2021 1, Ref. GO Bonds                                                                                                    | CUSIP: 97705MSJ5<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    125000 | PA      | $125588.71    | 0.04%             | 2026-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Seattle (City of), WA                                                                                                                               | Seattle (City of), WA, Series 2020, RB                                                                                                                | CUSIP: 812643UK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $131246.13    | 0.04%             | 2026-07-01      | Fixed         | 5.00%                 | 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 BB, Ref. RB                                                         | CUSIP: 13067WRT1<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |    110000 | PA      | $112679.07    | 0.04%             | 2026-12-01      | Fixed         | 5.00%                 | 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 A, Ref. RB                                                 | CUSIP: 2350365B2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $275098.01    | 0.09%             | 2026-11-01      | Fixed         | 5.00%                 | 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, Ref. RB                                                   | CUSIP: 2350365T3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $56038.48     | 0.02%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) (Bidding Group 1)                                                                                                               | Maryland (State of) (Bidding Group 1), Series 2020 A, GO Bonds                                                                                        | CUSIP: 574193SZ2<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |    150000 | PA      | $151830.65    | 0.05%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mesa (City of), AZ                                                                                                                                  | Mesa (City of), AZ, Series 2014, Ref. RB                                                                                                              | CUSIP: 590545P37<br>LEI: 549300L1QYAKFHSIGE94 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35005.90     | 0.01%             | 2029-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mesa (City of), AZ                                                                                                                                  | Mesa (City of), AZ, Series 2014, Ref. RB                                                                                                              | CUSIP: 590545P45<br>LEI: 549300L1QYAKFHSIGE94 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25003.93     | 0.01%             | 2030-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Montgomery (County of), MD                                                                                                                          | Montgomery (County of), MD, Series 2020, GO Bonds                                                                                                     | CUSIP: 61334PBX0<br>LEI: 549300GNX5SDUEBKPK13 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25198.52     | 0.01%             | 2026-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2020, Ref. RB                                                                                          | CUSIP: 650036BM7<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     95000 | PA      | $95100.33     | 0.03%             | 2026-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                                | Minnesota (State of), Series 2020 A, GO Bonds                                                                                                         | CUSIP: 60412ATD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25303.02     | 0.01%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cuyahoga (County of), OH                                                                                                                            | Cuyahoga (County of), OH, Series 2020 D, Ref. RB                                                                                                      | CUSIP: 232263LW1<br>LEI: 549300GHDK9DGLUNJU89 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25492.15     | 0.01%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of) (Bidding Group 1)                                                                                                                | Georgia (State of) (Bidding Group 1), Series 2020 A, GO Bonds                                                                                         | CUSIP: 373385GM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $80966.34     | 0.03%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports                                                                                                          | City of Los Angeles Department of Airports, Series 2020, RB                                                                                           | CUSIP: 544445PV5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10062.68     | 0.00%             | 2026-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds)                                                                     | Los Angeles (County of), CA Metropolitan Transportation Authority (Green Bonds), Series 2020 A, RB                                                    | CUSIP: 54466HJH0<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |    535000 | PA      | $539375.77    | 0.18%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Missouri (State of) Board of Public Buildings                                                                                                       | Missouri (State of) Board of Public Buildings, Series 2020 B, Ref. RB                                                                                 | CUSIP: 606341MC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $55870.02     | 0.02%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2020 A-1, Ref. GO Bonds                                                                                                | CUSIP: 64966QMA5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    165000 | PA      | $166986.19    | 0.06%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2020, GO Bonds                                                                                                         | CUSIP: 64966QMM9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35677.23     | 0.01%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2020, Ref. RB                                                                           | CUSIP: 64971XRM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    465000 | PA      | $474090.70    | 0.16%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orlando (City of), FL Utilities Commission                                                                                                          | Orlando (City of), FL Utilities Commission, Series 2020 A, Ref. RB                                                                                    | CUSIP: 686507JN5<br>LEI: 549300EJR7JVMRXL5D66 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25408.59     | 0.01%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Atlanta (City of), GA Department of Aviation                                                                                                        | Atlanta (City of), GA Department of Aviation, Series 2020 A, Ref. RB                                                                                  | CUSIP: 04780MWY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $217003.43    | 0.07%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2020, GO Bonds                                                                                                          | CUSIP: 13063DVQ8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15299.27     | 0.01%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2020, Ref. GO Bonds                                                                                                     | CUSIP: 13063DWK0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30401.78     | 0.01%             | 2026-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Harris (County of), TX                                                                                                                              | Harris (County of), TX, Series 2020 A, Ref. GO Bonds                                                                                                  | CUSIP: 414005C48<br>LEI: 549300G9BRP25M0W1S40 | Long             | DBT              | MUN               | US        |     90000 | PA      | $91507.67     | 0.03%             | 2026-10-01      | 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 2002, RB                                                              | CUSIP: 64971XTC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15293.25     | 0.01%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                                      | Pennsylvania (Commonwealth of), First Series 2020, GO Bonds                                                                                           | CUSIP: 70914PR38<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30143.80     | 0.01%             | 2026-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2008 J-10, GO Bonds                                                                                                    | CUSIP: 64966QQZ6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    295000 | PA      | $298551.06    | 0.10%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2020 C, GO Bonds                                                                                                       | CUSIP: 64966QPN4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    130000 | PA      | $131564.88    | 0.04%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alabama (State of) Public School & College Authority (Social Bonds)                                                                                 | Alabama (State of) Public School & College Authority (Social Bonds), Series 2020 A, Ref. RB                                                           | CUSIP: 010609FE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    360000 | PA      | $366580.98    | 0.12%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allegheny (County of), PA Port Authority                                                                                                            | Allegheny (County of), PA Port Authority, Series 2020, Ref. RB                                                                                        | CUSIP: 017343DS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100000.00    | 0.03%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV                                                                                                                               | Clark (County of), NV, Series 2020 C, Ref. RB                                                                                                         | CUSIP: 181000QV5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10093.85     | 0.00%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2020 B, Ref. GO Bonds                                                                                                     | CUSIP: 4521526Q9<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50759.24     | 0.02%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District                                                                                                                 | Los Angeles Unified School District, Series 2020 C, GO Bonds                                                                                          | CUSIP: 544647CW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    395000 | PA      | $399354.84    | 0.14%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Subseries 2020 D-1, RB                                                                         | CUSIP: 64971XVY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5097.75      | 0.00%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of)                                                                                                                           | North Carolina (State of), Series 2020 A, GO Bonds                                                                                                    | CUSIP: 6582565A6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    475000 | PA      | $478407.94    | 0.16%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of) (Build North Carolina Programs)                                                                                           | North Carolina (State of) (Build North Carolina Programs), Series 2020 B, RB                                                                          | CUSIP: 65829QDX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $65305.05     | 0.02%             | 2026-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of)                                                                                                                                | Wisconsin (State of), Series 2021-2, Ref. GO Bonds                                                                                                    | CUSIP: 97705MSU0<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45211.94     | 0.02%             | 2026-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Sutter Health)                                                                         | California (State of) Health Facilities Financing Authority (Sutter Health), Series 2016 B, Ref. RB                                                   | CUSIP: 13032UXH6<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100951.08    | 0.03%             | 2046-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denver (City & County of), CO                                                                                                                       | Denver (City & County of), CO, Series 2020 B, Ref. GO Bonds                                                                                           | CUSIP: 249164QS6<br>LEI: MMTY7HA2MSCBUO4F7J71 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45567.98     | 0.02%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of)                                                                                                                     | Massachusetts (Commonwealth of), Series 2020 E, GO Bonds                                                                                              | CUSIP: 57582RJ31<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     55000 | PA      | $56067.89     | 0.02%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority (Green Bonds)                                                                                                 | Metropolitan Transportation Authority (Green Bonds), Series 2020, Ref. RB                                                                             | CUSIP: 59261AJ24<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     80000 | PA      | $81027.90     | 0.03%             | 2026-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of)                                                                                                                               | New Jersey (State of), Series 2020 A, GO Bonds                                                                                                        | CUSIP: 646039YK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $453341.48    | 0.15%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of) Road & Tollway Authority (Garvee)                                                                                                | Georgia (State of) Road & Tollway Authority (Garvee), Series 2020, RB                                                                                 | CUSIP: 37358MEH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $186336.59    | 0.06%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corp. (Terminal 4 JFK International Airport)                                                                    | New York Transportation Development Corp. (Terminal 4 JFK International Airport), Series 2020, RB                                                     | CUSIP: 650116EF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101998.61    | 0.03%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cook (County of), IL                                                                                                                                | Cook (County of), IL, Series 2021 A, Ref. GO Bonds                                                                                                    | CUSIP: 213185LT6<br>LEI: 5493004UMR7OX4YITE10 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30546.81     | 0.01%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida (State of)                                                                                                                                  | Florida (State of), Series 2021 B, Ref. GO Bonds                                                                                                      | CUSIP: 34153QUV6<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |    215000 | PA      | $216515.58    | 0.07%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) College Building Authority                                                                                               | Virginia (Commonwealth of) College Building Authority, Series 2016 A, Ref. RB                                                                         | CUSIP: 92778WMZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $135389.03    | 0.05%             | 2026-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) College Building Authority                                                                                               | Virginia (Commonwealth of) College Building Authority, Series 2016 A, Ref. RB                                                                         | CUSIP: 92778WNB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101296.43    | 0.03%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) College Building Authority                                                                                               | Virginia (Commonwealth of) College Building Authority, Series 2016 A, Ref. RB                                                                         | CUSIP: 92778WNC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $65829.74     | 0.02%             | 2029-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority (LCRA Transmission Services Corp.)                                                                                   | Lower Colorado River Authority (LCRA Transmission Services Corp.), Series 2021, Ref. RB                                                               | CUSIP: 54811BWE7<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |    240000 | PA      | $241395.48    | 0.08%             | 2026-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                            | New York (City of), NY Municipal Water Finance Authority, Series 2021, RB                                                                             | CUSIP: 64972GYM0<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    110000 | PA      | $112530.21    | 0.04%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2021, GO Bonds                                                                                                          | CUSIP: 13063DA73<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10067.23     | 0.00%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2021, GO Bonds                                                                                                          | CUSIP: 13063DZV3<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20140.98     | 0.01%             | 2032-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2021, GO Bonds                                                                                                          | CUSIP: 13063DZU5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15107.62     | 0.01%             | 2031-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2021, Ref. GO Bonds                                                                                                     | CUSIP: 13063DB64<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    530000 | PA      | $541908.15    | 0.18%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Public Works Board                                                                                                            | California (State of) Public Works Board, Series 2022 A, Ref. RB                                                                                      | CUSIP: 13068XAE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1265000 | PA      | $1280755.20   | 0.43%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2021 A, GO Bonds                                                                                                          | CUSIP: 452153AE9<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5000.00      | 0.00%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2021 B, GO Bonds                                                                                                          | CUSIP: 452153BB4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5000.00      | 0.00%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indianapolis Local Public Improvement Bond Bank                                                                                                     | Indianapolis Local Public Improvement Bond Bank, Series 2021, RB                                                                                      | CUSIP: 45528UR86<br>LEI: 549300LX8ESJHDSESB87 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60401.89     | 0.02%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Transportation Authority                                                                                                        | Maryland (State of) Transportation Authority, Series 2021 A, Ref. RB                                                                                  | CUSIP: 574300MU0<br>LEI: 254900MKNK0MO0Z4X426 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35335.50     | 0.01%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2021 F-1, GO Bonds                                                                                                     | CUSIP: 64966QVG2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    150000 | PA      | $150000.00    | 0.05%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Subseries 2021 F-1, Ref. RB                                                                    | CUSIP: 64971XYZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30586.50     | 0.01%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                            | New York (City of), NY Municipal Water Finance Authority, Series 2021 DD, Ref. RB                                                                     | CUSIP: 64972GYR9<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    215000 | PA      | $216793.77    | 0.07%             | 2026-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                                                                                                      | University of Massachusetts Building Authority, Series 2021, RB                                                                                       | CUSIP: 914437VR6<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5095.41      | 0.00%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) Public Building Authority                                                                                                | Virginia (Commonwealth of) Public Building Authority, Series 2021, RB                                                                                 | CUSIP: 9281727S8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $75896.55     | 0.03%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Council                                                                                                                                | Metropolitan Council, Series 2021 C, GO Bonds                                                                                                         | CUSIP: 591852Z50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25537.23     | 0.01%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Florida Expressway Authority                                                                                                                | Central Florida Expressway Authority, Series 2021, Ref. RB                                                                                            | CUSIP: 153476GK6<br>LEI: 549300JL23Z3Z64M6K65 | Long             | DBT              | MUN               | US        |    375000 | PA      | $378444.26    | 0.13%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                                                                                            | State of Connecticut Special Tax Revenue, Series 2021, RB                                                                                             | CUSIP: 207758B69<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10047.10     | 0.00%             | 2026-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                                                                                              | Los Angeles Unified School District/CA, Series 2021, GO Bonds                                                                                         | CUSIP: 544647DW7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10110.25     | 0.00%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                                                                                           | New Jersey (State of) Transportation Trust Fund Authority, Series 2021 A, Ref. RB                                                                     | CUSIP: 6461367Q8<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    170000 | PA      | $171344.45    | 0.06%             | 2026-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Department of Water Resources (Central Valley)                                                                                | California (State of) Department of Water Resources (Central Valley), Series 2021, RB                                                                 | CUSIP: 13067WSF0<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |     95000 | PA      | $97313.74     | 0.03%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado (State of)                                                                                                                                 | Colorado (State of), Series 2021 A, COP                                                                                                               | CUSIP: 196711TP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $562395.13    | 0.19%             | 2026-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of) (Green Bonds)                                                                                                                | Connecticut (State of) (Green Bonds), Series 2021 B, GO Bonds                                                                                         | CUSIP: 20772KMP1<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    315000 | PA      | $316481.35    | 0.11%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of) (Green Bonds)                                                                                                                | Connecticut (State of) (Green Bonds), Series 2021 D, Ref. GO Bonds                                                                                    | CUSIP: 20772KNN5<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10107.28     | 0.00%             | 2026-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest (No. 1)                                                                                                                            | Energy Northwest (No. 1), Series 2021 A, Ref. RB                                                                                                      | CUSIP: 29270C4E2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $65629.58     | 0.02%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                                      | Pennsylvania (Commonwealth of), First Series 2021, GO Bonds                                                                                           | CUSIP: 70914PT85<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1005938.10   | 0.34%             | 2026-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority (Green Bonds)                                                                                        | Washington Metropolitan Area Transit Authority (Green Bonds), Series 2021 A, RB                                                                       | CUSIP: 93878YAZ2<br>LEI: 549300ADKOK76HQMJS30 | Long             | DBT              | MUN               | US        |    125000 | PA      | $126313.08    | 0.04%             | 2026-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of) (Bidding Group 1)                                                                                                                | Georgia (State of) (Bidding Group 1), Series 2021 A, Ref. GO Bonds                                                                                    | CUSIP: 373385HJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $201923.80    | 0.07%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana (State of) Finance Authority (CWA Authority)                                                                                                | Indiana (State of) Finance Authority (CWA Authority), Series 2021, Ref. RB                                                                            | CUSIP: 45505MJG2<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35569.98     | 0.01%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Water District of Southern California                                                                                                  | Metropolitan Water District of Southern California, Series 2021 B, Ref. RB                                                                            | CUSIP: 59266TTR2<br>LEI: 5493003GD0S0P56RLT45 | Long             | DBT              | MUN               | US        |    155000 | PA      | $158023.00    | 0.05%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Mexico (State of) Severance Tax Permanent Fund                                                                                                  | New Mexico (State of) Severance Tax Permanent Fund, Series 2021 A, RB                                                                                 | CUSIP: 6473103Q2<br>LEI: 549300H4YLM23QKOGK29 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30288.57     | 0.01%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority)                                                               | New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority), Series 2021, RB                                                | CUSIP: 64986DKV6<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |     75000 | PA      | $75632.26     | 0.03%             | 2026-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sacramento (City of), CA Municipal Utility District                                                                                                 | Sacramento (City of), CA Municipal Utility District, Series 2021 I, Ref. RB                                                                           | CUSIP: 786005D54<br>LEI: E3GSVR6ZOU1MX2V7HF33 | Long             | DBT              | MUN               | US        |    155000 | PA      | $157305.59    | 0.05%             | 2026-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Transportation Infrastructure Bank                                                                                        | South Carolina (State of) Transportation Infrastructure Bank, Series 2021 B, Ref. RB                                                                  | CUSIP: 837152VX2<br>LEI: 549300YI1NMCP4VLJN43 | Long             | DBT              | MUN               | US        |    210000 | PA      | $213542.43    | 0.07%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phoenix Civic Improvement Corp.                                                                                                                     | Phoenix Civic Improvement Corp., Series 2021 B, Ref. RB                                                                                               | CUSIP: 71883RRP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $85846.04     | 0.03%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Victor Valley Union High School District (Election of 2008)                                                                                         | Victor Valley Union High School District (Election of 2008), Series 2009 A, GO Bonds                                                                  | CUSIP: 926055GV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $456115.32    | 0.15%             | 2031-08-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Honolulu (City & County of), HI (Honolulu Rail Transit)                                                                                             | Honolulu (City & County of), HI (Honolulu Rail Transit)                                                                                               | CUSIP: 438687TW5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $60000.00     | 0.02%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (County of), CA Metropolitan Transportation Authority                                                                                   | Los Angeles (County of), CA Metropolitan Transportation Authority, Series 2021 A, RB                                                                  | CUSIP: 54466HLF1<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25204.48     | 0.01%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Mexico (State of) Finance Authority                                                                                                             | New Mexico (State of) Finance Authority, Series 2021 A, RB                                                                                            | CUSIP: 64711RML7<br>LEI: 549300L6217Y7X40SP94 | Long             | DBT              | MUN               | US        |    365000 | PA      | $368066.40    | 0.12%             | 2026-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Municipal Water Finance Authority                                                                                            | New York (City of), NY Municipal Water Finance Authority, Series 2021 AA-2, RB                                                                        | CUSIP: 64972GZJ6<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    270000 | PA      | $276210.51    | 0.09%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maine (State of) Municipal Bond Bank (Transcap)                                                                                                     | Maine (State of) Municipal Bond Bank (Transcap), Series 2021 A, Ref. RB                                                                               | CUSIP: 56045PDK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50725.12     | 0.02%             | 2026-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Series 2021 A-1, Ref. RB                                                                       | CUSIP: 64971XB56<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    545000 | PA      | $555654.70    | 0.19%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                               | Houston (City of), TX, Series 2021 A, GO Bonds                                                                                                        | CUSIP: 4423316F6<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |     55000 | PA      | $55000.00     | 0.02%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) (Bidding Group 1)                                                                                                               | Maryland (State of) (Bidding Group 1), Series 2021 A, GO Bonds                                                                                        | CUSIP: 574193UJ5<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |    180000 | PA      | $182196.77    | 0.06%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Maryland                                                                                                                                   | State of Maryland                                                                                                                                     | CUSIP: 574193UX4<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10000.00     | 0.00%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2021, Ref. GO Bonds                                                                                                     | CUSIP: 13063DG77<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10117.12     | 0.00%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                                                                                       | Commonwealth of Massachusetts, Series 2021, GO Bonds                                                                                                  | CUSIP: 57582RS80<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25363.81     | 0.01%             | 2026-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                                | Minnesota (State of), Series 2021 A, GO Bonds                                                                                                         | CUSIP: 60412AWF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45657.10     | 0.02%             | 2026-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Silicon Valley Clean Water (WIFIA WWTP)                                                                                                             | Silicon Valley Clean Water (WIFIA WWTP), Series 2021 B, RN                                                                                            | CUSIP: 82707BEV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $500000.00    | 0.17%             | 2026-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Economic Development Authority                                                                                                | New Jersey (State of) Economic Development Authority, Series 2005 N-1, Ref. RB                                                                        | CUSIP: 6459165G8<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10163.13     | 0.00%             | 2026-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Central Puget Sound Regional Transit Authority (Green Bonds)                                                                                        | Central Puget Sound Regional Transit Authority (Green Bonds), Series 2021 S-1, Ref. RB                                                                | CUSIP: 155048DR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $183470.83    | 0.06%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Dallas TX Hotel Occupancy Tax Revenue                                                                                                       | City of Dallas TX Hotel Occupancy Tax Revenue, Series 2021, RB                                                                                        | CUSIP: 235286AP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35113.11     | 0.01%             | 2035-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Maryland Department of Transportation                                                                                                      | State of Maryland Department of Transportation, Series 2021, RB                                                                                       | CUSIP: 574204S95<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51093.28     | 0.02%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland (State of) Department of Transportation                                                                                                    | Maryland (State of) Department of Transportation, Series 2022 B, Ref. RB                                                                              | CUSIP: 574204U68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $61311.93     | 0.02%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Slope (Borough of), AK                                                                                                                        | North Slope (Borough of), AK, Series 2021 C, GO Bonds                                                                                                 | CUSIP: 662523N39<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    295000 | PA      | $296749.56    | 0.10%             | 2026-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Water Development Board                                                                                                            | Texas (State of) Water Development Board, Series 2021, RB                                                                                             | CUSIP: 8828546Q0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $177099.25    | 0.06%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denver City & County School District No. 1                                                                                                          | Denver City & County School District No. 1, Series 2021, GO Bonds                                                                                     | CUSIP: 249174YA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $86231.92     | 0.03%             | 2026-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                                                                                                | Triborough Bridge & Tunnel Authority, Series 2008 B-2, RB                                                                                             | CUSIP: 89602RGU3<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     85000 | PA      | $86777.61     | 0.03%             | 2026-11-15      | Fixed         | 5.00%                 | 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: 23503CAE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $71321.71     | 0.02%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                                                                                             | Los Angeles Department of Water & Power, Series 2021, RB                                                                                              | CUSIP: 544532CQ5<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5021.82      | 0.00%             | 2026-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2021 A, RB                                                                              | CUSIP: 544532CS1<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    265000 | PA      | $266804.41    | 0.09%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Missouri Highway & Transportation Commission                                                                                                        | Missouri Highway & Transportation Commission, Series 2021, RB                                                                                         | CUSIP: 60636WSV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15293.25     | 0.01%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Public Utilities Commission Wastewater Revenue                                                                          | San Francisco City & County Public Utilities Commission Wastewater Revenue, Series 2021, RB                                                           | CUSIP: 79768HGH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $248750.53    | 0.08%             | 2026-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2021 A, GO Bonds                                                                                                          | CUSIP: 452153BQ1<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    185000 | PA      | $188606.58    | 0.06%             | 2026-12-01      | Fixed         | 5.00%                 | 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), Second Series 2022 B, Ref. RB                          | CUSIP: 79766DUH0<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5024.22      | 0.00%             | 2026-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida (State of)                                                                                                                                  | Florida (State of), Series 2022, GO Bonds                                                                                                             | CUSIP: 34153QWN2<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20140.98     | 0.01%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gwinnett County School District                                                                                                                     | Gwinnett County School District, Series 2022 B, GO Bonds                                                                                              | CUSIP: 403755Y47<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101178.73    | 0.03%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2022 B-1, Ref. GO Bonds                                                                                                | CUSIP: 64966QYJ3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    155000 | PA      | $156865.81    | 0.05%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2022, GO Bonds                                                                                                          | CUSIP: 13063DN53<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20047.81     | 0.01%             | 2026-04-01      | 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, RB                                                              | CUSIP: 64971XN20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20391.00     | 0.01%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida (State of) Department of Transportation                                                                                                     | Florida (State of) Department of Transportation, Series 2022, RB                                                                                      | CUSIP: 343137MV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40384.76     | 0.01%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA                                                                                                                           | Los Angeles (City of), CA, Series 2022 C, Ref. RB                                                                                                     | CUSIP: 53945CKN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5037.76      | 0.00%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                                  | New York State Dormitory Authority, Series 2022, RB                                                                                                   | CUSIP: 64990FV35<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50053.17     | 0.02%             | 2026-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Public Service Authority                                                                                                  | South Carolina (State of) Public Service Authority, Series 2015 E, Ref. RB                                                                            | CUSIP: 837151K40<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |    230000 | PA      | $230072.50    | 0.08%             | 2055-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Public Service Authority                                                                                                  | South Carolina (State of) Public Service Authority, Series 2015 A, Ref. RB                                                                            | CUSIP: 837151K24<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |    110000 | PA      | $109996.32    | 0.04%             | 2050-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Columbus (City of), OH                                                                                                                              | Columbus (City of), OH, Series 2022 A, GO Bonds                                                                                                       | CUSIP: 199492S59<br>LEI: 254900NS3ODS0FZ3AM48 | Long             | DBT              | MUN               | US        |    505000 | PA      | $506165.69    | 0.17%             | 2026-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eastern Municipal Water District Financing Authority                                                                                                | Eastern Municipal Water District Financing Authority, Series 2016 B, Ref. RB                                                                          | CUSIP: 27677SCL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25251.26     | 0.01%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eastern Municipal Water District Financing Authority                                                                                                | Eastern Municipal Water District Financing Authority, Series 2016 B, Ref. RB                                                                          | CUSIP: 27677SCM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50220.16     | 0.02%             | 2034-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eastern Municipal Water District Financing Authority                                                                                                | Eastern Municipal Water District Financing Authority, Series 2016 B, Ref. RB                                                                          | CUSIP: 27677SCN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $55216.78     | 0.02%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intermountain Power Agency                                                                                                                          | Intermountain Power Agency, Series 2022, RB                                                                                                           | CUSIP: 45884AZX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5047.26      | 0.00%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Bay Transportation Authority                                                                                        | Massachusetts (Commonwealth of) Bay Transportation Authority, Series 2006 A, Ref. RB                                                                  | CUSIP: 575577PS4<br>LEI: 549300D2U0XBUXGX8P68 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5052.85      | 0.00%             | 2026-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority)                                                               | New York State Environmental Facilities Corp. (NYC Municipal Water Finance Authority), Series 2022, Ref. RB                                           | CUSIP: 64986DLQ6<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5042.15      | 0.00%             | 2026-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Power Authority (Green Transmission)                                                                                            | New York (State of) Power Authority (Green Transmission), Series 2022, RB                                                                             | CUSIP: 65000XAC4<br>LEI: I5P1GEYFGGMMDOFX2L30 | Long             | DBT              | MUN               | US        |     70000 | PA      | $71483.76     | 0.02%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City & County of San Francisco CA                                                                                                                   | City & County of San Francisco CA, Series 2022, GO Bonds                                                                                              | CUSIP: 79773KJB1<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20184.27     | 0.01%             | 2026-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of) (Bid Group 1)                                                                                                                 | Washington (State of) (Bid Group 1), Series R-2022C, Ref. GO Bonds                                                                                    | CUSIP: 93974EVV5<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    760000 | PA      | $764773.26    | 0.26%             | 2026-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series R-2022D, Ref. GO Bonds                                                                                                  | CUSIP: 93974EWM4<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    375000 | PA      | $377355.23    | 0.13%             | 2026-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Mexico (State of) Finance Authority                                                                                                             | New Mexico (State of) Finance Authority, Series 2022, RB                                                                                              | CUSIP: 64711RMT0<br>LEI: 549300L6217Y7X40SP94 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10084.01     | 0.00%             | 2026-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest (No. 1)                                                                                                                            | Energy Northwest (No. 1), Series 2022 A, Ref. RB                                                                                                      | CUSIP: 29270C4M4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    295000 | PA      | $297857.34    | 0.10%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona (State of) Sports & Tourism Authority                                                                                                       | Arizona (State of) Sports & Tourism Authority, Series 2022, Ref. RB                                                                                   | CUSIP: 040583BS4<br>LEI: 5493000FS1Q9KGAM2L28 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100911.79    | 0.03%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2022 A, GO Bonds                                                                                                          | CUSIP: 452153CM9<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5000.00      | 0.00%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2022 B, Ref. GO Bonds                                                                                                     | CUSIP: 452153DF3<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20000.00     | 0.01%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                                  | New York State Dormitory Authority, Series 2022, RB                                                                                                   | CUSIP: 65000BNM6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     60000 | PA      | $61022.64     | 0.02%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of)                                                                                                                           | North Carolina (State of), Series 2022 A, RB                                                                                                          | CUSIP: 65829QEV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $60281.58     | 0.02%             | 2026-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, Two Hundred Thirtieth Series 2022, Ref. RB                                                          | CUSIP: 73358XDY5<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20298.84     | 0.01%             | 2026-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2022 D, Ref. GO Bonds                                                                                                  | CUSIP: 20772KRR2<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    510000 | PA      | $517973.49    | 0.18%             | 2026-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harris (County of), TX Toll Road Authority (The)                                                                                                    | Harris (County of), TX Toll Road Authority (The), Series 2022 A, Ref. RB                                                                              | CUSIP: 41423PCG0<br>LEI: 549300G9BRP25M0W1S40 | Long             | DBT              | MUN               | US        |    125000 | PA      | $126625.53    | 0.04%             | 2026-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of) (Bidding Group 1)                                                                                                                | Georgia (State of) (Bidding Group 1), Series 2022 A, GO Bonds                                                                                         | CUSIP: 373385JZ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $85817.62     | 0.03%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of) (Bidding Group 3)                                                                                                                | Georgia (State of) (Bidding Group 3), Series 2022 C, Ref. GO Bonds                                                                                    | CUSIP: 373385LR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30190.42     | 0.01%             | 2026-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles (City of), CA Department of Water & Power                                                                                               | Los Angeles (City of), CA Department of Water & Power, Series 2022 C, Ref. RB                                                                         | CUSIP: 544532FB5<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    570000 | PA      | $575444.75    | 0.19%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Utah (The) (Green Bonds)                                                                                                              | University of Utah (The) (Green Bonds), Series 2022 B, RB                                                                                             | CUSIP: 915183Y43<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $116379.51    | 0.04%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2022 C, Ref. RB                                                                                                          | CUSIP: 25477GVG7<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     90000 | PA      | $91967.90     | 0.03%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harris (County of), TX                                                                                                                              | Harris (County of), TX, Series 2022, GO Bonds                                                                                                         | CUSIP: 414005R91<br>LEI: 549300G9BRP25M0W1S40 | Long             | DBT              | MUN               | US        |     55000 | PA      | $55921.35     | 0.02%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Seattle (Port of), WA                                                                                                                               | Seattle (Port of), WA, Series 2022 A, Ref. RB                                                                                                         | CUSIP: 735389S58<br>LEI: 549300T9UCDUJ3GZL429 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30349.87     | 0.01%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Douglas County School District No. Re-1 Douglas & Elbert Counties                                                                                   | Douglas County School District No. Re-1 Douglas & Elbert Counties, Series 2022, Ref. GO Bonds                                                         | CUSIP: 258885Q54<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40929.98     | 0.01%             | 2026-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Mecklenburg NC                                                                                                                            | County of Mecklenburg NC, Series 2022, GO Bonds                                                                                                       | CUSIP: 584002YK9<br>LEI: 5493006G3IC5PBHB7A65 | Long             | DBT              | MUN               | US        |     75000 | PA      | $76095.17     | 0.03%             | 2026-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2022, GO Bonds                                                                                                            | CUSIP: 64966QE63<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20290.05     | 0.01%             | 2026-09-01      | 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 B-1, RB                                                          | CUSIP: 64971XZ76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $209007.73    | 0.07%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                                 | State of California, Series 2022, GO Bonds                                                                                                            | CUSIP: 13063DU22<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    135000 | PA      | $136353.79    | 0.05%             | 2026-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania (Commonwealth of)                                                                                                                      | Pennsylvania (Commonwealth of), Series 2022, GO Bonds                                                                                                 | CUSIP: 70914PX64<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |    175000 | PA      | $178003.14    | 0.06%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District (Election of 1998)                                                                                                | San Diego Unified School District (Election of 1998), Series 2005 C-2, Ref. GO Bonds                                                                  | CUSIP: 797356ES7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45571.40     | 0.02%             | 2026-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District/CA                                                                                                           | Los Angeles Community College District/CA, Series 2022, GO Bonds                                                                                      | CUSIP: 54438CYX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $278379.15    | 0.09%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                                | Minnesota (State of), Series 2022 A, Ref. RB                                                                                                          | CUSIP: 604146GA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100000.00    | 0.03%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Mexico (State of) Severance Tax Permanent Fund                                                                                                  | New Mexico (State of) Severance Tax Permanent Fund, Series 2022 B, RB                                                                                 | CUSIP: 6473104K4<br>LEI: 549300H4YLM23QKOGK29 | Long             | DBT              | MUN               | US        |     80000 | PA      | $80769.52     | 0.03%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - University of Texas System                                                                                              | Permanent University Fund - University of Texas System, Series 2022, RB                                                                               | CUSIP: 9151158J1<br>LEI: 549300GZUEUTLKVGLF98 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40382.09     | 0.01%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Subseries 2022 B-1, GO Bonds                                                                                                  | CUSIP: 64966QH86<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5084.64      | 0.00%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2022 A, Ref. GO Bonds                                                                                                   | CUSIP: 13063DZ84<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    120000 | PA      | $122394.16    | 0.04%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of) (Transportation Infrastructure)                                                                                              | Connecticut (State of) (Transportation Infrastructure), Series 2022 A, RB                                                                             | CUSIP: 207758J38<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $85811.94     | 0.03%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                                                                                            | State of Connecticut Special Tax Revenue, Series 2022, RB                                                                                             | CUSIP: 207758M34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20191.04     | 0.01%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY Transitional Finance Authority                                                                                               | New York (City of), NY Transitional Finance Authority, Subseries 2022 D-1, RB                                                                         | CUSIP: 64971X3Q9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15293.25     | 0.01%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2018, GO Bonds                                                                                                          | CUSIP: 13063D3J5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   2015000 | PA      | $2019778.77   | 0.68%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denver (City & County of), CO                                                                                                                       | Denver (City & County of), CO, Series 2022 C, Ref. RB                                                                                                 | CUSIP: 249182RX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15295.65     | 0.01%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                                 | State of California, Series 2018, GO Bonds                                                                                                            | CUSIP: 13063D3L0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    300000 | PA      | $300630.78    | 0.10%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                                                                                             | Los Angeles Department of Water & Power, Series 2022, RB                                                                                              | CUSIP: 544532GB4<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35334.33     | 0.01%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana (State of) Local Government Environmental Facilities & Community Development Authority (Louisiana Insurance Guaranty Association Project) | Louisiana (State of) Local Government Environmental Facilities & Community Development Authority (Louisiana Insurance Guaranty Association Project)   | CUSIP: 546275AB4<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20259.17     | 0.01%             | 2026-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Missouri (State of) Highway & Transportation Commission                                                                                             | Missouri (State of) Highway & Transportation Commission, Series 2022, RB                                                                              | CUSIP: 60636WSY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10047.77     | 0.00%             | 2026-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santa Clara (County of), CA Water District (Green Bonds)                                                                                            | Santa Clara (County of), CA Water District (Green Bonds), Series 2022 B, COP                                                                          | CUSIP: 80168DAA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    305000 | PA      | $311440.90    | 0.11%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duval County Public Schools                                                                                                                         | Duval County Public Schools, Series 2022, COP                                                                                                         | CUSIP: 267169GZ7<br>LEI: 254900RS6MO5WEO2WC42 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25229.62     | 0.01%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| King County School District No. 411 Issaquah                                                                                                        | King County School District No. 411 Issaquah, Series 2022, Ref. GO Bonds                                                                              | CUSIP: 4952245W3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    310000 | PA      | $316731.65    | 0.11%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cherry Hill Township School District                                                                                                                | Cherry Hill Township School District, Series 2022, GO Bonds                                                                                           | CUSIP: 164681LS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5012.21      | 0.00%             | 2026-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2022 E, GO Bonds                                                                                                       | CUSIP: 20772KSC4<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    105000 | PA      | $107151.25    | 0.04%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                                                                                                | State of Connecticut, Series 2022, GO Bonds                                                                                                           | CUSIP: 20772KSZ3<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     75000 | PA      | $76536.61     | 0.03%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santa Clara Valley Water District                                                                                                                   | Santa Clara Valley Water District, Series 2023, COP                                                                                                   | CUSIP: 80168FPN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $75265.76     | 0.03%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels) (Green Bonds)                                                                          | Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels) (Green Bonds), Series 2023, Ref. RB                                                      | CUSIP: 89602HFE2<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    305000 | PA      | $311335.28    | 0.11%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fairfax (County of), VA                                                                                                                             | Fairfax (County of), VA, Series 2023 A, GO Bonds                                                                                                      | CUSIP: 30382AMJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5055.94      | 0.00%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels)                                                                                        | Triborough Bridge & Tunnel Authority (MTA Bridges & Tunnels), Series 2023, Ref. RB                                                                    | CUSIP: 89602RHY4<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     85000 | PA      | $86777.61     | 0.03%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority (LCRA Transmission Services Corp.)                                                                                   | Lower Colorado River Authority (LCRA Transmission Services Corp.), Series 2023, Ref. RB                                                               | CUSIP: 54811BZW4<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15085.98     | 0.01%             | 2026-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2023, GO Bonds                                                                                                            | CUSIP: 64966QM23<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15180.56     | 0.01%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2023, RB                                                                                                             | CUSIP: 91412HPA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $80489.90     | 0.03%             | 2026-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2023 B, Ref. GO Bonds                                                                                                    | CUSIP: 25476FA81<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15107.62     | 0.01%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oregon (State of) (Article XI - Q State)                                                                                                            | Oregon (State of) (Article XI - Q State), Series 2023, GO Bonds                                                                                       | CUSIP: 68609UBT1<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40189.72     | 0.01%             | 2026-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2023, GO Bonds                                                                                                            | CUSIP: 64966QY20<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5011.58      | 0.00%             | 2026-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                                                                                             | Bay Area Toll Authority, Series 2023, RB                                                                                                              | CUSIP: 072024YL0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5013.19      | 0.00%             | 2026-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                                 | State of California, Series 2023, GO Bonds                                                                                                            | CUSIP: 13063D4J4<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    175000 | PA      | $178054.29    | 0.06%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Public Works Board (Various Capital)                                                                                          | California (State of) Public Works Board (Various Capital), Series 2023, Ref. RB                                                                      | CUSIP: 13068XGL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $511271.75    | 0.17%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delaware (State of)                                                                                                                                 | Delaware (State of), Series 2023, GO Bonds                                                                                                            | CUSIP: 246381SD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10047.60     | 0.00%             | 2026-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2023 D, Ref. GO Bonds                                                                                                     | CUSIP: 452153GB9<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     65000 | PA      | $65561.22     | 0.02%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                                                                                             | Massachusetts Water Resources Authority, Series 2023, RB                                                                                              | CUSIP: 576051E69<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10119.96     | 0.00%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Economic Development Authority                                                                                                | New Jersey (State of) Economic Development Authority, Series 2023 RRR, Ref. RB                                                                        | CUSIP: 64577XEN2<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    665000 | PA      | $665000.00    | 0.23%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Economic Development Authority                                                                                                | New Jersey (State of) Economic Development Authority, Series 2024, Ref. RB                                                                            | CUSIP: 64577XET9<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45355.88     | 0.02%             | 2026-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio Water Development Authority Water Pollution Control Loan Fund                                                                                  | Ohio Water Development Authority Water Pollution Control Loan Fund, Series 2023, RB                                                                   | CUSIP: 67766WF49<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |     75000 | PA      | $75536.21     | 0.03%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) Water Development Authority (Water Pollution Control Loan Fund)                                                                     | Ohio (State of) Water Development Authority (Water Pollution Control Loan Fund), Series 2023 A, Ref. RB                                               | CUSIP: 67766WF56<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |     55000 | PA      | $56198.47     | 0.02%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco (City & County of), CA Public Utilities Commission (Green Bonds)                                                                      | San Francisco (City & County of), CA Public Utilities Commission (Green Bonds), Series 2023 A, RB                                                     | CUSIP: 79768HGW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10183.31     | 0.00%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2023, Ref. GO Bonds                                                                                                     | CUSIP: 93974EB62<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35419.85     | 0.01%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Columbus OH                                                                                                                                 | City of Columbus OH, Series 2023, GO Bonds                                                                                                            | CUSIP: 1994922L2<br>LEI: 254900NS3ODS0FZ3AM48 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20262.82     | 0.01%             | 2026-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                                                                                  | New York State Dormitory Authority, Series 2023, RB                                                                                                   | CUSIP: 65000BYH5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25426.10     | 0.01%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Battery Park (City of), NY Authority                                                                                                                | Battery Park (City of), NY Authority, Series 2023 B, Ref. RB                                                                                          | CUSIP: 07133AJR4<br>LEI: 549300RF3SFDOWRHVM56 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20417.78     | 0.01%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Irvine Facilities Financing Authority (Gateway Preserve Land Acquisition)                                                                           | Irvine Facilities Financing Authority (Gateway Preserve Land Acquisition), Series 2023, RB                                                            | CUSIP: 46360XAN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $225644.54    | 0.08%             | 2043-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2023, GO Bonds                                                                                                            | CUSIP: 64966Q2D1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    225000 | PA      | $227708.44    | 0.08%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santa Clara Valley Transportation Authority                                                                                                         | Santa Clara Valley Transportation Authority, Series 2023 A, Ref. RB                                                                                   | CUSIP: 80168NJH3<br>LEI: 549300R6Q7T4MD3V9H68 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20050.12     | 0.01%             | 2026-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charleston Educational Excellence Finance Corp. (Charleston County School)                                                                          | Charleston Educational Excellence Finance Corp. (Charleston County School), Series 2023, Ref. RB                                                      | CUSIP: 160131EK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    290000 | PA      | $296188.22    | 0.10%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intermountain Power Agency                                                                                                                          | Intermountain Power Agency, Series 2023 A, RB                                                                                                         | CUSIP: 45884AD83<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $227126.68    | 0.08%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District (Election of 2022)                                                                                           | Los Angeles Community College District (Election of 2022), Series 2023 A-1, GO Bonds                                                                  | CUSIP: 54438CZQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30368.63     | 0.01%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan State Building Authority                                                                                                                   | Michigan State Building Authority, Series 2023, RB                                                                                                    | CUSIP: 594615KW5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $76358.94     | 0.03%             | 2026-10-15      | 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 2023, RB                                                              | CUSIP: 64971X7R3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10047.77     | 0.00%             | 2026-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Honolulu (City & County of), HI (Honolulu Rail Transit)                                                                                             | Honolulu (City & County of), HI (Honolulu Rail Transit), Series 2023, Ref. GO Bonds                                                                   | CUSIP: 438687YF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $55000.00     | 0.02%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan (State of)                                                                                                                                 | Michigan (State of), Series 2023, RB                                                                                                                  | CUSIP: 5946953U0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5102.09      | 0.00%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                                | Minnesota (State of), Series 2023 D, Ref. GO Bonds                                                                                                    | CUSIP: 60412AB51<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25303.02     | 0.01%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Minnesota                                                                                                                                  | State of Minnesota, Series 2023, GO Bonds                                                                                                             | CUSIP: 60412AH89<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50606.05     | 0.02%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pecos Barstow Toyah Independent School District                                                                                                     | Pecos Barstow Toyah Independent School District, Series 2023, GO Bonds                                                                                | CUSIP: 705227HP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    310000 | PA      | $310295.80    | 0.11%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2023, GO Bonds                                                                                                          | CUSIP: 13063D4Y1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10149.52     | 0.00%             | 2026-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2023, Ref. GO Bonds                                                                                                     | CUSIP: 13063D5J3<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    250000 | PA      | $253738.00    | 0.09%             | 2026-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Public Works Board (Various Capital)                                                                                          | California (State of) Public Works Board (Various Capital), Series 2023 C, Ref. RB                                                                    | CUSIP: 13068XHA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $71050.13     | 0.02%             | 2026-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York & New Jersey (States of) Port Authority                                                                                                    | New York & New Jersey (States of) Port Authority, Two Hundred Forty Third Series 2023, Ref. RB                                                        | CUSIP: 73358XKS0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    115000 | PA      | $117566.51    | 0.04%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Public Works Board (Various Capital)                                                                                          | California (State of) Public Works Board (Various Capital), Series 2017 B, Ref. RB                                                                    | CUSIP: 13068XHR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5086.68      | 0.00%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Public Works Board (Various Capital)                                                                                          | California (State of) Public Works Board (Various Capital), Series 2017 B, Ref. RB                                                                    | CUSIP: 13068XHY8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $71225.81     | 0.02%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2016, Ref. RB                                                                                          | CUSIP: 650036GN0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10010.82     | 0.00%             | 2026-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp.                                                                                                              | New York State Urban Development Corp., Series 2016, Ref. RB                                                                                          | CUSIP: 650036GP5<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60064.91     | 0.02%             | 2026-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alameda (County of), CA Joint Powers Authority (Highland Hospital Project)                                                                          | Alameda (County of), CA Joint Powers Authority (Highland Hospital Project), Series 2023, Ref. RB                                                      | CUSIP: 010831DY8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20446.35     | 0.01%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chabot-Las Positas Community College District                                                                                                       | Chabot-Las Positas Community College District, Series 2023, GO Bonds                                                                                  | CUSIP: 15722TKA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35471.02     | 0.01%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Greenville County School District                                                                                                                   | Greenville County School District, Series 2023, Ref. RB                                                                                               | CUSIP: 396066JE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $240049.96    | 0.08%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                                                                                             | Los Angeles Department of Water & Power, Series 2023, RB                                                                                              | CUSIP: 544532HJ6<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    135000 | PA      | $135919.23    | 0.05%             | 2026-07-01      | Fixed         | 5.00%                 | 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 2023, RB                                                         | CUSIP: 546589X56<br>LEI: 5493004O4I11L8BK0A22 | Long             | DBT              | MUN               | US        |     75000 | PA      | $75433.00     | 0.03%             | 2026-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp. (Bidding Group 1)                                                                                            | New York State Urban Development Corp. (Bidding Group 1), Series 2023 A, RB                                                                           | CUSIP: 64985TDS7<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     80000 | PA      | $80084.49     | 0.03%             | 2026-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Richmond (County of), GA Board of Education                                                                                                         | Richmond (County of), GA Board of Education, Series 2023, GO Bonds                                                                                    | CUSIP: 764581KN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25414.42     | 0.01%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Missouri (State of) Highway & Transportation Commission (State Appropriations Mega)                                                                 | Missouri (State of) Highway & Transportation Commission (State Appropriations Mega), Series 2023, RB                                                  | CUSIP: 60636WTJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $276313.54    | 0.09%             | 2026-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District/CA                                                                                                           | Los Angeles Community College District/CA, Series 2023, GO Bonds                                                                                      | CUSIP: 54438CB43<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5061.44      | 0.00%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Pennsylvania                                                                                                                        | Commonwealth of Pennsylvania, Series 2023, GO Bonds                                                                                                   | CUSIP: 70914PZ96<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |    180000 | PA      | $182646.38    | 0.06%             | 2026-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Pennsylvania                                                                                                                        | Commonwealth of Pennsylvania, Series 2023, GO Bonds                                                                                                   | CUSIP: 70914P2V3<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101470.21    | 0.03%             | 2026-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of) (Green Bonds)                                                                                                                | Connecticut (State of) (Green Bonds), Series 2024 C, Ref. GO Bonds                                                                                    | CUSIP: 20772KVX4<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25000.00     | 0.01%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jefferson (County of), AL                                                                                                                           | Jefferson (County of), AL, Series 2024, Ref. RB                                                                                                       | CUSIP: 472682YV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $81218.87     | 0.03%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lewisville Independent School District                                                                                                              | Lewisville Independent School District, Series 2024, GO Bonds                                                                                         | CUSIP: 52882PFM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $70913.48     | 0.02%             | 2026-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma County Independent School District No. 89                                                                                                  | Oklahoma County Independent School District No. 89, Series 2024 A, GO Bonds                                                                           | CUSIP: 678841LN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    480000 | PA      | $478444.42    | 0.16%             | 2026-07-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| San Jose Unified School District (Election of 2016)                                                                                                 | San Jose Unified School District (Election of 2016), Series 2024, Ref. GO Bonds                                                                       | CUSIP: 798306ZV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50662.43     | 0.02%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2024, RB                                                                                                             | CUSIP: 91412HQE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10061.24     | 0.00%             | 2026-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2024, RB                                                                                                             | CUSIP: 91412HQZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $80489.90     | 0.03%             | 2026-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Water Resources Authority (Green Bonds)                                                                             | Massachusetts (Commonwealth of) Water Resources Authority (Green Bonds), Series 2016 C, Ref. RB                                                       | CUSIP: 576051F92<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5062.07      | 0.00%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland State Transportation Authority                                                                                                             | Maryland State Transportation Authority, Series 2024, RB                                                                                              | CUSIP: 574300PB9<br>LEI: 254900MKNK0MO0Z4X426 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40383.42     | 0.01%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nassau (County of), NY Interim Finance Authority                                                                                                    | Nassau (County of), NY Interim Finance Authority, Series 2024 A, RB                                                                                   | CUSIP: 631663RX1<br>LEI: 549300DP7LB76W78BR41 | Long             | DBT              | MUN               | US        |    500000 | PA      | $510491.95    | 0.17%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Educational Facilities Authority (Princeton University)                                                                       | New Jersey (State of) Educational Facilities Authority (Princeton University), Series 2024, Ref. RB                                                   | CUSIP: 646067HA9<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1000000.00   | 0.34%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of)                                                                                                                          | Virginia (Commonwealth of), Series 2024 B, Ref. GO Bonds                                                                                              | CUSIP: 928110CC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $75536.21     | 0.03%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Austin Independent School District                                                                                                                  | Austin Independent School District, Series 2024, GO Bonds                                                                                             | CUSIP: 052430WF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $60714.74     | 0.02%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                                 | State of California, Series 2024, GO Bonds                                                                                                            | CUSIP: 13063EAB2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     95000 | PA      | $96420.44     | 0.03%             | 2026-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cass County Joint Water Resource District                                                                                                           | Cass County Joint Water Resource District, Series 2024 A, Ref. RB                                                                                     | CUSIP: 14805PBA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $500196.75    | 0.17%             | 2027-04-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Clark (County of), NV Department of Aviation                                                                                                        | Clark (County of), NV Department of Aviation, Series 2024 A, Ref. RB                                                                                  | CUSIP: 18085PTC8<br>LEI: 549300LDD8NZB2EOVG83 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25228.78     | 0.01%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hurst-Euless-Bedford Independent School District                                                                                                    | Hurst-Euless-Bedford Independent School District, Series 2024, GO Bonds                                                                               | CUSIP: 447819JT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $177299.64    | 0.06%             | 2026-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2008, GO Bonds                                                                                                            | CUSIP: 64966SBN5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10145.02     | 0.00%             | 2026-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2024, GO Bonds                                                                                                            | CUSIP: 64966SBQ8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40092.66     | 0.01%             | 2026-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of) Transportation Commission                                                                                                          | Texas (State of) Transportation Commission, Series 2024, Ref. GO Bonds                                                                                | CUSIP: 882830BL5<br>LEI: 5493006JSGNPGVJS7691 | Long             | DBT              | MUN               | US        |     70000 | PA      | $70159.27     | 0.02%             | 2026-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series R-2024C, Ref. GO Bonds                                                                                                  | CUSIP: 93974EY91<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15179.94     | 0.01%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of) Department of Transportation                                                                                                   | Wisconsin (State of) Department of Transportation, Series 2024, Ref. RB                                                                               | CUSIP: 9771234L9<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |     80000 | PA      | $80742.79     | 0.03%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| King & Snohomish Counties School District No. 417 Northshore                                                                                        | King & Snohomish Counties School District No. 417 Northshore, Series 2024, Ref. GO Bonds                                                              | CUSIP: 494656Y70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $178786.95    | 0.06%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                               | Houston (City of), TX, Series 2024, Ref. RB                                                                                                           | CUSIP: 44244CS32<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |    500000 | PA      | $509961.05    | 0.17%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky (Commonwealth of) Property & Building Commission (No. 130)                                                                                 | Kentucky (Commonwealth of) Property & Building Commission (No. 130), Series 2024 B, Ref. RB                                                           | CUSIP: 49151F2Z2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101888.15    | 0.03%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                                                                                              | Los Angeles Unified School District/CA, Series 2024, GO Bonds                                                                                         | CUSIP: 544647HH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50551.25     | 0.02%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma (State of) Capitol Improvement Authority                                                                                                   | Oklahoma (State of) Capitol Improvement Authority, Series 2024 A, Ref. RB                                                                             | CUSIP: 679088MR2<br>LEI: 549300LYHYBINTZ5AY71 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45416.32     | 0.02%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Austin (City of), TX                                                                                                                                | Austin (City of), TX, Series 2024, Ref. RB                                                                                                            | CUSIP: 052477XX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $81610.74     | 0.03%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest (No. 1)                                                                                                                            | Energy Northwest (No. 1), Series 2024, RB                                                                                                             | CUSIP: 29270C6B6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30290.58     | 0.01%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Great Lakes Water Authority                                                                                                                         | Great Lakes Water Authority, Series 2024 A, Ref. RB                                                                                                   | CUSIP: 39081HFJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $111013.99    | 0.04%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Great Lakes Water Authority                                                                                                                         | Great Lakes Water Authority, Series 2024 A, Ref. RB                                                                                                   | CUSIP: 39081JGS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5046.09      | 0.00%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harris (County of), TX                                                                                                                              | Harris (County of), TX, Series 2024 A, GO Bonds                                                                                                       | CUSIP: 41423PDD6<br>LEI: 549300G9BRP25M0W1S40 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35455.15     | 0.01%             | 2026-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois (State of)                                                                                                                                 | Illinois (State of), Series 2024 B, GO Bonds                                                                                                          | CUSIP: 452153JH3<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25106.64     | 0.01%             | 2026-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky (Commonwealth of) Asset Liability Commission (2014 Federal Highway Trust Fund)                                                             | Kentucky (Commonwealth of) Asset Liability Commission (2014 Federal Highway Trust Fund), Series 2024, Ref. RB                                         | CUSIP: 49118NGC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $197691.70    | 0.07%             | 2026-09-01      | 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 2024, RB                                                              | CUSIP: 64972JHH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10047.77     | 0.00%             | 2026-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2024, RB                                                                                              | CUSIP: 65000BW53<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40681.76     | 0.01%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco Community College District                                                                                                            | San Francisco Community College District, Series 2024, GO Bonds                                                                                       | CUSIP: 797683JP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100898.12    | 0.03%             | 2026-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City & County of San Francisco CA                                                                                                                   | City & County of San Francisco CA, Series 2024, GO Bonds                                                                                              | CUSIP: 79773KLR3<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |    150000 | PA      | $151382.01    | 0.05%             | 2026-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas State University Board of Regents                                                                                                             | Texas State University Board of Regents, Series 2024, Ref. RB                                                                                         | CUSIP: 88278PG57<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25024.93     | 0.01%             | 2026-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia (Commonwealth of) Public Building Authority                                                                                                | Virginia (Commonwealth of) Public Building Authority, Series 2024 B, Ref. RB                                                                          | CUSIP: 928173CZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $55657.47     | 0.02%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Wake NC                                                                                                                                   | County of Wake NC, Series 2024, GO Bonds                                                                                                              | CUSIP: 930864JA2<br>LEI: 5493007XQJHO082P1H29 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10145.52     | 0.00%             | 2026-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                                                                                             | Bay Area Toll Authority, Series 2024, RB                                                                                                              | CUSIP: 072024B43<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    260000 | PA      | $260681.49    | 0.09%             | 2026-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of) Health & Educational Facilities Authority                                                                                    | Connecticut (State of) Health & Educational Facilities Authority, Series 2024, Ref. RB                                                                | CUSIP: 20775DYC0<br>LEI: 549300ZOQJ5U8YBS5Q35 | Long             | DBT              | MUN               | US        |    185000 | PA      | $186643.58    | 0.06%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Horry County School District/SC                                                                                                                     | Horry County School District/SC                                                                                                                       | CUSIP: 440673K59<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5000.00      | 0.00%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kansas (State of) Department of Transportation                                                                                                      | Kansas (State of) Department of Transportation, Series 2024 A, Ref. RB                                                                                | CUSIP: 485424SS5<br>LEI: 5493001635XK841MIO47 | Long             | DBT              | MUN               | US        |    110000 | PA      | $111589.76    | 0.04%             | 2026-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority                                                                                                        | District of Columbia Water & Sewer Authority, Series 2024 A, Ref. RB                                                                                  | CUSIP: 254845TL4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25423.18     | 0.01%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston (City of), TX                                                                                                                               | Houston (City of), TX, Series 2024 B, Ref. GO Bonds                                                                                                   | CUSIP: 442332EG3<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20000.00     | 0.01%             | 2026-03-01      | Fixed         | 5.00%                 | 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 2024, Ref. RB                                        | CUSIP: 592250FJ8<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30316.64     | 0.01%             | 2026-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York (City of), NY                                                                                                                              | New York (City of), NY, Series 2024 A, Ref. GO Bonds                                                                                                  | CUSIP: 64966SFP6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     95000 | PA      | $96143.56     | 0.03%             | 2026-08-01      | 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 2024, RB                                                              | CUSIP: 64972JJH2<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15293.25     | 0.01%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2024 BX, RB                                                                                                          | CUSIP: 91412HTC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1006123.70   | 0.34%             | 2026-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                                                                                                  | State of Wisconsin, Series 2024, GO Bonds                                                                                                             | CUSIP: 97705ML45<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5023.55      | 0.00%             | 2026-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of)                                                                                                                                | Wisconsin (State of), Series 2025, Ref. GO Bonds                                                                                                      | CUSIP: 97705MM44<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30141.29     | 0.01%             | 2026-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Water Resources Authority (Green Bonds)                                                                             | Massachusetts (Commonwealth of) Water Resources Authority (Green Bonds), Series 2016 C, Ref. RB                                                       | CUSIP: 576051M37<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5062.07      | 0.00%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California (State of)                                                                                                                               | California (State of), Series 2024, Ref. GO Bonds                                                                                                     | CUSIP: 13063ECY0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    190000 | PA      | $192358.47    | 0.07%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Minnesota                                                                                                                                  | State of Minnesota, Series 2024, GO Bonds                                                                                                             | CUSIP: 60412AL35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101212.09    | 0.03%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota (State of)                                                                                                                                | Minnesota (State of), Series 2024 B, GO Bonds                                                                                                         | CUSIP: 60412AN74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $55666.65     | 0.02%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                                                                                 | City of New York NY, Series 2024, GO Bonds                                                                                                            | CUSIP: 64966SGQ3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    155000 | PA      | $157247.86    | 0.05%             | 2026-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Rios Community College District                                                                                                                 | Los Rios Community College District, Series 2024, GO Bonds                                                                                            | CUSIP: 545624SN9<br>LEI: 549300POMNL5W7FEFO13 | Long             | DBT              | MUN               | US        |     75000 | PA      | $76018.73     | 0.03%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2016 A, RB                                                                                            | CUSIP: 64990AUN3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     70000 | PA      | $71043.18     | 0.02%             | 2028-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                                                                                                 | California State Public Works Board, Series 2024, RB                                                                                                  | CUSIP: 13068XLT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40600.08     | 0.01%             | 2026-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2020 A, Ref. RB                                                                                       | CUSIP: 64990KBX0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45047.52     | 0.02%             | 2026-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Curators of the University of Missouri (The)                                                                                                        | Curators of the University of Missouri (The), Series 2024, Ref. RB                                                                                    | CUSIP: 231266MR5<br>LEI: G0G4PRB87K0V5MXIV248 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50950.76     | 0.02%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2024, GO Bonds                                                                                                           | CUSIP: 25476FC63<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25301.98     | 0.01%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                                                                                                | District of Columbia, Series 2024 C, Ref. GO Bonds                                                                                                    | CUSIP: 25476FH43<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102186.55    | 0.03%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| East County Advanced Water Purification Joint Powers Authority                                                                                      | East County Advanced Water Purification Joint Powers Authority, Series 2024, RB                                                                       | CUSIP: 271843AB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $90122.91     | 0.03%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| East County Advanced Water Purification Joint Powers Authority                                                                                      | East County Advanced Water Purification Joint Powers Authority, Series 2024, RB                                                                       | CUSIP: 271843AC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45333.45     | 0.02%             | 2026-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Idaho State Building Authority                                                                                                                      | Idaho State Building Authority, Series 2024 A, RB                                                                                                     | CUSIP: 451446AB4<br>LEI: 549300XZ1VJYPPKQZU06 | Long             | DBT              | MUN               | US        |     70000 | PA      | $70500.47     | 0.02%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Montgomery (County of), MD                                                                                                                          | Montgomery (County of), MD, Series 2024 B, Ref. GO Bonds                                                                                              | CUSIP: 61334PGX5<br>LEI: 549300GNX5SDUEBKPK13 | Long             | DBT              | MUN               | US        |    110000 | PA      | $112396.93    | 0.04%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio (State of) Water Development Authority                                                                                                         | Ohio (State of) Water Development Authority, Series 2024 A, RB                                                                                        | CUSIP: 67765QPR1<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |     90000 | PA      | $90643.46     | 0.03%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pierce County School District No. 10 Tacoma                                                                                                         | Pierce County School District No. 10 Tacoma, Series 2024, GO Bonds                                                                                    | CUSIP: 720424D98<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30628.88     | 0.01%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santa Clara Valley Water District                                                                                                                   | Santa Clara Valley Water District, Series 2024, RB                                                                                                    | CUSIP: 80168AFQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $120620.11    | 0.04%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas (State of)                                                                                                                                    | Texas (State of), Series 2024, Ref. GO Bonds                                                                                                          | CUSIP: 8827242A4<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    250000 | PA      | $254217.18    | 0.09%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Pennsylvania                                                                                                                        | Commonwealth of Pennsylvania, Series 2024, GO Bonds                                                                                                   | CUSIP: 70914P3Q3<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |    240000 | PA      | $243208.49    | 0.08%             | 2026-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2016 A, RB                                                                                            | CUSIP: 64990KCV3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35303.42     | 0.01%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of)                                                                                                                              | Connecticut (State of), Series 2024 F, GO Bonds                                                                                                       | CUSIP: 20772KXZ7<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    490000 | PA      | $500039.17    | 0.17%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harris (County of) & Houston (City of), TX Sports Authority                                                                                         | Harris (County of) & Houston (City of), TX Sports Authority, Series 2024 A, Ref. RB                                                                   | CUSIP: 413890GP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25459.20     | 0.01%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority                                                                                                             | New York (State of) Dormitory Authority, Series 2016 A, RB                                                                                            | CUSIP: 64990KCX9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    545000 | PA      | $548766.55    | 0.19%             | 2042-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York (State of) Dormitory Authority (Northwell Health Obligated Group)                                                                          | New York (State of) Dormitory Authority (Northwell Health Obligated Group), Series 2025, RB                                                           | CUSIP: 65000B6N3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40175.04     | 0.01%             | 2026-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2024, Ref. GO Bonds                                                                                                     | CUSIP: 93974E5B8<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45429.85     | 0.02%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of)                                                                                                                               | Washington (State of), Series 2024, Ref. GO Bonds                                                                                                     | CUSIP: 93974E5S1<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     75000 | PA      | $75716.42     | 0.03%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) Water Resources Authority (Green Bonds)                                                                             | Massachusetts (Commonwealth of) Water Resources Authority (Green Bonds), Series 2016 C, Ref. RB                                                       | CUSIP: 576051M86<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5062.07      | 0.00%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                                                                                            | State of Connecticut Special Tax Revenue, Series 2024, RB                                                                                             | CUSIP: 207758S46<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10095.52     | 0.00%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District (Election of 2022)                                                                                           | Los Angeles Community College District (Election of 2022), Series 2024 C, GO Bonds                                                                    | CUSIP: 54438CF56<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    410000 | PA      | $415038.00    | 0.14%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| St. Vrain Valley School District Re-1J (Boulder, Larimer & Weld Counties and the City and County of Broomfield)                                     | St. Vrain Valley School District Re-1J (Boulder, Larimer & Weld Counties and the City and County of Broomfield), Series 2024, GO Bonds                | CUSIP: 101565K81<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    290000 | PA      | $296696.39    | 0.10%             | 2026-12-15      | Fixed         | 5.00%                 | 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: 64972JNT1<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    150000 | PA      | $152932.49    | 0.05%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                                                                                                  | Board of Regents of the University of Texas System, Series 2025 A, RB                                                                                 | CUSIP: 91514AMS1<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10131.86     | 0.00%             | 2026-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Adams 12 Five Star Schools                                                                                                                          | Adams 12 Five Star Schools, Series 2025, GO Bonds                                                                                                     | CUSIP: 006449HS4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5113.48      | 0.00%             | 2026-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Colorado                                                                                                                              | University of Colorado, Series 2017 A-2, Ref. RB                                                                                                      | CUSIP: 91417NJK2<br>LEI: 549300HU7D08HY4MKX37 | Long             | DBT              | MUN               | US        |     55000 | PA      | $55389.09     | 0.02%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Idaho State Building Authority (School Modernization Facilities)                                                                                    | Idaho State Building Authority (School Modernization Facilities), Series 2025, RB                                                                     | CUSIP: 451446AM0<br>LEI: 549300XZ1VJYPPKQZU06 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30214.49     | 0.01%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denver City & County School District No. 1                                                                                                          | Denver City & County School District No. 1, Series 2025 A, GO Bonds                                                                                   | CUSIP: 249174YT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30655.97     | 0.01%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fairfax (County of), VA                                                                                                                             | Fairfax (County of), VA, Series 2025 A, GO Bonds                                                                                                      | CUSIP: 30382ANY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $111861.98    | 0.04%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Beach (City of), CA                                                                                                                            | Long Beach (City of), CA, Series 2025 A, Ref. RB                                                                                                      | CUSIP: 542424WJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $60345.16     | 0.02%             | 2026-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nevada (State of)                                                                                                                                   | Nevada (State of), Series 2025, GO Bonds                                                                                                              | CUSIP: 641462WH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5011.50      | 0.00%             | 2026-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Nevada                                                                                                                                     | State of Nevada, Series 2025, GO Bonds                                                                                                                | CUSIP: 641462WJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $142353.44    | 0.05%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                                                                                            | University of California, Series 2025, RB                                                                                                             | CUSIP: 91412HTL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10061.24     | 0.00%             | 2026-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Beaufort County School District/SC                                                                                                                  | Beaufort County School District/SC                                                                                                                    | CUSIP: 073900U34<br>LEI: 549300B1H1V9F55UPU08 | Long             | DBT              | MUN               | US        |     70000 | PA      | $70000.00     | 0.02%             | 2026-03-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Riverside Community College District (Election of 2024)                                                                                             | Riverside Community College District (Election of 2024), Series 2025 A, GO Bonds                                                                      | CUSIP: 76886PKE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25331.21     | 0.01%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iowa (State of) Finance Authority (Alcoa, Inc.)                                                                                                     | Iowa (State of) Finance Authority (Alcoa, Inc.), Series 2012, RB                                                                                      | CUSIP: 46246SAE5<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |     40000 | PA      | $40013.86     | 0.01%             | 2042-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| South Carolina (State of) Public Service Authority                                                                                                  | South Carolina (State of) Public Service Authority, Series 2025 B, Ref. RB                                                                            | CUSIP: 8371515X3<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15313.31     | 0.01%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Diego Unified School District/CA                                                                                                                | San Diego Unified School District/CA, Series 2025, GO Bonds                                                                                           | CUSIP: 797356QA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20211.79     | 0.01%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alabama (State of) Federal Aid Highway Finance Authority                                                                                            | Alabama (State of) Federal Aid Highway Finance Authority, Series 2025, RB                                                                             | CUSIP: 010268DU1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5071.26      | 0.00%             | 2026-09-01      | 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 2025, RB                                                              | CUSIP: 64972JSJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5097.75      | 0.00%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Peralta Community College District                                                                                                                  | Peralta Community College District, Series 2025, GO Bonds                                                                                             | CUSIP: 713575YU6<br>LEI: 254900VWMA3IHACOBO19 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25315.54     | 0.01%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue                                                                                  | City of San Francisco CA Public Utilities Commission Water Revenue, Series 2025, RB                                                                   | CUSIP: 79771FFS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35733.46     | 0.01%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                                                                                                | State of Connecticut, Series 2025, GO Bonds                                                                                                           | CUSIP: 20772KB73<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25544.76     | 0.01%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| East Side Union High School District                                                                                                                | East Side Union High School District, Series 2025, GO Bonds                                                                                           | CUSIP: 275282TA9<br>LEI: 549300FHNKBG2V8ZLG85 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35463.70     | 0.01%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles CA Wastewater System Revenue                                                                                                    | City of Los Angeles CA Wastewater System Revenue, Series 2025, RB                                                                                     | CUSIP: 53945CME7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30226.53     | 0.01%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maricopa County Union High School District No 210-Phoenix                                                                                           | Maricopa County Union High School District No 210-Phoenix, Series 2025, GO Bonds                                                                      | CUSIP: 567505SK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25238.81     | 0.01%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                                                                                                 | State of Washington, Series 2025, GO Bonds                                                                                                            | CUSIP: 93974FAB9<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    105000 | PA      | $106259.55    | 0.04%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest                                                                                                                                    | Energy Northwest, Series 2025, RB                                                                                                                     | CUSIP: 29270C7D1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $121162.31    | 0.04%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tennessee Energy Acquisition Corp.                                                                                                                  | Tennessee Energy Acquisition Corp., Series 2006 A, RB                                                                                                 | CUSIP: 880443BS4<br>LEI: 549300OJ2Z8PGEY46K92 | Long             | DBT              | MUN               | US        |     85000 | PA      | $85985.96     | 0.03%             | 2026-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Adams & Arapahoe Counties Joint School District 28J Aurora                                                                                          | Adams & Arapahoe Counties Joint School District 28J Aurora, Series 2025, GO Bonds                                                                     | CUSIP: 0054824G6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $358969.52    | 0.12%             | 2026-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State of Kansas Department of Transportation                                                                                                        | State of Kansas Department of Transportation, Series 2025, RB                                                                                         | CUSIP: 485424TL9<br>LEI: 5493001635XK841MIO47 | Long             | DBT              | MUN               | US        |    125000 | PA      | $126806.55    | 0.04%             | 2026-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Palm Beach County School District                                                                                                                   | Palm Beach County School District, Series 2025, COP                                                                                                   | CUSIP: 696550L75<br>LEI: 549300J36FX8PM8L7086 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101166.22    | 0.03%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Pennsylvania                                                                                                                        | Commonwealth of Pennsylvania, Series 2025, GO Bonds                                                                                                   | CUSIP: 70914P4L3<br>LEI: 549300WICSGUHKHF1T85 | Long             | DBT              | MUN               | US        |    195000 | PA      | $197606.90    | 0.07%             | 2026-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Philadelphia PA                                                                                                                             | City of Philadelphia PA, Series 2025, GO Bonds                                                                                                        | CUSIP: 717813B99<br>LEI: 549300IVFOPB4AG7UL47 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25281.14     | 0.01%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue                                                                                  | City of San Francisco CA Public Utilities Commission Water Revenue, Series 2025, RB                                                                   | CUSIP: 79771FLN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $81676.49     | 0.03%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Maryland                                                                                                                                   | State of Maryland, Series 2025, GO Bonds                                                                                                              | CUSIP: 574193XM5<br>LEI: 1KB5EZVJRET62OYIKM77 | Long             | DBT              | MUN               | US        |     70000 | PA      | $70854.30     | 0.02%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Municipal Water District Water System Revenue                                                                                           | North Texas Municipal Water District Water System Revenue, Series 2025, RB                                                                            | CUSIP: 662903G72<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $253613.10    | 0.09%             | 2026-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Rhode Island                                                                                                                               | State of Rhode Island, Series 2025, GO Bonds                                                                                                          | CUSIP: 762223RF4<br>LEI: 549300TK0QTLW5HQGC62 | Long             | DBT              | MUN               | US        |     70000 | PA      | $70816.35     | 0.02%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Resources Authority Clean Water Revolving Fund                                                                                             | Virginia Resources Authority Clean Water Revolving Fund, Series 2025, RB                                                                              | CUSIP: 92817LST1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $71176.72     | 0.02%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                                                                                         | California State University, Series 2025, RB                                                                                                          | CUSIP: 13077DVH2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51084.71     | 0.02%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) School Building Authority                                                                                           | Massachusetts (Commonwealth of) School Building Authority, Series 2016, RB                                                                            | CUSIP: 576051P42<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5062.07      | 0.00%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts (Commonwealth of) School Building Authority                                                                                           | Massachusetts (Commonwealth of) School Building Authority, Series 2016, RB                                                                            | CUSIP: 576051P59<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5062.74      | 0.00%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harris County Flood Control District                                                                                                                | Harris County Flood Control District, Series 2025, GO Bonds                                                                                           | CUSIP: 414019CQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $81233.50     | 0.03%             | 2026-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Harris TX                                                                                                                                 | County of Harris TX, Series 2025, GO Bonds                                                                                                            | CUSIP: 4140055D6<br>LEI: 549300G9BRP25M0W1S40 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15232.09     | 0.01%             | 2026-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Douglas County Hospital Authority No. 3                                                                                                             | Douglas County Hospital Authority No. 3, Series 2015, RB                                                                                              | CUSIP: 259234DH2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10003.81     | 0.00%             | 2036-11-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Allen Independent School District                                                                                                                   | Allen Independent School District, Series 2017, GO Bonds                                                                                              | CUSIP: 018106ZA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50031.47     | 0.02%             | 2042-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| King & Snohomish Counties School District No 417 Northshore                                                                                         | King & Snohomish Counties School District No 417 Northshore, Series 2025, GO Bonds                                                                    | CUSIP: 4946562A8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25540.99     | 0.01%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                                                                                               | Metropolitan Transportation Authority, Series 2025, RB                                                                                                | CUSIP: 59261A5R4<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10197.81     | 0.00%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Maryland Department of Transportation                                                                                                      | State of Maryland Department of Transportation, Series 2025, RB                                                                                       | CUSIP: 574204Y49<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $163106.58    | 0.06%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Mexico Finance Authority                                                                                                                        | New Mexico Finance Authority, Series 2025, RB                                                                                                         | CUSIP: 64711PSZ4<br>LEI: 549300L6217Y7X40SP94 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20464.99     | 0.01%             | 2026-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Chicago IL                                                                                                                                  | City of Chicago IL, Series 2016, GO Bonds                                                                                                             | CUSIP: 167486Z77<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |     55000 | PA      | $55036.56     | 0.02%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Austin TX Water & Wastewater System Revenue                                                                                                 | City of Austin TX Water & Wastewater System Revenue, Series 2016, RB                                                                                  | CUSIP: 052477M60<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5093.18      | 0.00%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Austin TX Water & Wastewater System Revenue                                                                                                 | City of Austin TX Water & Wastewater System Revenue, Series 2016, RB                                                                                  | CUSIP: 052477M78<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50958.18     | 0.02%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Austin TX Water & Wastewater System Revenue                                                                                                 | City of Austin TX Water & Wastewater System Revenue, Series 2021, RB                                                                                  | CUSIP: 052477P26<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10186.36     | 0.00%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Austin TX Water & Wastewater System Revenue                                                                                                 | City of Austin TX Water & Wastewater System Revenue, Series 2021, RB                                                                                  | CUSIP: 052477P34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $102013.43    | 0.03%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                                                                                             | Massachusetts Water Resources Authority, Series 2016, RB                                                                                              | CUSIP: 576051S49<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5063.72      | 0.00%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                                                                                             | Massachusetts Water Resources Authority, Series 2016, RB                                                                                              | CUSIP: 576051S56<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15189.46     | 0.01%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                                                                                             | Massachusetts Water Resources Authority, Series 2016, RB                                                                                              | CUSIP: 576051S31<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5062.07      | 0.00%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Pearland TX                                                                                                                                 | City of Pearland TX                                                                                                                                   | CUSIP: 704865XV1<br>LEI: 549300UYAWZP0LF3EF82 | Long             | DBT              | MUN               | US        |    435000 | PA      | $435000.00    | 0.15%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Pearland TX                                                                                                                                 | City of Pearland TX, Series 2021, GO Bonds                                                                                                            | CUSIP: 704865XW9<br>LEI: 549300UYAWZP0LF3EF82 | Long             | DBT              | MUN               | US        |    220000 | PA      | $220359.99    | 0.07%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority (Dulles Metrorail and Capital Improvement)                                                               | Metropolitan Washington Airports Authority (Dulles Metrorail and Capital Improvement), Series 2009, RB                                                | CUSIP: 592643BM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $614791.32    | 0.21%             | 2026-10-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Douglas (County of), NE Hospital Authority No. 2 (Madonna Rehabilitation Hospital)                                                                  | Douglas (County of), NE Hospital Authority No. 2 (Madonna Rehabilitation Hospital), Series 2014, RB                                                   | CUSIP: 25923PAQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10002.32     | 0.00%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Statewide Communities Development Authority                                                                                              | California Statewide Communities Development Authority, Series 2014, RB                                                                               | CUSIP: 13080SEW0<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10013.34     | 0.00%             | 2044-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Brevard County Health Facilities Authority                                                                                                          | Brevard County Health Facilities Authority, Series 2014, RB                                                                                           | CUSIP: 10741LDK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $240062.52    | 0.08%             | 2036-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Health Facilities Financing Authority (Adventist Health System)                                                               | California (State of) Health Facilities Financing Authority (Adventist Health System), Series 2013 A, RB                                              | CUSIP: 13033LS65<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60022.12     | 0.02%             | 2033-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DeKalb (County of), GA                                                                                                                              | DeKalb (County of), GA, Series 2006 B, Ref. RB                                                                                                        | CUSIP: 240523UK4<br>LEI: 54930077BXREPE6WKC96 | Long             | DBT              | MUN               | US        |    415000 | PA      | $422157.21    | 0.14%             | 2032-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Denver (City & County of), CO                                                                                                                       | Denver (City & County of), CO, Series 2012 B, RB                                                                                                      | CUSIP: 249182GF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $85080.89     | 0.03%             | 2031-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                                                                                          | Illinois Finance Authority, Series 2014, RB                                                                                                           | CUSIP: 45203HB50<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    125000 | PA      | $125057.61    | 0.04%             | 2038-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Matagorda County Navigation District No. 1 (Aep Texas Central Co.)                                                                                  | Matagorda County Navigation District No. 1 (Aep Texas Central Co.), Series 2008, Ref. RB                                                              | CUSIP: 576528DP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15009.68     | 0.01%             | 2030-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Schaumburg (Village of), IL                                                                                                                         | Schaumburg (Village of), IL, Series 2013, GO Bonds                                                                                                    | CUSIP: 806347ME7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50016.41     | 0.02%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wake (County of), NC Industrial Facilities & Pollution Control Financing Authority (Duke Energy Progress, Inc.)                                     | Wake (County of), NC Industrial Facilities & Pollution Control Financing Authority (Duke Energy Progress, Inc.), Series 2013, Ref. RB                 | CUSIP: 930868BX1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10003.63     | 0.00%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Washington (State of) Health Care Facilities Authority (Providence Health & Services)                                                               | Washington (State of) Health Care Facilities Authority (Providence Health & Services), Series 2012 A, RB                                              | CUSIP: 93978HGA7<br>LEI: 549300ZVPWQIL3N5TL85 | Long             | DBT              | MUN               | US        |     55000 | PA      | $55051.32     | 0.02%             | 2034-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin (State of) Health & Educational Facilities Authority (Aspirus, Inc. Obligated Group)                                                      | Wisconsin (State of) Health & Educational Facilities Authority (Aspirus, Inc. Obligated Group), Series 2013, RB                                       | CUSIP: 97710B7W6<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |    200000 | PA      | $200059.92    | 0.07%             | 2038-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wyandotte County-Kansas City Unified Government Utility System Revenue                                                                              | Wyandotte County-Kansas City Unified Government Utility System Revenue, Series 2014, RB                                                               | CUSIP: 982674KA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10001.70     | 0.00%             | 2039-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| City of Dallas TX Waterworks & Sewer System Revenue                                                                                                 | City of Dallas TX Waterworks & Sewer System Revenue, Series 2015, RB                                                                                  | CUSIP: 2354166U3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35033.57     | 0.01%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lincoln (City of), NE                                                                                                                               | Lincoln (City of), NE, Series 2015 A, Ref. RB                                                                                                         | CUSIP: 534272E39<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $55015.20     | 0.02%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chaffey Joint Union High School District (Election of 2012)                                                                                         | Chaffey Joint Union High School District (Election of 2012), Series 2015 B, GO Bonds                                                                  | CUSIP: 157411PL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $60148.43     | 0.02%             | 2044-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                                                                                                 | State of California, Series 2015, GO Bonds                                                                                                            | CUSIP: 13063CTB6<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30010.99     | 0.01%             | 2035-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ventura County Community College District                                                                                                           | Ventura County Community College District, Series 2015, Ref. GO Bonds                                                                                 | CUSIP: 923040GM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $285089.15    | 0.10%             | 2031-08-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Washington (State of) Health Care Facilities Authority (Central Washington Health Services Association)                                             | Washington (State of) Health Care Facilities Authority (Central Washington Health Services Association), Series 2015, Ref. RB                         | CUSIP: 93978HPY5<br>LEI: 549300ZVPWQIL3N5TL85 | Long             | DBT              | MUN               | US        |    175000 | PA      | $175021.86    | 0.06%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California (State of) Statewide Communities Development Authority (Adventist Health System)                                                         | California (State of) Statewide Communities Development Authority (Adventist Health System), Series 2015 A, Ref. RB                                   | CUSIP: 13080SJN5<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |    225000 | PA      | $225095.54    | 0.08%             | 2034-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fremont Union High School District                                                                                                                  | Fremont Union High School District, Series 2015, GO Bonds                                                                                             | CUSIP: 357172XG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10008.85     | 0.00%             | 2026-03-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| St. Paul (City of), MN Housing & Redevelopment Authority (Healthpartners Obligated Group)                                                           | St. Paul (City of), MN Housing & Redevelopment Authority (Healthpartners Obligated Group), Series 2015, Ref. RB                                       | CUSIP: 792905DJ7<br>LEI: 549300FQCUW4VH929113 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60024.26     | 0.02%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of) Municipal Power Agency No. 1 (Catawba)                                                                                    | North Carolina (State of) Municipal Power Agency No. 1 (Catawba), Series 2015 A, Ref. RB                                                              | CUSIP: 658203X33<br>LEI: 549300N3Q65G1ODRFX75 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35236.34     | 0.01%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia (State of)                                                                                                                                  | Georgia (State of), Series 2015 A, GO Bonds                                                                                                           | CUSIP: 3733842E5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5006.50      | 0.00%             | 2033-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| North Carolina (State of) Municipal Power Agency No. 1 (Catawba)                                                                                    | North Carolina (State of) Municipal Power Agency No. 1 (Catawba), Series 2015 A, Ref. RB                                                              | CUSIP: 658203X41<br>LEI: 549300N3Q65G1ODRFX75 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5034.45      | 0.00%             | 2031-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut (State of) Health & Educational Facilities Authority                                                                                    | Connecticut (State of) Health & Educational Facilities Authority, Series 2015 L, Ref. RB                                                              | CUSIP: 20774YXK8<br>LEI: 549300ZOQJ5U8YBS5Q35 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35011.43     | 0.01%             | 2041-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| District of Columbia (Children's Hospital Obligated Group)                                                                                          | District of Columbia (Children's Hospital Obligated Group), Series 2015, Ref. RB                                                                      | CUSIP: 254764KC6<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25018.79     | 0.01%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Invesco Exchange-Traded Self-Indexed Fund Trust

**Signature:** Adrien Deberghes

**Name of Signer:** Adrien Deberghes

**Title:** Vice President