# EDGAR Filing Document

**Accession Number:** 0000798737
**File Stem:** 0001752724-23-018119
**Filing Date:** 2023-1
**Character Count:** 444613
**Document Hash:** df9065ccda79faac23bbf92ef9831ae3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-018119.hdr.sgml**: 20230130

**ACCESSION NUMBER**: 0001752724-23-018119

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230130

**DATE AS OF CHANGE**: 20230130

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AB MUNICIPAL INCOME FUND, INC.
- **CENTRAL INDEX KEY:** 0000798737
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04791
- **FILM NUMBER:** 23567720

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

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCE MUNICIPAL INCOME FUND INC/NY/
- **DATE OF NAME CHANGE:** 20010629

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCE MUNICIPAL INCOME FUND INC/NY
- **DATE OF NAME CHANGE:** 20010629

## Series and Classes Contracts Data

### AB High Income Municipal Portfolio (Series ID: S000027380)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000082627 | Class A       | ABTHX           |
| C000082628 | Class C       | ABTFX           |
| C000082629 | Advisor Class | ABTYX           |
| C000206561 | Class Z       | ABTZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-04791

- **c. CIK number of Registrant:** 0000798737

- **d. LEI of Registrant:** 549300HSXPZXR4NTL020

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

  - **Street Address 1:** ALLIANCEBERNSTEIN LP

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10105

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

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

- **a. Name of Series:** AB High Income Municipal Portfolio

- **b. EDGAR series identifier (if any):** S000027380

- **c. LEI of Series:** 5493009E8B1XV7CBU619

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

- **a. Date of fiscal year-end:** 2023-05-31

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3398082971.01

**Total Liabilities:** $464749901.39

**Net Assets:** $2933333069.62

**Delayed Delivery Securities:** $53217653.50

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -9905.29000000 | **1-Year:** -86610.51000000 | **5-Year:** -317813.13000000 | **10-Year:** -394447.70000000 | **30-Year:** -418208.77000000

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

- **3-Month:** -281486.65000000 | **1-Year:** -355099.91000000 | **5-Year:** -283747.73000000 | **10-Year:** -370754.70000000 | **30-Year:** -454595.73000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000082627 | -6.61%               | -2.39%               | 6.88%                |
| Class ID C000082628 | -6.67%               | -2.45%               | 6.83%                |
| Class ID C000206561 | -6.59%               | -2.36%               | 6.90%                |
| Class ID C000082629 | -6.59%               | -2.37%               | 6.91%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-18654578.11            | $-218164536.81                             |
| Month 2  | $-21395363.20            | $-66089851.41                              |
| Month 3  | $-24752417.79            | $211037715.67                              |

**Designated Index Information**

- **Index Name:** Bloomberg Municipal Bond Unhedged

- **Index Identifier:** LMBITR:IND

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Arizona Industrial Development Authority                                         | ARIZONA ST INDL DEV AUTH ECON DEV REVENUE                                                                                            | CUSIP: 040523AK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    480000 | PA      | $336000.00    | 0.01%             | 2031-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Florida Development Finance Corp                                                 | FLORIDA ST DEV FIN CORP EDUCTNL FACS REVENUE                                                                                         | CUSIP: 34061UHY7<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |    675000 | PA      | $600011.48    | 0.02%             | 2031-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hastings Campus Housing Finance Authority                                        | HASTINGS CAMPUS HSG FIN AUTH CA CAMPUS HSG REVENUE                                                                                   | CUSIP: 418338AB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  16525000 | PA      | $13547104.11  | 0.46%             | 2061-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: SS2C1M1   IRS USD R F  3.32000 IS2C1M1 CCPINFLATIONZERO / Short: SS2C1M1   IRS USD P V 12MUSCPI IS2C1N2 CCPINFLATIONZERO       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  53000000 | OU      | $-2258524.51  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Florida Atlantic University Finance Corp                                         | FLORIDA ST ATLANTIC UNIV FIN CORP CAPITAL IMPT REVENUE                                                                               | CUSIP: 31200CCA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    510000 | PA      | $728831.42    | 0.02%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corp                                         | NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE                                                                                       | CUSIP: 650116AV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8000000 | PA      | $8024298.40   | 0.27%             | 2050-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| California Statewide Communities Development Authority                           | CALIFORNIA STWD CMNTYS DEV AUTH REVENUE                                                                                              | CUSIP: 13080SMK7<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |   5575000 | PA      | $5462091.20   | 0.19%             | 2046-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                             | CONNECTICUT ST                                                                                                                       | CUSIP: 20772JPN6<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10149.32     | 0.00%             | 2031-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland Stadium Authority                                                       | MARYLAND ST STADIUM AUTH REVENUE                                                                                                     | CUSIP: 574296CR8<br>LEI: 549300VA283TTQRDNF71 | Long             | DBT              | MUN               | US        |   2200000 | PA      | $3254506.20   | 0.11%             | 2050-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OKLAHOMA ST DEV FIN AUTH HLTHSYS REVENUE                                                                                             | CUSIP: 67884XCE5<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |   3165000 | PA      | $3024637.63   | 0.10%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS281C9   IRS USD R V 12MUSCPI IS281D0 CCPINFLATIONZERO / Short: BS281C9   IRS USD P F  2.58500 IS281C9 CCPINFLATIONZERO       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  15493000 | OU      | $1358325.54   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                                | CUSIP: 74526QZN5<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    610000 | PA      | $448350.00    | 0.02%             | 2022-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority                                              | CALIFORNIA SCH FIN AUTH SCH FAC REVENUE                                                                                              | CUSIP: 13059TAR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2850000 | PA      | $2864685.48   | 0.10%             | 2044-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                                | CUSIP: 74526QPP1<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |  14090000 | PA      | $14083066.31  | 0.48%             | 2031-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nassau County Industrial Development Agency                                      | NASSAU CNTY NY INDL DEV AGY CCRC REVENUE                                                                                             | CUSIP: 63166UAR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3660000 | PA      | $3046909.74   | 0.10%             | 2041-01-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Florida Higher Educational Facilities Financial Authority                        | FLORIDA ST HGR EDUCTNL FACS FINANCIAL AUTH REVENUE                                                                                   | CUSIP: 34073TMJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3375000 | PA      | $3369655.69   | 0.11%             | 2049-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS2GFZ4   IRS USD R V 00MSOFR IS2GG06 CCPOIS / Short: BS2GFZ4   IRS USD P F  3.06900 IS2GFZ4 CCPOIS                            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  18000000 | OU      | $400901.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                       | CHICAGO IL BRD OF EDU                                                                                                                | CUSIP: 167505YL4<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4266709.50   | 0.15%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kentucky Economic Development Finance Authority                                  | KENTUCKY ST ECON DEV FIN AUTH                                                                                                        | CUSIP: 49126PGX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    330000 | PA      | $334974.60    | 0.01%             | 2049-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                         | Long: IS2G3B6   IRS USD R F  3.40000 IS2G3B6 VANILLA / Short: IS2G3B6   IRS USD P V 12MMUNIP IS2G3C7 VANILLA                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |  10000000 | OU      | $272922.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                         | Long: IS2FJH1   IRS USD R F  2.80000 IS2FJH1 VANILLA / Short: IS2FJH1   IRS USD P V 12MMUNIP IS2FJI2 VANILLA                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |  20000000 | OU      | $-545558.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Maine Health & Higher Educational Facilities Authority                           | MAINE HLTH & HGR EDUCTNL FACS AUTH REVENUE                                                                                           | CUSIP: 56042RYG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    675000 | PA      | $549353.06    | 0.02%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                            | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                       | CUSIP: 126292BR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $6688675.00   | 0.23%             | 2057-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC AUTH OF GEORGIA                                                                                                            | CUSIP: 6262072R4<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |   1530000 | PA      | $1533922.92   | 0.05%             | 2048-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Community Housing Agency                                              | CALIFORNIA CMNTY HSG AGY ESSENTIAL HSG REVENUE                                                                                       | CUSIP: 13013FBK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1794750.00   | 0.06%             | 2040-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI HLTHCARE SYS REVENUE                                                                                              | CUSIP: 74447GAA8<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $2995661.00   | 0.10%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bucks County Industrial Development Authority                                    | BUCKS CNTY PA INDL DEV AUTH HOSP REVENUE                                                                                             | CUSIP: 11861MBM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $3641052.50   | 0.12%             | 2051-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hidalgo County Regional Mobility Authority                                       | HIDALGO CNTY TX REGL MOBILITY AUTH TOLL & VEHICLE REGISTRATI                                                                         | CUSIP: 42934ACJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $658282.50    | 0.02%             | 2055-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI REVENUE                                                                                                           | CUSIP: 74442PYM1<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   7500000 | PA      | $7490182.50   | 0.26%             | 2023-02-01      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| Bexley Community Development District                                            | BEXLEY CDD FL SPL ASSMNT REVENUE                                                                                                     | CUSIP: 088570AD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2055000 | PA      | $1871355.34   | 0.06%             | 2047-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kansas City Industrial Development Authority                                     | KANSAS CITY MO INDL DEV AUTH SENIOR LIVING FACS REVENUE                                                                              | CUSIP: 48504LAG8<br>LEI: 549300QWDXL46XQC8110 | Long             | DBT              | MUN               | US        |    643000 | PA      | $495847.59    | 0.02%             | 2046-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                                                                                 | CUSIP: 64990FW91<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   3335000 | PA      | $3232416.43   | 0.11%             | 2040-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Maine Health & Higher Educational Facilities Authority                           | MAINE HLTH & HGR EDUCTNL FACS AUTH REVENUE                                                                                           | CUSIP: 56042RYE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    540000 | PA      | $495758.21    | 0.02%             | 2038-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Build NYC Resource Corp                                                          | BUILD NYC RESOURCE CORP NY REVENUE                                                                                                   | CUSIP: 12008ELT1<br>LEI: 549300GROJFKMNLWEK84 | Long             | DBT              | MUN               | US        |   4415000 | PA      | $4435897.08   | 0.15%             | 2045-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government Nashville & Davidson County Health & Educational Facs Bd | MET GOVT NASHVILLE & DAVIDSON CNTY TN HLTH & EDUCTNL FAC BRD                                                                         | CUSIP: 59212TAH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4465000 | PA      | $1678840.00   | 0.06%             | 2049-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Kentucky Economic Development Finance Authority                                  | KENTUCKY ST ECON DEV FIN AUTH                                                                                                        | CUSIP: 49126PFG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4500000 | PA      | $3693055.05   | 0.13%             | 2046-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | MICHIGAN ST FIN AUTH LTD OBLIG REVENUE                                                                                               | CUSIP: 594479HN0<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    285000 | PA      | $264984.17    | 0.01%             | 2032-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Allentown Neighborhood Improvement Zone Development Authority                    | ALLENTOWN PA NEIGHBORHOOD IMPTZONE DEV AUTH TAX REV                                                                                  | CUSIP: 018444BC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2325000 | PA      | $2103568.86   | 0.07%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington State Housing Finance Commission                                      | WASHINGTON ST HSG FIN COMMISSION                                                                                                     | CUSIP: 93978TS59<br>LEI: 549300YL1HU59NREG764 | Long             | DBT              | MUN               | US        |   9930964 | PA      | $8901389.89   | 0.30%             | 2035-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Louisiana Public Facilities Authority                                            | LOUISIANA ST PUBLIC FACS AUTH LEASE REVENUE                                                                                          | CUSIP: 54639TBT8<br>LEI: 549300RQIPT5S4P4M065 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2600864.00   | 0.09%             | 2051-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                                                                                                                          | CUSIP: 4521522M2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   2115000 | PA      | $2218918.20   | 0.08%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Airport System Revenue                                        | HOUSTON TX ARPT SYS REVENUE                                                                                                          | CUSIP: 4423487S1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1475103.15   | 0.05%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                            | PENNSYLVANIA ST ECON DEV FING AUTH SOLID WASTE DISPOSAL REV                                                                          | CUSIP: 708692BW7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  11500000 | PA      | $11154936.75  | 0.38%             | 2029-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                        | NEW JERSEY ST ECON DEV AUTH REV                                                                                                      | CUSIP: 64577XAF3<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |   4725000 | PA      | $4824822.24   | 0.16%             | 2040-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Town of Hamden CT                                                                | HAMDEN CT REVENUE                                                                                                                    | CUSIP: 406802AA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1015071.60   | 0.03%             | 2053-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Colorado Health Facilities Authority                                             | COLORADO ST HLTH FACS AUTH REVENUE                                                                                                   | CUSIP: 19648FWN0<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |    880000 | PA      | $1022749.03   | 0.03%             | 2038-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | MICHIGAN ST FIN AUTH REVENUE                                                                                                         | CUSIP: 59447TYF4<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |     45000 | PA      | $48371.60     | 0.00%             | 2045-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                            | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                       | CUSIP: 126292AS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9600000 | PA      | $6661665.60   | 0.23%             | 2056-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC AUTH OF GEORGIA                                                                                                            | CUSIP: 626207Z23<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    175000 | PA      | $179682.28    | 0.01%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jefferson County Industrial Development Agency                                   | JEFFERSON CNTY NY INDL DEV AGY SOL WST DISP REVENUE                                                                                  | CUSIP: 47325PAA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $250000.00    | 0.01%             | 2034-07-01      | Fixed         | 12.00%                | Yes           |                  3 | On Loan: No      |
| Arizona Industrial Development Authority                                         | ARIZONA ST INDL DEV AUTH ECON DEV REVENUE                                                                                            | CUSIP: 040523AF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10420000 | PA      | $7294000.00   | 0.25%             | 2050-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Kentucky Economic Development Finance Authority                                  | KENTUCKY ST ECON DEV FIN AUTH                                                                                                        | CUSIP: 49126PGW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1735000 | PA      | $1802344.37   | 0.06%             | 2044-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                         | Long: IS2ESI2   IRS USD R F  2.40000 IS2ESI2 VANILLA / Short: IS2ESI2   IRS USD P V 01MMUNIP IS2ESJ3 VANILLA                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |   5000000 | OU      | $-314585.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                       | CHICAGO IL BRD OF EDU                                                                                                                | CUSIP: 167505UZ7<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |   2600000 | PA      | $2599995.58   | 0.09%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Port Authority                                                     | MASSACHUSETTS ST PORT AUTH                                                                                                           | CUSIP: 575896TL9<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |   2025000 | PA      | $2460417.12   | 0.08%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | ILLINOIS ST FIN AUTH REVENUE                                                                                                         | CUSIP: 45204E7F9<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    385000 | PA      | $324635.35    | 0.01%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Polk County Industrial Development Authority                                     | POLK CNTY FL INDL DEV AUTH                                                                                                           | CUSIP: 731120NQ0<br>LEI: 549300UTRO4TAORRAL04 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1999132.20   | 0.07%             | 2033-01-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Washington State Housing Finance Commission                                      | WASHINGTON ST HSG FIN COMMISSION NONPROFIT HSG REVENUE                                                                               | CUSIP: 939783YZ3<br>LEI: 549300YL1HU59NREG764 | Long             | DBT              | MUN               | US        |    440000 | PA      | $362614.03    | 0.01%             | 2044-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                                                                                                                          | CUSIP: 4521526V8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   2085000 | PA      | $2207645.12   | 0.08%             | 2031-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Hope Cultural Education Facilities Finance Corp                              | NEW HOPE CULTURAL ED FACS FIN CORP TX RETIREMENT FAC REVENUE                                                                         | CUSIP: 64542UFJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1680000 | PA      | $1378665.29   | 0.05%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland Health & Higher Educational Facilities Authority                        | MARYLAND ST HLTH & HGR EDUCTNL FACS AUTH REVENUE                                                                                     | CUSIP: 574218XZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3531005.45   | 0.12%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                            | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                       | CUSIP: 126292BG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1002035.25   | 0.03%             | 2057-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                           | CALIFORNIA ST MUNI FIN AUTH REVENUE                                                                                                  | CUSIP: 13048TSX2<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   1050000 | PA      | $892909.40    | 0.03%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                                   | CUSIP: 74514L3E5<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   1456053 | PA      | $1462184.73   | 0.05%             | 2023-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| California Community Housing Agency                                              | CALIFORNIA CMNTY HSG AGY ESSENTIAL HSG REVENUE                                                                                       | CUSIP: 13013FBH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6000000 | PA      | $4923272.40   | 0.17%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Glendale Industrial Development Authority                                        | GLENDALE AZ INDL DEV AUTH                                                                                                            | CUSIP: 378286JM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2865000 | PA      | $2506932.30   | 0.09%             | 2040-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kansas City Industrial Development Authority                                     | KANSAS CITY MO INDL DEV AUTH SENIOR LIVING FACS REVENUE                                                                              | CUSIP: 48504LAF0<br>LEI: 549300QWDXL46XQC8110 | Long             | DBT              | MUN               | US        |    804000 | PA      | $699030.16    | 0.02%             | 2037-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Shelby County Health Educational & Housing Facilities Board                      | SHELBY CNTY TN HLTH EDUCTNL &HSG FACS BRD REVENUE                                                                                    | CUSIP: 821697H77<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1020000 | PA      | $853723.58    | 0.03%             | 2041-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| New York City Housing Development Corp                                           | NEW YORK CITY NY HSG DEV CORP REVENUE                                                                                                | CUSIP: 64966WEB9<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |   1355000 | PA      | $1005229.51   | 0.03%             | 2040-08-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                         | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7730000 | PA      | $6018964.50   | 0.21%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UMB FINANCIAL CORP                                                               | UMB FINANCIAL CORP                                                                                                                   | CUSIP: 000000000<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |    598742 | NS      | $596101.09    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| New York Transportation Development Corp                                         | NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE                                                                                       | CUSIP: 650116FQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $995275.00    | 0.03%             | 2040-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Grand Forks ND                                                         | GRAND FORKS CNTY ND                                                                                                                  | CUSIP: 38543PAF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1610000 | PA      | $904820.81    | 0.03%             | 2043-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| New Hope Cultural Education Facilities Finance Corp                              | NEW HOPE CULTURAL ED FACS FINCORP TX RETIREMENT FAC REVENUE                                                                          | CUSIP: 64542UFR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9305871 | PA      | $4283430.07   | 0.15%             | 2061-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                       | CHICAGO IL BRD OF EDU                                                                                                                | CUSIP: 167505UY0<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |   4800000 | PA      | $4825004.64   | 0.16%             | 2032-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern California Logistics Airport Authority                                  | STHRN CA LOGISTICS ARPT AUTH                                                                                                         | CUSIP: 842472CB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3600000 | PA      | $3636393.84   | 0.12%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brevard County Health Facilities Authority                                       | BREVARD CNTY FL HLTH FACS AUTH REVENUE                                                                                               | CUSIP: 107416QS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2320000 | PA      | $2435175.70   | 0.08%             | 2027-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alachua County Health Facilities Authority                                       | ALACHUA CNTY FL HLTH FACS AUTH                                                                                                       | CUSIP: 010685KF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4023380.40   | 0.14%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| King County Public Hospital District No 4                                        | KING CNTY WA PUBLIC HOSP DIST #4                                                                                                     | CUSIP: 494794FC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5700000 | PA      | $5601283.41   | 0.19%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington State Housing Finance Commission                                      | WASHINGTON ST HSG FIN COMMISSION NONPROFIT HSG REVENUE                                                                               | CUSIP: 939783TH9<br>LEI: 549300YL1HU59NREG764 | Long             | DBT              | MUN               | US        |   2200000 | PA      | $1944004.48   | 0.07%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI HOSP REVENUE                                                                                                      | CUSIP: 74442CDH4<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1183226.40   | 0.04%             | 2051-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Maricopa County Industrial Development Authority                                 | MARICOPA CNTY INDL DEV AUTH EXEMPT FACS REVENUE                                                                                      | CUSIP: 56678TAA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3600000 | PA      | $2868548.04   | 0.10%             | 2047-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                                                                                                                          | CUSIP: 452152XY2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   1010000 | PA      | $1023177.07   | 0.03%             | 2029-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | MICHIGAN ST FIN AUTH REVENUE                                                                                                         | CUSIP: 59447PF55<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1441751.22   | 0.05%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Columbia Housing Authority/SC                                                    | COLUMBIA SC HSG AUTH MF HSG REVENUE                                                                                                  | CUSIP: 198409AE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $484588.95    | 0.02%             | 2032-11-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| City of Tampa FL                                                                 | TAMPA FL CAPITAL IMPT CIGARETTE TAX ALLOCATION                                                                                       | CUSIP: 875146BC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $276797.00    | 0.01%             | 2049-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Aurora Highlands Community Authority Board                                       | AURORA HIGHLANDS CMNTY AUTH BRD CO SPL TAX REVENUE                                                                                   | CUSIP: 05164HAV5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $8867374.00   | 0.30%             | 2051-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Florida Atlantic University Finance Corp                                         | FLORIDA ST ATLANTIC UNIV FIN CORP CAPITAL IMPT REVENUE                                                                               | CUSIP: 31200CCF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    485000 | PA      | $633264.92    | 0.02%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Joaquin Hills Transportation Corridor Agency                                 | SAN JOAQUIN HILLS CA TRANSPRTN CORRIDOR AGY TOLL ROAD REV                                                                            | CUSIP: 798111GC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4065460.00   | 0.14%             | 2044-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Douglas County Housing Partnership                                               | DOUGLAS CNTY CO HSG PARTNERSHIP                                                                                                      | CUSIP: 25889FAB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $7458583.00   | 0.25%             | 2041-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI REVENUE                                                                                                           | CUSIP: 74442PSF3<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |  27000000 | PA      | $24298234.20  | 0.83%             | 2041-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | ILLINOIS ST FIN AUTH REVENUE                                                                                                         | CUSIP: 45204E7C6<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    535000 | PA      | $532632.68    | 0.02%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: SS2JGP0   IRS USD R F  3.84750 IS2JGP0 CCPOIS / Short: SS2JGP0   IRS USD P V 00MSOFR IS2JGQ1 CCPOIS                            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 140000000 | OU      | $789358.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| California School Finance Authority                                              | CALIFORNIA ST SCH FIN AUTH CHRT SCH REVENUE                                                                                          | CUSIP: 13058TGF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1165000 | PA      | $1070132.30   | 0.04%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Health Care Facilities Authority                                      | WASHINGTON ST HLTH CARE FACS AUTH                                                                                                    | CUSIP: 93978HYC3<br>LEI: 549300ZVPWQIL3N5TL85 | Long             | DBT              | MUN               | US        |    440000 | PA      | $380772.61    | 0.01%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| West Virginia Economic Development Authority                                     | WEST VIRGINIA ST ECON DEV AUTH SOL WST DISP FACS                                                                                     | CUSIP: 95648VBJ7<br>LEI: 549300WW88TKKF5H1220 | Long             | DBT              | MUN               | US        |   1990000 | PA      | $1939820.36   | 0.07%             | 2045-07-01      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Hidalgo County Regional Mobility Authority                                       | HIDALGO CNTY TX REGL MOBILITY AUTH TOLL & VEHICLE REGISTRATI                                                                         | CUSIP: 42934ABW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2965000 | PA      | $885658.84    | 0.03%             | 2043-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Village of Antioch IL Special Service Areas No 1 & 2                             | ANTIOCH VLG IL SPL SVC AREAS NO 1 & 2 SPL TAX                                                                                        | CUSIP: 03717PAA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8436000 | PA      | $7650909.57   | 0.26%             | 2033-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                                | CUSIP: 74526QXQ0<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    440000 | PA      | $325600.00    | 0.01%             | 2025-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| North Broward Hospital District                                                  | NORTH BROWARD FL HOSP DIST                                                                                                           | CUSIP: 657883DL5<br>LEI: 549300HZL14T4Q7UDP41 | Long             | DBT              | MUN               | US        |   7235000 | PA      | $7383346.44   | 0.25%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | MICHIGAN ST FIN AUTH REVENUE                                                                                                         | CUSIP: 59447PJ28<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |   2750000 | PA      | $2821293.48   | 0.10%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                                   | Long: IS1NBC5   CDS USD R F  3.00000 IS1NBC5 CMBX / Short: IS1NBC5   CDS USD P V 01MEVENT IS1NBD6 CMBX                               | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              |  | US        |    249478 | OU      | $-58627.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                                                                                 | CUSIP: 64990FL28<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   3335000 | PA      | $3232416.43   | 0.11%             | 2040-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duluth Economic Development Authority                                            | DULUTH MN ECON DEV AUTH REVENUE                                                                                                      | CUSIP: 26444VAH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    830000 | PA      | $668727.35    | 0.02%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CMFA Special Finance Agency                                                      | CMFA SPL FIN AGY CA ESSENTIAL HSG REVENUE                                                                                            | CUSIP: 12574WAJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $7666002.00   | 0.26%             | 2058-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | INDIANA FIN AUTH MIDWESTERN DISASTER RELIEF REVENUE                                                                                  | CUSIP: 45470CAE9<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |   5145000 | PA      | $4578510.29   | 0.16%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Buckeye Tobacco Settlement Financing Authority                                   | BUCKEYE OH TOBACCO SETTLEMENT FING AUTH                                                                                              | CUSIP: 118217CZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  83640000 | PA      | $76633201.19  | 2.61%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Copper Ridge Metropolitan District                                               | COPPER RIDGE MET DIST CO TAX INCR & SALES TAX SUPPORTED REVE                                                                         | CUSIP: 217558AB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1405000 | PA      | $1283711.83   | 0.04%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI HOSP REVENUE                                                                                                      | CUSIP: 74442CDG6<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1254963.75   | 0.04%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chester County Industrial Development Authority                                  | CHESTER CNTY PA INDL DEV AUTH                                                                                                        | CUSIP: 165588FL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2750000 | PA      | $2649526.00   | 0.09%             | 2042-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| New Hope Cultural Education Facilities Finance Corp                              | NEW HOPE CULTURAL ED FACS FIN CORP TX RETIREMENT FAC REVENUE                                                                         | CUSIP: 64542UGH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4714228.50   | 0.16%             | 2057-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Rhode Island Health and Educational Building Corp                                | RHODE ISLAND ST HLTH & EDUCTNL BLDG CORP REVENUE                                                                                     | CUSIP: 762244FK2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1890000 | PA      | $1923271.37   | 0.07%             | 2032-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duluth Economic Development Authority                                            | DULUTH MN ECON DEV AUTH REVENUE                                                                                                      | CUSIP: 26444VAG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $851761.20    | 0.03%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Palm Beach County Educational Facilities Authority                               | PALM BEACH CNTY FL EDUCTNL FACS AUTH                                                                                                 | CUSIP: 696506AT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1815000 | PA      | $1561718.57   | 0.05%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ohio Air Quality Development Authority                                           | OHIO ST AIR QUALITY DEV AUTH EXEMPT FACS REVENUE                                                                                     | CUSIP: 67754AAD6<br>LEI: 549300DZUU80AYOR6M80 | Long             | DBT              | MUN               | US        |   1540000 | PA      | $1430784.43   | 0.05%             | 2038-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Richmond Redevelopment & Housing Authority                                       | RICHMOND VA REDEV & HSG AUTH REVENUE                                                                                                 | CUSIP: 765411AB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1275000 | PA      | $1146896.16   | 0.04%             | 2037-01-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI REVENUE                                                                                                           | CUSIP: 74442PTL9<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |  16500000 | PA      | $10474635.60  | 0.36%             | 2056-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | Long: BS2F3I0   IRS USD R V 00MSOFR IS2F3J1 CCPOIS / Short: BS2F3I0   IRS USD P F  2.17450 IS2F3I0 CCPOIS                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  11000000 | OU      | $1044286.02   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | INDIANA ST FIN AUTH EXEMPT FAC REVENUE                                                                                               | CUSIP: 45470DAA5<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |  18845000 | PA      | $14175190.16  | 0.48%             | 2039-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| County of Osceola FL Transportation Revenue                                      | OSCEOLA CNTY FL TRANSPRTN REVENUE                                                                                                    | CUSIP: 688031EU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    390000 | PA      | $153549.67    | 0.01%             | 2039-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Irving Hospital Authority                                                        | IRVING TX HOSP AUTH                                                                                                                  | CUSIP: 463794KG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2840000 | PA      | $2901166.50   | 0.10%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Industrial Development Authority of the County of Pima/The                       | PIMA CNTY AZ INDL DEV AUTH EDU REVENUE                                                                                               | CUSIP: 72177MTM9<br>LEI: 549300QDTQ25545R4K19 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4643610.50   | 0.16%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: SS2C596   IRS USD R F  3.46600 IS2C596 CCPINFLATIONZERO / Short: SS2C596   IRS USD P V 12MUSCPI IS2C5A7 CCPINFLATIONZERO       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  51000000 | OU      | $-1719355.86  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| California Community Housing Agency                                              | CALIFORNIA CMNTY HSG AGY ESSENTIAL HSG REVENUE                                                                                       | CUSIP: 13013FAV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3335000 | PA      | $2553134.93   | 0.09%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ulster County Capital Resource Corp                                              | ULSTER CNTY NY CAPITAL RESOURCE CORP REVENUE                                                                                         | CUSIP: 903768AE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1795000 | PA      | $1428585.57   | 0.05%             | 2042-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Middleburg Heights OH                                                    | MIDDLEBURG HEIGHTS OH HOSP REVENUE                                                                                                   | CUSIP: 596126DM1<br>LEI: 549300YPL4J3W5PGVS22 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1089231.30   | 0.04%             | 2032-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia Authority for Industrial Development                                | PHILADELPHIA PA AUTH FOR INDL DEV                                                                                                    | CUSIP: 71781PBK5<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1271223.07   | 0.04%             | 2040-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| City of Chicago IL                                                               | CHICAGO IL MF HSG REVENUE                                                                                                            | CUSIP: 167570TK6<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |   7950000 | PA      | $4973022.33   | 0.17%             | 2052-12-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fayetteville State University                                                    | FAYETTEVILLE NC ST UNIV                                                                                                              | CUSIP: 312810FN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1120000 | PA      | $1165157.06   | 0.04%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Minneapolis MN                                                           | MINNEAPOLIS MN HLTH CARE SYS REVENUE                                                                                                 | CUSIP: 60374VEF6<br>LEI: 54930069TEI1INHRHS55 | Long             | DBT              | MUN               | US        |   5125000 | PA      | $5341295.50   | 0.18%             | 2049-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Commonwealth Aqueduct & Sewer Authority                              | PUERTO RICO CMWLTH AQUEDUCT &SWR AUTH REVENUE                                                                                        | CUSIP: 745160TD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2550000 | PA      | $2577094.52   | 0.09%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI HOSP REVENUE                                                                                                      | CUSIP: 74442CDB7<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3446571.00   | 0.12%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Industrial Development Authority of the City of Phoenix/The                      | PHOENIX AZ INDL DEV AUTH EDU REVENUE                                                                                                 | CUSIP: 71885FDK0<br>LEI: 549300A62PWFBDWB8332 | Long             | DBT              | MUN               | US        |  10690000 | PA      | $10728209.27  | 0.37%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allentown Neighborhood Improvement Zone Development Authority                    | ALLENTOWN PA NEIGHBORHOOD IMPTZONE DEV AUTH TAX REV                                                                                  | CUSIP: 018444AY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3070000 | PA      | $2777615.66   | 0.09%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Public Finance Authority                                              | CALIFORNIA PUBLIC FIN AUTH SENIOR LIVING REVENUE                                                                                     | CUSIP: 13057GAB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $845762.70    | 0.03%             | 2046-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                                                                                                                          | CUSIP: 4521525N7<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1436207.10   | 0.05%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Military Installation Development Authority                                      | MILITARY INSTALLATION DEV AUTH UT TAX ALLOCATION REVENUE                                                                             | CUSIP: 599772AF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1084180.50   | 0.04%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tulsa Authority for Economic Opportunity                                         | TULSA OK AUTH ECON OPPTY TAX APPORTIONMENT REVENUE                                                                                   | CUSIP: 899650AB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1980000 | PA      | $1600796.54   | 0.05%             | 2041-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Highway & Transportation Authority                                   | PUERTO RICO HIGHWAY & TRANSPRTN AUTH TRANSPRTN REVENUE                                                                               | CUSIP: 745190UR7<br>LEI: 549300J6QBXVWJXB7Y41 | Long             | DBT              | MUN               | US        |   4260000 | PA      | $4206300.14   | 0.14%             | 2041-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | ILLINOIS ST FIN AUTH STUDENT HSG & ACADEMIC FAC REVENUE                                                                              | CUSIP: 45203KAP0<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |   1790000 | PA      | $1609115.13   | 0.05%             | 2047-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland Health & Higher Educational Facilities Authority                        | MARYLAND ST HLTH & HGR EDUCTNL FACS AUTH REVENUE                                                                                     | CUSIP: 57421CBQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $314316.93    | 0.01%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Longs Peak Metropolitan District                                                 | LONGS PEAK MET DIST CO                                                                                                               | CUSIP: 54316AAA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1647753.20   | 0.06%             | 2051-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | ILLINOIS ST TOLL HIGHWAY AUTH                                                                                                        | CUSIP: 452252PV5<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |   1830000 | PA      | $1770662.93   | 0.06%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Louisiana Public Facilities Authority                                            | LOUISIANA PUB FACS AUTH REVENUE                                                                                                      | CUSIP: 546399DE3<br>LEI: 549300RQIPT5S4P4M065 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26724.50     | 0.00%             | 2047-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Overland Park Development Corp                                                   | OVERLAND PARK KS DEV CORP REVENUE                                                                                                    | CUSIP: 690278CE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3835000 | PA      | $3534831.10   | 0.12%             | 2049-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                                                                                              | CUSIP: 6461365J6<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    930000 | PA      | $903720.80    | 0.03%             | 2037-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Commonwealth Aqueduct & Sewer Authority                              | PUERTO RICO CMWLTH AQUEDUCT &SWR AUTH REVENUE                                                                                        | CUSIP: 745160TF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2835000 | PA      | $2840764.97   | 0.10%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland Health & Higher Educational Facilities Authority                        | MARYLAND ST HLTH & HGR EDUCTNL FACS AUTH REVENUE                                                                                     | CUSIP: 57421CBN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    495000 | PA      | $511867.27    | 0.02%             | 2026-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | ILLINOIS ST FIN AUTH REVENUE                                                                                                         | CUSIP: 45204FBE4<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    700000 | PA      | $639472.23    | 0.02%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Maricopa County Industrial Development Authority                                 | MARICOPA CNTY AZ INDL DEV AUTH EDU REVENUE                                                                                           | CUSIP: 56681NAT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1375000 | PA      | $1379934.33   | 0.05%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Geisinger Authority                                                              | GEISINGER PA AUTH HLTH SYS REVENUE                                                                                                   | CUSIP: 368497JY0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $978308.00    | 0.03%             | 2043-04-01      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                           | PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE                                                                                    | CUSIP: 74529JRH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  16400000 | PA      | $14816096.20  | 0.51%             | 2040-07-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: SS2CPI5   IRS USD R F  3.33100 IS2CPI5 CCPINFLATIONZERO / Short: SS2CPI5   IRS USD P V 12MUSCPI IS2CPJ6 CCPINFLATIONZERO       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  36580000 | OU      | $-978849.71   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| City of Tampa FL                                                                 | TAMPA FL HOSP REVENUE                                                                                                                | CUSIP: 875161DC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7710000 | PA      | $6260336.42   | 0.21%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Statewide Communities Development Authority                           | CALIFORNIA STWD CMNTYS DEV AUTH REVENUE                                                                                              | CUSIP: 13080SVM3<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |   6080000 | PA      | $6127287.20   | 0.21%             | 2048-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Louisiana Public Facilities Authority                                            | LOUISIANA ST PUBLIC FACS AUTH SOL WST DISP FAC REVENUE                                                                               | CUSIP: 54640TAB5<br>LEI: 549300RQIPT5S4P4M065 | Long             | DBT              | MUN               | US        |   7250000 | PA      | $72.50        | 0.00%             | 2039-07-01      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| California School Finance Authority                                              | CALIFORNIA ST SCH FIN AUTH EDUCTNL FACS REVENUE                                                                                      | CUSIP: 130591AN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1040846.80   | 0.04%             | 2034-08-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| City of Chicago IL                                                               | CHICAGO IL                                                                                                                           | CUSIP: 167486SX8<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |   1080000 | PA      | $1069021.48   | 0.04%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                             | DIST OF COLUMBIA REVENUE                                                                                                             | CUSIP: 25483VTD6<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1018389.70   | 0.03%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lees Summit Industrial Development Authority                                     | LEES SUMMIT MO INDL DEV AUTH SENIOR LIVING FACS REVENUE                                                                              | CUSIP: 524292BH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4131209.50   | 0.14%             | 2056-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Development Finance Corp                                                 | FLORIDA ST DEV FIN CORP EDUCTNL FACS REVENUE                                                                                         | CUSIP: 34061UFX1<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1980851.60   | 0.07%             | 2050-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                                   | CUSIP: 74514L3G0<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   5693726 | PA      | $5824689.67   | 0.20%             | 2027-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                        | NEW JERSEY ST ECON DEV AUTH REVENUE                                                                                                  | CUSIP: 64577B6B5<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |   2720000 | PA      | $2987326.50   | 0.10%             | 2028-04-01      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC AUTH OF GEORGIA                                                                                                            | CUSIP: 6262072T0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |   1560000 | PA      | $1543081.80   | 0.05%             | 2059-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Middleburg Heights OH                                                    | MIDDLEBURG HEIGHTS OH HOSP REVENUE                                                                                                   | CUSIP: 596126DN9<br>LEI: 549300YPL4J3W5PGVS22 | Long             | DBT              | MUN               | US        |    800000 | PA      | $867711.52    | 0.03%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| El Paso County Hospital District                                                 | EL PASO CNTY TX HOSP DIST                                                                                                            | CUSIP: 283590GS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3940000 | PA      | $4070566.48   | 0.14%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | INDIANA ST FIN AUTH HLTH FAC REVENUE                                                                                                 | CUSIP: 45471CBT4<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |   2045000 | PA      | $1755225.95   | 0.06%             | 2038-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Irving Hospital Authority                                                        | IRVING TX HOSP AUTH                                                                                                                  | CUSIP: 463794KH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5375000 | PA      | $5452080.19   | 0.19%             | 2044-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Centerra Metropolitan District No 1                                              | CENTERRA CO MET DIST #1 SPL REVENUE                                                                                                  | CUSIP: 15200XAL7<br>LEI: 549300SHE5ZPSMGZH793 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $997279.20    | 0.03%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Connecticut State Health & Educational Facilities Authority                      | CONNECTICUT ST HLTH & EDUCTNL FACS AUTH REVENUE                                                                                      | CUSIP: 20775DHL9<br>LEI: 549300ZOQJ5U8YBS5Q35 | Long             | DBT              | MUN               | US        |    115000 | PA      | $112961.48    | 0.00%             | 2026-01-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| City of South Charleston WV                                                      | SOUTH CHARLESTON WV SPL DIST EXCISE TAX                                                                                              | CUSIP: 837323AB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $754561.60    | 0.03%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                              | Long: IS1UYZ0   CDS USD R F  3.00000 IS1UYZ0 CMBX / Short: IS1UYZ0   CDS USD P V 01MEVENT IS1UZ02 CMBX                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DCR              |  | GB        |   9979136 | OU      | $-2345096.91  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Columbia Housing Authority/SC                                                    | COLUMBIA SC HSG AUTH MF HSG REVENUE                                                                                                  | CUSIP: 198409AF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7515000 | PA      | $7116190.22   | 0.24%             | 2039-11-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Idaho Housing & Finance Association                                              | IDAHO ST HSG & FIN ASSN ECON DEV REVENUE                                                                                             | CUSIP: 45130CAB7<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4007318.40   | 0.14%             | 2036-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: SS2BYW9   IRS USD R F  2.90900 IS2BYW9 CCPINFLATIONZERO / Short: SS2BYW9   IRS USD P V 12MUSCPI IS2BYX0 CCPINFLATIONZERO       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  18550000 | OU      | $-834631.47   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                                                                                                                          | CUSIP: 452152WX5<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   4165000 | PA      | $4215495.21   | 0.14%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                                | CUSIP: 74526QZM7<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    920000 | PA      | $676200.00    | 0.02%             | 2021-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse International                                                      | Long: IS1N8C4   CDS USD R F  3.00000 IS1N8C4 CMBX / Short: IS1N8C4   CDS USD P V 01MEVENT IS1N8D5 CMBX                               | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | GB        |   2561312 | OU      | $-601908.22   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TROUSDALE ISSUER LLC                                                             | Trousdale Issuer LLC                                                                                                                 | CUSIP: 897186AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5265000 | PA      | $1979640.00   | 0.07%             | 2025-04-01      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| GDB Debt Recovery Authority of Puerto Rico                                       | GDB DEBT RECOVERY AUTH OF CMWLTH PUERTO RICO                                                                                         | CUSIP: 36829QAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4725999 | PA      | $3946209.17   | 0.13%             | 2040-08-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Sarasota County Health Facilities Authority                                      | SARASOTA CNTY FL HLTH FACS AUTH RETMNT FAC REVENUE                                                                                   | CUSIP: 80329UBB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2450000 | PA      | $2128679.81   | 0.07%             | 2047-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia College Building Authority                                              | VIRGINIA ST CLG BLDG AUTH EDUCTNL FACS REVENUE                                                                                       | CUSIP: 9277817M0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3845137.20   | 0.13%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Airport System Revenue                                        | HOUSTON TX ARPT SYS REVENUE                                                                                                          | CUSIP: 4423487H5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12845000 | PA      | $12865716.42  | 0.44%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tarrant County Cultural Education Facilities Finance Corp                        | TARRANT CNTY TX CULTURAL EDU FACS FIN CORP RETMNT FAC REVENU                                                                         | CUSIP: 87638REN3<br>LEI: 549300ROY505NVTMMI25 | Long             | DBT              | MUN               | US        |   2585000 | PA      | $1034000.00   | 0.04%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tobacco Securitization Authority of Northern California                          | TOBACCO SECURITIZATION AUTH NTHRN CA TOBACCO SETTLEMENT REVE                                                                         | CUSIP: 888794CA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3250000 | PA      | $499006.30    | 0.02%             | 2060-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Washington State Housing Finance Commission                                      | WASHINGTON ST HSG FIN COMMISSION NONPROFIT HSG REVENUE                                                                               | CUSIP: 939783QX7<br>LEI: 549300YL1HU59NREG764 | Long             | DBT              | MUN               | US        |   5315000 | PA      | $4762829.97   | 0.16%             | 2048-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kansas City Industrial Development Authority                                     | KANSAS CITY MO INDL DEV AUTH SENIOR LIVING FACS REVENUE                                                                              | CUSIP: 48504LAD5<br>LEI: 549300QWDXL46XQC8110 | Long             | DBT              | MUN               | US        |   2609832 | PA      | $1971065.44   | 0.07%             | 2046-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut State Health & Educational Facilities Authority                      | CONNECTICUT ST HLTH & EDUCTNL FACS AUTH REVENUE                                                                                      | CUSIP: 20775DEZ1<br>LEI: 549300ZOQJ5U8YBS5Q35 | Long             | DBT              | MUN               | US        |    500000 | PA      | $486791.35    | 0.02%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS283G7   IRS USD R V 12MUSCPI IS283H8 CCPINFLATIONZERO / Short: BS283G7   IRS USD P F  2.61250 IS283G7 CCPINFLATIONZERO       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  15492000 | OU      | $1341436.17   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Lexington Industrial Development Authority                                       | LEXINGTON VA INDL DEV AUTH RSDL CARE FAC REVENUE                                                                                     | CUSIP: 52976BCA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    690000 | PA      | $712020.66    | 0.02%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                                   | Long: IS1PAM4   CDS USD R F  3.00000 IS1PAM4 CMBX / Short: IS1PAM4   CDS USD P V 01MEVENT IS1PAN5 CMBX                               | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              |  | US        |   1651880 | OU      | $-388191.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Maryland Health & Higher Educational Facilities Authority                        | MARYLAND ST HLTH & HGR EDUCTNL FACS AUTH REVENUE                                                                                     | CUSIP: 57421CBS2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $300930.84    | 0.01%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Airport System Revenue                                        | HOUSTON TX ARPT SYS REVENUE                                                                                                          | CUSIP: 4423487R3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3155000 | PA      | $3172502.05   | 0.11%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Health & Educational Facilities Authority                              | WISCONSIN ST HLTH & EDUCTNL FACS AUTH REVENUE                                                                                        | CUSIP: 97712D4C7<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |    980000 | PA      | $827852.94    | 0.03%             | 2046-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Hope Cultural Education Facilities Finance Corp                              | NEW HOPE CULTURAL ED FACS FIN CORP TX RETIREMENT FAC REVENUE                                                                         | CUSIP: 64542UFA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2200000 | PA      | $1603525.00   | 0.05%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Osceola FL Transportation Revenue                                      | OSCEOLA CNTY FL TRANSPRTN REVENUE                                                                                                    | CUSIP: 688031EQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $125928.50    | 0.00%             | 2035-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Colorado Health Facilities Authority                                             | COLORADO ST HLTH FACS AUTH REVENUE                                                                                                   | CUSIP: 19648FWU4<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2140558.84   | 0.07%             | 2052-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| County of Jefferson AL Sewer Revenue                                             | JEFFERSON CNTY AL SWR REVENUE WARRANTS                                                                                               | CUSIP: 472682RL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  18565000 | PA      | $19855488.42  | 0.68%             | 2042-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tempe Industrial Development Authority                                           | TEMPE AZ INDL DEV AUTH REVENUE                                                                                                       | CUSIP: 87972MAX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1225000 | PA      | $1079929.38   | 0.04%             | 2047-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                              | Medline Borrower LP                                                                                                                  | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8595900.00   | 0.29%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sterling Ranch Community Authority Board                                         | STERLING RANCH CMNTY AUTH BRD CO SUPPORTED REVENUE                                                                                   | CUSIP: 85950NAR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3011000.40   | 0.10%             | 2053-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                           | PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE                                                                                    | CUSIP: 74529JPX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  57481000 | PA      | $54394885.35  | 1.85%             | 2058-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Columbia Housing Authority/SC                                                    | COLUMBIA SC HSG AUTH MF HSG REVENUE                                                                                                  | CUSIP: 198409AG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2975000 | PA      | $2887634.96   | 0.10%             | 2024-11-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                                | CUSIP: 74526QWE8<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $747500.00    | 0.03%             | 2036-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mississippi Business Finance Corp                                                | MISSISSIPPI ST BUSINESS FIN CORP EXEPT FACS REVENUE                                                                                  | CUSIP: 60528DAA6<br>LEI: 549300DYV074JUDKBQ77 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1003099.80   | 0.03%             | 2047-07-15      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI REVENUE                                                                                                           | CUSIP: 74442PAU9<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1740000 | PA      | $1744143.98   | 0.06%             | 2045-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| State of Nevada Department of Business & Industry                                | DIRECTOR OF THE ST OF NEVADA DEPT OF BUSINESS & INDUSTRY ENV                                                                         | CUSIP: 25461PAE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1635000 | PA      | $1456344.69   | 0.05%             | 2038-02-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Louisiana Public Facilities Authority                                            | LOUISIANA ST PUBLIC FACS AUTH SOL WST DISP FAC REVENUE                                                                               | CUSIP: 54640TAE9<br>LEI: 549300RQIPT5S4P4M065 | Long             | DBT              | MUN               | US        |  17000000 | PA      | $170.00       | 0.00%             | 2039-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Territory of Guam                                                                | GUAM GOVT BUSINESS PRIVILEGE TAX REVENUE                                                                                             | CUSIP: 40065NCQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4614020.50   | 0.16%             | 2036-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Las Vegas Redevelopment Agency                                                   | LAS VEGAS NV REDEV AGY TAX INCR REVENUE                                                                                              | CUSIP: 517732DS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3057353.40   | 0.10%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                                   | CUSIP: 74514L3J4<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   5121766 | PA      | $5250382.76   | 0.18%             | 2031-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Brevard County Health Facilities Authority                                       | BREVARD CNTY FL HLTH FACS AUTH REVENUE                                                                                               | CUSIP: 107416QY8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3110000 | PA      | $3354166.72   | 0.11%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX                                                                              | CUSIP: 89602HDS3<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2936742.64   | 0.10%             | 2057-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | ILLINOIS ST FIN AUTH REVENUE                                                                                                         | CUSIP: 45204E7A0<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    540000 | PA      | $541898.37    | 0.02%             | 2036-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                             | CONNECTICUT ST                                                                                                                       | CUSIP: 20772JPN6<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |   1960000 | PA      | $2073775.57   | 0.07%             | 2031-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kerrville Health Facilities Development Corp                                     | KERRVILLE TX HLTH FACS DEV CORP HOSP REVENUE                                                                                         | CUSIP: 492436AZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1800000 | PA      | $1841604.84   | 0.06%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS2AU39   IRS USD R V 12MUSCPI IS2AU40 CCPINFLATIONZERO / Short: BS2AU39   IRS USD P F  2.68000 IS2AU39 CCPINFLATIONZERO       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  28000000 | OU      | $2095526.16   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamhill County Hospital Authority                                                | YAMHILL CNTY OR HOSP AUTH                                                                                                            | CUSIP: 98464UBB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    340000 | PA      | $313340.57    | 0.01%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OKLAHOMA ST DEV FIN AUTH                                                                                                             | CUSIP: 6789083S1<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |   4525000 | PA      | $4413665.54   | 0.15%             | 2044-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Four Corners Business Improvement District                                       | FOUR CORNERS BUSINESS IMPT DIST CO LIMITED TAX SUPPORTED                                                                             | CUSIP: 35084NAA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $889472.30    | 0.03%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Broadway Station Metropolitan District No 3                                      | BROADWAY STATION MET DIST NO 3 CO                                                                                                    | CUSIP: 111571AA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $640780.13    | 0.02%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE                                                                                            | CUSIP: 837151C49<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |   5500000 | PA      | $4864544.85   | 0.17%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ulster County Capital Resource Corp                                              | ULSTER CNTY NY CAPITAL RESOURCE CORP REVENUE                                                                                         | CUSIP: 903768AD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4270000 | PA      | $3473646.28   | 0.12%             | 2037-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Build NYC Resource Corp                                                          | BUILD NYC RESOURCE CORP NY REVENUE                                                                                                   | CUSIP: 12008EGJ9<br>LEI: 549300GROJFKMNLWEK84 | Long             | DBT              | MUN               | US        |   7050000 | PA      | $6489747.08   | 0.22%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Housing Finance Agency                                                | CALIFORNIA HSG FIN AGY MUNI CTFS                                                                                                     | CUSIP: 13033DAJ4<br>LEI: 549300BOPCVLBA552Z14 | Long             | DBT              | MUN               | US        |   3939770 | PA      | $3401971.33   | 0.12%             | 2036-08-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Colorado Health Facilities Authority                                             | COLORADO ST HLTH FACS AUTH REVENUE                                                                                                   | CUSIP: 19648FSV7<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1303496.43   | 0.04%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                                                                        | CUSIP: 59261AFL6<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    635000 | PA      | $655773.14    | 0.02%             | 2025-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales Tax Receipts Fund                                | CHICAGO IL TRANSIT AUTH SALES TAX RECPTS REVENUE                                                                                     | CUSIP: 16772PCE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1805000 | PA      | $1297998.87   | 0.04%             | 2055-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Middleburg Heights OH                                                    | MIDDLEBURG HEIGHTS OH HOSP REVENUE                                                                                                   | CUSIP: 596126DP4<br>LEI: 549300YPL4J3W5PGVS22 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1078791.70   | 0.04%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mississippi Development Bank                                                     | MISSISSIPPI DEV BK SPL OBLIG                                                                                                         | CUSIP: 60534XLV6<br>LEI: 549300122LOI8CB50V38 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $824150.80    | 0.03%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Port Authority                                                     | MASSACHUSETTS ST PORT AUTH                                                                                                           | CUSIP: 575896TJ4<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |   1125000 | PA      | $1404921.60   | 0.05%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Washington OH                                                          | WASHINGTON CNTY OH HOSP REVENUE                                                                                                      | CUSIP: 938154DX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $9866459.00   | 0.34%             | 2052-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kansas City Industrial Development Authority                                     | KANSAS CITY MO INDL DEV AUTH SENIOR LIVING FACS REVENUE                                                                              | CUSIP: 48504LAE3<br>LEI: 549300QWDXL46XQC8110 | Long             | DBT              | MUN               | US        |   1164757 | PA      | $55231.15     | 0.00%             | 2046-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI EDU REVENUE                                                                                                       | CUSIP: 74442EJK7<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4182045.00   | 0.14%             | 2062-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mississippi Hospital Equipment & Facilities Authority                            | MISSISSIPPI ST HOSP EQUIPMENT& FACS AUTH                                                                                             | CUSIP: 605360SS6<br>LEI: 549300DW2GVUIGE04396 | Long             | DBT              | MUN               | US        |    465000 | PA      | $456502.54    | 0.02%             | 2037-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Build NYC Resource Corp                                                          | BUILD NYC RESOURCE CORP NY REVENUE                                                                                                   | CUSIP: 12008EGK6<br>LEI: 549300GROJFKMNLWEK84 | Long             | DBT              | MUN               | US        |   2875000 | PA      | $2724290.78   | 0.09%             | 2044-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| City of Detroit MI                                                               | DETROIT MI                                                                                                                           | CUSIP: 251093S84<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |   7000000 | PA      | $5134240.30   | 0.18%             | 2044-04-01      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Commonwealth Aqueduct & Sewer Authority                              | PUERTO RICO CMWLTH AQUEDUCT & SWR AUTH REVENUE                                                                                       | CUSIP: 745160SD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2996833.20   | 0.10%             | 2023-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Cuyahoga OH                                                            | CUYAHOGA CNTY OH HOSP REVENUE                                                                                                        | CUSIP: 2322655Q7<br>LEI: 549300GHDK9DGLUNJU89 | Long             | DBT              | MUN               | US        |  21160000 | PA      | $21430894.55  | 0.73%             | 2042-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE FUTURE TAX                                                                            | CUSIP: 64971QY23<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2160000 | PA      | $2188207.44   | 0.07%             | 2032-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                         | Long: IS2G4E6   IRS USD R F  3.40000 IS2G4E6 VANILLA / Short: IS2G4E6   IRS USD P V 12MMUNIP IS2G4F7 VANILLA                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |  10000000 | OU      | $270887.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                                | CUSIP: 74526QYD8<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    390000 | PA      | $288600.00    | 0.01%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Florida Development Finance Corp                                                 | FLORIDA ST DEV FIN CORP EDUCTNL FACS REVENUE                                                                                         | CUSIP: 34061UFV5<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1021375.90   | 0.03%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Pier & Exposition Authority                                         | MET PIER & EXPOSITION AUTH IL REVENUE                                                                                                | CUSIP: 592250AQ7<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |  19675000 | PA      | $4435547.74   | 0.15%             | 2050-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                                | CUSIP: 74526QYX4<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |   1530000 | PA      | $1128375.00   | 0.04%             | 2024-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                                                                                              | CUSIP: 6461362C4<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |  13615000 | PA      | $14367038.14  | 0.49%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse International                                                      | Long: IS1NCU0   CDS USD R F  3.00000 IS1NCU0 CMBX / Short: IS1NCU0   CDS USD P V 01MEVENT IS1NCV1 CMBX                               | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | GB        |    137047 | OU      | $-32205.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sanger Industrial Development Corp                                               | SANGER TX INDL DEV CORP DEV REVENUE                                                                                                  | CUSIP: 800888AC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5720000 | PA      | $1430000.00   | 0.05%             | 2038-07-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| ARC70 II TRUST                                                                   | ARC70 II TR CA                                                                                                                       | CUSIP: 03880NAA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2498203.80   | 0.09%             | 2059-12-01      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Baytown Municipal Development District                                           | BAYTOWN MUNI DEV DIST TX                                                                                                             | CUSIP: 073201AD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6205000 | PA      | $5106646.12   | 0.17%             | 2050-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Capital Trust Agency Inc                                                         | CAPITAL TRUST AGY FL EDUCTNL FACS REVENUE                                                                                            | CUSIP: 14054CCZ0<br>LEI: 549300F49UWS7X0OGQ59 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $849017.20    | 0.03%             | 2045-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | Long: BS2HOA5   IRS USD R V 00MSOFR IS2HOB6 CCPOIS / Short: BS2HOA5   IRS USD P F  2.81500 IS2HOA5 CCPOIS                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  63000000 | OU      | $2526893.20   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Southeast Energy Authority A Cooperative District                                | Southeast Energy Authority A Cooperative District                                                                                    | CUSIP: 84136FBM8<br>LEI: 25490090A3RLJHITY273 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2498787.50   | 0.09%             | 2053-01-01      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| California Community Housing Agency                                              | CALIFORNIA CMNTY HSG AGY ESSENTIAL HSG REVENUE                                                                                       | CUSIP: 13013FAU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  11070000 | PA      | $7256474.67   | 0.25%             | 2056-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia Authority for Industrial Development                                | PHILADELPHIA PA AUTH FOR INDL DEV CHRT SCH REVENUE                                                                                   | CUSIP: 71780CBE9<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |   1585000 | PA      | $1544209.23   | 0.05%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tobacco Securitization Authority of Southern California                          | TOBACCO SECURITIZATION AUTH STHRN CA TOBACCO SETTLEMENT REVE                                                                         | CUSIP: 888804CQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    680000 | PA      | $706228.69    | 0.02%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iowa Finance Authority                                                           | IOWA ST FIN AUTH REVENUE                                                                                                             | CUSIP: 46247SBU7<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |   4060000 | PA      | $3026362.16   | 0.10%             | 2051-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                    | Long: IS1WUB4   IRS USD R V 01MMUNIP IS1WUC5 VANILLA / Short: IS1WUB4   IRS USD P F  1.12500 IS1WUB4 VANILLA                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |  21490000 | OU      | $2410694.99   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| City of Westminster MD                                                           | WESTMINSTER MD PROJ REVENUE                                                                                                          | CUSIP: 960735AS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2022901.20   | 0.07%             | 2044-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI HOTEL REVENUE                                                                                                     | CUSIP: 74447DAC1<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   7250000 | PA      | $6710480.38   | 0.23%             | 2052-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily                                                          | Freddie Mac Multifamily ML Certificates                                                                                              | CUSIP: 3137H9JQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12000000 | PA      | $843452.40    | 0.03%             | 2036-09-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Brevard County Health Facilities Authority                                       | BREVARD CNTY FL HLTH FACS AUTH REVENUE                                                                                               | CUSIP: 107416QU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2560000 | PA      | $2738065.41   | 0.09%             | 2029-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Shelby County Health Educational & Housing Facilities Board                      | SHELBY CNTY TN HLTH EDUCTNL &HSG FACS BRD RSDL CARE FAC MTG                                                                          | CUSIP: 82169JAN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1075000 | PA      | $1047636.41   | 0.04%             | 2044-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| County of Palm Beach FL                                                          | PALM BEACH CNTY FL REVENUE                                                                                                           | CUSIP: 696547GK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1970000 | PA      | $1693481.94   | 0.06%             | 2051-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tarrant County Cultural Education Facilities Finance Corp                        | TARRANT CNTY TX CULTURAL EDU FACS FIN CORP REVENUE                                                                                   | CUSIP: 87638TEV1<br>LEI: 549300ROY505NVTMMI25 | Long             | DBT              | MUN               | US        |   1335000 | PA      | $1336759.13   | 0.05%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                       | CHICAGO IL BRD OF EDU                                                                                                                | CUSIP: 167505XC5<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    290000 | PA      | $289360.90    | 0.01%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | Long: IS1N5S9   CDS USD R F  3.00000 IS1N5S9 CMBX / Short: IS1N5S9   CDS USD P V 01MEVENT IS1N5T0 CMBX                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |   2219360 | OU      | $-521549.55   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Tarrant County Cultural Education Facilities Finance Corp                        | TARRANT CNTY TX CULTURAL EDU FACS FIN CORP RETMNT FAC REVENU                                                                         | CUSIP: 87638RKD8<br>LEI: 549300ROY505NVTMMI25 | Long             | DBT              | MUN               | US        |  16668038 | PA      | $11706801.49  | 0.40%             | 2054-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH                                                                              | CUSIP: 546282H72<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |   7625000 | PA      | $7294079.58   | 0.25%             | 2045-11-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| County of Lake FL                                                                | LAKE CNTY FLA RETMNT FAC REVENUE                                                                                                     | CUSIP: 50826FAB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2681085.30   | 0.09%             | 2040-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| South Jersey Transportation Authority                                            | S JERSEY NJ TRANSPRTN AUTH TRANSPRTN SYS REVENUE                                                                                     | CUSIP: 838536HF0<br>LEI: 549300W8SZI2CAOKT956 | Long             | DBT              | MUN               | US        |   3515000 | PA      | $3573674.14   | 0.12%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OKLAHOMA ST DEV FIN AUTH HLTHSYS REVENUE                                                                                             | CUSIP: 67884XCX3<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $9419885.00   | 0.32%             | 2044-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse International                                                      | Long: IS1PCY0   CDS USD R F  3.00000 IS1PCY0 CMBX / Short: IS1PCY0   CDS USD P V 01MEVENT IS1PCZ1 CMBX                               | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | GB        |   3362304 | OU      | $-790141.33   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Maine Health & Higher Educational Facilities Authority                           | MAINE HLTH & HGR EDUCTNL FACS AUTH REVENUE                                                                                           | CUSIP: 56042RYH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1685000 | PA      | $1184824.08   | 0.04%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                       | CHICAGO IL BRD OF EDU                                                                                                                | CUSIP: 167505QY5<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |   3095000 | PA      | $3286865.24   | 0.11%             | 2044-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lexington Industrial Development Authority                                       | LEXINGTON VA INDL DEV AUTH RSDL CARE FAC REVENUE                                                                                     | CUSIP: 52976BCC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1289892.50   | 0.04%             | 2048-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| I-470 Western Gateway Transportation Development District                        | I-470 WESTERN GATEWAY TRANSPRTN DEV DIST MO TRANSPRTN SALES                                                                          | CUSIP: 44952RAB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4916434.50   | 0.17%             | 2048-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Chicago IL                                                               | CHICAGO IL                                                                                                                           | CUSIP: 167486WN5<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1009431.20   | 0.03%             | 2033-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                           | PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE                                                                                    | CUSIP: 74529JQC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    383000 | PA      | $308213.51    | 0.01%             | 2027-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Village of Pingree Grove IL Special Service Area No 7                            | PINGREE GROVE IL SPL SVC AREA #7 SPL TAX REVENUE                                                                                     | CUSIP: 72342GAB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8950000 | PA      | $8451654.16   | 0.29%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                           | CALIFORNIA ST MUNI FIN AUTH REVENUE                                                                                                  | CUSIP: 13048TSY0<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   2025000 | PA      | $1594933.13   | 0.05%             | 2045-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | INDIANA ST FIN AUTH HLTH FAC REVENUE                                                                                                 | CUSIP: 45471CBV9<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |   2215000 | PA      | $1860831.69   | 0.06%             | 2040-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Village of Antioch IL Special Service Areas No 1 & 2                             | ANTIOCH VLG IL SPL SVC AREAS NO 1 & 2 SPL TAX                                                                                        | CUSIP: 03717PAB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3782000 | PA      | $3555357.98   | 0.12%             | 2033-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                                | CUSIP: 74526QKW1<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |   7425000 | PA      | $5475937.50   | 0.19%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Montgomery County Higher Education and Health Authority                          | MONTGOMERY CNTY PA HGR EDU & HLTH AUTH                                                                                               | CUSIP: 613603G94<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4002913.00   | 0.14%             | 2057-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                           | CALIFORNIA ST MUNI FIN AUTH CHARTER SCH REVENUE                                                                                      | CUSIP: 13048DAF5<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   1675000 | PA      | $1516934.44   | 0.05%             | 2047-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI HOSP REVENUE                                                                                                      | CUSIP: 74442CEG5<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1650000 | PA      | $1577043.60   | 0.05%             | 2035-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kentucky Economic Development Finance Authority                                  | KENTUCKY ST ECON DEV FIN AUTH                                                                                                        | CUSIP: 49126PGE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1725000 | PA      | $1792085.61   | 0.06%             | 2044-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arlington Higher Education Finance Corp                                          | ARLINGTON TX HGR EDU FIN CORP EDU REVENUE                                                                                            | CUSIP: 041806HK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2175000 | PA      | $2183749.81   | 0.07%             | 2046-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Commonwealth Aqueduct & Sewer Authority                              | PUERTO RICO CMWLTH AQUEDUCT &SWR AUTH REVENUE                                                                                        | CUSIP: 745160TE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3850000 | PA      | $3888115.77   | 0.13%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Children's Trust Fund                                                            | THE CHILDRENS TRUST FUND PR TOBACCO SETTLEMENT REVENUE                                                                               | CUSIP: 16876QBM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        | 445000000 | PA      | $23087401.00  | 0.79%             | 2057-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kansas City Industrial Development Authority                                     | KANSAS CITY MO INDL DEV AUTH                                                                                                         | CUSIP: 48503SGQ6<br>LEI: 549300QWDXL46XQC8110 | Long             | DBT              | MUN               | US        |   1855000 | PA      | $1574515.28   | 0.05%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mississippi Hospital Equipment & Facilities Authority                            | MISSISSIPPI ST HOSP EQUIPMENT & FACS AUTH                                                                                            | CUSIP: 605360SD9<br>LEI: 549300DW2GVUIGE04396 | Long             | DBT              | MUN               | US        |   2285000 | PA      | $2257304.66   | 0.08%             | 2046-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sagebrush Farm Metropolitan District No 1                                        | SAGEBRUSH FARM MET DIST #1 CO                                                                                                        | CUSIP: 78669HAB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1452678.15   | 0.05%             | 2052-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Colorado Educational & Cultural Facilities Authority                             | COLORADO ST EDUCTNL & CULTURAL FACS AUTH REVENUE                                                                                     | CUSIP: 19645RYY1<br>LEI: 549300BJRX2FHSSZP042 | Long             | DBT              | MUN               | US        |    765000 | PA      | $746915.32    | 0.03%             | 2049-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                       | CHICAGO IL BRD OF EDU                                                                                                                | CUSIP: 167505RM0<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |   4975000 | PA      | $5407582.22   | 0.18%             | 2046-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sterling Ranch Community Authority Board                                         | STERLING RANCH CMNTY AUTH BRD CO SUPPORTED REVENUE                                                                                   | CUSIP: 85950NAQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2013604.20   | 0.07%             | 2042-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Monroe County Industrial Development Corp/NY                                     | MONROE CNTY NY INDL DEV CORP REVENUE                                                                                                 | CUSIP: 61075TUH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3150000 | PA      | $2488001.99   | 0.08%             | 2050-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Housing Finance Agency                                                | CALIFORNIA HSG FIN AGY MUNI CTFS                                                                                                     | CUSIP: 13033DAH8<br>LEI: 549300BOPCVLBA552Z14 | Long             | DBT              | MUN               | US        |  15790941 | PA      | $898859.83    | 0.03%             | 2035-03-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales Tax Receipts Fund                                | CHICAGO IL TRANSIT AUTH SALES TAX RECPTS REVENUE                                                                                     | CUSIP: 16772PCC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4100000 | PA      | $2832978.03   | 0.10%             | 2050-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tarrant County Cultural Education Facilities Finance Corp                        | TARRANT CNTY TX CULTURAL EDU FACS FIN CORP RETMNT FAC REVENU                                                                         | CUSIP: 87638REV5<br>LEI: 549300ROY505NVTMMI25 | Long             | DBT              | MUN               | US        |   1125000 | PA      | $450000.00    | 0.02%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vauxmont Metropolitan District                                                   | VAUXMONT MET DIST CO                                                                                                                 | CUSIP: 92242SAN3<br>LEI: 549300M7XL6MB0OW8D56 | Long             | DBT              | MUN               | US        |    189000 | PA      | $155942.50    | 0.01%             | 2050-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Abilene Convention Center Hotel Development Corp                                 | ABILENE TX CONVENTION CENTER HOTEL DEV CORP HOTEL REVENUE                                                                            | CUSIP: 00344PAD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4250000 | PA      | $3575118.28   | 0.12%             | 2050-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Hope Cultural Education Facilities Finance Corp                              | NEW HOPE CULTURAL ED FACS FIN CORP TX RETIREMENT FAC REVENUE                                                                         | CUSIP: 64542UDW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7485000 | PA      | $6953964.70   | 0.24%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                       | CHICAGO IL BRD OF EDU                                                                                                                | CUSIP: 167505TH9<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |   8150000 | PA      | $7723220.36   | 0.26%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                         | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                                 | CUSIP: 57584XPV7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1135000 | PA      | $1152051.67   | 0.04%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Development Finance Corp                                                 | FLORIDA ST DEV FIN CORP EDUCTNL FACS REVENUE                                                                                         | CUSIP: 34061UFY9<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |   1435000 | PA      | $1395539.22   | 0.05%             | 2055-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| St Croix Chippewa Indians of Wisconsin                                           | ST CROIX CHIPPEWA INDIANS OF WISCONSIN                                                                                               | CUSIP: 788400AA7<br>LEI: 5493006ZQ04VD450FS17 | Long             | DBT              | MUN               | US        |   6175000 | PA      | $4697473.17   | 0.16%             | 2041-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vauxmont Metropolitan District                                                   | VAUXMONT MET DIST CO                                                                                                                 | CUSIP: 92242SAV5<br>LEI: 549300M7XL6MB0OW8D56 | Long             | DBT              | MUN               | US        |    195000 | PA      | $211824.25    | 0.01%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky Housing Corp                                                            | KENTUCKY ST HSG CORP MF REVENUE                                                                                                      | CUSIP: 491312ES9<br>LEI: 549300NTBUU903EKQ287 | Long             | DBT              | MUN               | US        |    850000 | PA      | $850581.91    | 0.03%             | 2040-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                                   | CUSIP: 74514L4C8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |  16150000 | PA      | $7206937.50   | 0.25%             | 2051-11-01      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| STC Metropolitan District No 2                                                   | STC MET DIST #2 CO                                                                                                                   | CUSIP: 85780TAE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1060000 | PA      | $990870.30    | 0.03%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ulster County Capital Resource Corp                                              | ULSTER CNTY NY CAPITAL RESOURCE CORP REVENUE                                                                                         | CUSIP: 903768AF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3080000 | PA      | $2349547.82   | 0.08%             | 2047-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CMFA Special Finance Agency                                                      | CMFA SPL FIN AGY CA ESSENTIAL HSG REVENUE                                                                                            | CUSIP: 12574WAD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2800000 | PA      | $1809284.68   | 0.06%             | 2056-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Village Community Development District No 13                                     | VLG FL CDD #13 SPL ASSMNT REVENUE                                                                                                    | CUSIP: 92708HAL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $361679.36    | 0.01%             | 2026-05-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Norman Regional Hospital Authority                                               | NORMAN OK REGL HOSP AUTH HOSP REVENUE                                                                                                | CUSIP: 656178EH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $779971.70    | 0.03%             | 2039-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                       | CHICAGO IL BRD OF EDU                                                                                                                | CUSIP: 167505QR0<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |  10095000 | PA      | $10117702.65  | 0.34%             | 2039-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Berks County Industrial Development Authority                                    | BERKS CNTY PA INDL DEV AUTH HLTH SYS REVENUE                                                                                         | CUSIP: 08451PAX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1800000 | PA      | $1219553.64   | 0.04%             | 2047-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Development Finance Corp                                                 | FLORIDA DEV FIN CORP SURFACE TRANPRTN FAC REVENUE                                                                                    | CUSIP: 34061YAH3<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |   6100000 | PA      | $5422018.55   | 0.18%             | 2049-01-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Colorado Health Facilities Authority                                             | COLORADO ST HLTH FACS AUTH REVENUE                                                                                                   | CUSIP: 19648FTD6<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |   1175000 | PA      | $933064.56    | 0.03%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Capital Trust Agency Inc                                                         | CAPITAL TRUST AGY FL REVENUE                                                                                                         | CUSIP: 14052WDN4<br>LEI: 549300F49UWS7X0OGQ59 | Long             | DBT              | MUN               | US        |   6800000 | PA      | $6026572.08   | 0.21%             | 2056-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Western Regional Off-Track Betting Corp                                          | WESTERN REGL OFF-TRACK BETTING CORP REVENUE                                                                                          | CUSIP: 959321AB6<br>LEI: 549300OJK9LIIXQUYY95 | Long             | DBT              | MUN               | US        |   1650000 | PA      | $1245170.03   | 0.04%             | 2041-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Maricopa County Industrial Development Authority                                 | MARICOPA CNTY AZ INDL DEV AUTH EDU REVENUE                                                                                           | CUSIP: 56681NCV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2077521.60   | 0.07%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| City of Westminster MD                                                           | WESTMINSTER MD PROJ REVENUE                                                                                                          | CUSIP: 960735AR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $758657.18    | 0.03%             | 2039-07-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Monongalia County Commission Excise Tax District                                 | MONONGALIA CNTY WV COMMISSION SPL DIST EXCISE TAX REVENUE                                                                            | CUSIP: 61022CAG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2250000 | PA      | $1962691.88   | 0.07%             | 2043-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| New Mexico Hospital Equipment Loan Council                                       | NEW MEXICO ST HOSP EQUIPMENT LOAN COUNCIL 1ST MTGE REVENUE                                                                           | CUSIP: 647377AN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3935000 | PA      | $3184107.95   | 0.11%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Housing Finance Agency                                                | CALIFORNIA HSG FIN AGY MUNI CTFS                                                                                                     | CUSIP: 13033DAE5<br>LEI: 549300BOPCVLBA552Z14 | Long             | DBT              | MUN               | US        |   4239270 | PA      | $3822922.81   | 0.13%             | 2035-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC AUTH OF GEORGIA                                                                                                            | CUSIP: 626207Z56<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |   1360000 | PA      | $1363520.50   | 0.05%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OKLAHOMA ST DEV FIN AUTH HLTHSYS REVENUE                                                                                             | CUSIP: 67884XCK1<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4581540.00   | 0.16%             | 2052-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Iowa Finance Authority                                                           | IOWA ST FIN AUTH REVENUE                                                                                                             | CUSIP: 46247SBT0<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |   2275000 | PA      | $1752887.73   | 0.06%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Geisinger Authority                                                              | GEISINGER PA AUTH HLTH SYS REVENUE                                                                                                   | CUSIP: 368497JU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3200000 | PA      | $3359436.00   | 0.11%             | 2050-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                           | CALIFORNIA ST MUNI FIN AUTH REVENUE                                                                                                  | CUSIP: 13048TNG4<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   3415000 | PA      | $3277474.88   | 0.11%             | 2042-01-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                                | CUSIP: 74526QVX7<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |  10035000 | PA      | $7425900.00   | 0.25%             | 2040-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI CHRT SCH LESE REVENUE                                                                                             | CUSIP: 74446LAB6<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    750000 | PA      | $656890.73    | 0.02%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ulster County Capital Resource Corp                                              | ULSTER CNTY NY CAPITAL RESOURCE CORP REVENUE                                                                                         | CUSIP: 903768AG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6635000 | PA      | $4881015.85   | 0.17%             | 2053-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Commonwealth Aqueduct & Sewer Authority                              | PUERTO RICO CMWLTH AQUEDUCT &SWR AUTH REVENUE                                                                                        | CUSIP: 745160TH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3765000 | PA      | $3179486.40   | 0.11%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                        | NEW JERSEY ST ECON DEV AUTH SPL FAC REVENUE                                                                                          | CUSIP: 64578CAH4<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |   4140000 | PA      | $4151771.26   | 0.14%             | 2029-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | Long: IS1LA44   CDS USD R F  3.00000 IS1LA44 CMBX / Short: IS1LA44   CDS USD P V 01MEVENT IS1LA55 CMBX                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |   5555718 | OU      | $-1305593.62  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC AUTH OF GEORGIA                                                                                                            | CUSIP: 6262072P8<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    490000 | PA      | $502189.34    | 0.02%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | ILLINOIS ST FIN AUTH REVENUE                                                                                                         | CUSIP: 45204FBB0<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1166100.30   | 0.04%             | 2037-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sarasota County Health Facilities Authority                                      | SARASOTA CNTY FL HLTH FACS AUTH RETMNT FAC REVENUE                                                                                   | CUSIP: 80329UBC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4500000 | PA      | $3835074.15   | 0.13%             | 2052-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                    | Long: IS2GHG9   IRS USD R F  3.44000 IS2GHG9 VANILLA / Short: IS2GHG9   IRS USD P V 12MMUNIP IS2GHH0 VANILLA                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |  20000000 | OU      | $566742.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI REVENUE                                                                                                           | CUSIP: 74442PAV7<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1725000 | PA      | $1555553.42   | 0.05%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Hope Cultural Education Facilities Finance Corp                              | NEW HOPE CULTURAL ED FACS FIN CORP TX RETIREMENT FAC REVENUE                                                                         | CUSIP: 64542UFP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    365000 | PA      | $297567.38    | 0.01%             | 2037-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corp                                         | NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE                                                                                       | CUSIP: 650116AQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  17110000 | PA      | $17144659.73  | 0.58%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Jobs-Economic Development Authority                               | SOUTH CAROLINA ST JOBS-ECON DEV AUTH SOL WST DISP REVENUE                                                                            | CUSIP: 83704DAM8<br>LEI: 5493006X47I9VG3DL112 | Long             | DBT              | MUN               | US        |   3175000 | PA      | $2271670.27   | 0.08%             | 2051-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                            | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                       | CUSIP: 126292BD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $3982259.50   | 0.14%             | 2056-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tobacco Settlement Financing Corp/VA                                             | TOBACCO SETTLEMENT FING CORP VA                                                                                                      | CUSIP: 88880NAU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  30935000 | PA      | $28827785.14  | 0.98%             | 2047-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                           | CALIFORNIA ST MUNI FIN AUTH REVENUE                                                                                                  | CUSIP: 13048TNF6<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    965000 | PA      | $957812.39    | 0.03%             | 2032-01-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Children's Trust Fund                                                            | THE CHILDRENS TRUST FUND PR TOBACCO SETTLEMENT REVENUE                                                                               | CUSIP: 16876QBJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3830000 | PA      | $663745.13    | 0.02%             | 2050-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Brazoria County Industrial Development Corp                                      | BRAZORIA CNTY TX INDL DEV CORP SOLID WST DISP FACS REVENUE                                                                           | CUSIP: 10604PAE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8500000 | PA      | $8300878.15   | 0.28%             | 2042-06-01      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| Decatur Hospital Authority                                                       | DECATUR TX HOSP AUTH                                                                                                                 | CUSIP: 243323BX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6300000 | PA      | $6340197.78   | 0.22%             | 2044-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Hotel Occupancy Tax & Special Revenue                         | HOUSTON TX HOTEL OCCUPANCY TAX & SPL REVENUE                                                                                         | CUSIP: 44237NHW5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4715000 | PA      | $4776161.09   | 0.16%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                                | CUSIP: 74526QZZ8<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |   3345000 | PA      | $2466937.50   | 0.08%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland Health & Higher Educational Facilities Authority                        | MARYLAND ST HLTH & HGR EDUCTNL FACS AUTH REVENUE                                                                                     | CUSIP: 57421CBR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    290000 | PA      | $305196.12    | 0.01%             | 2029-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alachua County Health Facilities Authority                                       | ALACHUA CNTY FL HLTH FACS AUTH CCRC                                                                                                  | CUSIP: 010684BK3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1409575.30   | 0.05%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Industrial Tourist Educational Medical & Envirml Ctl Facs Fing Auth  | PUERTO RICO INDL TOURIST EDUCTNL MED & ENVRNMNTL CONTROL FAC                                                                         | CUSIP: 74527JAC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  14580000 | PA      | $15102943.78  | 0.51%             | 2026-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| California Housing Finance Agency                                                | California Housing Finance Agency                                                                                                    | CUSIP: 13033DAK1<br>LEI: 549300BOPCVLBA552Z14 | Long             | DBT              | MUN               | US        |  14060053 | PA      | $863966.33    | 0.03%             | 2036-08-20      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| Rhode Island Health and Educational Building Corp                                | RHODE ISLAND ST HLTH & EDUCTNL BLDG CORP REVENUE                                                                                     | CUSIP: 762244FM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1600000 | PA      | $1620943.52   | 0.06%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Private Activity Bond Surface Transportation Corp                          | TEXAS ST PRIV ACTIVITY BOND SURFACE TRANSPRTN CORP REVENUE                                                                           | CUSIP: 882667AN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  23230000 | PA      | $22962330.00  | 0.78%             | 2058-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI HOTEL REVENUE                                                                                                     | CUSIP: 74447DAG2<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   7850000 | PA      | $7394305.93   | 0.25%             | 2062-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Washington State Housing Finance Commission                                      | WASHINGTON ST HSG FIN COMMISSION NONPROFIT HSG REVENUE                                                                               | CUSIP: 939783ZA7<br>LEI: 549300YL1HU59NREG764 | Long             | DBT              | MUN               | US        |    275000 | PA      | $219140.35    | 0.01%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corp                                         | NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE                                                                                       | CUSIP: 650116FN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3021049.20   | 0.10%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harris County Cultural Education Facilities Finance Corp                         | HARRIS CNTY TX CULTURAL EDU FACS FIN CORP REVENUE                                                                                    | CUSIP: 414009RS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2794635.00   | 0.10%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Finance Authority of Maine                                                       | MAINE ST FIN AUTH SOL WST DISP REVENUE                                                                                               | CUSIP: 56042CAU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7270000 | PA      | $7330878.98   | 0.25%             | 2025-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wisconsin Housing & Economic Development Authority                               | WISCONSIN ST HSG & ECON DEV AUTH MF HSG                                                                                              | CUSIP: 97689RER1<br>LEI: 549300AT0SEG8YQT2K79 | Long             | DBT              | MUN               | US        |   1605000 | PA      | $1374907.04   | 0.05%             | 2040-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| City of Ashland KY                                                               | ASHLAND KY MED CENTER REVENUE                                                                                                        | CUSIP: 044293CA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    745000 | PA      | $679955.99    | 0.02%             | 2038-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Center District                                                        | WISCONSIN CENTER DIST WI TAX REVENUE                                                                                                 | CUSIP: 976595GP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  44075000 | PA      | $11643702.65  | 0.40%             | 2050-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                                                                        | CUSIP: 59261AFS1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |  13265000 | PA      | $13431477.08  | 0.46%             | 2037-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Highway & Transportation Authority                                   | PUERTO RICO HIGHWAY & TRANSPRTN AUTH TRANSPRTN REVENUE                                                                               | CUSIP: 745190ZS0<br>LEI: 549300J6QBXVWJXB7Y41 | Long             | DBT              | MUN               | US        |   3560000 | PA      | $3521620.35   | 0.12%             | 2036-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government Nashville & Davidson County Health & Educational Facs Bd | MET GOVT NASHVILLE & DAVIDSON CNTY TN HLTH & EDUCTNL FAC BRD                                                                         | CUSIP: 592029AR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $797769.10    | 0.03%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                           | PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE                                                                                    | CUSIP: 74529JRJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5370000 | PA      | $4851368.09   | 0.17%             | 2040-07-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | MICHIGAN ST FIN AUTH REVENUE                                                                                                         | CUSIP: 59447TM26<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |  16250000 | PA      | $1373042.13   | 0.05%             | 2065-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mississippi Hospital Equipment & Facilities Authority                            | MISSISSIPPI ST HOSP EQUIPMENT & FACS AUTH                                                                                            | CUSIP: 605360SB3<br>LEI: 549300DW2GVUIGE04396 | Long             | DBT              | MUN               | US        |   6400000 | PA      | $6472087.04   | 0.22%             | 2036-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Buckeye Tobacco Settlement Financing Authority                                   | BUCKEYE OH TOBACCO SETTLEMENT FING AUTH                                                                                              | CUSIP: 118217DA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  36605000 | PA      | $4278912.19   | 0.15%             | 2057-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Columbia Housing Authority/SC                                                    | COLUMBIA SC HSG AUTH MF HSG REVENUE                                                                                                  | CUSIP: 198409AH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    330000 | PA      | $311529.08    | 0.01%             | 2039-11-01      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Lees Summit Industrial Development Authority                                     | LEES SUMMIT MO INDL DEV AUTH SENIOR LIVING FACS REVENUE                                                                              | CUSIP: 524292AQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1841099.40   | 0.06%             | 2036-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Highway & Transportation Authority                                   | PUERTO RICO HIGHWAY & TRANSPRTN AUTH HIGHWAY REVENUE                                                                                 | CUSIP: 745181F85<br>LEI: 549300J6QBXVWJXB7Y41 | Long             | DBT              | MUN               | US        |    655000 | PA      | $665886.30    | 0.02%             | 2031-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Florida Atlantic University Finance Corp                                         | FLORIDA ST ATLANTIC UNIV FIN CORP CAPITAL IMPT REVENUE                                                                               | CUSIP: 31200CCD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $65325.27     | 0.00%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Housing & Redevelopment Authority of The City of St Paul Minnesota               | SAINT PAUL MN HSG & REDEV AUTH CHRT SCH LEASE REVENUE                                                                                | CUSIP: 852297DG2<br>LEI: 549300FQCUW4VH929113 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $758942.60    | 0.03%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                           | PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE                                                                                    | CUSIP: 74529JPV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2637000 | PA      | $2449325.76   | 0.08%             | 2040-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Toledo-Lucas County Port Authority                                               | TOLEDO-LUCAS CNTY OH PORT AUTH PARKING SYS REVENUE                                                                                   | CUSIP: 889259AL1<br>LEI: 549300H1LURZO4MT2Q75 | Long             | DBT              | MUN               | US        |   7065000 | PA      | $5215821.03   | 0.18%             | 2057-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                         | Long: IS2F0B2   IRS USD R F  2.46000 IS2F0B2 VANILLA / Short: IS2F0B2   IRS USD P V 12MMUNIP IS2F0C3 VANILLA                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |  10000000 | OU      | $-579724.40   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Children's Trust Fund                                                            | THE CHILDRENS TRUST FUND PR TOBACCO SETTLEMENT REVENUE                                                                               | CUSIP: 16876QBL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  70000000 | PA      | $4626160.00   | 0.16%             | 2057-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                                                                                              | CUSIP: 6461364E8<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |   2180000 | PA      | $2519169.85   | 0.09%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky Economic Development Finance Authority                                  | KENTUCKY ST ECON DEV FIN AUTH HLTH CARE REVENUE                                                                                      | CUSIP: 49126TAK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2350000 | PA      | $1980703.85   | 0.07%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | MICHIGAN ST FIN AUTH REVENUE                                                                                                         | CUSIP: 59447PE98<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1029509.80   | 0.04%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky Economic Development Finance Authority                                  | KENTUCKY ST ECON DEV FIN AUTH                                                                                                        | CUSIP: 49126KKC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4045000 | PA      | $4147582.41   | 0.14%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                         | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                                 | CUSIP: 57584XPW5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3036811.80   | 0.10%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                    | Long: IS2FES7   IRS USD R F  2.65500 IS2FES7 VANILLA / Short: IS2FES7   IRS USD P V 01MMUNIP IS2FET8 VANILLA                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |  10000000 | OU      | $-405091.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | ILLINOIS ST FIN AUTH REVENUE                                                                                                         | CUSIP: 45204FBA2<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1192180.80   | 0.04%             | 2036-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Tampa FL                                                                 | TAMPA FL CAPITAL IMPT CIGARETTE TAX ALLOCATION                                                                                       | CUSIP: 875146AX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    850000 | PA      | $393468.57    | 0.01%             | 2039-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| County of Montgomery OH                                                          | MONTGOMERY CNTY OH SENIOR LIVING REVENUE                                                                                             | CUSIP: 613554AG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5215000 | PA      | $1960840.00   | 0.07%             | 2049-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| California Housing Finance Agency                                                | CALIFORNIA HSG FIN AGY MUNI CTFS                                                                                                     | CUSIP: 13033DAC9<br>LEI: 549300BOPCVLBA552Z14 | Long             | DBT              | MUN               | US        |   5327001 | PA      | $5170569.03   | 0.18%             | 2033-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | ILLINOIS ST FIN AUTH REVENUE                                                                                                         | CUSIP: 45204E6Z6<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    400000 | PA      | $359843.80    | 0.01%             | 2035-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                                                                                         | CUSIP: 167593Y48<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2520694.58   | 0.09%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| City of Tampa FL                                                                 | TAMPA FL CAPITAL IMPT CIGARETTE TAX ALLOCATION                                                                                       | CUSIP: 875146BA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $392745.40    | 0.01%             | 2042-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Tarrant County Cultural Education Facilities Finance Corp                        | TARRANT CNTY TX CULTURAL EDU FACS FIN CORP RETMNT FAC REVENU                                                                         | CUSIP: 87638RHV2<br>LEI: 549300ROY505NVTMMI25 | Long             | DBT              | MUN               | US        |    845000 | PA      | $338000.00    | 0.01%             | 2047-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                           | CALIFORNIA ST MUNI FIN AUTH REVENUE                                                                                                  | CUSIP: 13048TNC3<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   3775000 | PA      | $75500.00     | 0.00%             | 2032-12-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | Long: SS2GDO9   IRS USD R F  2.83200 IS2GDO9 CCPOIS / Short: SS2GDO9   IRS USD P V 00MSOFR IS2GDP0 CCPOIS                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  65000000 | OU      | $-4350187.66  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Arizona Industrial Development Authority                                         | ARIZONA ST INDL DEV AUTH REVENUE                                                                                                     | CUSIP: 04052ABH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10739014 | PA      | $10334235.66  | 0.35%             | 2033-05-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| County of Palm Beach FL                                                          | PALM BEACH CNTY FL REVENUE                                                                                                           | CUSIP: 696547GJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $458599.15    | 0.02%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Reno NV                                                                  | RENO NV SALES TAX REVENUE                                                                                                            | CUSIP: 759861EJ2<br>LEI: 549300M4R5WWSUWY8D52 | Long             | DBT              | MUN               | US        |  10500000 | PA      | $1233825.60   | 0.04%             | 2058-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| California Public Finance Authority                                              | CALIFORNIA PUBLIC FIN AUTH SENIOR LIVING REVENUE                                                                                     | CUSIP: 13057GAD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $811649.60    | 0.03%             | 2056-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI HOTEL REVENUE                                                                                                     | CUSIP: 74447DAF4<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |  13000000 | PA      | $11927815.90  | 0.41%             | 2052-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                                | CUSIP: 74526QZL9<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |   1660000 | PA      | $1220100.00   | 0.04%             | 2020-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                            | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                       | CUSIP: 126292AY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1264945.40   | 0.04%             | 2056-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS21YN0   IRS USD R V 12MUSCPI IS21YO1 CCPINFLATIONZERO / Short: BS21YN0   IRS USD P F  1.23000 IS21YN0 CCPINFLATIONZERO       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  97890000 | OU      | $17315898.17  | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS2D0M7   IRS USD R V 03MLIBOR IS2D0N8 CCPVANILLA / Short: BS2D0M7   IRS USD P F  1.36250 IS2D0M7 CCPVANILLA                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 140000000 | OU      | $18286078.08  | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                       | CHICAGO IL BRD OF EDU                                                                                                                | CUSIP: 167505QP4<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |   5405000 | PA      | $5435029.10   | 0.19%             | 2035-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                                | CUSIP: 74526QXP2<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |   1570000 | PA      | $1161800.00   | 0.04%             | 2024-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Port of Greater Cincinnati Development Authority                                 | PORT OF GTR CINCINNATI DEV AUTH OH EDU REVENUE                                                                                       | CUSIP: 73421LAA9<br>LEI: 549300IK2RCZBY62ST97 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $919723.50    | 0.03%             | 2056-06-15      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Washington State Housing Finance Commission                                      | WASHINGTON ST HSG FIN COMMISSION NONPROFIT HSG REVENUE                                                                               | CUSIP: 939783RY4<br>LEI: 549300YL1HU59NREG764 | Long             | DBT              | MUN               | US        |   4185000 | PA      | $4197771.36   | 0.14%             | 2044-01-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                                                                        | CUSIP: 59261APY7<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   1650000 | PA      | $1712070.86   | 0.06%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jefferson County Port Authority/OH                                               | JEFFERSON CNTY OH PORT AUTH ECECON DEV REVENUE                                                                                       | CUSIP: 473318AA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3700000 | PA      | $2535900.08   | 0.09%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                                   | CUSIP: 74514L3Q8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    871843 | PA      | $800808.55    | 0.03%             | 2024-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Port Beaumont Navigation District                                                | PORT BEAUMONT TX NAV DIST DOCK& WHARF FAC REVENUE                                                                                    | CUSIP: 73360CAD6<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |   1460000 | PA      | $1071439.10   | 0.04%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                                                                        | CUSIP: 59259YYD5<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   2130000 | PA      | $2146900.06   | 0.07%             | 2023-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | INDIANA ST FIN AUTH REVENUE                                                                                                          | CUSIP: 45506EEL3<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $931631.50    | 0.03%             | 2027-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: SS2D890   IRS USD R F  3.32300 IS2D890 CCPINFLATIONZERO / Short: SS2D890   IRS USD P V 12MUSCPI IS2D8A1 CCPINFLATIONZERO       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  41300000 | OU      | $-1752417.23  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| City of Chicago IL                                                               | CHICAGO IL                                                                                                                           | CUSIP: 167486XF1<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |     90000 | PA      | $90097.95     | 0.00%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fayetteville State University                                                    | FAYETTEVILLE NC ST UNIV                                                                                                              | CUSIP: 312810FG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    710000 | PA      | $758684.06    | 0.03%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                       | CHICAGO IL BRD OF EDU                                                                                                                | CUSIP: 167505SM9<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |   5055000 | PA      | $5023031.67   | 0.17%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Small Business Financing Authority                                      | VIRGINIA ST SMALL BUSINESS FING AUTH REVENUE                                                                                         | CUSIP: 928104PX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7000000 | PA      | $5833576.70   | 0.20%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Shelby County Health Educational & Housing Facilities Board                      | SHELBY CNTY TN HLTH EDUCTNL &HSG FACS BRD RSDL CARE FAC MTG                                                                          | CUSIP: 82169JAP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3250000 | PA      | $3114391.15   | 0.11%             | 2049-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Board of Managers Joint Guadalupe County-City of Seguin Hospital                 | BRD OF MANAGERS TX JT GUADALUPE CNTY-CITY OF SEGUIN HOSP MTG                                                                         | CUSIP: 09659MAS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1477221.60   | 0.05%             | 2040-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Newark Higher Education Finance Corp                                             | NEWARK HGR EDU FIN CORP TX EDU REVENUE                                                                                               | CUSIP: 650346DZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1275000 | PA      | $939838.58    | 0.03%             | 2051-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                        | NEW JERSEY ST ECON DEV AUTH ENERGY FAC REVENUE                                                                                       | CUSIP: 64577QAG6<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |   7515000 | PA      | $7515580.91   | 0.26%             | 2043-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Washington Health Care Facilities Authority                                      | WASHINGTON ST HLTH CARE FACS AUTH                                                                                                    | CUSIP: 93978HWL5<br>LEI: 549300ZVPWQIL3N5TL85 | Long             | DBT              | MUN               | US        |    500000 | PA      | $507461.90    | 0.02%             | 2049-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI REVENUE                                                                                                           | CUSIP: 74442PMU6<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   7095000 | PA      | $6532626.18   | 0.22%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                            | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                       | CUSIP: 126292BT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5800000 | PA      | $3701765.90   | 0.13%             | 2056-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                       | CHICAGO IL BRD OF EDU                                                                                                                | CUSIP: 167505XA9<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    750000 | PA      | $754536.98    | 0.03%             | 2031-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI REVENUE                                                                                                           | CUSIP: 74442PCQ6<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   8770000 | PA      | $7976059.79   | 0.27%             | 2048-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| New Jersey Educational Facilities Authority                                      | NEW JERSEY ST EDUCTNL FACS AUTH REVENUE                                                                                              | CUSIP: 6460666K1<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |   1195000 | PA      | $1040608.39   | 0.04%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vauxmont Metropolitan District                                                   | VAUXMONT MET DIST CO                                                                                                                 | CUSIP: 92242SBE2<br>LEI: 549300M7XL6MB0OW8D56 | Long             | DBT              | MUN               | US        |    205000 | PA      | $209800.42    | 0.01%             | 2050-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland Health & Higher Educational Facilities Authority                        | MARYLAND ST HLTH & HGR EDUCTNL FACS AUTH REVENUE                                                                                     | CUSIP: 57421CBM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    475000 | PA      | $486853.39    | 0.02%             | 2025-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                           | CALIFORNIA ST MUNI FIN AUTH REVENUE                                                                                                  | CUSIP: 13048TTR4<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2003783.00   | 0.07%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona Industrial Development Authority                                         | ARIZONA ST INDL DEV AUTH NATIONAL CHRT SCH REVOLVING LOAN FD                                                                         | CUSIP: 04052FCV5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $8372773.00   | 0.29%             | 2051-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corp                                         | NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE                                                                                       | CUSIP: 650116CY0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2519162.75   | 0.09%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Henderson KY                                                             | HENDERSON KY EXEMPT FACS REVENUE                                                                                                     | CUSIP: 425099AB4<br>LEI: 549300UJ32J1O26W1T80 | Long             | DBT              | MUN               | US        |   7000000 | PA      | $6173278.30   | 0.21%             | 2052-01-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Cumberland County Municipal Authority                                            | CUMBERLAND CNTY PA MUNI AUTH                                                                                                         | CUSIP: 230614PN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1185000 | PA      | $1073211.96   | 0.04%             | 2045-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Industrial Development Authority of the County of Pima/The                       | PIMA CNTY AZ INDL DEV AUTH SENIOR LIVING REVENUE                                                                                     | CUSIP: 72178AAJ1<br>LEI: 549300QDTQ25545R4K19 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1025868.20   | 0.03%             | 2057-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                                                                        | CUSIP: 59261AJM0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   4630000 | PA      | $4821696.35   | 0.16%             | 2027-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hospital Facilities Authority of Multnomah County Oregon                         | MULTNOMAH CNTY OR HOSP FACS AUTH REVENUE                                                                                             | CUSIP: 62551PCH8<br>LEI: 549300GAP0JIG7V33754 | Long             | DBT              | MUN               | US        |   5650000 | PA      | $5510306.01   | 0.19%             | 2049-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dallas County Flood Control District No 1                                        | DALLAS CNTY TX FLOOD CONTROL DIST                                                                                                    | CUSIP: 234662DY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1982397.40   | 0.07%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Broadway Station Metropolitan District No 3                                      | BROADWAY STATION MET DIST NO 3 CO                                                                                                    | CUSIP: 111571AB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1404826.85   | 0.05%             | 2049-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                                                                        | CUSIP: 59261AJ99<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1698559.20   | 0.06%             | 2045-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Colorado Health Facilities Authority                                             | COLORADO ST HLTH FACS AUTH REVENUE                                                                                                   | CUSIP: 19648A5M3<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1255779.18   | 0.04%             | 2045-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE                                                                                            | CUSIP: 837151C56<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |   4047000 | PA      | $3498228.01   | 0.12%             | 2050-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arizona Industrial Development Authority                                         | ARIZONA ST INDL DEV AUTH ECON DEV REVENUE                                                                                            | CUSIP: 040523AL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2100000.00   | 0.07%             | 2051-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Palm Beach County Health Facilities Authority                                    | PALM BEACH CNTY FL HLTH FACS AUTH REVENUE                                                                                            | CUSIP: 696507VL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2100000 | PA      | $1550566.29   | 0.05%             | 2056-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fayetteville State University                                                    | FAYETTEVILLE NC ST UNIV                                                                                                              | CUSIP: 312810FQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1290000 | PA      | $1335580.86   | 0.05%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Pier & Exposition Authority                                         | MET PIER & EXPOSITION AUTH IL REVENUE                                                                                                | CUSIP: 592250AP9<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |  24500000 | PA      | $9319398.20   | 0.32%             | 2041-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX                                                                              | CUSIP: 89602HCH8<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |   2600000 | PA      | $4075358.30   | 0.14%             | 2052-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | ILLINOIS ST FIN AUTH STUDENT HSG & ACADEMIC FAC REVENUE                                                                              | CUSIP: 45203KAQ8<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $889854.70    | 0.03%             | 2050-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cumberland County Municipal Authority                                            | CUMBERLAND CNTY PA MUNI AUTH                                                                                                         | CUSIP: 230614NY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    865000 | PA      | $858078.62    | 0.03%             | 2036-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Scranton-Lackawanna Health and Welfare Authority                                 | SCRANTON-LACKAWANNA PA HLTH & WELFARE AUTH                                                                                           | CUSIP: 810694L49<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  59415000 | PA      | $3564900.00   | 0.12%             | 2057-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| County of Osceola FL Transportation Revenue                                      | OSCEOLA CNTY FL TRANSPRTN REVENUE                                                                                                    | CUSIP: 688031ES8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $102596.61    | 0.00%             | 2037-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| City of Lawrence KS                                                              | LAWRENCE KS HOSP REVENUE                                                                                                             | CUSIP: 520134FU6<br>LEI: 5493004LLF0HG6XS2E46 | Long             | DBT              | MUN               | US        |   7500000 | PA      | $7659634.50   | 0.26%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Uptown Development Authority                                                     | UPTOWN DEV AUTH TX INCR CONTRACT REVENUE                                                                                             | CUSIP: 916856GR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1985000 | PA      | $1996277.58   | 0.07%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Abilene Convention Center Hotel Development Corp                                 | ABILENE TX CONVENTION CENTER HOTEL DEV CORP HOTEL REVENUE                                                                            | CUSIP: 00344PAB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2895000 | PA      | $2377747.74   | 0.08%             | 2050-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Pollution Control Financing Authority                                 | CALIFORNIA ST POLL CONTROL FING AUTH WTR FURNISHING REVENUE                                                                          | CUSIP: 13054WAC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8595000 | PA      | $8123796.32   | 0.28%             | 2045-11-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lees Summit Industrial Development Authority                                     | LEES SUMMIT MO INDL DEV AUTH SENIOR LIVING FACS REVENUE                                                                              | CUSIP: 524292AR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5585000 | PA      | $4794831.97   | 0.16%             | 2046-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Marion OH                                                              | MARION CNTY OH HLTH CARE FAC REVENUE                                                                                                 | CUSIP: 569120AV0<br>LEI: 549300Y83A05IEINZY87 | Long             | DBT              | MUN               | US        |    565000 | PA      | $516556.62    | 0.02%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | INDIANA ST FIN AUTH REVENUE                                                                                                          | CUSIP: 45506EEK5<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $950499.60    | 0.03%             | 2026-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Guam Government Waterworks Authority                                             | GUAM GOVT WTRWKS AUTH WTR & WSTWTR SYS REVENUE                                                                                       | CUSIP: 40065FDF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2160000 | PA      | $2166030.72   | 0.07%             | 2050-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                                                                                         | CUSIP: 167593Y22<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7400000 | PA      | $8488177.55   | 0.29%             | 2053-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Clear Creek Station Metropolitan District No 2                                   | CLEAR CREEK STATION MET DIST NO 2                                                                                                    | CUSIP: 184539AB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $912710.90    | 0.03%             | 2047-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tarrant County Cultural Education Facilities Finance Corp                        | TARRANT CNTY TX CULTURAL EDU FACS FIN CORP REVENUE                                                                                   | CUSIP: 87638TEW9<br>LEI: 549300ROY505NVTMMI25 | Long             | DBT              | MUN               | US        |   2625000 | PA      | $2616979.84   | 0.09%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                                | CUSIP: 74526QWD0<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |   3725000 | PA      | $2756500.00   | 0.09%             | 2027-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Irving Hospital Authority                                                        | IRVING TX HOSP AUTH                                                                                                                  | CUSIP: 463794KE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2765000 | PA      | $2834664.18   | 0.10%             | 2037-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Riverwalk Metropolitan District No 2                                             | RIVERWALK METRO DIST #2 CO                                                                                                           | CUSIP: 769504AB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2647096.50   | 0.09%             | 2042-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado Educational & Cultural Facilities Authority                             | COLORADO ST EDUCTNL & CULTURAL FACS AUTH REVENUE                                                                                     | CUSIP: 19645RYX3<br>LEI: 549300BJRX2FHSSZP042 | Long             | DBT              | MUN               | US        |    890000 | PA      | $866851.72    | 0.03%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CMFA Special Finance Agency VIII                                                 | CMFA SPL FIN AGY VIII CA ESSENTIAL HSG REVENUE                                                                                       | CUSIP: 12574VAB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2273513.70   | 0.08%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | Illinois State Toll Highway Authority                                                                                                | CUSIP: 452252PV5<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |   3665000 | PA      | $3546163.73   | 0.12%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | INDIANA ST FIN AUTH POLL CONTROL REVENUE                                                                                             | CUSIP: 45505VAE6<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |   4025000 | PA      | $3450015.47   | 0.12%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                         | NATIONAL FIN AUTH NH MUNI CTFS                                                                                                       | CUSIP: 63607WAC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  16912632 | PA      | $16184801.55  | 0.55%             | 2036-09-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH REVE                                                                         | CUSIP: 54628CAT9<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5128409.00   | 0.17%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OKLAHOMA ST DEV FIN AUTH                                                                                                             | CUSIP: 6789083T9<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |   4520000 | PA      | $4339469.39   | 0.15%             | 2049-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Crawford County Hospital Authority                                               | CRAWFORD CNTY PA HOSP AUTH                                                                                                           | CUSIP: 225004AQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7950000 | PA      | $8095621.74   | 0.28%             | 2046-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | Long: IS1UYN8   CDS USD R F  3.00000 IS1UYN8 CMBX / Short: IS1UYN8   CDS USD P V 01MEVENT IS1UYO9 CMBX                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |   1663189 | OU      | $-390849.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| County of Marion OH                                                              | MARION CNTY OH HLTH CARE FAC REVENUE                                                                                                 | CUSIP: 569120AW8<br>LEI: 549300Y83A05IEINZY87 | Long             | DBT              | MUN               | US        |    690000 | PA      | $604797.90    | 0.02%             | 2049-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                         | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                                 | CUSIP: 57584YX79<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1355000 | PA      | $1224227.05   | 0.04%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Washington OH                                                          | WASHINGTON CNTY OH HOSP REVENUE                                                                                                      | CUSIP: 938154DW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $992971.10    | 0.03%             | 2042-12-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                         | NATIONAL FIN AUTH NH REVENUE                                                                                                         | CUSIP: 63607YAH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1240000 | PA      | $984843.59    | 0.03%             | 2043-07-01      | Floating      | 3.62%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                         | NATIONAL FIN AUTH NH MUNI CTFS                                                                                                       | CUSIP: 63607WAD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  11000000 | PA      | $264957.00    | 0.01%             | 2036-09-20      | Variable      | 0.35%                 | No            |                  2 | On Loan: No      |
| Kentucky Economic Development Finance Authority                                  | KENTUCKY ST ECON DEV FIN AUTH                                                                                                        | CUSIP: 49126PGW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    590000 | PA      | $612771.58    | 0.02%             | 2044-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Align Affordable Housing Bond Fund LP                                            | ALIGN CAP SER 2022-1 TRUST VIRGINIA                                                                                                  | CUSIP: 01630QAA6<br>LEI: 549300B2I0LUTCXK9B86 | Long             | DBT              | MUN               | US        |   3225813 | PA      | $2924856.58   | 0.10%             | 2052-08-01      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | ILLINOIS ST FIN AUTH REVENUE                                                                                                         | CUSIP: 45204E7B8<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    520000 | PA      | $456611.12    | 0.02%             | 2037-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | MICHIGAN ST FIN AUTH REVENUE                                                                                                         | CUSIP: 59447PYT2<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |  13580000 | PA      | $13644431.67  | 0.47%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                       | CHICAGO IL BRD OF EDU                                                                                                                | CUSIP: 167505WA0<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |   4900000 | PA      | $4958430.05   | 0.17%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | MICHIGAN ST FIN AUTH LTD OBLIG REVENUE                                                                                               | CUSIP: 594479HM2<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    185000 | PA      | $179089.55    | 0.01%             | 2027-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI REVENUE                                                                                                           | CUSIP: 74442PTM7<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $2687636.00   | 0.09%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Maine Health & Higher Educational Facilities Authority                           | MAINE HLTH & HGR EDUCTNL FACS AUTH REVENUE                                                                                           | CUSIP: 56042RYF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $687091.60    | 0.02%             | 2039-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lancaster County Hospital Authority/PA                                           | LANCASTER CNTY PA HOSP AUTH                                                                                                          | CUSIP: 514045V67<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $421681.60    | 0.01%             | 2045-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                                   | CUSIP: 74514L3M7<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   2011596 | PA      | $1675946.93   | 0.06%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia Authority for Industrial Development                                | PHILADELPHIA PA AUTH FOR INDL DEV                                                                                                    | CUSIP: 71781PBP4<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |   2390000 | PA      | $2351192.85   | 0.08%             | 2045-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | ILLINOIS ST FIN AUTH REVENUE                                                                                                         | CUSIP: 45204FBD6<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $936628.50    | 0.03%             | 2039-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Berks County Municipal Authority/The                                             | BERKS CNTY PA MUNI AUTH                                                                                                              | CUSIP: 084538JA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4699327.50   | 0.16%             | 2040-02-01      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisville/Jefferson County Metropolitan Government                              | LOUISVILLE & JEFFERSON CNTY KY MET GOVT HLTH SYS REVENUE                                                                             | CUSIP: 54659LBY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    370000 | PA      | $383608.56    | 0.01%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                            | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                       | CUSIP: 126292AP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $7612914.00   | 0.26%             | 2056-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Capital Projects Finance Authority/FL                                            | CAPITAL PROJS FL FIN AUTH STUDENT HSG REVENUE                                                                                        | CUSIP: 140427BJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1326914.16   | 0.05%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Housing & Economic Development Authority                               | WISCONSIN ST HSG & ECON DEV AUTH MF HSG                                                                                              | CUSIP: 97689REQ3<br>LEI: 549300AT0SEG8YQT2K79 | Long             | DBT              | MUN               | US        |   7370000 | PA      | $6265648.25   | 0.21%             | 2039-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| New Hope Cultural Education Facilities Finance Corp                              | NEW HOPE CULTURAL EDU FACS FIN CORP TX SENIOR LIVING REVENUE                                                                         | CUSIP: 64542PEQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4145000 | PA      | $3730500.00   | 0.13%             | 2053-12-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PR Custodial Trust                                                               | GO PIB 2002A-74514LGL5 ASSURED CUSTODIAL TRUST                                                                                       | CUSIP: 38018PAA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    307046 | PA      | $313394.97    | 0.01%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                            | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                       | CUSIP: 126292AM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7500000 | PA      | $5490914.25   | 0.19%             | 2056-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | ILLINOIS ST TOLL HIGHWAY AUTH                                                                                                        | CUSIP: 452252PY9<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $914358.62    | 0.03%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                           | PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE                                                                                    | CUSIP: 74529JQD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1519000 | PA      | $1103183.17   | 0.04%             | 2029-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| County of Grand Forks ND                                                         | GRAND FORKS CNTY ND                                                                                                                  | CUSIP: 38543PAE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1550000 | PA      | $924573.61    | 0.03%             | 2031-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| District of Columbia Tobacco Settlement Financing Corp                           | DIST OF COLUMBIA TOBACCO SETTLEMENT FING CORP                                                                                        | CUSIP: 254842BD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  97500000 | PA      | $8714345.25   | 0.30%             | 2055-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government Nashville & Davidson County Industrial Development Board | MET GOVT NASHVILLE & DAVIDSON CNTY TN INDL DEV BRD SPL ASSMN                                                                         | CUSIP: 59211SAA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1008788.56   | 0.03%             | 2051-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | MICHIGAN ST FIN AUTH LTD OBLIG REVENUE                                                                                               | CUSIP: 594479HP5<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    745000 | PA      | $619092.69    | 0.02%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Michigan Tobacco Settlement Finance Authority                                    | MICHIGAN ST TOBACCO SETTLEMENT FIN AUTH                                                                                              | CUSIP: 594751AM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        | 164100000 | PA      | $7343376.54   | 0.25%             | 2058-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily                                                          | Freddie Mac Multifamily ML Certificates                                                                                              | CUSIP: 3137H9JP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6900000 | PA      | $401458.56    | 0.01%             | 2036-07-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                        | NEW JERSEY ST ECON DEV AUTH SPL FAC REVENUE                                                                                          | CUSIP: 64578CCE9<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2012648.20   | 0.07%             | 2037-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | ILLINOIS ST FIN AUTH REVENUE                                                                                                         | CUSIP: 45204FKR5<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $789561.60    | 0.03%             | 2042-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Hope Cultural Education Facilities Finance Corp                              | NEW HOPE CULTURAL ED FACS FIN CORP TX RETIREMENT FAC REVENUE                                                                         | CUSIP: 64542UCL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $985992.90    | 0.03%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                       | CHICAGO IL BRD OF EDU                                                                                                                | CUSIP: 167505RP3<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |   2400000 | PA      | $2622331.92   | 0.09%             | 2042-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Jobs-Economic Development Authority                               | SOUTH CAROLINA ST JOBS-ECON DEV AUTH ECON DEV REVENUE                                                                                | CUSIP: 837031D91<br>LEI: 5493006X47I9VG3DL112 | Long             | DBT              | MUN               | US        |   6215000 | PA      | $4148317.35   | 0.14%             | 2052-06-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                                | CUSIP: 74526QVA7<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |   3700000 | PA      | $2742625.00   | 0.09%             | 2024-07-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: SS2COQ6   IRS USD R F  3.39000 IS2COQ6 CCPINFLATIONZERO / Short: SS2COQ6   IRS USD P V 12MUSCPI IS2COR7 CCPINFLATIONZERO       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  91000000 | OU      | $-1996827.56  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| City of Tallahassee FL                                                           | TALLAHASSEE FL HLTH FACS REVENUE                                                                                                     | CUSIP: 874485CS2<br>LEI: 549300MPY4HDPK8B1G15 | Long             | DBT              | MUN               | US        |   6830000 | PA      | $6874558.92   | 0.23%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Ward ND                                                                | WARD CNTY ND HLTH CARE FACS REVENUE                                                                                                  | CUSIP: 934023EU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4520413.00   | 0.15%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Apple Valley MN                                                          | APPLE VY MN SENIOR HSG REVENUE                                                                                                       | CUSIP: 03800RBG0<br>LEI: 549300AMWD6044L1SO95 | Long             | DBT              | MUN               | US        |    870000 | PA      | $654994.99    | 0.02%             | 2061-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Health & Educational Facilities Authority                              | WISCONSIN ST HLTH & EDUCTNL FACS AUTH REVENUE                                                                                        | CUSIP: 97712JED1<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |   2400000 | PA      | $1787642.64   | 0.06%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                           | CALIFORNIA ST MUNI FIN AUTH REVENUE                                                                                                  | CUSIP: 13048VBY3<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2021938.20   | 0.07%             | 2043-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Capital Projects Finance Authority/FL                                            | CAPITAL PROJS FL FIN AUTH STUDENT HSG REVENUE                                                                                        | CUSIP: 140427BN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1004433.90   | 0.03%             | 2032-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                            | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                       | CUSIP: 126292BU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7360000 | PA      | $4841474.24   | 0.17%             | 2058-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | INDIANA ST FIN AUTH REVENUE                                                                                                          | CUSIP: 45506DRA5<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |   2675000 | PA      | $2654230.77   | 0.09%             | 2039-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Utah UT                                                                | UTAH CNTY UT HOSP REVENUE                                                                                                            | CUSIP: 917393DD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2279032.00   | 0.08%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington State Convention Center Public Facilities District                    | WASHINGTON ST CONVENTION CENTER PUBLIC FACS DIST                                                                                     | CUSIP: 93976ACR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10600000 | PA      | $9559092.72   | 0.33%             | 2031-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Glynn-Brunswick Memorial Hospital Authority                                      | GLYNN-BRUNSWICK GA MEMORIAL HOSP AUTH                                                                                                | CUSIP: 380037GS4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1650000 | PA      | $1652724.15   | 0.06%             | 2047-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Riverwalk Metropolitan District No 2                                             | RIVERWALK METRO DIST #2 CO                                                                                                           | CUSIP: 769504AC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $841007.60    | 0.03%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Housing & Redevelopment Authority of The City of St Paul Minnesota               | SAINT PAUL MN HSG & REDEV AUTH CHRT SCH LEASE REVENUE                                                                                | CUSIP: 852297DJ6<br>LEI: 549300FQCUW4VH929113 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $660513.30    | 0.02%             | 2056-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Lincoln SD                                                             | LINCOLN CNTY SD ECON DEV REVENREV                                                                                                    | CUSIP: 53340EAA5<br>LEI: 549300USXDZ5FGJLUV88 | Long             | DBT              | MUN               | US        |    835000 | PA      | $710600.61    | 0.02%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Central Plains Energy Project                                                    | CENTRL PLAINS ENERGY PROJ NE GAS PROJ REVENUE                                                                                        | CUSIP: 154871CP0<br>LEI: SVQOT7V5CPLIGNP5BE29 | Long             | DBT              | MUN               | US        |   4740000 | PA      | $5229473.64   | 0.18%             | 2042-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                       | CHICAGO IL BRD OF EDU                                                                                                                | CUSIP: 167505UU8<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |   3750000 | PA      | $3791952.00   | 0.13%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                                                                                                                          | CUSIP: 452152X30<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   4460000 | PA      | $4663667.68   | 0.16%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tobacco Settlement Financing Corp                                                | TOBACCO SETTLEMENT FING CORP NJ                                                                                                      | CUSIP: 888808HT2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  60055000 | PA      | $58041367.86  | 1.98%             | 2046-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                                   | Long: IS1RB05   CDS USD R F  3.00000 IS1RB05 CMBX / Short: IS1RB05   CDS USD P V 01MEVENT IS1RB16 CMBX                               | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              |  | US        |    484986 | OU      | $-113971.70   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New Hope Cultural Education Facilities Finance Corp                              | NEW HOPE CULTURAL ED FACS FIN CORP TX RETIREMENT FAC REVENUE                                                                         | CUSIP: 64542UGB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $3394322.50   | 0.12%             | 2057-01-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                         | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                                 | CUSIP: 57583UL48<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1009700.00   | 0.03%             | 2044-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS20V36   IRS USD R V 12MUSCPI IS20V47 CCPINFLATIONZERO / Short: BS20V36   IRS USD P F   .73500 IS20V36 CCPINFLATIONZERO       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  91090000 | OU      | $19336613.44  | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Hospital Facilities Authority of Multnomah County Oregon                         | MULTNOMAH CNTY OR HOSP FACS AUTH REVENUE                                                                                             | CUSIP: 62551PCG0<br>LEI: 549300GAP0JIG7V33754 | Long             | DBT              | MUN               | US        |   2750000 | PA      | $2677592.50   | 0.09%             | 2044-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| California Community Housing Agency                                              | CALIFORNIA CMNTY HSG AGY ESSENTIAL HSG REVENUE                                                                                       | CUSIP: 13013FBB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $3256414.50   | 0.11%             | 2057-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                             | DIST OF COLUMBIA REVENUE                                                                                                             | CUSIP: 25483VQY3<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    635000 | PA      | $633437.33    | 0.02%             | 2046-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Scranton-Lackawanna Health and Welfare Authority                                 | SCRANTON-LACKAWANNA PA HLTH & WELFARE AUTH                                                                                           | CUSIP: 810694L23<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    495000 | PA      | $471621.35    | 0.02%             | 2026-01-01      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Kentucky Public Energy Authority                                                 | KENTUCKY ST PUBLIC ENERGY AUTH GAS SPLY REVENUE                                                                                      | CUSIP: 74440DDS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3719170.00   | 0.13%             | 2052-08-01      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI SENIOR LIVING REVENUE                                                                                             | CUSIP: 74443UAE3<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1588662.30   | 0.05%             | 2049-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Black Belt Energy Gas District                                                   | BLACK BELT ENERGY GAS DIST AL GAS PROJECT REVENUE                                                                                    | CUSIP: 09182TAM9<br>LEI: 549300I8V0Z68JQCB679 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2969922.60   | 0.10%             | 2052-10-01      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| New Mexico Hospital Equipment Loan Council                                       | NEW MEXICO ST HOSP EQUIPMENT LOAN COUNCIL 1ST MTGE REVENUE                                                                           | CUSIP: 647377AM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    445000 | PA      | $387225.56    | 0.01%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CMFA Special Finance Agency VIII                                                 | CMFA SPL FIN AGY VIII CA ESSENTIAL HSG REVENUE                                                                                       | CUSIP: 12574VAA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6800000 | PA      | $4363659.96   | 0.15%             | 2056-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Detroit MI                                                               | DETROIT MI                                                                                                                           | CUSIP: 2510933R9<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |   1700000 | PA      | $1725880.97   | 0.06%             | 2037-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cape Girardeau County Industrial Development Authority                           | CAPE GIRARDEAU CNTY MO INDL DEV AUTH HLTH CARE FACS REVENUE                                                                          | CUSIP: 139404GT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1825000 | PA      | $1862615.44   | 0.06%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                         | NATIONAL FIN AUTH NH MUNI CTFS                                                                                                       | CUSIP: 63607WAA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12316521 | PA      | $11873321.28  | 0.40%             | 2034-01-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | Illinois State Toll Highway Authority                                                                                                | CUSIP: 452252PY9<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1828717.24   | 0.06%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC AUTH OF GEORGIA                                                                                                            | CUSIP: 626207Y99<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    225000 | PA      | $232278.44    | 0.01%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky Economic Development Finance Authority                                  | KENTUCKY ST ECON DEV FIN AUTH HLTH CARE REVENUE                                                                                      | CUSIP: 49126TAJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7765000 | PA      | $6581001.34   | 0.22%             | 2042-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                                | CUSIP: 74526QA28<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    200000 | PA      | $147500.00    | 0.01%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Sparks NV                                                                | SPARKS NV TOURISM IMPT DIST #1 REVENUE                                                                                               | CUSIP: 846562AD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2550000 | PA      | $2258307.03   | 0.08%             | 2028-06-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| New York Counties Tobacco Trust V                                                | NEW YORK CNTYS NY TOBACCO TRUST V                                                                                                    | CUSIP: 649441AB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  51990000 | PA      | $6813944.57   | 0.23%             | 2050-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Capital Trust Agency Inc                                                         | CAPITAL TRUST AGY FL REVENUE                                                                                                         | CUSIP: 14052WDM6<br>LEI: 549300F49UWS7X0OGQ59 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $877470.10    | 0.03%             | 2031-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                               | MARYLAND ST ECON DEV CORP SPL OBLIG                                                                                                  | CUSIP: 57422FAF3<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1183378.65   | 0.04%             | 2050-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                                | CUSIP: 74526QXM9<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |   1565000 | PA      | $1154187.50   | 0.04%             | 2022-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Washington Health Care Facilities Authority                                      | WASHINGTON ST HLTH CARE FACS AUTH                                                                                                    | CUSIP: 93978HWK7<br>LEI: 549300ZVPWQIL3N5TL85 | Long             | DBT              | MUN               | US        |   1495000 | PA      | $1553028.72   | 0.05%             | 2044-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                                                                                                                          | CUSIP: 452152M73<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   4255000 | PA      | $4383083.58   | 0.15%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Port Authority                                                     | MASSACHUSETTS ST PORT AUTH                                                                                                           | CUSIP: 575896TK1<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1226293.60   | 0.04%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado Health Facilities Authority                                             | COLORADO ST HLTH FACS AUTH REVENUE                                                                                                   | CUSIP: 19648FTG9<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1655410.00   | 0.06%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clifton Higher Education Finance Corp                                            | CLIFTON TX HGR EDU FIN CORP EDU REVENUE                                                                                              | CUSIP: 187145BJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2470000 | PA      | $2471838.67   | 0.08%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                                                                                              | CUSIP: 646136R86<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5024180.00   | 0.17%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | INDIANA FIN AUTH MIDWESTERN DISASTER RELIEF REVENUE                                                                                  | CUSIP: 45470CAF6<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |   1230000 | PA      | $1094570.97   | 0.04%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Palm Beach County Educational Facilities Authority                               | PALM BEACH CNTY FL EDUCTNL FACS AUTH                                                                                                 | CUSIP: 696506AR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $908144.10    | 0.03%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Commonwealth Aqueduct & Sewer Authority                              | PUERTO RICO CMWLTH AQUEDUCT & SWR AUTH REVENUE                                                                                       | CUSIP: 745160SF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5056440.50   | 0.17%             | 2025-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Pollution Control Financing Authority                                 | CALIFORNIA ST POLL CONTROL FIN AUTH SOL WST DISP REVENUE                                                                             | CUSIP: 130536RG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    515000 | PA      | $338003.77    | 0.01%             | 2040-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                                   | CUSIP: 74514L3H8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   7607041 | PA      | $7784901.99   | 0.27%             | 2029-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Virginia College Building Authority                                              | VIRGINIA ST CLG BLDG AUTH EDUCTNL FACS REVENUE                                                                                       | CUSIP: 9277816F6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3110000 | PA      | $2989435.87   | 0.10%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC AUTH OF GEORGIA                                                                                                            | CUSIP: 6262072Q6<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    605000 | PA      | $619086.28    | 0.02%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado Educational & Cultural Facilities Authority                             | COLORADO EDUCTNL & CULTURAL AUTH REVENUE                                                                                             | CUSIP: 19645UGG3<br>LEI: 549300BJRX2FHSSZP042 | Long             | DBT              | MUN               | US        |   1100000 | PA      | $877589.02    | 0.03%             | 2051-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Joaquin Hills Transportation Corridor Agency                                 | SAN JOAQUIN HILLS CA TRANSPRTN CORRIDOR AGY TOLL ROAD REV                                                                            | CUSIP: 798111GM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5518000 | PA      | $5115818.36   | 0.17%             | 2044-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Washington Health Care Facilities Authority                                      | WASHINGTON ST HLTH CARE FACS AUTH                                                                                                    | CUSIP: 93978HXM2<br>LEI: 549300ZVPWQIL3N5TL85 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2695137.00   | 0.09%             | 2055-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Palm Beach County Health Facilities Authority                                    | PALM BEACH CNTY FL HLTH FACS AUTH REVENUE                                                                                            | CUSIP: 696507VM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $971265.90    | 0.03%             | 2027-07-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Illinois Housing Development Authority                                           | ILLINOIS ST HSG DEV AUTH MF HSG REVENUE                                                                                              | CUSIP: 45203LDQ3<br>LEI: 54930053Z6M9JVHBQZ16 | Long             | DBT              | MUN               | US        |   6100000 | PA      | $6124149.29   | 0.21%             | 2025-12-01      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Maine Health & Higher Educational Facilities Authority                           | MAINE HLTH & HGR EDUCTNL FACS AUTH REVENUE                                                                                           | CUSIP: 56042RYD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    460000 | PA      | $435979.49    | 0.01%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Commonwealth Aqueduct & Sewer Authority                              | PUERTO RICO CMWLTH AQUEDUCT & SWR AUTH REVENUE                                                                                       | CUSIP: 745160UC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10021209.00  | 0.34%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Long: BS2GZ54   IRS USD R V 00MSOFR IS2GZ65 CCPOIS / Short: BS2GZ54   IRS USD P F  2.75700 IS2GZ54 CCPOIS                            | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DIR              |  | US        |  25000000 | OU      | $1245420.67   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                            | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                       | CUSIP: 126292AR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1303905.60   | 0.04%             | 2056-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rhode Island Health and Educational Building Corp                                | RHODE ISLAND ST HLTH & EDUCTNL BLDG CORP REVENUE                                                                                     | CUSIP: 762244FL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1015902.50   | 0.03%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                               | MARYLAND ST ECON DEV CORP SPL OBLIG                                                                                                  | CUSIP: 57422FAD8<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |    500000 | PA      | $445827.55    | 0.02%             | 2030-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI EXEMPT FACS REVENUE                                                                                               | CUSIP: 74443QAD4<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1885000 | PA      | $1851453.03   | 0.06%             | 2030-11-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                                   | CUSIP: 74514L3N5<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   2735000 | PA      | $2190148.34   | 0.07%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Industrial Development Authority of the County of Pima/The                       | PIMA CNTY AZ INDL DEV AUTH SENIOR LIVING REVENUE                                                                                     | CUSIP: 72178AAG7<br>LEI: 549300QDTQ25545R4K19 | Long             | DBT              | MUN               | US        |   3250000 | PA      | $3354362.70   | 0.11%             | 2042-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| County of Cuyahoga OH                                                            | CUYAHOGA CNTY OH HOSP REVENUE                                                                                                        | CUSIP: 2322655T1<br>LEI: 549300GHDK9DGLUNJU89 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2501174.25   | 0.09%             | 2052-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Knox County Industrial Development Board                                         | KNOX CNTY TN INDL DEV BRD SOL WST DISPOSAL REVENUE                                                                                   | CUSIP: 499534AC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6600000 | PA      | $6606214.56   | 0.23%             | 2052-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Irving Hospital Authority                                                        | IRVING TX HOSP AUTH                                                                                                                  | CUSIP: 463794KA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1055000 | PA      | $1094943.25   | 0.04%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                                   | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |  30439047 | PA      | $13849766.25  | 0.47%             | 2043-11-01      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Industrial Development Authority of the County of Pima/The                       | PIMA CNTY AZ INDL DEV AUTH SENIOR LIVING REVENUE                                                                                     | CUSIP: 72178AAH5<br>LEI: 549300QDTQ25545R4K19 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2052771.60   | 0.07%             | 2052-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Mississippi Hospital Equipment & Facilities Authority                            | MISSISSIPPI ST HOSP EQUIPMENT& FACS AUTH                                                                                             | CUSIP: 605360SQ0<br>LEI: 549300DW2GVUIGE04396 | Long             | DBT              | MUN               | US        |    750000 | PA      | $795330.98    | 0.03%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Main Street Natural Gas Inc                                                      | MAIN STREET NATURAL GAS INC GA GAS SUPPLY REVENUE                                                                                    | CUSIP: 56035DDP4<br>LEI: 549300NY5M0QVZ6X4U26 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $9511987.00   | 0.32%             | 2052-08-01      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | INDIANA ST FIN AUTH POLL CONTROL REVENUE                                                                                             | CUSIP: 45505VAD8<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |   2690000 | PA      | $2393817.82   | 0.08%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New Hope Cultural Education Facilities Finance Corp                              | NEW HOPE CULTURAL ED FACS FIN CORP TX RETIREMENT FAC REVENUE                                                                         | CUSIP: 64542UDV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2285000 | PA      | $2191219.03   | 0.07%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                            | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                       | CUSIP: 126292CM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $8012056.00   | 0.27%             | 2059-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Virginia College Building Authority                                              | VIRGINIA ST CLG BLDG AUTH EDUCTNL FACS REVENUE                                                                                       | CUSIP: 9277816E9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1205134.44   | 0.04%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Higher Educational Facilities Financial Authority                        | FLORIDA ST HGR EDUCTNL FACS FINANCIAL AUTH REVENUE                                                                                   | CUSIP: 34073TMH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    795000 | PA      | $798328.43    | 0.03%             | 2044-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Overland Park Development Corp                                                   | OVERLAND PARK KS DEV CORP REVENUE                                                                                                    | CUSIP: 690278CC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1070000 | PA      | $1019276.01   | 0.03%             | 2039-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North East Texas Regional Mobility Authority                                     | NORTH EAST TX REGL MOBILITY AUTH                                                                                                     | CUSIP: 659231AN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15170000 | PA      | $15152995.95  | 0.52%             | 2046-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                                                                                                                          | CUSIP: 452152Q20<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |  13400000 | PA      | $13972678.48  | 0.48%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                            | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                       | CUSIP: 126292BN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $692769.30    | 0.02%             | 2057-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Iowa Finance Authority                                                           | IOWA ST FIN AUTH MIDWSTRN DISASTER AREA REVENUE                                                                                      | CUSIP: 46246SAV7<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $9632806.00   | 0.33%             | 2050-12-01      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| St Tammany Parish Finance Authority                                              | SAINT TAMMANY LA PUBLIC TRUST FING AUTH                                                                                              | CUSIP: 793499BD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4600000 | PA      | $4420242.12   | 0.15%             | 2037-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| County of Franklin OH                                                            | FRANKLIN CNTY OH HLTH CARE FACS REVENUE                                                                                              | CUSIP: 353180JX1<br>LEI: 549300VCBUC1RZE7KL42 | Long             | DBT              | MUN               | US        |   2840000 | PA      | $2376078.05   | 0.08%             | 2049-07-01      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                                                                                         | CUSIP: 167593M66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2717414.00   | 0.09%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Community Housing Agency                                              | CALIFORNIA CMNTY HSG AGY ESSENTIAL HSG REVENUE                                                                                       | CUSIP: 13013FAL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  13500000 | PA      | $10969758.45  | 0.37%             | 2056-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virginia Small Business Financing Authority                                      | VIRGINIA SMALL BUSINESS FING AUTH PRIV ACTIVITY REVENUE SR                                                                           | CUSIP: 928097AB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  11275000 | PA      | $11275408.16  | 0.38%             | 2049-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Health Care Facilities Authority                                      | WASHINGTON ST HLTH CARE FACS AUTH                                                                                                    | CUSIP: 93978HUN3<br>LEI: 549300ZVPWQIL3N5TL85 | Long             | DBT              | MUN               | US        |   2835000 | PA      | $2988649.63   | 0.10%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | INDIANA ST FIN AUTH REVENUE                                                                                                          | CUSIP: 45506EEP4<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $876281.90    | 0.03%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| West Virginia Hospital Finance Authority                                         | WEST VIRGINIA ST HOSP FIN AUTH                                                                                                       | CUSIP: 956622T87<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2470000 | PA      | $2536625.29   | 0.09%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                                                                                                                          | CUSIP: 4521525K3<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   5565000 | PA      | $5878451.41   | 0.20%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mississippi Development Bank                                                     | MISSISSIPPI DEV BK SPL OBLIG                                                                                                         | CUSIP: 60534XLP9<br>LEI: 549300122LOI8CB50V38 | Long             | DBT              | MUN               | US        |   2850000 | PA      | $3032082.51   | 0.10%             | 2031-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                         | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                                 | CUSIP: 57584X4L2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1031062.20   | 0.04%             | 2037-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                                   | CUSIP: 74514L3P0<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   2844362 | PA      | $2187740.75   | 0.07%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wilson County Health & Educational Facilities Board                              | WILSON CNTY TN HLTH & EDUCTNL FACS BRD MF REVENUE                                                                                    | CUSIP: 972178AD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5800000 | PA      | $4360565.28   | 0.15%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Osceola FL Transportation Revenue                                      | OSCEOLA CNTY FL TRANSPRTN REVENUE                                                                                                    | CUSIP: 688031ET6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    315000 | PA      | $132187.29    | 0.00%             | 2038-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Maryland Stadium Authority                                                       | MARYLAND ST STADIUM AUTH REVENUE                                                                                                     | CUSIP: 574296CR8<br>LEI: 549300VA283TTQRDNF71 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1479321.00   | 0.05%             | 2050-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                                                                                         | CUSIP: 167593L67<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2601110.00   | 0.09%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clackamas County Hospital Facility Authority                                     | CLACKAMAS CNTY OR HOSP FAC AUTH REVENUE                                                                                              | CUSIP: 179027YM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $884170.10    | 0.03%             | 2050-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Central Plains Energy Project                                                    | CENTRL PLAINS ENERGY PROJ NE GAS PROJ REVENUE                                                                                        | CUSIP: 154871CH8<br>LEI: SVQOT7V5CPLIGNP5BE29 | Long             | DBT              | MUN               | US        |  10730000 | PA      | $11458776.24  | 0.39%             | 2032-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                        | NEW JERSEY ST ECON DEV AUTH SPL FAC REVENUE                                                                                          | CUSIP: 64578CBW0<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |   4525000 | PA      | $4550723.72   | 0.16%             | 2030-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| North Broward Hospital District                                                  | NORTH BROWARD FL HOSP DIST                                                                                                           | CUSIP: 657883DP6<br>LEI: 549300HZL14T4Q7UDP41 | Long             | DBT              | MUN               | US        |  17900000 | PA      | $17883995.61  | 0.61%             | 2048-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                                | CUSIP: 74526QYC0<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |   2370000 | PA      | $1753800.00   | 0.06%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Port of Seattle WA                                                               | PORT OF SEATTLE WA REVENUE                                                                                                           | CUSIP: 735389J33<br>LEI: 549300T9UCDUJ3GZL429 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2755599.00   | 0.09%             | 2044-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Tampa FL                                                                 | TAMPA FL CAPITAL IMPT CIGARETTE TAX ALLOCATION                                                                                       | CUSIP: 875146BD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $315489.30    | 0.01%             | 2053-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Iowa Finance Authority                                                           | IOWA ST FIN AUTH REVENUE                                                                                                             | CUSIP: 46247SBS2<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |   3400000 | PA      | $2758455.36   | 0.09%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Health & Educational Facilities Authority                              | WISCONSIN ST HLTH & EDUCTNL FACS AUTH REVENUE                                                                                        | CUSIP: 97712D4D5<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |   1100000 | PA      | $894069.77    | 0.03%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chattanooga Health Educational & Housing Facility Board                          | CHATTANOOGA TN HLTH EDUCTNL &HSG FAC BRD REVENUE                                                                                     | CUSIP: 162410EJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    805000 | PA      | $750375.76    | 0.03%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Plaza Metropolitan District No 1                                                 | PLAZA CO MET DIST #1 REVENUE                                                                                                         | CUSIP: 72818QAX1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $940171.40    | 0.03%             | 2040-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Small Business Financing Authority                                      | VIRGINIA ST SMALL BUSINESS FING AUTH SOL WST DISP FAC REVENU                                                                         | CUSIP: 928106AR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8500000 | PA      | $8140412.60   | 0.28%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: SS2DII9   IRS USD R F  3.06350 IS2DII9 CCPINFLATIONZERO / Short: SS2DII9   IRS USD P V 12MUSCPI IS2DIJ0 CCPINFLATIONZERO       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  22280000 | OU      | $-711201.66   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| County of Cuyahoga OH                                                            | CUYAHOGA CNTY OH HOSP REVENUE                                                                                                        | CUSIP: 2322655S3<br>LEI: 549300GHDK9DGLUNJU89 | Long             | DBT              | MUN               | US        |   7325000 | PA      | $7371490.31   | 0.25%             | 2047-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| California Public Finance Authority                                              | CALIFORNIA PUBLIC FIN AUTH SENIOR LIVING REVENUE                                                                                     | CUSIP: 13057GAA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $908112.10    | 0.03%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Territory of Guam                                                                | GUAM GOVT                                                                                                                            | CUSIP: 40065BCQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    820000 | PA      | $843460.36    | 0.03%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland Health & Higher Educational Facilities Authority                        | MARYLAND ST HLTH & HGR EDUCTNL FACS AUTH REVENUE                                                                                     | CUSIP: 574218YA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1775000 | PA      | $1778345.52   | 0.06%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Westminster MD                                                           | WESTMINSTER MD PROJ REVENUE                                                                                                          | CUSIP: 960735AQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1517906.55   | 0.05%             | 2034-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                         | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                                 | CUSIP: 57584YQE2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3064842.90   | 0.10%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government Nashville & Davidson County Health & Educational Facs Bd | MET GOVT NASHVILLE & DAVIDSON CNTY TN HLTH & EDUCTNL FAC BRD                                                                         | CUSIP: 59212TAJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $6500.00      | 0.00%             | 2049-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS23W54   IRS USD R V 12MUSCPI IS23W65 CCPINFLATIONZERO / Short: BS23W54   IRS USD P F  1.58700 IS23W54 CCPINFLATIONZERO       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  29000000 | OU      | $4828645.29   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Colorado Health Facilities Authority                                             | COLORADO ST HLTH FACS AUTH REVENUE                                                                                                   | CUSIP: 19648FJY1<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |    735000 | PA      | $679114.79    | 0.02%             | 2038-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Florida Atlantic University Finance Corp                                         | FLORIDA ST ATLANTIC UNIV FIN CORP CAPITAL IMPT REVENUE                                                                               | CUSIP: 31200CCD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1290000 | PA      | $1749304.54   | 0.06%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Red River Education Finance Corp                                                 | RED RIVER EDU FIN CORP TX HGR EDU REVENUE                                                                                            | CUSIP: 756870AQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1090000 | PA      | $1098407.17   | 0.04%             | 2046-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | ILLINOIS ST FIN AUTH REVENUE                                                                                                         | CUSIP: 45204FNN1<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1700026.60   | 0.06%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arkansas Development Finance Authority                                           | ARKANSAS DEV FIN AUTH ENVIRONMENTAL REVENUE                                                                                          | CUSIP: 04110FAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2300000 | PA      | $2276393.26   | 0.08%             | 2052-09-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| County of Lincoln SD                                                             | LINCOLN CNTY SD ECON DEV REVENREV                                                                                                    | CUSIP: 53340EAB3<br>LEI: 549300USXDZ5FGJLUV88 | Long             | DBT              | MUN               | US        |   3620000 | PA      | $2863096.73   | 0.10%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pueblo Urban Renewal Authority                                                   | PUEBLO CO URBAN RENEWAL AUTH TAX INCR REVENUE                                                                                        | CUSIP: 744826AW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3810000 | PA      | $3070138.01   | 0.10%             | 2045-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                            | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                       | CUSIP: 126292BY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5500000 | PA      | $3569115.00   | 0.12%             | 2058-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                                                                          | CUSIP: 38122NB84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  84270000 | PA      | $9034333.89   | 0.31%             | 2066-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| City of Jacksonville FL                                                          | JACKSONVILLE FL HLTH CARE FACS REVENUE                                                                                               | CUSIP: 469400EM3<br>LEI: 549300XQE0JVN9WV0J40 | Long             | DBT              | MUN               | US        |  11940000 | PA      | $12047332.24  | 0.41%             | 2050-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Norman Regional Hospital Authority                                               | NORMAN OK REGL HOSP AUTH HOSP REVENUE                                                                                                | CUSIP: 656178EG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2545000 | PA      | $2018015.50   | 0.07%             | 2038-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mission Economic Development Corp                                                | MISSION TX ECON DEV CORP REVENUE                                                                                                     | CUSIP: 605156AC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15000000 | PA      | $14507844.00  | 0.49%             | 2031-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| City of Valparaiso IN                                                            | VALPARAISO IN MF HSG REVENUE                                                                                                         | CUSIP: 920286AA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3350000 | PA      | $2640872.67   | 0.09%             | 2041-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS2DIG7   IRS USD R V 12MUSCPI IS2DIH8 CCPINFLATIONZERO / Short: BS2DIG7   IRS USD P F  4.02750 IS2DIG7 CCPINFLATIONZERO       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5360000 | OU      | $158637.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI REVENUE                                                                                                           | CUSIP: 74442PPE9<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    800000 | PA      | $710529.92    | 0.02%             | 2050-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Tobacco Settlement Financing Corp                           | DIST OF COLUMBIA TOBACCO SETTLEMENT FING CORP                                                                                        | CUSIP: 254842BE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  66375000 | PA      | $4996497.60   | 0.17%             | 2055-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lee County Industrial Development Authority/FL                                   | LEE CNTY FL INDL DEV AUTH HLTHCR FACS REVENUE                                                                                        | CUSIP: 52349EEL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2579755.20   | 0.09%             | 2057-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS23XF1   IRS USD R V 12MUSCPI IS23XG2 CCPINFLATIONZERO / Short: BS23XF1   IRS USD P F  1.57200 IS23XF1 CCPINFLATIONZERO       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  29000000 | OU      | $4867978.57   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Illinois Housing Development Authority                                           | ILLINOIS ST HSG DEV AUTH MF HSG REVENUE                                                                                              | CUSIP: 45203LDS9<br>LEI: 54930053Z6M9JVHBQZ16 | Long             | DBT              | MUN               | US        |    600000 | PA      | $610916.76    | 0.02%             | 2038-11-01      | Fixed         | 7.17%                 | No            |                  2 | On Loan: No      |
| Irving Hospital Authority                                                        | IRVING TX HOSP AUTH                                                                                                                  | CUSIP: 463794KF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2615000 | PA      | $2676728.64   | 0.09%             | 2038-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Hope Cultural Education Facilities Finance Corp                              | NEW HOPE CULTURAL ED FACS FIN CORP TX RETIREMENT FAC REVENUE                                                                         | CUSIP: 64542UFZ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1300000 | PA      | $924367.47    | 0.03%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                                | CUSIP: 74526QYY2<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1480000.00   | 0.05%             | 2027-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                         | Long: BS2GZ76   IRS USD R V 00MSOFR IS2GZ87 CCPOIS / Short: BS2GZ76   IRS USD P F  2.74750 IS2GZ76 CCPOIS                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        | 140000000 | OU      | $7085034.44   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Irving Hospital Authority                                                        | IRVING TX HOSP AUTH                                                                                                                  | CUSIP: 463794KB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1665000 | PA      | $1722148.29   | 0.06%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Development Finance Corp                                                 | FLORIDA ST DEV FIN CORP EDUCTNL FACS LEASE REVENUE                                                                                   | CUSIP: 34062FAC4<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2086127.80   | 0.07%             | 2057-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Housing & Redevelopment Authority of The City of St Paul Minnesota               | SAINT PAUL MN HSG & REDEV AUTH CHRT SCH LEASE REVENUE                                                                                | CUSIP: 852297DH0<br>LEI: 549300FQCUW4VH929113 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $682375.30    | 0.02%             | 2051-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Commonwealth Aqueduct & Sewer Authority                              | PUERTO RICO CMWLTH AQUEDUCT &SWR AUTH REVENUE                                                                                        | CUSIP: 745160TB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3505000 | PA      | $3544564.79   | 0.12%             | 2025-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland Health & Higher Educational Facilities Authority                        | MARYLAND ST HLTH & HGR EDUCTNL FACS AUTH REVENUE                                                                                     | CUSIP: 57421CBP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    430000 | PA      | $447759.65    | 0.02%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brevard County Health Facilities Authority                                       | BREVARD CNTY FL HLTH FACS AUTH REVENUE                                                                                               | CUSIP: 107416RA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3435000 | PA      | $3581930.41   | 0.12%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arlington Higher Education Finance Corp                                          | ARLINGTON TX HGR EDU FIN CORP EDU REVENUE                                                                                            | CUSIP: 041806L65<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    610000 | PA      | $490413.34    | 0.02%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Knox County Industrial Development Board                                         | KNOX CNTY TN INDL DEV BRD SOL WST DISPOSAL REVENUE                                                                                   | CUSIP: 499534AB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2350000 | PA      | $2352370.45   | 0.08%             | 2042-11-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Commonwealth Aqueduct & Sewer Authority                              | PUERTO RICO CMWLTH AQUEDUCT & SWR AUTH REVENUE                                                                                       | CUSIP: 745160PX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1740000 | PA      | $1774510.29   | 0.06%             | 2024-07-01      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | Long: IS1RUM0   CDS USD R F  3.00000 IS1RUM0 CMBX / Short: IS1RUM0   CDS USD P V 01MEVENT IS1RUN1 CMBX                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |   2062355 | OU      | $-484653.36   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI SPL FAC REVENUE                                                                                                   | CUSIP: 74446DAJ7<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1441845.40   | 0.05%             | 2054-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority                                              | CALIFORNIA SCH FIN AUTH SCH FAC REVENUE                                                                                              | CUSIP: 13059TCR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3515149.05   | 0.12%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Capital Trust Agency Inc                                                         | CAPITAL TRUST AGY FL EDUCTNL FACS REVENUE                                                                                            | CUSIP: 14054CDA4<br>LEI: 549300F49UWS7X0OGQ59 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $814115.70    | 0.03%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington State Housing Finance Commission                                      | WASHINGTON ST HSG FIN COMMISSION NONPROFIT HSG REVENUE                                                                               | CUSIP: 939783TJ5<br>LEI: 549300YL1HU59NREG764 | Long             | DBT              | MUN               | US        |   4425000 | PA      | $3609679.15   | 0.12%             | 2046-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                                                                                                                          | CUSIP: 452152GS4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   6964286 | PA      | $7393046.85   | 0.25%             | 2035-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                           | PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE                                                                                    | CUSIP: 74529JQG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  53618000 | PA      | $13446059.31  | 0.46%             | 2046-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                            | PENNSYLVANIA ST ECON DEV FING AUTH REVENUE                                                                                           | CUSIP: 70869PHV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2110000 | PA      | $2138137.91   | 0.07%             | 2034-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                        | NEW JERSEY ST ECON DEV AUTH REV                                                                                                      | CUSIP: 64577XAE6<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |   2845000 | PA      | $2869185.91   | 0.10%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nassau County Industrial Development Agency                                      | NASSAU CNTY NY INDL DEV AGY CCRC REVENUE                                                                                             | CUSIP: 63166UAS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7314557 | PA      | $3593083.02   | 0.12%             | 2058-01-01      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington State Housing Finance Commission                                      | Washington State Housing Finance Commission                                                                                          | CUSIP: 93978TS67<br>LEI: 549300YL1HU59NREG764 | Long             | ABS-MBS          | CORP              | US        |   7847139 | PA      | $405292.96    | 0.01%             | 2035-12-20      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| Clifton Higher Education Finance Corp                                            | CLIFTON TX HGR EDU FIN CORP EDU REVENUE                                                                                              | CUSIP: 187145CA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1015096.80   | 0.03%             | 2043-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kentucky Economic Development Finance Authority                                  | KENTUCKY ST ECON DEV FIN AUTH                                                                                                        | CUSIP: 49126PGX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $507412.16    | 0.02%             | 2049-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse International                                                      | Long: IS1PDS1   CDS USD R F  3.00000 IS1PDS1 CMBX / Short: IS1PDS1   CDS USD P V 01MEVENT IS1PDT2 CMBX                               | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | GB        |    109771 | OU      | $-25796.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                                                                                              | CUSIP: 646136Y54<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1009224.60   | 0.03%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iowa Higher Education Loan Authority                                             | IOWA ST HGR EDU LOAN AUTH                                                                                                            | CUSIP: 4624607S9<br>LEI: 549300DWVTM3KRNR0M36 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4664783.00   | 0.16%             | 2051-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Florida Development Finance Corp                                                 | FLORIDA ST DEV FIN CORP EDUCTNL FACS REVENUE                                                                                         | CUSIP: 34061UHZ4<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |   1950000 | PA      | $1476092.87   | 0.05%             | 2051-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Berks County Municipal Authority/The                                             | BERKS CNTY PA MUNI AUTH                                                                                                              | CUSIP: 084538JB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $897065.60    | 0.03%             | 2040-02-01      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | Long: BS2GFV0   IRS USD R V 00MSOFR IS2GFW1 CCPOIS / Short: BS2GFV0   IRS USD P F  3.08150 IS2GFV0 CCPOIS                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  10000000 | OU      | $212201.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                         | NATIONAL FIN AUTH NH MUNI CTFS                                                                                                       | CUSIP: 63607WAE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9980012 | PA      | $9195180.05   | 0.31%             | 2036-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS2BFX7   IRS USD R V 12MUSCPI IS2BFY8 CCPINFLATIONZERO / Short: BS2BFX7   IRS USD P F  2.78200 IS2BFX7 CCPINFLATIONZERO       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  30000000 | OU      | $1948592.10   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | ILLINOIS ST FIN AUTH REVENUE                                                                                                         | CUSIP: 45204FBC8<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |   1600000 | PA      | $1530931.60   | 0.05%             | 2038-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | ILLINOIS ST FIN AUTH REVENUE                                                                                                         | CUSIP: 45204FHC2<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |  11612700 | PA      | $8355716.22   | 0.28%             | 2060-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fayetteville State University                                                    | FAYETTEVILLE NC ST UNIV                                                                                                              | CUSIP: 312810FJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    830000 | PA      | $876975.34    | 0.03%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                         | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                                 | CUSIP: 57584YQJ1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4230000 | PA      | $4234233.81   | 0.14%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Development Finance Corp                                                 | FLORIDA ST DEV FIN CORP EDUCTNL FACS REVENUE                                                                                         | CUSIP: 34061ULK2<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |   3900000 | PA      | $3562593.84   | 0.12%             | 2057-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cape Coral Health Facilities Authority                                           | CAPE CORAL FL HLTH FACS AUTH                                                                                                         | CUSIP: 13937TCG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1550000 | PA      | $1399925.75   | 0.05%             | 2050-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lower Alabama Gas District/The                                                   | LOWER AL GAS DIST GAS PROJ REVENUE                                                                                                   | CUSIP: 547804AE4<br>LEI: 549300YTI1NTDG2OVU42 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1029817.80   | 0.04%             | 2046-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                                | CUSIP: 74526QXH0<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |   1715000 | PA      | $1264812.50   | 0.04%             | 2019-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Maryland Health & Higher Educational Facilities Authority                        | MARYLAND ST HLTH & HGR EDUCTNL FACS AUTH REVENUE                                                                                     | CUSIP: 57421CBT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1790000 | PA      | $1858584.03   | 0.06%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City & County of Denver CO Airport System Revenue                                | DENVER CITY & CNTY CO ARPT REVENUE                                                                                                   | CUSIP: 249182LW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3335000 | PA      | $3476630.01   | 0.12%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky Economic Development Finance Authority                                  | KENTUCKY ST ECON DEV FIN AUTH                                                                                                        | CUSIP: 49126PFH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3500000 | PA      | $2803994.55   | 0.10%             | 2051-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC AUTH OF GEORGIA                                                                                                            | CUSIP: 626207X25<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4007478.00   | 0.14%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Hope Cultural Education Facilities Finance Corp                              | NEW HOPE CULTURAL ED FACS FIN CORP TX RETIREMENT FAC REVENUE                                                                         | CUSIP: 64542UFQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2265000 | PA      | $1938542.83   | 0.07%             | 2036-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Florida Atlantic University Finance Corp                                         | FLORIDA ST ATLANTIC UNIV FIN CORP CAPITAL IMPT REVENUE                                                                               | CUSIP: 31200CCC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    625000 | PA      | $869437.90    | 0.03%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Industrial Development Authority of the County of Pima/The                       | PIMA CNTY AZ INDL DEV AUTH EDU REVENUE                                                                                               | CUSIP: 72177MTP2<br>LEI: 549300QDTQ25545R4K19 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $865995.80    | 0.03%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| West Virginia Hospital Finance Authority                                         | WEST VIRGINIA ST HOSP FIN AUTH                                                                                                       | CUSIP: 956622T95<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1440867.96   | 0.05%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland Stadium Authority                                                       | MARYLAND ST STADIUM AUTH REVENUE                                                                                                     | CUSIP: 574296CR8<br>LEI: 549300VA283TTQRDNF71 | Long             | DBT              | MUN               | US        |   5800000 | PA      | $8580061.80   | 0.29%             | 2050-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Small Business Financing Authority                                      | VIRGINIA ST SMALL BUSINESS FING AUTH SOL WST DISP FAC REVENU                                                                         | CUSIP: 928106AS2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $9260675.00   | 0.32%             | 2042-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Philadelphia Authority for Industrial Development                                | PHILADELPHIA PA AUTH FOR INDL DEV CHRT SCH REVENUE                                                                                   | CUSIP: 71780CBD1<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |   2240000 | PA      | $2215112.48   | 0.08%             | 2050-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Community Housing Agency                                              | CALIFORNIA CMNTY HSG AGY ESSENTIAL HSG REVENUE                                                                                       | CUSIP: 13013FBJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  32000000 | PA      | $1685555.20   | 0.06%             | 2065-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OKLAHOMA ST DEV FIN AUTH HLTHSYS REVENUE                                                                                             | CUSIP: 67884XCN5<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |  11290000 | PA      | $10233073.10  | 0.35%             | 2057-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Capital Trust Agency Inc                                                         | CAPITAL TRUST AGY FL RETMNT FAC REVENUE                                                                                              | CUSIP: 14054TAJ1<br>LEI: 549300F49UWS7X0OGQ59 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1180490.70   | 0.04%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority                                              | CALIFORNIA ST SCH FIN AUTH CHRT SCH REVENUE                                                                                          | CUSIP: 13058TEQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1895000 | PA      | $1682015.64   | 0.06%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS2D7J3   IRS USD R V 00MSOFR IS2D7K4 CCPOIS / Short: BS2D7J3   IRS USD P F  1.28000 IS2D7J3 CCPOIS                            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  45800000 | OU      | $7864642.69   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                                                                        | CUSIP: 59261AH26<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3940616.40   | 0.13%             | 2043-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CMFA Special Finance Agency                                                      | CMFA SPL FIN AGY CA ESSENTIAL HSG REVENUE                                                                                            | CUSIP: 12574WAA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3246057.60   | 0.11%             | 2056-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WILD RIVERS WATER PARK                                                           | Wild Rivers Water Park                                                                                                               | CUSIP: 96810LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13775000 | PA      | $11915375.00  | 0.41%             | 2051-11-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Hidalgo County Regional Mobility Authority                                       | HIDALGO CNTY TX REGL MOBILITY AUTH TOLL & VEHICLE REGISTRATI                                                                         | CUSIP: 42934ACK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3325000 | PA      | $410314.31    | 0.01%             | 2056-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse International                                                      | Long: IS1N987   CDS USD R F  3.00000 IS1N987 CMBX / Short: IS1N987   CDS USD P V 01MEVENT IS1N998 CMBX                               | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | GB        |   6652757 | OU      | $-1563397.94  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | ILLINOIS ST FIN AUTH REVENUE                                                                                                         | CUSIP: 45204E7D4<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    850000 | PA      | $730614.44    | 0.02%             | 2039-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Port Beaumont Navigation District                                                | PORT BEAUMONT TX NAV DIST DOCK& WHARF FAC REVENUE                                                                                    | CUSIP: 73360CAL8<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1258800.73   | 0.04%             | 2036-01-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Colorado Educational & Cultural Facilities Authority                             | COLORADO EDUCTNL & CULTURAL AUTH REVENUE                                                                                             | CUSIP: 19645UGH1<br>LEI: 549300BJRX2FHSSZP042 | Long             | DBT              | MUN               | US        |    500000 | PA      | $380228.35    | 0.01%             | 2061-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                                                                                                                          | CUSIP: 452152H20<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |  13000000 | PA      | $13475559.50  | 0.46%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vauxmont Metropolitan District                                                   | VAUXMONT MET DIST CO                                                                                                                 | CUSIP: 92242SAY9<br>LEI: 549300M7XL6MB0OW8D56 | Long             | DBT              | MUN               | US        |    270000 | PA      | $298268.03    | 0.01%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                            | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                       | CUSIP: 126292AN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $3733920.00   | 0.13%             | 2045-07-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                                   | CUSIP: 74514L3K1<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |  32492502 | PA      | $28241326.01  | 0.96%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: SS2EQS8   IRS USD R F  3.73500 IS2EQS8 CCPINFLATIONZERO / Short: SS2EQS8   IRS USD P V 12MUSCPI IS2EQT9 CCPINFLATIONZERO       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  68050000 | OU      | $449551.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                                                                        | CUSIP: 59259Y3Q0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   4830000 | PA      | $4736712.90   | 0.16%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | ILLINOIS ST FIN AUTH REVENUE                                                                                                         | CUSIP: 45204E7E2<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    465000 | PA      | $458495.81    | 0.02%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky Economic Development Finance Authority                                  | KENTUCKY ST ECON DEV FIN AUTH                                                                                                        | CUSIP: 49126KKE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3650000 | PA      | $3716822.01   | 0.13%             | 2041-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Commonwealth Aqueduct & Sewer Authority                              | PUERTO RICO CMWLTH AQUEDUCT & SWR AUTH REVENUE                                                                                       | CUSIP: 745160SJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $9561575.00   | 0.33%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Village of Pingree Grove IL Special Service Area No 7                            | PINGREE GROVE IL SPL SVC AREA #7 SPL TAX REVENUE                                                                                     | CUSIP: 72342GAD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2594000 | PA      | $2595328.13   | 0.09%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Johnstown Plaza Metropolitan District                                            | JOHNSTOWN PLAZA MET DIST CO                                                                                                          | CUSIP: 479706AA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9760000 | PA      | $7710980.72   | 0.26%             | 2046-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Maricopa County Industrial Development Authority                                 | MARICOPA CNTY AZ INDL DEV AUTH EDU REVENUE                                                                                           | CUSIP: 56681NCW5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5170000 | PA      | $5285032.50   | 0.18%             | 2052-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | Long: IS1PBC1   CDS USD R F  3.00000 IS1PBC1 CMBX / Short: IS1PBC1   CDS USD P V 01MEVENT IS1PBD2 CMBX                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |    637334 | OU      | $-149773.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Overland Park Development Corp                                                   | OVERLAND PARK KS DEV CORP REVENUE                                                                                                    | CUSIP: 690278CD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    655000 | PA      | $611098.49    | 0.02%             | 2044-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                         | Long: IS2GVH8   IRS USD R F  0.00000 MMD2.9PERCENTAAA 10Y CALL 0.00 / Short: IS2GVH8   IRS USD P F   .00000 MMD RATE LOCK JUL 2023   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |  20000000 | OU      | $-514824.60   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Overland Park Development Corp                                                   | OVERLAND PARK KS DEV CORP REVENUE                                                                                                    | CUSIP: 690278CA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $964108.00    | 0.03%             | 2037-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                            | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                       | CUSIP: 126292AF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3105000 | PA      | $2052518.64   | 0.07%             | 2056-08-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Wisconsin Health & Educational Facilities Authority                              | WISCONSIN ST HLTH & EDUCTNL FACS AUTH REVENUE                                                                                        | CUSIP: 97712D6S0<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |    800000 | PA      | $799976.64    | 0.03%             | 2035-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| National Finance Authority                                                       | National Finance Authority                                                                                                           | CUSIP: 63607WAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $514154.00    | 0.02%             | 2036-10-01      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                                | CUSIP: 74526QKX9<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |  10045000 | PA      | $7408187.50   | 0.25%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                       | CHICAGO IL BRD OF EDU                                                                                                                | CUSIP: 167505RN8<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |  11365000 | PA      | $12563339.24  | 0.43%             | 2030-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Moon Industrial Development Authority                                            | MOON INDL DEV AUTH PA REVENUE                                                                                                        | CUSIP: 61543RAT3<br>LEI: 549300CGX4T1GTNHL435 | Long             | DBT              | MUN               | US        |  18125000 | PA      | $15482193.75  | 0.53%             | 2045-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS281O1   IRS USD R V 12MUSCPI IS281P2 CCPINFLATIONZERO / Short: BS281O1   IRS USD P F  2.56500 IS281O1 CCPINFLATIONZERO       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  30985000 | OU      | $2740986.08   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| American Samoa Economic Development Authority                                    | AMERICAN SAMOA AS ECON DEV AUTH GEN REVENUE                                                                                          | CUSIP: 02936TAB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7095000 | PA      | $7449448.46   | 0.25%             | 2035-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | INDIANA FIN AUTH EDUCTNL FACS REVENUE                                                                                                | CUSIP: 45470ECC7<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4656890.00   | 0.16%             | 2057-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                           | PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE                                                                                    | CUSIP: 74529JQB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    138000 | PA      | $128136.97    | 0.00%             | 2024-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| City of Dallas Housing Finance Corp                                              | DALLAS TX HSG FIN CORP RSDL DERESIDENTIAL DEV REV                                                                                    | CUSIP: 23529CAA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8080000 | PA      | $7959497.30   | 0.27%             | 2062-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Glynn-Brunswick Memorial Hospital Authority                                      | GLYNN-BRUNSWICK GA MEMORIAL HOSP AUTH                                                                                                | CUSIP: 380037GR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1006423.50   | 0.03%             | 2043-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hospitals & Higher Education Facilities Authority of Philadelphia/The            | PHILADELPHIA PA HOSPS & HGR EDU FACS AUTH                                                                                            | CUSIP: 717903L71<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1032625.40   | 0.04%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | ILLINOIS ST FIN AUTH REVENUE                                                                                                         | CUSIP: 45204FNM3<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |   1190000 | PA      | $1034538.88   | 0.04%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                                | CUSIP: 74526QYZ9<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |   5255000 | PA      | $3888700.00   | 0.13%             | 2028-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Guam Power Authority                                                             | GUAM PWR AUTH REVENUE                                                                                                                | CUSIP: 400653KJ9<br>LEI: 549300IPOV320QCKW060 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1018376.40   | 0.03%             | 2043-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                         | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                                                 | CUSIP: 57584XPY1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1115000 | PA      | $1117892.98   | 0.04%             | 2043-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                                                                                                                          | CUSIP: 452152G96<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |  15000000 | PA      | $15557346.00  | 0.53%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sumter County Industrial Development Authority/AL                                | SUMTER CNTY AL INDL DEV AUTH EXEMPT FACS REVENUE                                                                                     | CUSIP: 86651LAA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15000000 | PA      | $13961227.50  | 0.48%             | 2052-07-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Commonwealth Aqueduct & Sewer Authority                              | PUERTO RICO CMWLTH AQUEDUCT &SWR AUTH REVENUE                                                                                        | CUSIP: 745160TG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2530000 | PA      | $2485207.11   | 0.08%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Guam Power Authority                                                             | GUAM PWR AUTH REVENUE                                                                                                                | CUSIP: 400653KH3<br>LEI: 549300IPOV320QCKW060 | Long             | DBT              | MUN               | US        |   6500000 | PA      | $6626430.20   | 0.23%             | 2042-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Military Installation Development Authority                                      | MILITARY INSTALLATION DEV AUTH UT TAX ALLOCATION REVENUE                                                                             | CUSIP: 599772AC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1102203.75   | 0.04%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Washington Health Care Facilities Authority                                      | WASHINGTON ST HLTH CARE FACS AUTH                                                                                                    | CUSIP: 93978HVS1<br>LEI: 549300ZVPWQIL3N5TL85 | Long             | DBT              | MUN               | US        |    335000 | PA      | $366213.10    | 0.01%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                        | NEW JERSEY ST ECON DEV AUTH REVENUE                                                                                                  | CUSIP: 6459182A0<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |   9780000 | PA      | $9796537.00   | 0.33%             | 2034-01-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                                | CUSIP: 74526QPM8<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    215000 | PA      | $215572.59    | 0.01%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alliance Bernstein                                                               | AB Fixed Income Shares, Inc. - Government Money Market Portfolio                                                                     | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |  17189726 | NS      | $17189725.72  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange County Health Facilities Authority                                        | ORANGE CNTY FL HLTH FACS AUTH REVENUE                                                                                                | CUSIP: 68450LGM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4259579.50   | 0.15%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                                                                                              | CUSIP: 6461364G3<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |   4080000 | PA      | $4945970.74   | 0.17%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia Authority for Industrial Development                                | PHILADELPHIA PA AUTH FOR INDL DEV                                                                                                    | CUSIP: 71781PBL3<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |   3870000 | PA      | $3838544.25   | 0.13%             | 2050-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| California County Tobacco Securitization Agency                                  | CALIFORNIA CNTY CA TOBACCO SECURITIZATION AGY TOBACCO SETTLE                                                                         | CUSIP: 13016NFC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  22000000 | PA      | $4005652.20   | 0.14%             | 2055-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority                                            | CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE                                                                                       | CUSIP: 126292BQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7500000 | PA      | $5078262.75   | 0.17%             | 2057-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                            | PENNSYLVANIA ST ECON DEV FING AUTH SOLID WASTE DISPOSAL REV                                                                          | CUSIP: 708692BQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1640000 | PA      | $1240655.90   | 0.04%             | 2039-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Commonwealth Aqueduct & Sewer Authority                              | PUERTO RICO CMWLTH AQUEDUCT &SWR AUTH REVENUE                                                                                        | CUSIP: 745160TJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1975000 | PA      | $1619357.60   | 0.06%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Brevard County Health Facilities Authority                                       | BREVARD CNTY FL HLTH FACS AUTH REVENUE                                                                                               | CUSIP: 107416QW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2825000 | PA      | $3048933.23   | 0.10%             | 2031-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Jobs-Economic Development Authority                               | SOUTH CAROLINA ST JOBS-ECON DEV AUTH SOL WST DISP REVENUE                                                                            | CUSIP: 83704DAL0<br>LEI: 5493006X47I9VG3DL112 | Long             | DBT              | MUN               | US        |   3115000 | PA      | $2338428.01   | 0.08%             | 2040-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST                                                                                                                     | CUSIP: 57582RH74<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   4255000 | PA      | $4291296.04   | 0.15%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hillsborough County Aviation Authority                                           | HILLSBOROUGH CNTY FL AVIATION AUTH                                                                                                   | CUSIP: 432308K60<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4501141.00   | 0.15%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Commonwealth Aqueduct & Sewer Authority                              | PUERTO RICO CMWLTH AQUEDUCT & SWR AUTH REVENUE                                                                                       | CUSIP: 745160SG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10093801.00  | 0.34%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                           | LOS ANGELES CA UNIF SCH DIST                                                                                                         | CUSIP: 544647DM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2505000 | PA      | $2591291.19   | 0.09%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                                                                                | CUSIP: 74526QVC3<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |   7285000 | PA      | $5372687.50   | 0.18%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Crawford County Hospital Authority                                               | CRAWFORD CNTY PA HOSP AUTH                                                                                                           | CUSIP: 225004AR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3715000 | PA      | $3758138.21   | 0.13%             | 2051-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH NY BRIDGE & TUNNEL AUTH REVENUES                                                                                          | CUSIP: 89602RHT5<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $3813105.00   | 0.13%             | 2057-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Scranton-Lackawanna Health and Welfare Authority                                 | SCRANTON-LACKAWANNA PA HLTH & WELFARE AUTH                                                                                           | CUSIP: 810694K81<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6920000 | PA      | $4270055.20   | 0.15%             | 2051-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: SS2CPE1   IRS USD R F  3.76500 IS2CPE1 CCPINFLATIONZERO / Short: SS2CPE1   IRS USD P V 12MUSCPI IS2CPF2 CCPINFLATIONZERO       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  15550000 | OU      | $-434062.86   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Wisconsin Center District                                                        | WISCONSIN CENTER DIST WI TAX REVENUE                                                                                                 | CUSIP: 976595JE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1991555.00   | 0.07%             | 2061-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI REVENUE                                                                                                           | CUSIP: 74442PSG1<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   6640000 | PA      | $4939822.02   | 0.17%             | 2056-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS2G1M3   IRS USD R V 00MSOFR IS2G1N4 CCPOIS / Short: BS2G1M3   IRS USD P F  2.67100 IS2G1M3 CCPOIS                            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  80000000 | OU      | $4338899.24   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Parish of St James LA                                                            | SAINT JAMES PARISH LA REVENUE                                                                                                        | CUSIP: 790103AV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    955000 | PA      | $1020636.86   | 0.03%             | 2040-07-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Commonwealth Aqueduct & Sewer Authority                              | PUERTO RICO CMWLTH AQUEDUCT & SWR AUTH REVENUE                                                                                       | CUSIP: 745160UF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3230000 | PA      | $2648367.12   | 0.09%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC AUTH OF GA                                                                                                                 | CUSIP: 62620HEN8<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |   6500000 | PA      | $6677219.90   | 0.23%             | 2063-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| California Statewide Communities Development Authority                           | CALIFORNIA STWD CMNTYS DEV AUTH REVENUE                                                                                              | CUSIP: 13080SMJ0<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |   4610000 | PA      | $4608396.18   | 0.16%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lees Summit Industrial Development Authority                                     | LEES SUMMIT MO INDL DEV AUTH SENIOR LIVING FACS REVENUE                                                                              | CUSIP: 524292AS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2415000 | PA      | $2031202.65   | 0.07%             | 2051-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority                                              | CALIFORNIA SCH FIN AUTH SCH FAC REVENUE                                                                                              | CUSIP: 13059TCT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1754143.30   | 0.06%             | 2051-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                        | NEW JERSEY ST ECON DEV AUTH SPL FAC REVENUE                                                                                          | CUSIP: 64578CCF6<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |   8750000 | PA      | $8566627.13   | 0.29%             | 2047-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alachua County Health Facilities Authority                                       | ALACHUA CNTY FL HLTH FACS AUTH CCRC                                                                                                  | CUSIP: 010684BJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2400000 | PA      | $2045293.68   | 0.07%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Westchester County Local Development Corp                                        | WESTCHESTER CNTY NY LOCAL DEV CORP REVENUE                                                                                           | CUSIP: 95737TEY8<br>LEI: 549300KOSU8OC75V9238 | Long             | DBT              | MUN               | US        |   7650000 | PA      | $7371631.80   | 0.25%             | 2026-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Tobacco Securitization Authority of Southern California                          | TOBACCO SECURITIZATION AUTH STHRN CA TOBACCO SETTLEMENT REVE                                                                         | CUSIP: 888804AZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5465000 | PA      | $976729.39    | 0.03%             | 2046-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | MICHIGAN ST FIN AUTH REVENUE                                                                                                         | CUSIP: 59447PYU9<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1203202.80   | 0.04%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Build NYC Resource Corp                                                          | BUILD NYC RESOURCE CORP NY REVENUE                                                                                                   | CUSIP: 12008ESC1<br>LEI: 549300GROJFKMNLWEK84 | Long             | DBT              | MUN               | US        |   2050000 | PA      | $1776548.25   | 0.06%             | 2056-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE                                                                                            | CUSIP: 837151C31<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |  14178000 | PA      | $12310031.49  | 0.42%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                    | Long: IS2FR88   IRS USD R F  3.09000 IS2FR88 VANILLA / Short: IS2FR88   IRS USD P V 12MMUNIP IS2FR99 VANILLA                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |  25000000 | OU      | $-16741.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Orange County Funding Corp                                                       | ORANGE CNTY NY FUNDING CORP ASSTD LIVING RESIDENCE REVENUE                                                                           | CUSIP: 684593AB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5865000 | PA      | $4711377.37   | 0.16%             | 2046-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Conroe Local Government Corp                                                     | CONROE TX LOCAL GOVT CORP HOTEL & CONTRACT REVENUE                                                                                   | CUSIP: 20841CAL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1160000 | PA      | $1086973.36   | 0.04%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                         | NATIONAL FIN AUTH NH REVENUE                                                                                                         | CUSIP: 63607YAJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2475000 | PA      | $2000399.94   | 0.07%             | 2045-07-01      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE                                                                                 | CUSIP: 709224WN5<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |   2010000 | PA      | $2093371.79   | 0.07%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                                                                        | CUSIP: 59261AG35<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1944340.40   | 0.07%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| North Carolina Medical Care Commission                                           | NORTH CAROLINA ST MED CARE COMMISSION HLTH CARE FACS REVENUE                                                                         | CUSIP: 65821DTH4<br>LEI: 549300FH6KOXGCHQYG81 | Long             | DBT              | MUN               | US        |   1625000 | PA      | $1591752.50   | 0.05%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky Housing Corp                                                            | KENTUCKY ST HSG CORP MF REVENUE                                                                                                      | CUSIP: 491312EQ3<br>LEI: 549300NTBUU903EKQ287 | Long             | DBT              | MUN               | US        |   5130000 | PA      | $5133821.34   | 0.18%             | 2040-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Village Community Development District No 13                                     | VLG FL CDD #13 SPL ASSMNT REVENUE                                                                                                    | CUSIP: 92708HAK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1955000 | PA      | $1287351.08   | 0.04%             | 2051-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Scranton-Lackawanna Health and Welfare Authority                                 | SCRANTON-LACKAWANNA PA HLTH & WELFARE AUTH                                                                                           | CUSIP: 810694K99<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5475000 | PA      | $3261257.66   | 0.11%             | 2057-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Centerra Metropolitan District No 1                                              | CENTERRA CO MET DIST #1 SPL REVENUE                                                                                                  | CUSIP: 15200XAF0<br>LEI: 549300SHE5ZPSMGZH793 | Long             | DBT              | MUN               | US        |   5730000 | PA      | $5432900.65   | 0.19%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse International                                                      | Long: IS1NQY2   CDS USD R F  3.00000 IS1NQY2 CMBX / Short: IS1NQY2   CDS USD P V 01MEVENT IS1NQZ3 CMBX                               | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | GB        |   1701775 | OU      | $-399917.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI REVENUE                                                                                                           | CUSIP: 74442PMT9<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   7245000 | PA      | $6934151.10   | 0.24%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Public Finance Authority                                              | CALIFORNIA PUBLIC FIN AUTH SENIOR LIVING REVENUE                                                                                     | CUSIP: 13057GAC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $829015.80    | 0.03%             | 2051-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fayetteville State University                                                    | FAYETTEVILLE NC ST UNIV                                                                                                              | CUSIP: 312810FS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1480000 | PA      | $1528593.58   | 0.05%             | 2043-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lancaster County Hospital Authority/PA                                           | LANCASTER CNTY PA HOSP AUTH                                                                                                          | CUSIP: 514045V59<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $876763.80    | 0.03%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Commonwealth Aqueduct & Sewer Authority                              | PUERTO RICO CMWLTH AQUEDUCT & SWR AUTH REVENUE                                                                                       | CUSIP: 745160UD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $9822953.00   | 0.33%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Scranton-Lackawanna Health and Welfare Authority                                 | SCRANTON-LACKAWANNA PA HLTH & WELFARE AUTH                                                                                           | CUSIP: 810694L31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3010000 | PA      | $943436.64    | 0.03%             | 2036-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                                   | CUSIP: 74514L3R6<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |  21857603 | PA      | $11961140.46  | 0.41%             | 2033-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Connecticut State Health & Educational Facilities Authority                      | CONNECTICUT ST HLTH & EDUCTNL FACS AUTH REVENUE                                                                                      | CUSIP: 20775DFA5<br>LEI: 549300ZOQJ5U8YBS5Q35 | Long             | DBT              | MUN               | US        |    800000 | PA      | $772270.64    | 0.03%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Grand Rapids Economic Development Corp                                           | GRAND RAPIDS MI ECON DEV CORP                                                                                                        | CUSIP: 386247AZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1185000 | PA      | $942706.72    | 0.03%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado Educational & Cultural Facilities Authority                             | COLORADO EDUCTNL & CULTURAL AUTH REVENUE                                                                                             | CUSIP: 19645UKK9<br>LEI: 549300BJRX2FHSSZP042 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1153134.30   | 0.04%             | 2061-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Osceola FL Transportation Revenue                                      | OSCEOLA CNTY FL TRANSPRTN REVENUE                                                                                                    | CUSIP: 688031ER0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    410000 | PA      | $194411.34    | 0.01%             | 2036-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| City of Apple Valley MN                                                          | APPLE VY MN SENIOR HSG REVENUE                                                                                                       | CUSIP: 03800RBF2<br>LEI: 549300AMWD6044L1SO95 | Long             | DBT              | MUN               | US        |    230000 | PA      | $181835.13    | 0.01%             | 2051-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                       | CHICAGO IL BRD OF EDU                                                                                                                | CUSIP: 167505WZ5<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    425000 | PA      | $428514.67    | 0.01%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX                                                                              | CUSIP: 89602HDR5<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1489693.50   | 0.05%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Grand Rapids Economic Development Corp                                           | GRAND RAPIDS MI ECON DEV CORP                                                                                                        | CUSIP: 386247AY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1060000 | PA      | $868394.72    | 0.03%             | 2047-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky Housing Corp                                                            | KENTUCKY ST HSG CORP MF REVENUE                                                                                                      | CUSIP: 491312ER1<br>LEI: 549300NTBUU903EKQ287 | Long             | DBT              | MUN               | US        |   1105000 | PA      | $1105158.24   | 0.04%             | 2025-05-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Florida Development Finance Corp                                                 | FLORIDA ST DEV FIN CORP EDU REVENUE                                                                                                  | CUSIP: 34061VAA4<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $970405.80    | 0.03%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                           | CALIFORNIA ST MUNI FIN AUTH REVENUE                                                                                                  | CUSIP: 13048VCD8<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3016072.80   | 0.10%             | 2047-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Align Affordable Housing Bond Fund LP                                            | ALIGN CAP SER 2021-3 TRUST                                                                                                           | CUSIP: 01631GAA7<br>LEI: 549300B2I0LUTCXK9B86 | Long             | DBT              | MUN               | US        |  15000000 | PA      | $12941335.50  | 0.44%             | 2051-12-01      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| City of Chicago IL                                                               | CHICAGO IL                                                                                                                           | CUSIP: 167486UD9<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |    400000 | PA      | $405321.28    | 0.01%             | 2025-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                                                                        | CUSIP: 59261ACL9<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   1295000 | PA      | $1320014.09   | 0.05%             | 2032-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                             | DIST OF COLUMBIA REVENUE                                                                                                             | CUSIP: 25483VTE4<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |   5800000 | PA      | $5862979.30   | 0.20%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Utah UT                                                                | UTAH CNTY UT HOSP REVENUE                                                                                                            | CUSIP: 917393DB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1589878.33   | 0.05%             | 2043-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                                                                        | CUSIP: 59261AH59<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $8363498.00   | 0.29%             | 2048-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                                   | CUSIP: 74514L3F2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   4904029 | PA      | $4971260.30   | 0.17%             | 2025-07-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI EXEMPT FACS REVENUE                                                                                               | CUSIP: 74443QAE2<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1780000 | PA      | $1719050.31   | 0.06%             | 2030-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI SENIOR LIVING REVENUE                                                                                             | CUSIP: 74443UAD5<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1160477.56   | 0.04%             | 2044-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                      | Long: BS2CZ96   IRS USD R V 12MUSCPI IS2CZA7 CCPINFLATIONZERO / Short: BS2CZ96   IRS USD P F  2.98850 IS2CZ96 CCPINFLATIONZERO       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  25000000 | OU      | $1116603.25   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | PUERTO RICO CMWLTH                                                                                                                   | CUSIP: 74514L3L9<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   6453146 | PA      | $5487679.21   | 0.19%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Port Beaumont Navigation District                                                | PORT BEAUMONT TX NAV DIST DOCK& WHARF FAC REVENUE                                                                                    | CUSIP: 73360CAM6<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1332880.40   | 0.05%             | 2041-01-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FIN AUTH WI HGR EDU FACS REVENUE                                                                                              | CUSIP: 74445FAJ3<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $970018.30    | 0.03%             | 2047-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | ILLINOIS ST FIN AUTH REVENUE                                                                                                         | CUSIP: 45204FBF1<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    800000 | PA      | $712763.40    | 0.02%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Dallas Housing Finance Corp                                              | DALLAS TX HSG FIN CORP RSDL DERESIDENTIAL DEV REV                                                                                    | CUSIP: 23529CAB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  69320000 | PA      | $4487534.18   | 0.15%             | 2062-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Colorado Health Facilities Authority                                             | COLORADO ST HLTH FACS AUTH HOSP REVENUE                                                                                              | CUSIP: 19648FVH4<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2646365.00   | 0.09%             | 2052-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado Health Facilities Authority                                             | COLORADO ST HLTH FACS AUTH REVENUE                                                                                                   | CUSIP: 19648FWP5<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |   1040000 | PA      | $1203841.33   | 0.04%             | 2039-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Iowa Finance Authority                                                           | IOWA ST FIN AUTH REVENUE                                                                                                             | CUSIP: 46247SBR4<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |   2265000 | PA      | $2050387.85   | 0.07%             | 2031-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Village of Pingree Grove IL Special Service Area No 7                            | PINGREE GROVE IL SPL SVC AREA #7 SPL TAX REVENUE                                                                                     | CUSIP: 72342GAC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1467000 | PA      | $1456400.48   | 0.05%             | 2025-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arizona Industrial Development Authority                                         | ARIZONA ST INDL DEV AUTH EDU REVENUE                                                                                                 | CUSIP: 04052BLS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $756605.00    | 0.03%             | 2050-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Spring Hill Metropolitan District No 3                                           | SPRING HILL MET DIST NO 3 CO                                                                                                         | CUSIP: 84966NAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2008560.20   | 0.07%             | 2052-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| New Hampshire Health and Education Facilities Authority Act                      | NEW HAMPSHIRE ST HLTH & EDU FACS AUTH REVENUE                                                                                        | CUSIP: 64461XFV2<br>LEI: 549300CNCK7OT82W5653 | Long             | DBT              | MUN               | US        |  10920000 | PA      | $11341676.89  | 0.39%             | 2059-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Community Housing Agency                                              | CALIFORNIA CMNTY HSG AGY ESSENTIAL HSG REVENUE                                                                                       | CUSIP: 13013FAR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5200000 | PA      | $4225388.44   | 0.14%             | 2056-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                    | Long: IS2IXX4   IRS USD R F   .00000  MMD 3.43 OCT 10Y   IS2IXX4 / Short: IS2IXX4   IRS USD P F   .00000 MMD RATE LOCK OCT   IS2IXY5 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |  10000000 | OU      | $206601.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tobacco Securitization Authority of Southern California                          | TOBACCO SECURITIZATION AUTH STHRN CA TOBACCO SETTLEMENT REVE                                                                         | CUSIP: 888804CU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6520000 | PA      | $1169489.79   | 0.04%             | 2054-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE                                                                                            | CUSIP: 837151A41<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |   1606000 | PA      | $1222691.97   | 0.04%             | 2043-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | ILLINOIS ST FIN AUTH REVENUE                                                                                                         | CUSIP: 45204EVQ8<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |   1075000 | PA      | $1086934.97   | 0.04%             | 2049-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rhode Island Health and Educational Building Corp                                | RHODE ISLAND ST HLTH & EDUCTNL BLDG CORP REVENUE                                                                                     | CUSIP: 762244FJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1795000 | PA      | $1830739.53   | 0.06%             | 2031-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                             | DIST OF COLUMBIA REVENUE                                                                                                             | CUSIP: 25483VQX5<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |   3070000 | PA      | $3083412.52   | 0.11%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bristol Industrial Development Board                                             | BRISTOL TN INDL DEV BRD ST SALES TAX REVENUE                                                                                         | CUSIP: 11023PAA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  19305000 | PA      | $17674696.61  | 0.60%             | 2042-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                                   | Long: IS1RCA2   CDS USD R F  3.00000 IS1RCA2 CMBX / Short: IS1RCA2   CDS USD P V 01MEVENT IS1RCB3 CMBX                               | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              |  | US        |    339291 | OU      | $-79733.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kentucky Economic Development Finance Authority                                  | KENTUCKY ST ECON DEV FIN AUTH HLTH CARE REVENUE                                                                                      | CUSIP: 49126TAU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2650000 | PA      | $2257240.85   | 0.08%             | 2050-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                       | CHICAGO IL BRD OF EDU                                                                                                                | CUSIP: 167505XB7<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    310000 | PA      | $310877.18    | 0.01%             | 2032-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** AB MUNICIPAL INCOME FUND, INC.

**Signature:** Joseph Mantineo

**Name of Signer:** Joseph Mantineo

**Title:** Treasurer and Chief Financial Officer