# EDGAR Filing Document

**Accession Number:** 0001170311
**File Stem:** 0001099263-26-007294
**Filing Date:** 2026-5
**Character Count:** 140540
**Document Hash:** 132be26a88d1464ab085193b4294886c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-007294.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001099263-26-007294

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PIMCO NEW YORK MUNICIPAL INCOME FUND II
- **CENTRAL INDEX KEY:** 0001170311

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21078
- **FILM NUMBER:** 261043601

**BUSINESS ADDRESS:**
- **STREET 1:** 1633 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10019
- **BUSINESS PHONE:** 212-739-3000

**MAIL ADDRESS:**
- **STREET 1:** 1633 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10019

## Nport-Ex

<br> Consolidated Schedule of Investments PIMCO New York Municipal Income Fund II March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **(AMOUNTS IN THOUSANDS\*, EXCEPT NUMBER OF SHARES, CONTRACTS, UNITS AND OUNCES, IF ANY)** | **(AMOUNTS IN THOUSANDS\*, EXCEPT NUMBER OF SHARES, CONTRACTS, UNITS AND OUNCES, IF ANY)** | **(AMOUNTS IN THOUSANDS\*, EXCEPT NUMBER OF SHARES, CONTRACTS, UNITS AND OUNCES, IF ANY)** |
|  | PRINCIPAL<br>AMOUNT<br>(000s) | MARKET<br>VALUE<br>(000s) |
| **INVESTMENTS IN SECURITIES 161.8% ¤** |  |  |
| **LOAN PARTICIPATIONS AND ASSIGNMENTS 4.6%**  |  |  |
| **136 River Apartments**  |  |  |
| TBD% - 5.940% due 09/01/2028 «~µ | $1623 | $1622 |
| TBD% due 09/01/2043 «~µ | 604 | 604 |
| **Federal Building 10**<br>8.000% due 07/31/2026 «~ | 4000 | 4002 |
| **Touro Shakespeare**  |  |  |
| TBD% due 01/01/2044 «~µ | 135 | 135 |
| TBD% - 6.500% due 06/01/2028 «~µ | 1080 | 1078 |
| **West Branch & River Road**<br>7.057% due 01/01/2043 «~ | 999 | 976 |
| Total Loan Participations and Assignments (Cost $8,441) |  | 8417 |
| **MUNICIPAL BONDS & NOTES 157.2%**  |  |  |
| **ARIZONA 0.0%**  |  |  |
| **Arizona Industrial Development Authority Revenue Bonds, Series 2020** <br>7.750% due 07/01/2050 ^(a) | 850 | 20 |
| **CALIFORNIA 0.5%**  |  |  |
| **California Health Facilities Financing Authority Revenue Bonds, Series 2016** <br>5.000% due 11/15/2046 | 890 | 893 |
| **NEW HAMPSHIRE 1.1%**  |  |  |
| **New Hampshire Business Finance Authority Revenue Notes, Series 2023** <br>5.087% due 07/20/2027 | 2032 | 2059 |
| **NEW YORK 147.1%**  |  |  |
| **Albany Capital Resource Corp. New York Revenue Bonds, Series 2024** <br>4.750% due 06/01/2054 | 1200 | 1091 |
| **Brookhaven Local Development Corp. New York Revenue Bonds, Series 2020** <br>4.000% due 11/01/2055 | 1550 | 1279 |
| **Build NYC Resource Corp. New York Revenue Bonds, Series 2018** <br>5.625% due 12/01/2050 | 3545 | 2955 |
| **Build NYC Resource Corp. New York Revenue Bonds, Series 2023** <br>5.250% due 07/01/2062 | 2500 | 2452 |
| **Build NYC Resource Corp. New York Revenue Bonds, Series 2024**  |  |  |
| 4.000% due 09/01/2042  | 1175 | 1107 |
| 4.000% due 09/01/2043  | 880 | 824 |
| 4.000% due 09/01/2044  | 1050 | 976 |
| **Dutchess County, New York Local Development Corp. Revenue Bonds, Series 2017** <br>4.000% due 07/01/2046 | 1270 | 1171 |
| **Dutchess County, New York Local Development Corp. Revenue Bonds, Series 2020** <br>5.000% due 07/01/2045 | 410 | 421 |
| **Dutchess County, New York Local Development Corp. Revenue Bonds, Series 2022** <br>4.000% due 07/01/2049 | 1200 | 1028 |
| **Erie County, New York Industrial Development Agency Revenue Bonds, (FNMA Insured), Series 2023** <br>4.250% due 02/01/2041 | 4015 | 3928 |
| **Hudson Yards Infrastructure Corp. New York Revenue Bonds, Series 2017** <br>5.000% due 02/15/2042 | 2900 | 2933 |
| **Huntington Local Development Corp. New York Revenue Bonds, Series 2021** <br>5.250% due 07/01/2056 | 1500 | 1221 |
| **Long Island Power Authority, New York Revenue Bonds, Series 2017** <br>5.000% due 09/01/2047 | 2000 | 2023 |
| **Long Island Power Authority, New York Revenue Bonds, Series 2023** <br>5.000% due 09/01/2048 | 3800 | 3936 |
| **Metropolitan Transportation Authority, New York Revenue Bonds, (BAM Insured), Series 2016** <br>5.000% due 11/15/2056 | 1700 | 1700 |
| **Metropolitan Transportation Authority, New York Revenue Bonds, Series 2016**  |  |  |
| 5.000% due 11/15/2031  | 1000 | 1011 |
| 5.000% due 11/15/2051  | 1500 | 1505 |
| **Metropolitan Transportation Authority, New York Revenue Bonds, Series 2022** <br>5.000% due 11/15/2046 | 2650 | 2744 |
| **Nassau County, New York General Obligation Bonds, Series 2021** <br>5.000% due 01/01/2058 « | 3071 | 43 |
| **New York City Transitional Finance Authority Future Tax Secured** <br>5.000% due 02/01/2047 (c) | 2000 | 2081 |
| **New York City, New York General Obligation Bonds, Series 2018** <br>5.000% due 04/01/2045 | 2200 | 2237 |
| **New York City, New York General Obligation Bonds, Series 2024** <br>5.250% due 03/01/2053 | 7750 | 8012 |

---

------

<br> Consolidated Schedule of Investments PIMCO New York Municipal Income Fund II (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **New York City, New York Health and Hospitals Corp. Revenue Bonds, Series 2021**  |  |  |
| 4.000% due 02/15/2045  | 265 | 250 |
| 4.000% due 02/15/2048  | 880 | 800 |
| **New York City, New York Housing Development Corp. Revenue Bonds, (HUD Insured), Series 2024** <br>4.850% due 11/01/2059 | 2000 | 1961 |
| **New York City, New York Housing Development Corp. Revenue Bonds, Series 2017** <br>3.700% due 11/01/2047 | 2500 | 2150 |
| **New York City, New York Housing Development Corp. Revenue Bonds, Series 2022** <br>4.000% due 11/01/2037 | 2000 | 1979 |
| **New York City, New York Housing Development Corp. Revenue Bonds, Series 2025**  |  |  |
| 4.600% due 11/01/2045  | 800 | 799 |
| 5.350% due 11/01/2064  | 1065 | 1088 |
| **New York City, New York Municipal Water Finance Authority Revenue Bonds, Series 2016** <br>2.650% due 06/15/2049 | 6380 | 6380 |
| **New York City, New York Municipal Water Finance Authority Revenue Bonds, Series 2018** <br>5.000% due 06/15/2040 | 4000 | 4121 |
| **New York City, New York Municipal Water Finance Authority Revenue Bonds, Series 2020**  |  |  |
| 4.000% due 06/15/2050  | 2200 | 1967 |
| 5.000% due 06/15/2050  | 300 | 307 |
| **New York City, New York Municipal Water Finance Authority Revenue Bonds, Series 2022**  |  |  |
| 5.000% due 06/15/2047  | 750 | 781 |
| 5.250% due 06/15/2052  | 5000 | 5222 |
| **New York City, New York Municipal Water Finance Authority Revenue Bonds, Series 2023**  |  |  |
| 4.125% due 06/15/2047  | 500 | 472 |
| 5.250% due 06/15/2048  | 2000 | 2106 |
| 5.250% due 06/15/2053  | 2000 | 2081 |
| **New York City, New York Transitional Finance Authority Building Aid Revenue Bonds, Series 2016** <br>4.000% due 07/15/2040 | 1000 | 987 |
| **New York City, New York Transitional Finance Authority Future Tax Secured Revenue Bonds, Series 2017** <br>4.000% due 08/01/2042 | 1000 | 965 |
| **New York City, New York Transitional Finance Authority Future Tax Secured Revenue Bonds, Series 2024** <br>5.000% due 05/01/2047 | 2000 | 2074 |
| **New York City, New York Transitional Finance Authority Future Tax Secured Revenue Bonds, Series 2026** <br>5.000% due 02/01/2046 (c) | 6000 | 6286 |
| **New York City, New York Transitional Finance Authority Revenue Bonds, Series 2024**  |  |  |
| 4.250% due 05/01/2054  | 4000 | 3699 |
| 5.000% due 05/01/2048  | 6270 | 6458 |
| **New York City, New York Transitional Finance Authority Revenue Bonds, Series 2025** <br>5.000% due 11/01/2050 | 600 | 617 |
| **New York Convention Center Development Corp. Revenue Bonds, Series 2015** <br>4.000% due 11/15/2045 | 230 | 216 |
| **New York Convention Center Development Corp. Revenue Bonds, Series 2016** <br>5.000% due 11/15/2046 | 750 | 752 |
| **New York County, New York Tobacco Trust Revenue Bonds, Series 2001** <br>5.750% due 06/01/2043 | 275 | 281 |
| **New York County, New York Tobacco Trust Revenue Bonds, Series 2005**  |  |  |
| 0.000% due 06/01/2050 (b)  | 17000 | 3556 |
| 0.000% due 06/01/2055 (b)  | 23500 | 1896 |
| **New York County, New York Tobacco Trust Revenue Bonds, Series 2016**  |  |  |
| 5.000% due 06/01/2036  | 1000 | 1002 |
| 5.000% due 06/01/2041  | 1000 | 1001 |
| **New York Energy Finance Development Corp. Revenue Bonds, Series 2025** <br>5.000% due 07/01/2056 | 2700 | 2758 |
| **New York Liberty Development Corp. Revenue Bonds, Series 2005** <br>5.250% due 10/01/2035 | 4350 | 4947 |
| **New York Liberty Development Corp. Revenue Bonds, Series 2007** <br>5.500% due 10/01/2037 | 2400 | 2791 |
| **New York Liberty Development Corp. Revenue Bonds, Series 2014** <br>5.000% due 11/15/2044 | 8400 | 8400 |
| **New York Liberty Development Corp. Revenue Bonds, Series 2021** <br>2.875% due 11/15/2046 | 1295 | 955 |
| **New York Mortgage Agency Homeowner Mortgage State Revenue Bonds, Series 2015** <br>3.800% due 04/01/2028 | 2000 | 2000 |
| **New York Mortgage Agency Homeowner Mortgage State Revenue Bonds, Series 2025** <br>4.650% due 10/01/2050 | 2000 | 1966 |
| **New York Power Authority Revenue Bonds, Series 2020** <br>4.000% due 11/15/2055 | 6635 | 5820 |
| **New York State Dormitory Authority Revenue Bonds, (AGC Insured), Series 2025** <br>5.000% due 10/01/2038 | 950 | 1056 |
| **New York State Dormitory Authority Revenue Bonds, (AGM/CR Insured), Series 2022** <br>4.250% due 05/01/2052 | 850 | 779 |
| **New York State Dormitory Authority Revenue Bonds, (AMBAC Insured), Series 2005** <br>5.500% due 05/15/2031 | 1490 | 1688 |
| **New York State Dormitory Authority Revenue Bonds, Series 2016** <br>5.000% due 07/01/2046 | 2000 | 2003 |
| **New York State Dormitory Authority Revenue Bonds, Series 2017** <br>4.000% due 02/15/2047 | 1500 | 1334 |
| **New York State Dormitory Authority Revenue Bonds, Series 2018**  |  |  |
| 4.000% due 07/01/2041  | 1155 | 1141 |
| 4.000% due 03/15/2043  | 3000 | 2854 |
| **New York State Dormitory Authority Revenue Bonds, Series 2019**  |  |  |
| 4.000% due 07/01/2044  | 3420 | 3188 |
| 5.000% due 07/01/2049  | 1550 | 1560 |
| **New York State Dormitory Authority Revenue Bonds, Series 2020**  |  |  |
| 4.000% due 02/15/2039  | 2000 | 2002 |
| 4.000% due 07/01/2050  | 5500 | 4849 |

---

------

<br> Consolidated Schedule of Investments PIMCO New York Municipal Income Fund II (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **New York State Dormitory Authority Revenue Bonds, Series 2022**  |  |  |
| 4.000% due 07/01/2049  | 1000 | 851 |
| 4.000% due 07/01/2051  | 3450 | 3069 |
| 5.000% due 03/15/2041  | 3000 | 3182 |
| 5.000% due 07/15/2050  | 1000 | 958 |
| **New York State Dormitory Authority Revenue Bonds, Series 2023** <br>5.000% due 07/01/2048 | 1200 | 1240 |
| **New York State Dormitory Authority Revenue Bonds, Series 2024**  |  |  |
| 5.000% due 03/15/2043  | 1275 | 1365 |
| 5.000% due 03/15/2054  | 700 | 717 |
| 5.250% due 10/01/2049  | 2100 | 2110 |
| **New York State Dormitory Authority Revenue Bonds, Series 2025**  |  |  |
| 4.250% due 07/01/2050  | 2000 | 1794 |
| 5.250% due 07/01/2050  | 1000 | 1053 |
| **New York State Environmental Facilities Corp. Revenue Bonds, Series 2022** <br>4.000% due 06/15/2047 | 5000 | 4706 |
| **New York State Housing Finance Agency Revenue Bonds, Series 2024** <br>4.600% due 11/01/2054 | 2500 | 2408 |
| **New York State Thruway Authority Revenue Bonds, Series 2018** <br>4.000% due 01/01/2036 | 1000 | 1007 |
| **New York State Thruway Authority Revenue Bonds, Series 2019**  |  |  |
| 4.000% due 01/01/2039  | 1850 | 1815 |
| 4.000% due 01/01/2045  | 1500 | 1400 |
| **New York State Thruway Authority Revenue Bonds, Series 2021** <br>4.000% due 01/01/2040 | 1250 | 1250 |
| **New York State Thruway Authority Revenue Bonds, Series 2022** <br>5.000% due 03/15/2055 | 2000 | 2029 |
| **New York State Thruway Authority Revenue Bonds, Series 2025**  |  |  |
| 5.000% due 03/15/2049 (c)  | 10000 | 10356 |
| 5.000% due 03/15/2055  | 2000 | 2044 |
| **New York State Urban Development Corp. Revenue Bonds, Series 2021** <br>4.000% due 03/15/2044 | 3250 | 3111 |
| **New York State Urban Development Corp. Revenue Bonds, Series 2024** <br>5.000% due 03/15/2048 | 2625 | 2723 |
| **New York Transportation Development Corp. Revenue Bonds, (AGM Insured), Series 2016** <br>4.000% due 07/01/2035 | 3000 | 2966 |
| **New York Transportation Development Corp. Revenue Bonds, (AGM Insured), Series 2023** <br>5.125% due 06/30/2060 | 3950 | 3927 |
| **New York Transportation Development Corp. Revenue Bonds, (AGM Insured), Series 2024** <br>5.000% due 06/30/2054 | 2100 | 2082 |
| **New York Transportation Development Corp. Revenue Bonds, Series 2016**  |  |  |
| 5.000% due 07/01/2046  | 2350 | 2350 |
| 5.250% due 01/01/2050  | 2500 | 2500 |
| **New York Transportation Development Corp. Revenue Bonds, Series 2020**  |  |  |
| 4.375% due 10/01/2045  | 4900 | 4570 |
| 5.000% due 10/01/2040  | 2500 | 2537 |
| **Niagara Tobacco Asset Securitization Corp. New York Revenue Bonds, Series 2014** <br>5.250% due 05/15/2040 | 1000 | 963 |
| **Onondaga County, New York Trust for Cultural Resources Revenue Bonds, Series 2019** <br>4.000% due 12/01/2049 | 3300 | 3018 |
| **Port Authority of New York & New Jersey Revenue Bonds, Series 2017** <br>5.250% due 10/15/2057 | 7165 | 7236 |
| **Port Authority of New York & New Jersey Revenue Bonds, Series 2023** <br>5.000% due 12/01/2043 | 1380 | 1441 |
| **Riverhead IDA Economic Job Development Corp. New York Revenue Bonds, (FNMA Insured), Series 2023** <br>4.500% due 02/01/2041 | 2058 | 2065 |
| **Schenectady County, New York Capital Resource Corp. Revenue Bonds, Series 2025** <br>5.000% due 01/01/2045 | 750 | 779 |
| **Suffolk County, New York Economic Development Corp. Revenue Bonds, Series 2021** <br>5.125% due 11/01/2041 | 1025 | 908 |
| **Suffolk Tobacco Asset Securitization Corp. New York Revenue Bonds, Series 2021**  |  |  |
| 0.000% due 06/01/2066 (b)  | 15000 | 1272 |
| 4.000% due 06/01/2050  | 1500 | 1228 |
| **The Genesee County Funding Corporation Tax-Exempt, New York Revenue Bonds, Series 2022** <br>5.250% due 12/01/2052 | 1500 | 1479 |
| **Triborough Bridge & Tunnel Authority** <br>5.250% due 11/15/2050 (c) | 2000 | 2115 |
| **Triborough Bridge & Tunnel Authority Sales Tax, New York Revenue Bonds, Series 2024** <br>5.000% due 05/15/2049 | 2200 | 2271 |
| **Triborough Bridge & Tunnel Authority, New York Revenue Bonds, Series 2019** <br>5.000% due 11/15/2043 | 2000 | 2058 |
| **Triborough Bridge & Tunnel Authority, New York Revenue Bonds, Series 2021** <br>5.000% due 11/15/2056 | 2810 | 2853 |
| **Triborough Bridge & Tunnel Authority, New York Revenue Bonds, Series 2022** <br>4.500% due 05/15/2047 | 300 | 296 |
| **TSASC, Inc., New York Revenue Bonds, Series 2017**  |  |  |
| 5.000% due 06/01/2035  | 3000 | 3039 |
| 5.000% due 06/01/2041  | 4500 | 4529 |
| **Ulster County, New York Capital Resource Corp. Revenue Bonds, Series 2017** <br>5.250% due 09/15/2047 | 2000 | 1868 |
|  |  | 270561 |
| **NORTH DAKOTA 0.0%**  |  |  |
| **Grand Forks County, North Dakota Revenue Bonds, Series 2021** <br>7.000% due 12/15/2043 ^(a) | 680 | 0 |

---

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<br> Consolidated Schedule of Investments PIMCO New York Municipal Income Fund II (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **OHIO 0.6%**  |  |  |
| **Buckeye Tobacco Settlement Financing Authority, Ohio Revenue Bonds, Series 2020** <br>5.000% due 06/01/2055 | 1450 | 1171 |
| **PUERTO RICO 5.0%**  |  |  |
| **Children's Trust Fund, Puerto Rico Revenue Bonds, Series 2008** <br>0.000% due 05/15/2057 (b) | 22300 | 915 |
| **Commonwealth of Puerto Rico Bonds, Series 2022**  |  |  |
| 0.000% due 11/01/2043  | 1886 | 1266 |
| 0.000% due 11/01/2051  | 1337 | 928 |
| **Commonwealth of Puerto Rico General Obligation Bonds, Series 2021** <br>4.000% due 07/01/2041 | 1935 | 1793 |
| **Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue Bonds, Series 2018**  |  |  |
| 0.000% due 07/01/2046 (b)  | 3850 | 1356 |
| 0.000% due 07/01/2051 (b)  | 7280 | 1866 |
| **Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue Bonds, Series 2019** <br>4.329% due 07/01/2040 | 1000 | 987 |
|  |  | 9111 |
| **TEXAS 1.4%**  |  |  |
| **Angelina & Neches River Authority, Texas Revenue Bonds, Series 2021**  |  |  |
| 7.500% due 12/01/2045 ^(a)  | 470 | 24 |
| 12.000% due 12/01/2045 ^(a)  | 825 | 41 |
| **Denton Essential Investments Public Facility Corp.** <br>7.095% due 06/02/2059 «~ | 1000 | 1521 |
| **Denton, Texas Essential Investments Public Facility Corp.** <br>6.697% due 01/01/2059 « | 1000 | 974 |
|  |  | 2560 |
| **VIRGINIA 0.8%**  |  |  |
| **Virginia Small Business Financing Authority Revenue Bonds, Series 2019**  |  |  |
| 0.000% due 07/01/2061 (b)  | 18000 | 512 |
| 5.500% due 07/01/2044  | 1250 | 1045 |
|  |  | 1557 |
| **WISCONSIN 0.7%**  |  |  |
| **Wisconsin Health & Educational Facilities Authority Revenue Bonds, Series 2022** <br>4.000% due 12/01/2051 | 1540 | 1292 |
| Total Municipal Bonds & Notes (Cost $298,226) |  | 289224 |
| Total Investments in Securities (Cost $306,667) |  | 297641 |
| Total Investments 161.8% (Cost $306,667) |  | $297641 |
| Remarketable Variable Rate MuniFund Term Preferred Shares, at liquidation value (57.5)% |  | (105785) |
| Other Assets and Liabilities, net (4.3)% |  | (7887) |
| Net Assets Applicable to Common Shareholders 100.0% |  | $183969 |

---

------

<br> Consolidated Schedule of Investments PIMCO New York Municipal Income Fund II (Cont.) March 31, 2026 (Unaudited)

---

| | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **NOTES TO CONSOLIDATED SCHEDULE OF INVESTMENTS:**  | **NOTES TO CONSOLIDATED SCHEDULE OF INVESTMENTS:**  | **NOTES TO CONSOLIDATED SCHEDULE OF INVESTMENTS:**  | **NOTES TO CONSOLIDATED SCHEDULE OF INVESTMENTS:**  | **NOTES TO CONSOLIDATED SCHEDULE OF INVESTMENTS:**  | **NOTES TO CONSOLIDATED SCHEDULE OF INVESTMENTS:**  | **NOTES TO CONSOLIDATED SCHEDULE OF INVESTMENTS:**  | **NOTES TO CONSOLIDATED SCHEDULE OF INVESTMENTS:**  | **NOTES TO CONSOLIDATED SCHEDULE OF INVESTMENTS:**  | **NOTES TO CONSOLIDATED SCHEDULE OF INVESTMENTS:**  | **NOTES TO CONSOLIDATED SCHEDULE OF INVESTMENTS:**  | **NOTES TO CONSOLIDATED SCHEDULE OF INVESTMENTS:**  | **NOTES TO CONSOLIDATED SCHEDULE OF INVESTMENTS:**  | **NOTES TO CONSOLIDATED SCHEDULE OF INVESTMENTS:**  | **NOTES TO CONSOLIDATED SCHEDULE OF INVESTMENTS:**  |
| **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** |
| **¤** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** |
| **^** | **Security is in default.** | **Security is in default.** | **Security is in default.** | **Security is in default.** | **Security is in default.** | **Security is in default.** | **Security is in default.** | **Security is in default.** | **Security is in default.** | **Security is in default.** | **Security is in default.** | **Security is in default.** | **Security is in default.** | **Security is in default.** |
| **«** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** |
| **µ** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** |
| **~** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** |
| **(a)** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** |
| **(b)** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** |
| **(c)** | **Represents an underlying municipal bond transferred to a tender option bond trust established in a tender option bond transaction in which the Fund sold, or caused the sale of, the underlying municipal bond and purchased the residual interest certificate. The security serves as collateral in a financing transaction.** | **Represents an underlying municipal bond transferred to a tender option bond trust established in a tender option bond transaction in which the Fund sold, or caused the sale of, the underlying municipal bond and purchased the residual interest certificate. The security serves as collateral in a financing transaction.** | **Represents an underlying municipal bond transferred to a tender option bond trust established in a tender option bond transaction in which the Fund sold, or caused the sale of, the underlying municipal bond and purchased the residual interest certificate. The security serves as collateral in a financing transaction.** | **Represents an underlying municipal bond transferred to a tender option bond trust established in a tender option bond transaction in which the Fund sold, or caused the sale of, the underlying municipal bond and purchased the residual interest certificate. The security serves as collateral in a financing transaction.** | **Represents an underlying municipal bond transferred to a tender option bond trust established in a tender option bond transaction in which the Fund sold, or caused the sale of, the underlying municipal bond and purchased the residual interest certificate. The security serves as collateral in a financing transaction.** | **Represents an underlying municipal bond transferred to a tender option bond trust established in a tender option bond transaction in which the Fund sold, or caused the sale of, the underlying municipal bond and purchased the residual interest certificate. The security serves as collateral in a financing transaction.** | **Represents an underlying municipal bond transferred to a tender option bond trust established in a tender option bond transaction in which the Fund sold, or caused the sale of, the underlying municipal bond and purchased the residual interest certificate. The security serves as collateral in a financing transaction.** | **Represents an underlying municipal bond transferred to a tender option bond trust established in a tender option bond transaction in which the Fund sold, or caused the sale of, the underlying municipal bond and purchased the residual interest certificate. The security serves as collateral in a financing transaction.** | **Represents an underlying municipal bond transferred to a tender option bond trust established in a tender option bond transaction in which the Fund sold, or caused the sale of, the underlying municipal bond and purchased the residual interest certificate. The security serves as collateral in a financing transaction.** | **Represents an underlying municipal bond transferred to a tender option bond trust established in a tender option bond transaction in which the Fund sold, or caused the sale of, the underlying municipal bond and purchased the residual interest certificate. The security serves as collateral in a financing transaction.** | **Represents an underlying municipal bond transferred to a tender option bond trust established in a tender option bond transaction in which the Fund sold, or caused the sale of, the underlying municipal bond and purchased the residual interest certificate. The security serves as collateral in a financing transaction.** | **Represents an underlying municipal bond transferred to a tender option bond trust established in a tender option bond transaction in which the Fund sold, or caused the sale of, the underlying municipal bond and purchased the residual interest certificate. The security serves as collateral in a financing transaction.** | **Represents an underlying municipal bond transferred to a tender option bond trust established in a tender option bond transaction in which the Fund sold, or caused the sale of, the underlying municipal bond and purchased the residual interest certificate. The security serves as collateral in a financing transaction.** | **Represents an underlying municipal bond transferred to a tender option bond trust established in a tender option bond transaction in which the Fund sold, or caused the sale of, the underlying municipal bond and purchased the residual interest certificate. The security serves as collateral in a financing transaction.** |
| **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** |
| **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | |
| Category and Subcategory | Category and Subcategory | Category and Subcategory | Category and Subcategory | Category and Subcategory | Category and Subcategory | Level 1 | Level 2 | Level 2 | Level 2 | Level 3 | Level 3 | Fair Value<br>at 03/31/2026 | Fair Value<br>at 03/31/2026 |  |
| **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** |  |
| Loan Participations and Assignments | Loan Participations and Assignments | Loan Participations and Assignments | Loan Participations and Assignments | Loan Participations and Assignments | Loan Participations and Assignments | 0 | $ | $0 | 0 | $8417 | 8417 | $ | 8417 |  |
| Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes |  |
| Arizona | Arizona | Arizona | Arizona | Arizona | Arizona | 0 |  | 20 | 20 | 0 | 0 |  | 20 |  |
| California | California | California | California | California | California | 0 |  | 893 | 893 | 0 | 0 |  | 893 |  |
| New Hampshire | New Hampshire | New Hampshire | New Hampshire | New Hampshire | New Hampshire | 0 |  | 2059 | 2059 | 0 | 0 |  | 2059 |  |
| New York | New York | New York | New York | New York | New York | 0 |  | 270518 | 270518 | 43 | 43 |  | 270561 |  |
| Ohio | Ohio | Ohio | Ohio | Ohio | Ohio | 0 |  | 1171 | 1171 | 0 | 0 |  | 1171 |  |
| Puerto Rico | Puerto Rico | Puerto Rico | Puerto Rico | Puerto Rico | Puerto Rico | 0 |  | 9111 | 9111 | 0 | 0 |  | 9111 |  |
| Texas | Texas | Texas | Texas | Texas | Texas | 0 |  | 65 | 65 | 1988 | 1988 |  | 2053 |  |
| Virginia | Virginia | Virginia | Virginia | Virginia | Virginia | 0 |  | 1557 | 1557 | 0 | 0 |  | 1557 |  |
| Wisconsin | Wisconsin | Wisconsin | Wisconsin | Wisconsin | Wisconsin | 0 |  | 1292 | 1292 | 0 | 0 |  | 1292 |  |
| Total Investments | Total Investments | Total Investments | Total Investments | Total Investments | Total Investments | 0 | $ | $286686 | 286686 | $10955 | 10955 | $ | 297641 |  |
| **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** |
| Category and Subcategory | Category and Subcategory | Beginning<br>Balance<br>at 12/31/2025 | Net<br>Purchases | Net<br>Sales/Settlements | Net<br>Sales/Settlements | Realized<br>Gain/(Loss) | Net Change in<br>Unrealized<br>Appreciation/<br>(Depreciation)<sup>(1)</sup> | Net Change in<br>Unrealized<br>Appreciation/<br>(Depreciation)<sup>(1)</sup> | Transfers into<br>Level 3 | Transfers into<br>Level 3 | Transfers out<br>of Level 3 | Transfers out<br>of Level 3 | Ending<br>Balance<br>at 03/31/2026 | Net Change in<br>Unrealized<br>Appreciation/<br>(Depreciation)<br>on Investments<br>Held at<br>03/31/2026<sup>(1)</sup> |
| **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** |
| Loan Participations and Assignments | Loan Participations and Assignments | $6216 | 2227 | $ | $(1) | $0 | $ | (24) | $0 | 0 | $0 | 0 | 8417 | 2 |
| Municipal Bonds & Notes<sup>(2)</sup> | Municipal Bonds & Notes<sup>(2)</sup> |  |  |  |  |  |  |  |  |  |  |  |  |  |
| New York | New York | 41 | 0 |  | 0 | 0 |  | 2 | 0 | 0 | 0 | 0 | 43 | 2 |
| Texas | Texas | 2521 | 0 |  | (14) | 0 |  | (12) | 0 | 0 | 0 | 0 | 2495 | (12) |
| Totals | Totals | $8778 | 2227 | $ | $(15) | $0 | $ | (34) | $0 | 0 | $0 | 0 | 10955 | (8) |
| <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** |
|  |  |  |  |  |  |  |  |  |  |  |  | (% Unless Noted Otherwise) | (% Unless Noted Otherwise) | (% Unless Noted Otherwise) |
| Category and Subcategory | Category and Subcategory | Category and Subcategory | Ending<br>Balance<br>at 03/31/2026 | Ending<br>Balance<br>at 03/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valuation Technique | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valuation Technique | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valuation Technique | &nbsp;&nbsp;&nbsp;&nbsp; Unobservable Inputs | &nbsp;&nbsp;&nbsp;&nbsp; Unobservable Inputs | &nbsp;&nbsp;&nbsp;&nbsp; Unobservable Inputs | &nbsp;&nbsp;&nbsp;&nbsp; Unobservable Inputs | Input Value(s) | Input Value(s) | Weighted Average |
| **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** |
| Loan Participations and Assignments | Loan Participations and Assignments | Loan Participations and Assignments | $8417 | 8417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | 6.326 – 8.000 | 6.326 – 8.000 | 7.393 |
| Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes |
| New York | New York | New York | 43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expected Recovery | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expected Recovery | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expected Recovery | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expected Recovery | &nbsp;&nbsp;&nbsp;&nbsp; Recovery Rate | &nbsp;&nbsp;&nbsp;&nbsp; Recovery Rate | &nbsp;&nbsp;&nbsp;&nbsp; Recovery Rate | &nbsp;&nbsp;&nbsp;&nbsp; Recovery Rate | 25.000 | 25.000 |  |
| Texas | Texas | Texas | 2495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | 6.640 – 7.040 | 6.640 – 7.040 | 6.836 |
| Total | Total | Total | $10955 | 10955 |  |  |  |  |  |  |  |  |  |  |
| <sup>(1)</sup> | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. |
| <sup>(2)</sup> | Security type updated from Loan Participations and Assignments to Municipal Bonds & Notes since prior fiscal year end. | Security type updated from Loan Participations and Assignments to Municipal Bonds & Notes since prior fiscal year end. | Security type updated from Loan Participations and Assignments to Municipal Bonds & Notes since prior fiscal year end. | Security type updated from Loan Participations and Assignments to Municipal Bonds & Notes since prior fiscal year end. | Security type updated from Loan Participations and Assignments to Municipal Bonds & Notes since prior fiscal year end. | Security type updated from Loan Participations and Assignments to Municipal Bonds & Notes since prior fiscal year end. | Security type updated from Loan Participations and Assignments to Municipal Bonds & Notes since prior fiscal year end. | Security type updated from Loan Participations and Assignments to Municipal Bonds & Notes since prior fiscal year end. | Security type updated from Loan Participations and Assignments to Municipal Bonds & Notes since prior fiscal year end. | Security type updated from Loan Participations and Assignments to Municipal Bonds & Notes since prior fiscal year end. | Security type updated from Loan Participations and Assignments to Municipal Bonds & Notes since prior fiscal year end. | Security type updated from Loan Participations and Assignments to Municipal Bonds & Notes since prior fiscal year end. | Security type updated from Loan Participations and Assignments to Municipal Bonds & Notes since prior fiscal year end. | Security type updated from Loan Participations and Assignments to Municipal Bonds & Notes since prior fiscal year end. |

---

------

Notes to Financial Statements

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**1. BASIS FOR CONSOLIDATION**

The Fund's subsidiaries were each formed as a wholly owned subsidiary acting as an investment vehicle for the Fund in order to effect certain investments for the Fund consistent with the Fund's investment objectives and policies in effect from time to time. The Fund's investment portfolio has been consolidated and includes the portfolio holdings of the Fund and its subsidiaries. Accordingly, the consolidated financial statements include the accounts of the Fund and its subsidiary. All inter-company transactions and balances have been eliminated. This structure was established so that certain investments could be held by a separate legal entity from the Fund. See the table below for details regarding the structure, incorporation and relationship as of period end.

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **Subsidiary** | &nbsp;&nbsp; **Date of Formation** | &nbsp;&nbsp; **Subsidiary % of Consolidated Fund Net Assets**<sup>†</sup> |
| &nbsp;&nbsp;&nbsp; 1802 SPV I LLC | &nbsp;&nbsp;&nbsp; 05/27/2025 | &nbsp;&nbsp;&nbsp; 0.3% |
| &nbsp;&nbsp;&nbsp; 1862 SPV I LLC | &nbsp;&nbsp;&nbsp; 05/27/2025 | &nbsp;&nbsp;&nbsp; 1.1% |
| &nbsp;&nbsp;&nbsp; 1832 SPV I LLC | &nbsp;&nbsp;&nbsp; 05/27/2025 | &nbsp;&nbsp;&nbsp; 0.2% |

---

<sup>†</sup> A zero balance may reflect actual amounts rounding to less than 0.01%

**2. INVESTMENT VALUATION AND FAIR VALUE MEASUREMENTS**

**(a) Investment Valuation Policies** The net asset value ("NAV") of the Fund's shares, or each of its share classes, as applicable, is determined by dividing the total value of portfolio investments and other assets attributable to the Fund or class, less any liabilities, as applicable, by the total number of shares outstanding.

On each day that the New York Stock Exchange ("NYSE") is open, the Fund's shares are ordinarily valued as of the close of regular trading (normally 4:00 p.m., Eastern time) ("NYSE Close"). Information that becomes known to the Fund or its agents after the time as of which NAV has been calculated on a particular day will not generally be used to retroactively adjust the price of a security or the NAV determined earlier that day. If regular trading on the NYSE closes earlier than scheduled, the Fund may calculate its NAV as of the earlier closing time or calculate its NAV as of the NYSE Close for that day. The Fund generally does not calculate its NAV on days on which the NYSE is not open for business. If the NYSE is closed on a day it would normally be open for business, the Fund may calculate its NAV as of the NYSE Close for such day or such other time that the Fund may determine.

For purposes of calculating NAV, portfolio securities and other assets for which market quotations are readily available are valued at market value. A market quotation is readily available only when that quotation is a quoted price (unadjusted) in active markets for identical investments that the Fund can access at the measurement date, provided that a quotation will not be readily available if it is not reliable. Market value is generally determined on the basis of official closing prices or the last reported sales prices. The Fund will normally use pricing data for domestic equity securities received shortly after the NYSE Close and does not normally take into account trading, clearances or settlements that take place after the NYSE Close.

Investments for which market quotations are not readily available are valued at fair value as determined in good faith pursuant to Rule 2a-5 under the Investment Company Act of 1940, as amended (the "Act"). As a general principle, the fair value of a security or other asset is the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. Pursuant to Rule 2a-5, the Board of Trustees has designated Pacific Investment Management Company LLC ("PIMCO") as the valuation designee ("Valuation Designee") for the Fund to perform the fair value determination relating to all Fund investments. PIMCO may carry out its designated responsibilities as Valuation Designee through various teams and committees. The Valuation Designee's policies and procedures govern the Valuation Designee's selection and application of methodologies for determining and calculating the fair value of Fund investments. The Valuation Designee may value Fund portfolio securities for which market quotations are not readily available and other Fund assets utilizing inputs from pricing services, quotation reporting systems, valuation agents and other third-party sources (together, "Pricing Sources").

Fair valuation may require subjective determinations about the value of a security. While the Fund's and Valuation Designee's policies and procedures are intended to result in a calculation of the Fund's NAV that fairly reflects security values as of the time of pricing, the Fund cannot ensure that fair values accurately reflect the price that the Fund could obtain for a security if it were to dispose of that security as of the time of pricing (for instance, in a forced or distressed sale). The prices used by the Fund may differ from the value that would be realized if the securities were sold.

**(b) Fair Value Hierarchy** U.S. GAAP describes fair value as the price that the Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into levels (Level 1, 2 or 3). The inputs or methodology used for valuing securities are not necessarily an indication of the risks associated with investing in those securities. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

• Level 1 — Quoted prices (unadjusted) in active markets or exchanges for identical assets and liabilities.

• Level 2 — Significant other observable inputs, which may include, but are not limited to, quoted prices for similar assets or liabilities in markets that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market corroborated inputs.

• Level 3 — Significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available, which may include assumptions made by the Valuation Designee that are used in determining the fair value of investments.

In accordance with the requirements of U.S. GAAP, the amounts of transfers into and out of Level 3, if material, are disclosed in the Notes to Schedule of Investments for the Fund.

For fair valuations using significant unobservable inputs, U.S. GAAP requires a reconciliation of the beginning to ending balances for reported fair values that presents changes attributable to realized gain (loss), unrealized appreciation (depreciation), purchases and sales, accrued discounts (premiums), and transfers into and out of the Level 3 category during the period. The end of period value is used for the transfers between fair value Levels of the Fund's assets and liabilities. Additionally, U.S. GAAP requires quantitative

------

Notes to Financial Statements(Cont.)

information regarding the significant unobservable inputs used in the determination of fair value of assets or liabilities categorized as Level 3 in the fair value hierarchy. In accordance with the requirements of U.S. GAAP, a fair value hierarchy and, if material, a Level 3 reconciliation and details of significant unobservable inputs, have been included in the Notes to Schedule of Investments for the Fund.

**(c) Valuation Techniques and the Fair Value Hierarchy**

**Level 1, Level 2 and Level 3 trading assets and trading liabilities, at fair value** The valuation methods (or "techniques") and significant inputs used in determining the fair values of portfolio securities or other assets and liabilities categorized as Level 1, Level 2 and Level 3 of the fair value hierarchy are as follows:

Fixed income securities including corporate, convertible and municipal bonds and notes, U.S. government agencies, U.S. treasury obligations, sovereign issues, bank loans, convertible preferred securities, non-U.S. bonds and short-term debt instruments (such as commercial paper, time deposits and certificates of deposit) are normally valued on the basis of quotes obtained from brokers and dealers or Pricing Sources that use broker-dealer quotations, reported trades or valuation estimates from their internal pricing models. The Pricing Sources' internal models use inputs that are observable such as issuer details, interest rates, yield curves, prepayment speeds, credit risks/spreads, default rates and quoted prices for similar assets. Securities that use similar valuation techniques and inputs as described above are categorized as Level 2 of the fair value hierarchy.

Fixed income securities purchased on a delayed-delivery basis or as a repurchase commitment in a sale-buyback transaction are marked to market daily until settlement at the forward settlement date and are categorized as Level 2 of the fair value hierarchy.

Expected recovery valuation estimates that the fair value of an existing asset can be recovered, net of any liability. Significant changes in the unobservable inputs would result in direct and proportional changes in the fair value of the security. These securities are categorized as Level 3 of the fair value hierarchy.

The Discounted Cash Flow model is based on future cash flows generated by the investment and may be normalized based on expected investment performance. Future cash flows are discounted to present value using an appropriate rate of return, typically calibrated to the initial transaction date and adjusted based on Capital Asset Pricing Model and/or other market-based inputs. Significant changes in the unobservable inputs would result in direct and proportional changes in the fair value of the security. These securities are categorized as Level 3 of the fair value hierarchy.

Short-term debt instruments (such as commercial paper, time deposits and certificates of deposit) having a remaining maturity of 60 days or less may be valued at amortized cost, so long as the amortized cost value of such short-term debt instruments is approximately the same as the fair value of the instrument as determined without the use of amortized cost valuation. These securities are categorized as Level 2 or Level 3 of the fair value hierarchy depending on the source of the base price.

When a fair valuation method is applied by PIMCO that uses significant unobservable inputs, investments will be priced by a method that the Valuation Designee believe reflects fair value and are categorized as Level 3 of the fair value hierarchy.

**3. FEDERAL INCOME TAX MATTERS**

The Fund intends to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code (the "Code") and distribute all of its income and net realized gains, if applicable, to shareholders. Accordingly, no provision for Federal income taxes has been made.

The Fund may be subject to local withholding taxes, including those imposed on realized capital gains. Any applicable foreign capital gains tax is accrued daily based upon net unrealized gains, and may be payable following the sale of any applicable investments.

In accordance with U.S. GAAP, the Manager has reviewed the Fund's tax positions for all open tax years. As of March 31, 2026, the Fund has recorded no liability for net unrecognized tax benefits relating to uncertain income tax positions it has taken or expects to take in future tax returns.

The Fund files U.S. federal, state and local tax returns as required. The Fund's tax returns are subject to examination by relevant tax authorities until expiration of the applicable statute of limitations, which is generally three years after the filing of the tax return but which can be extended to six years in certain circumstances. Tax returns for open years have incorporated no uncertain tax positions that require a provision for income taxes.

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Glossary: (abbreviations that may be used in the preceding statements)** | **Glossary: (abbreviations that may be used in the preceding statements)** | **Glossary: (abbreviations that may be used in the preceding statements)** | **Glossary: (abbreviations that may be used in the preceding statements)** |  | (Unaudited) |
| **Currency Abbreviations:** | **Currency Abbreviations:** |  |  |  |  |
| **USD (or $)** | United States Dollar |  |  |  |  |
| **Municipal Bond or Agency Abbreviations:** | **Municipal Bond or Agency Abbreviations:** |  |  |  |  |
| **AGC** | Assured Guaranty Corp. | **BAM** | Build America Mutual Assurance | **FNMA** | Federal National Mortgage Association |
| **AGM** | Assured Guaranty Municipal | **CR** | Custodial Receipts | **HUD** | U.S. Department of Housing and Urban Development |
| **AMBAC** | American Municipal Bond Assurance Corp. |  |  |  |  |
| **Other Abbreviations:** | **Other Abbreviations:** |  |  |  |  |
| **TBA** | To-Be-Announced | **TBD** | To-Be-Determined | **TBD%** | Interest rate to be determined when loan settles or at the time of funding |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PIMCO New York Municipal Income Fund II

- **b. Investment Company Act file number:** 811-21078

- **c. CIK number of Registrant:** 0001170311

- **d. LEI of Registrant:** P1IBOVZHA4PI2PLT9Q65

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

  - **Street Address 1:** 1633 Broadway

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10019

  - **Telephone number:** (844) 337-4626

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

- **a. Name of Series:** N/A

- **c. LEI of Series:** N/A

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $309106589.75

**Total Liabilities:** $125191829.41

**Net Assets:** $183914760.34

**Cash Not Reported:** $7670116.24

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 378.509900 | **1-Year:** 3541.286300 | **5-Year:** 31366.456400 | **10-Year:** 157792.772200 | **30-Year:** 28382.919700

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

- **3-Month:** 0.127700 | **1-Year:** 0.000000 | **5-Year:** 5028.163700 | **10-Year:** 9729.044600 | **30-Year:** 5551.775000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 1.88%                | 3.00%                | -4.06%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-220763.02              | $653157.23                                 |
| Month 2  | $-1157813.06             | $5574342.36                                |
| Month 3  | $48616.89                | $-7649863.93                               |

**Designated Index Information**

- **Index Name:** ICE New York Long Duration Municipal Securities Index

- **Index Identifier:** MNLD

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| EMPIRE STATE DEVELOPMENT CORPORATION                                    | NEW YORK ST URBAN DEV CORP SAL NYSFAC 03/48 FIXED 5         | CUSIP: 64985TGB1<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |   2625000 | PA      | $2722565.21   | 1.48%             | 2048-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENESEE COUNTY FUNDING CORP/THE                                         | GENESEE CNTY NY FUNDING CORP GEFDEV 12/52 FIXED 5.25        | CUSIP: 371669AW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1478890.20   | 0.80%             | 2052-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHILDRENS TRUST FD TOBACCO SETTLMNT                                     | THE CHILDRENS TRUST FUND PR TO CHIGEN 05/57 ZEROCPNOID 0    | CUSIP: 16876QBM0<br>LEI: N/A                  | Long             | DBT              | MUN               | PR        |   7000000 | PA      | $206423.00    | 0.11%             | 2057-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE DORMITORY AUTHORITY                                      | NEW YORK ST DORM AUTH ST PERSO NYSHGR 02/39 FIXED 4         | CUSIP: 64990FPS7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2001569.40   | 1.09%             | 2039-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTURE TAX SECURED REVENUE | NY CITY TRANS FIN-F-1                                       | CUSIP: 64972JC55<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6000000 | PA      | $6286458.60   | 3.42%             | 2046-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA MUNICIPAL FINANCE AUTHORITY                                  | CALIFORNIA MUNICIPAL FINANCE AUTHORITY                      | CUSIP: BA000Y5B3<br>LEI: 5493000UQOV6R4ZWS346 | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1099478.44   | 0.60%             | 2028-09-01      | Fixed         | 0.42%                 | No            |                  3 | On Loan: No      |
| THE PORT AUTHORITY OF NEW YORK AND NEW JERSEY                           | PORT AUTH OF NEW YORK   NEW JE PORTRN 10/57 FIXED 5.25      | CUSIP: 73358WH31<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   7165000 | PA      | $7236111.91   | 3.93%             | 2057-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTURE TAX SECURED REVENUE | NEW YORK CITY NY TRANSITIONAL NYCGEN 08/42 FIXED 4          | CUSIP: 64971XAJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $964867.10    | 0.52%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE THRUWAY AUTHORITY                                        | NEW YORK ST THRUWAY AUTH NYSTRN 01/36 FIXED 4               | CUSIP: 650009Q55<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1006857.50   | 0.55%             | 2036-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANGELINA & NECHES RIVER AUTHORITY                                       | ANGELINA NECHES RIVER AUTH I ANGDEV 12/45 FIXED 7.5         | CUSIP: 03469KAB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    470000 | PA      | $23500.00     | 0.01%             | 2045-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE THRUWAY AUTHORITY                                        | NEW YORK ST THRUWAY AUTH PERSO NYSTRN 03/55 FIXED OID 5     | CUSIP: 650028C27<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2044007.80   | 1.11%             | 2055-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY                         | NEW YORK CITY NY MUNI WTR FIN NYCUTL 06/53 FIXED 5.25       | CUSIP: 64972GF41<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2081390.80   | 1.13%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BUILD NYC RESOURCE CORPORATION                                          | BUILD NYC RESOURCE CORP NY REV BUIGEN 09/43 FIXED OID 4     | CUSIP: 12008EVV5<br>LEI: 549300GROJFKMNLWEK84 | Long             | DBT              | MUN               | US        |    880000 | PA      | $824046.52    | 0.45%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONONDAGA COUNTY TRUST FOR CULTURAL RESOURCES                            | ONONDAGA CNTY NY TRUST CULTURA ONOGEN 12/49 FIXED 4         | CUSIP: 68276FDS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3300000 | PA      | $3018052.29   | 1.64%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY                         | NEW YORK CITY NY MUNI WTR FIN NYCUTL 06/49 ADJUSTABLE VAR   | CUSIP: 64972GML5<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |   6380000 | PA      | $6380000.00   | 3.47%             | 2049-06-15      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTURE TAX SECURED REVENUE | NEW YORK CITY NY TRANSITIONAL NYCGEN 11/50 FIXED 5          | CUSIP: 64972JTG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $616859.88    | 0.34%             | 2050-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SCHENECTADY COUNTY CAPITAL RESOURCE CORP                                | SCHENECTADY CNTY NY CAPITAL RE SCHDEV 01/45 FIXED 5         | CUSIP: 80641AAH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $779321.78    | 0.42%             | 2045-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUFFOLK TOBACCO ASSET SECURITIZATION CORPORATION                        | SUFFOLK NY TOBACCO ASSET SECUR SFKSEC 06/66 ZEROCPNOID 0    | CUSIP: 864809CD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15000000 | PA      | $1272183.00   | 0.69%             | 2066-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LONG ISLAND POWER AUTHORITY                                             | LONG ISLAND NY PWR AUTH ELEC S LSLPWR 09/47 FIXED 5         | CUSIP: 542691AU4<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2023418.60   | 1.10%             | 2047-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK COUNTIES TOBACCO TRUST V                                       | NEW YORK CNTYS NY TOBACCO TRUS NYSGEN 06/55 ZEROCPNOID 0    | CUSIP: 649441AC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  23500000 | PA      | $1895740.30   | 1.03%             | 2055-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE DORMITORY AUTHORITY                                      | NEW YORK ST DORM AUTH REVENUES NYSHGR 07/51 FIXED OID 4     | CUSIP: 65000BPS1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   3450000 | PA      | $3069082.74   | 1.67%             | 2051-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RIVERHEAD INDUSTRIAL DEVELOPMENT AGENCY                                 | RIVERHEAD NY INDL DEV AGY MF H RIVMFH 02/41 FIXED 4.5       | CUSIP: 76876TAA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2058193 | PA      | $2065369.52   | 1.12%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTURE TAX SECURED REVENUE | NEW YORK CITY NY TRANSITIONAL NYCGEN 05/47 FIXED 5          | CUSIP: 64972JMG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2074270.00   | 1.13%             | 2047-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK TRANSPORTATION DEVELOPMENT CORPORATION                         | NEW YORK ST TRANSPRTN DEV CORP NYTTRN 10/45 FIXED OID 4.375 | CUSIP: 650116DA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4900000 | PA      | $4570020.77   | 2.48%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NIAGARA TOBACCO ASSET SECURITIZATION CORPORATION                        | NIAGARA CNTY NY TOBACCO ASSET NIAGEN 05/40 FIXED 5.25       | CUSIP: 653364BP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $963250.90    | 0.52%             | 2040-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| THE PORT AUTHORITY OF NEW YORK AND NEW JERSEY                           | PORT AUTH OF NEW YORK   NEW JE PORTRN 12/43 FIXED 5         | CUSIP: 73358XKL5<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   1380000 | PA      | $1441384.19   | 0.78%             | 2043-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIBERTY DEVELOPMENT CORPORATION                                | LIBERTY DEV CORP NY REVENUE LBTDEV 10/37 FIXED 5.5          | CUSIP: 531127CM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2400000 | PA      | $2790890.88   | 1.52%             | 2037-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY                         | NEW YORK CITY NY MUNI WTR FIN NYCUTL 06/48 FIXED 5.25       | CUSIP: 64972GF90<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2106083.00   | 1.15%             | 2048-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK TRANSPORTATION DEVELOPMENT CORPORATION                         | NEW YORK ST TRANSPRTN DEV CORP NYTTRN 10/40 FIXED 5         | CUSIP: 650116CZ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2536541.25   | 1.38%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK COUNTIES TOBACCO TRUST VI                                      | NEW YORK CNTYS NY TOBACCO TRUS NYSGEN 06/41 FIXED 5         | CUSIP: 64945JAX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1000989.80   | 0.54%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON LOCAL DEVELOPMENT CORP                                       | HUNTINGTON NY LOCAL DEV CORP R HUNDEV 07/56 FIXED OID 5.25  | CUSIP: 446490AR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1220871.45   | 0.66%             | 2056-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE DORMITORY AUTHORITY                                      | NEW YORK ST DORM AUTH REVENUES NYSHGR 07/50 FIXED 4         | CUSIP: 64990GXZ0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2618463.30   | 1.42%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA SMALL BUSINESS FING AUTH HOSP R                                | VIRGINIA ST SMALL BUSINESS FIN VASHGR 07/61 ZEROCPNOID 0    | CUSIP: 92810PAY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  18000000 | PA      | $512688.60    | 0.28%             | 2061-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE DORMITORY AUTHORITY                                      | NEW YORK ST DORM AUTH REVENUES NYSHGR 07/50 FIXED 4         | CUSIP: 64990GB50<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2230590.25   | 1.21%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE DORMITORY AUTHORITY                                      | NEW YORK ST DORM AUTH REVENUES NYSHGR 07/50 FIXED OID 5     | CUSIP: 65000BRJ9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $958254.90    | 0.52%             | 2050-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK TRANSPORTATION DEVELOPMENT CORPORATION                         | NEW YORK ST TRANSPRTN DEV CORP NYTTRN 06/54 FIXED 5         | CUSIP: 650116HN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2100000 | PA      | $2082010.98   | 1.13%             | 2054-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE THRUWAY AUTHORITY                                        | NEW YORK ST THRUWAY AUTH GEN R NYSTRN 01/39 FIXED 4         | CUSIP: 650010CB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1850000 | PA      | $1815141.75   | 0.99%             | 2039-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANGELINA & NECHES RIVER AUTHORITY                                       | ANGELINA NECHES RIVER AUTH I ANGDEV 12/45 FIXED 12          | CUSIP: 03469KAG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    825000 | PA      | $41250.00     | 0.02%             | 2045-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| NEW YORK STATE DORMITORY AUTHORITY                                      | NEW YORK ST DORM AUTH REVENUES NYSHGR 10/38 FIXED 5         | CUSIP: 64985SDK6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    950000 | PA      | $1056221.02   | 0.57%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO GOVT                                                        | PUERTO RICO CMWLTH PRC 07/41 FIXED 4                        | CUSIP: 74514L3N5<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   1935257 | PA      | $1793117.79   | 0.97%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE DORMITORY AUTHORITY                                      | NEW YORK ST DORM AUTH ST PERSO NYSHGR 03/43 FIXED 4         | CUSIP: 64990FJJ4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2854109.10   | 1.55%             | 2043-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE DORMITORY AUTHORITY                                      | NEW YORK ST DORM AUTH REVENUES NYSHGR 07/44 FIXED 4         | CUSIP: 64990GTM4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   3420000 | PA      | $3187738.91   | 1.73%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOUISIANA HOUSING FIN AGY MTG REV                                       | LOUISIANA HOUSING FIN AGY MTG REV                           | CUSIP: BA000TV66<br>LEI: 549300VL35TBE7RSJH61 | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4002000.00   | 2.18%             | 2026-07-31      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| NEW YORK STATE DORMITORY AUTHORITY                                      | NEW YORK ST DORM AUTH ST PERSO NYSHGR 02/47 FIXED 4         | CUSIP: 64990FWU4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10189.90     | 0.01%             | 2047-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BUILD NYC RESOURCE CORPORATION                                          | BUILD NYC RESOURCE CORP NY REV BUIGEN 12/50 FIXED OID 5.625 | CUSIP: 12008EPK6<br>LEI: 549300GROJFKMNLWEK84 | Long             | DBT              | MUN               | US        |   3545000 | PA      | $2955205.23   | 1.61%             | 2050-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DENTON ESSENTIAL INVESTMENTS PUBLIC FACILITY CORP                       | DENTON ESSENTIAL INVESTMENTS P 01/59 6.697                  | CUSIP: 24881CAD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $974400.00    | 0.53%             | 2059-01-01      | Fixed         | 6.70%                 | No            |                  3 | On Loan: No      |
| BUILD NYC RESOURCE CORPORATION                                          | BUILD NYC RESOURCE CORP NY REV BUIGEN 09/44 FIXED OID 4     | CUSIP: 12008EVW3<br>LEI: 549300GROJFKMNLWEK84 | Long             | DBT              | MUN               | US        |   1050000 | PA      | $976044.09    | 0.53%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY                         | NEW YORK CITY NY MUNI WTR FIN NYCUTL 06/47 FIXED OID 4.125  | CUSIP: 64972GE59<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    500000 | PA      | $471729.00    | 0.26%             | 2047-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY HOUSING DEVELOPMENT CORP                                  | NEW YORK CITY NY HSG DEV CORP NYCHSG 11/45 FIXED 4.6        | CUSIP: 64972KJF3<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |    800000 | PA      | $799080.80    | 0.43%             | 2045-11-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VIRGINIA SMALL BUSINESS FING AUTH HOSP R                                | VIRGINIA ST SMALL BUSINESS FIN VASHGR 07/44 FIXED OID 5.5   | CUSIP: 92810PAW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1044769.25   | 0.57%             | 2044-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRIBOROUGH BRIDGE AND TUNNEL AUTHORITY                                  | TRIBOROUGH BRIDGE A-1                                       | CUSIP: 89602HJZ1<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2114574.80   | 1.15%             | 2050-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ULSTER COUNTY CAPITAL RESOURCE CORP                                     | ULSTER CNTY NY CAPITAL RESOURC ULSGEN 09/47 FIXED 5.25      | CUSIP: 903768AF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1868016.00   | 1.02%             | 2047-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW HAMPSHIRE BUSINESS FINANCE AUTHORITY                                | NATIONAL FIN AUTH NH MUNI CTFS NFADEV 07/27 FIXED 5.087     | CUSIP: 63607WAL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2031815 | PA      | $2058885.54   | 1.12%             | 2027-07-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| NEW YORK CONVENTION CENTER DEVELOPMENT CORPORATION                      | NEW YORK ST CONVENTION CENTER NYSDEV 11/46 FIXED 5          | CUSIP: 649451EG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $751541.70    | 0.41%             | 2046-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOUISIANA HOUSING FIN AGY MTG REV                                       | LOUISIANA HOUSING FIN AGY MTG REV                           | CUSIP: BA000SRY2<br>LEI: 549300VL35TBE7RSJH61 | Long             | ABS-MBS          | CORP              | US        |   1080000 | PA      | $1077840.00   | 0.59%             | 2028-06-01      | Fixed         | 1.62%                 | No            |                  3 | On Loan: No      |
| HUDSON YDS INFRASTRUCTURE CORP N Y REV                                  | HUDSON YARDS INFRASTRUCTURE CO HUYGEN 02/42 FIXED 5         | CUSIP: 44420RBE9<br>LEI: 549300EE2HJ67TPURL87 | Long             | DBT              | MUN               | US        |   2900000 | PA      | $2932663.28   | 1.59%             | 2042-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY                         | NEW YORK CITY NY MUNI WTR FIN NYCUTL 06/50 FIXED 4          | CUSIP: 64972GWF7<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |   2200000 | PA      | $1966562.40   | 1.07%             | 2050-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTURE TAX SECURED REVENUE | NEW YORK CITY NY TRANSITIONAL NYCGEN 05/48 FIXED 5          | CUSIP: 64972JMH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6270000 | PA      | $6457776.47   | 3.51%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRIBOROUGH BRIDGE & TUNNEL AUTHORITY SALES TAX REVENUE                  | TRIBOROUGH NY BRIDGE   TUNNEL TRBTRN 05/49 FIXED 5          | CUSIP: 896035DC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2200000 | PA      | $2271329.94   | 1.23%             | 2049-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA MUNICIPAL FINANCE AUTHORITY                                  | CALIFORNIA MUNICIPAL FINANCE AUTHORITY                      | CUSIP: BA000Y564<br>LEI: 5493000UQOV6R4ZWS346 | Long             | ABS-MBS          | CORP              | US        |    603752 | PA      | $603752.18    | 0.33%             | 2043-09-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| METROPOLITAN TRANSPORTATION AUTHORITY                                   | MET TRANSPRTN AUTH NY REVENUE MTATRN 11/56 FIXED 5          | CUSIP: 59261A5M5<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   1700000 | PA      | $1700508.81   | 0.92%             | 2056-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BUCKEYE TOBACCO SETTLEMENT FINANCING AUTHORITY                          | BUCKEYE OH TOBACCO SETTLEMENT BUCGEN 06/55 FIXED 5          | CUSIP: 118217CZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1450000 | PA      | $1170875.00   | 0.64%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TSASC INC NY TOB                                                        | TSASC INC NY TSA 06/41 FIXED 5                              | CUSIP: 898526FF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4500000 | PA      | $4528580.40   | 2.46%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE ENVIRONMENTAL FACILITIES CORPORATION                     | NEW YORK ST ENVRNMNTL FACS COR NYSWTR 06/47 FIXED 4         | CUSIP: 64986DMJ1<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4706502.00   | 2.56%             | 2047-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRIBOROUGH BRIDGE AND TUNNEL AUTHORITY                                  | TRIBOROUGH NY BRIDGE   TUNNEL TRBTRN 05/47 FIXED OID 4.5    | CUSIP: 89602HEM5<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    300000 | PA      | $295696.05    | 0.16%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIBERTY DEVELOPMENT CORPORATION                                | NEW YORK ST LIBERTY DEV CORP L NYCDEV 11/44 FIXED 5         | CUSIP: 649519DA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8400000 | PA      | $8400279.72   | 4.57%             | 2044-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY HOUSING DEVELOPMENT CORP                                  | NEW YORK CITY NY HSG DEV CORP NYCMFH 11/37 FIXED 4          | CUSIP: 64972EZ51<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1979188.00   | 1.08%             | 2037-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY BUILDING AID REVENUE       | NEW YORK CITY NY TRANSITIONAL NYCFAC 07/40 FIXED 4          | CUSIP: 64972HXY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $987417.40    | 0.54%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK TRANSPORTATION DEVELOPMENT CORPORATION                         | NEW YORK ST TRANSPRTN DEV CORP NYTTRN 07/35 FIXED 4         | CUSIP: 650116AM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2965627.50   | 1.61%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE DORMITORY AUTHORITY                                      | NEW YORK ST DORM AUTH REVENUES NYSHGR 05/31 FIXED 5.5       | CUSIP: 64983QJE0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1490000 | PA      | $1688311.40   | 0.92%             | 2031-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE HOUSING FINANCE AGENCY                                   | NEW YORK ST HSG FIN AGY AFFORD NYSHSG 11/54 FIXED 4.6       | CUSIP: 64987JT84<br>LEI: 5493000LS7KCDB02O506 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2408328.50   | 1.31%             | 2054-11-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY HOUSING DEVELOPMENT CORP                                  | NEW YORK CITY NY HSG DEV CORP NYC HSG DEV COR B 1 A         | CUSIP: 64972KEL5<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1960516.60   | 1.07%             | 2059-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIBERTY DEVELOPMENT CORPORATION                                | NEW YORK ST LIBERTY DEV CORP L NYCDEV 11/46 FIXED 2.875     | CUSIP: 649519DV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1295000 | PA      | $954723.73    | 0.52%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE DORMITORY AUTHORITY                                      | NEW YORK ST DORM AUTH REVENUES NYSHGR 07/50 FIXED 5.25      | CUSIP: 64985SKA0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1052514.90   | 0.57%             | 2050-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA MUNICIPAL FINANCE AUTHORITY                                  | CALIFORNIA MUNICIPAL FINANCE AUTHORITY                      | CUSIP: BA000Y580<br>LEI: 5493000UQOV6R4ZWS346 | Long             | ABS-MBS          | CORP              | US        |    522659 | PA      | $522659.00    | 0.28%             | 2028-09-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| NEW YORK CITY HOUSING DEVELOPMENT CORP                                  | NEW YORK CITY NY HSG DEV CORP NYCHSG 11/47 FIXED 3.7        | CUSIP: 64972CU27<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2149950.75   | 1.17%             | 2047-11-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY                        | CALIFORNIA ST HLTH FACS FING A CASMED 11/46 FIXED 5         | CUSIP: 13032UXH6<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    890000 | PA      | $892751.26    | 0.49%             | 2046-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE DORMITORY AUTHORITY                                      | NEW YORK ST DORM AUTH ST PERSO NYSGEN 02/47 FIXED 4         | CUSIP: 64990KFM0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1485000 | PA      | $1319320.78   | 0.72%             | 2047-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGAGE REVENUE            | NEW YORK ST MTGE AGY HOMEOWNER NYSHSG 10/50 FIXED 4.65      | CUSIP: 64988YF44<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1966333.20   | 1.07%             | 2050-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE DORMITORY AUTHORITY                                      | NEW YORK ST DORM AUTH ST PERSO NYSHGR 03/43 FIXED 5         | CUSIP: 64990F6N9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1275000 | PA      | $1364571.68   | 0.74%             | 2043-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY HEALTH AND HOSPITALS CORPORATION                          | NEW YORK CITY NY HLTH   HOSP C NYCMED 02/45 FIXED 4         | CUSIP: 649674LH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $250376.05    | 0.14%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO SALES TAX FINANCING CORP SALES TAX REVENUE                  | PUERTO RICO SALES TAX FING COR PRCGEN 07/51 ZEROCPNOID 0    | CUSIP: 74529JQH1<br>LEI: N/A                  | Long             | DBT              | MUN               | PR        |   7280000 | PA      | $1866033.62   | 1.01%             | 2051-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DENTON ESSENTIAL INVESTMENTS PFC                                        | BONNIE BRAE FIXED TERM LOAN                                 | CUSIP: BA000PLR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1520700.00   | 0.83%             | 2059-06-02      | Fixed         | 7.21%                 | No            |                  3 | On Loan: No      |
| CHILDRENS TRUST FD TOBACCO SETTLMNT                                     | THE CHILDRENS TRUST FUND PR TO CHIGEN 05/57 ZEROCPNOID 0    | CUSIP: 16876QBL2<br>LEI: N/A                  | Long             | DBT              | MUN               | PR        |  15300000 | PA      | $709283.52    | 0.39%             | 2057-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WISCONSIN HEALTH AND EDUCATIONAL FACILITIES AUTHORITY                   | WISCONSIN ST HLTH   EDUCTNL FA WISMED 12/51 FIXED 4         | CUSIP: 97712JEQ2<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |   1540000 | PA      | $1291640.35   | 0.70%             | 2051-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUFFOLK COUNTY ECONOMIC DEVELOPMENT CORPORATION                         | SUFFOLK CNTY NY ECON DEV CORPR SFKDEV 11/41 FIXED 5.125     | CUSIP: 86476RDM3<br>LEI: 5493003FN78GO4R0BJ89 | Long             | DBT              | MUN               | US        |   1025000 | PA      | $908072.41    | 0.49%             | 2041-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE DORMITORY AUTHORITY                                      | NEW YORK ST DORM AUTH ST PERSO NYSHGR 03/41 FIXED 5         | CUSIP: 64990FX25<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3182163.90   | 1.73%             | 2041-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK COUNTIES TOBACCO TRUST IV                                      | NEW YORK CNTYS NY TOBACCO TRUS NYSGEN 06/50 ZEROCPNOID 0    | CUSIP: 62947YAH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  17000000 | PA      | $3556031.10   | 1.93%             | 2050-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGAGE REVENUE            | NEW YORK ST MTGE AGY HOMEOWNER NYSHSG 04/28 FIXED 3.8       | CUSIP: 649883K87<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2000217.80   | 1.09%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LONG ISLAND POWER AUTHORITY                                             | LONG ISLAND NY PWR AUTH ELEC S LSLPWR 09/48 FIXED 5         | CUSIP: 542691HM5<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |   3800000 | PA      | $3936069.64   | 2.14%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY HEALTH AND HOSPITALS CORPORATION                          | NEW YORK CITY NY HLTH   HOSP C NYCMED 02/48 FIXED 4         | CUSIP: 649674LJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    880000 | PA      | $800419.58    | 0.44%             | 2048-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY OF                                                        | NEW YORK NY NYC 04/45 FIXED 5                               | CUSIP: 64966MA25<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   2200000 | PA      | $2236911.38   | 1.22%             | 2045-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARIZONA INDUSTRIAL DEVELOPMENT AUTHORITY                                | ARIZONA ST INDL DEV AUTH ECON AZSDEV 07/50 FIXED OID 7.75   | CUSIP: 040523AF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    850000 | PA      | $19975.00     | 0.01%             | 2050-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE DORMITORY AUTHORITY                                      | NEW YORK ST DORM AUTH REVENUES NYSHGR 07/49 FIXED 5         | CUSIP: 64990GTN2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1550000 | PA      | $1559872.42   | 0.85%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK COUNTIES TOBACCO TRUST II                                      | NEW YORK CNTYS NY TOBACCO TRUS NYSGEN 06/43 FIXED OID 5.75  | CUSIP: 62947VAP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $280539.13    | 0.15%             | 2043-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| The Vermont Housing Finance Agency                                      | The Vermont Housing Finance Agency                          | CUSIP: BA000V7J0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    999376 | PA      | $976390.04    | 0.53%             | 2043-01-01      | Fixed         | 7.06%                 | No            |                  3 | On Loan: No      |
| METROPOLITAN TRANSPORTATION AUTHORITY DEDICATED TAX FUND                | MET TRANSPRTN AUTH NY DEDICATE MTATRN 11/46 FIXED 5         | CUSIP: 59260XAX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2650000 | PA      | $2743597.74   | 1.49%             | 2046-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE THRUWAY AUTHORITY                                        | NEW YORK ST THRUWAY AUTH PERSO NYSTRN 03/55 FIXED 5         | CUSIP: 650028ZQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2028784.80   | 1.10%             | 2055-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE DORMITORY AUTHORITY                                      | NEW YORK ST DORM AUTH REVENUES NYSHGR 07/50 FIXED OID 4.25  | CUSIP: 64985SBV4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1794163.00   | 0.98%             | 2050-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN TRANSPORTATION AUTHORITY                                   | MET TRANSPRTN AUTH NY REVENUE MTATRN 11/31 FIXED 5          | CUSIP: 59261AJR9<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1010890.90   | 0.55%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRIBOROUGH BRIDGE AND TUNNEL AUTHORITY                                  | TRIBOROUGH NY BRIDGE   TUNNEL TRBTRN 11/43 FIXED 5          | CUSIP: 89602RFJ9<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2058326.00   | 1.12%             | 2043-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK TRANSPORTATION DEVELOPMENT CORPORATION                         | NEW YORK ST TRANS 06/60 5.125                               | CUSIP: 650116GZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3950000 | PA      | $3926785.46   | 2.14%             | 2060-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TRIBOROUGH BRIDGE AND TUNNEL AUTHORITY                                  | TRIBOROUGH NY BRIDGE   TUNNEL TRBTRN 11/56 FIXED 5          | CUSIP: 89602RGQ2<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |   2810000 | PA      | $2852784.22   | 1.55%             | 2056-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO GOVT                                                        | PUERTO RICO CMWLTH PRC 11/43 ADJUSTABLE VAR                 | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |   1886267 | PA      | $1266156.78   | 0.69%             | 2043-11-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TSASC INC NY TOB                                                        | TSASC INC NY TSA 06/35 FIXED 5                              | CUSIP: 898526FD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3039445.50   | 1.65%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY                         | NEW YORK CITY NY MUNI WTR FIN NYCUTL 06/40 FIXED 5          | CUSIP: 64972GQE7<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4121082.00   | 2.24%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE THRUWAY AUTHORITY                                        | NEW YORK ST THRUWAY AUTH PERSO NYSTRN 03/49 FIXED OID 5     | CUSIP: 650028B36<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10356301.00  | 5.63%             | 2049-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO SALES TAX FINANCING CORP SALES TAX REVENUE                  | PUERTO RICO SALES TAX FING COR PRCGEN 07/40 FIXED 4.329     | CUSIP: 74529JRJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | PR        |   1000000 | PA      | $986649.10    | 0.54%             | 2040-07-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE DORMITORY AUTHORITY                                      | NEW YORK ST DORM AUTH REVENUES NYSHGR 07/48 FIXED 5         | CUSIP: 65000BN87<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1239633.12   | 0.67%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE DORMITORY AUTHORITY                                      | NEW YORK ST DORM AUTH REVENUES NYSHGR 05/52 FIXED OID 4.25  | CUSIP: 64983SJX4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    850000 | PA      | $778545.26    | 0.42%             | 2052-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE DORMITORY AUTHORITY                                      | NEW YORK ST DORM AUTH ST PERSO NYSGEN 02/47 FIXED 4         | CUSIP: 64990KFL2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5094.95      | 0.00%             | 2047-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALBANY CAPITAL RESOURCE CORP                                            | ALBANY NY CAPITAL RESOURCE COR ALBRES 06/54 FIXED OID 4.75  | CUSIP: 012432EA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1091416.92   | 0.59%             | 2054-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NASSAU CNTY NY INDL DEV AGY                                             | ESC NASSAU CNTY N Y IN 01/58 5                              | CUSIP: 631ESCAA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3071311 | PA      | $42949.00     | 0.02%             | 2058-01-01      | Variable      | 5.00%                 | No            |                  3 | On Loan: No      |
| DUTCHESS COUNTY LOCAL DEVELOPMENT CORPORATION                           | DUTCHESS CNTY NY LOCAL DEV COR DUTDEV 07/45 FIXED 5         | CUSIP: 267045NF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    410000 | PA      | $420994.23    | 0.23%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE DORMITORY AUTHORITY                                      | NEW YORK ST DORM AUTH REVENUES NYSHGR 07/41 FIXED 4         | CUSIP: 64990C7Q8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1155000 | PA      | $1140853.44   | 0.62%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BUILD NYC RESOURCE CORPORATION                                          | BUILD NYC RESOURCE CORP NY REV BUIGEN 07/62 FIXED 5.25      | CUSIP: 12008ETZ9<br>LEI: 549300GROJFKMNLWEK84 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2451614.00   | 1.33%             | 2062-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK POWER AUTHORITY                                                | NEW YORK ST PWR AUTH REVENUE NYSPWR 11/55 FIXED 4           | CUSIP: 64989KLF1<br>LEI: I5P1GEYFGGMMDOFX2L30 | Long             | DBT              | MUN               | US        |   6635000 | PA      | $5820269.11   | 3.16%             | 2055-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CONVENTION CENTER DEVELOPMENT CORPORATION                      | NEW YORK ST CONVENTION CENTER NYSDEV 11/45 FIXED OID 4      | CUSIP: 649451DL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $216204.58    | 0.12%             | 2045-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EMPIRE STATE DEVELOPMENT CORPORATION                                    | NEW YORK ST URBAN DEV CORP SAL NYSFAC 03/44 FIXED 4         | CUSIP: 64985TCR0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |   3250000 | PA      | $3110759.93   | 1.69%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK TRANSPORTATION DEVELOPMENT CORPORATION                         | NEW YORK ST TRANSPRTN DEV CORP NYTTRN 01/50 FIXED 5.25      | CUSIP: 650116AV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2500075.25   | 1.36%             | 2050-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTURE TAX SECURED REVENUE | NEW YORK CITY NY TRANSITIONAL NYCGEN 05/54 FIXED OID 4.25   | CUSIP: 64972JNS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3698591.60   | 2.01%             | 2054-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SUFFOLK TOBACCO ASSET SECURITIZATION CORPORATION                        | SUFFOLK NY TOBACCO ASSET SECUR SFKSEC 06/50 FIXED 4         | CUSIP: 864809CA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1227603.30   | 0.67%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY HOUSING DEVELOPMENT CORP                                  | NEW YORK CITY NY HSG DEV CORP NYCHSG 11/64 FIXED 5.35       | CUSIP: 64972KKH7<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |   1065000 | PA      | $1087514.42   | 0.59%             | 2064-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE DORMITORY AUTHORITY                                      | NEW YORK ST DORM AUTH REVENUES NYSHGR 07/49 FIXED OID 4     | CUSIP: 65000BSC3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $851008.70    | 0.46%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO GOVT                                                        | PUERTO RICO CMWLTH PRC 11/51 ADJUSTABLE VAR                 | CUSIP: 74514L4C8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |   1337032 | PA      | $927565.94    | 0.50%             | 2051-11-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE DORMITORY AUTHORITY                                      | NEW YORK ST DORM AUTH SALES TA NYSHGR 03/54 FIXED 5         | CUSIP: 64990AUJ2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    700000 | PA      | $717139.71    | 0.39%             | 2054-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ERIE CNTY N Y INDL DEV AGY SCHFAC REV                                   | ERIE CNTY NY INDL DEV AGY MF H ERIMFH 02/41 FIXED OID 4.25  | CUSIP: 29508TAA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4015000 | PA      | $3928406.09   | 2.14%             | 2041-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BROOKHAVEN LOCAL DEVELOPMENT CORP                                       | BROOKHAVEN NY LOCAL DEV CORP R BRODEV 11/55 FIXED 4         | CUSIP: 113168BL1<br>LEI: 549300384JET720NAQ98 | Long             | DBT              | MUN               | US        |   1550000 | PA      | $1279500.20   | 0.70%             | 2055-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY OF                                                        | NEW YORK NY 03/53 5.25                                      | CUSIP: 64966SBA3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   7750000 | PA      | $8012094.15   | 4.36%             | 2053-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY                         | NEW YORK CITY NY MUNI WTR FIN NYCUTL 06/52 FIXED 5.25       | CUSIP: 64972GB60<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5222298.00   | 2.84%             | 2052-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO SALES TAX FINANCING CORP SALES TAX REVENUE                  | PUERTO RICO SALES TAX FING COR PRCGEN 07/46 ZEROCPNOID 0    | CUSIP: 74529JQG3<br>LEI: N/A                  | Long             | DBT              | MUN               | PR        |   3850000 | PA      | $1355804.45   | 0.74%             | 2046-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTURE TAX SECURED REVENUE | NY CITY TRANS FIN-F-1                                       | CUSIP: 64972JC63<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2080662.60   | 1.13%             | 2047-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COUNTY OF GRAND FORKS                                                   | GRAND FORKS CNTY ND GRADEV 12/43 FIXED 7                    | CUSIP: 38543PAF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    680000 | PA      | $6.80         | 0.00%             | 2043-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK COUNTIES TOBACCO TRUST VI                                      | NEW YORK CNTYS NY TOBACCO TRUS NYSGEN 06/36 FIXED 5         | CUSIP: 64945JAW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1001806.70   | 0.54%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE DORMITORY AUTHORITY                                      | NEW YORK ST DORM AUTH REVENUES NYSHGR 07/46 FIXED 5         | CUSIP: 64990CJB8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2002557.20   | 1.09%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ENERGY FINANCE DEVELOPMENT CORPORATION                         | NEW YORK ENERGY FIN DEV CORP NYEFAC 07/56 ADJUSTABLE VAR    | CUSIP: 64947PAA4<br>LEI: 254900PRGXZMJ912RI65 | Long             | DBT              | MUN               | US        |   2700000 | PA      | $2758224.69   | 1.50%             | 2056-07-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY                         | NEW YORK CITY NY MUNI WTR FIN NYCUTL 06/47 FIXED 5          | CUSIP: 64972GC28<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    750000 | PA      | $781463.70    | 0.42%             | 2047-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN TRANSPORTATION AUTHORITY DEDICATED TAX FUND                | MET TRANSPRTN AUTH NY DEDICATE MTATRN 11/51 FIXED 5         | CUSIP: 59259N3M3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1505017.50   | 0.82%             | 2051-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUTCHESS COUNTY LOCAL DEVELOPMENT CORPORATION                           | DUTCHESS CNTY NY LOCAL DEV COR DUTDEV 07/46 FIXED 4         | CUSIP: 267045JY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1270000 | PA      | $1170554.94   | 0.64%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE THRUWAY AUTHORITY                                        | NEW YORK ST THRUWAY AUTH GEN R NYSTRN 01/45 FIXED 4         | CUSIP: 650010CJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1400407.05   | 0.76%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK TRANSPORTATION DEVELOPMENT CORPORATION                         | NEW YORK ST TRANSPRTN DEV CORP NYTTRN 07/46 FIXED 5         | CUSIP: 650116AR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2350000 | PA      | $2349900.60   | 1.28%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE THRUWAY AUTHORITY                                        | NEW YORK ST THRUWAY AUTH NYSTRN 01/40 FIXED 4               | CUSIP: 650009W58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1250178.13   | 0.68%             | 2040-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY                         | NEW YORK CITY NY MUNI WTR FIN NYCUTL 06/50 FIXED 5          | CUSIP: 64972GXN9<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    300000 | PA      | $306733.77    | 0.17%             | 2050-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE DORMITORY AUTHORITY                                      | NEW YORK ST DORM AUTH REVENUES NYSHGR 10/49 FIXED 5.25      | CUSIP: 65000B7X0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   2100000 | PA      | $2109688.35   | 1.15%             | 2049-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIBERTY DEVELOPMENT CORPORATION                                | LIBERTY DEV CORP NY REVENUE LBTDEV 10/35 FIXED 5.25         | CUSIP: 531127AC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4350000 | PA      | $4946763.89   | 2.69%             | 2035-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BUILD NYC RESOURCE CORPORATION                                          | BUILD NYC RESOURCE CORP NY REV BUIGEN 09/42 FIXED OID 4     | CUSIP: 12008EVU7<br>LEI: 549300GROJFKMNLWEK84 | Long             | DBT              | MUN               | US        |   1175000 | PA      | $1106536.75   | 0.60%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUTCHESS COUNTY LOCAL DEVELOPMENT CORPORATION                           | DUTCHESS CNTY NY LOCAL DEV COR DUTDEV 07/49 FIXED OID 4     | CUSIP: 267045QW5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1028443.20   | 0.56%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOUISIANA HOUSING FIN AGY MTG REV                                       | LOUISIANA HOUSING FIN AGY MTG REV                           | CUSIP: BA000SS05<br>LEI: 549300VL35TBE7RSJH61 | Long             | ABS-MBS          | CORP              | US        |    135000 | PA      | $135000.00    | 0.07%             | 2044-01-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-26

**Name of Applicant:** PIMCO New York Municipal Income Fund II

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer