| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Long-Term Investments 100.3% | |||||
| Municipal Bonds | |||||
| ABAG Fin. Auth. for Nonprofit Corp. Rev., Sharp Healthcare, Series A, Rfdg. | 5.000 % | 08/01/43 | 2,000 | $2,044,883 | |
| Alameda Corridor Trans. Auth. Rev., | |||||
| 2nd Sub. Lien, Series B, Rfdg. | 5.000 | 10/01/34 | 2,375 | 2,513,601 | |
| 2nd Sub. Lien, Series B, Rfdg. | 5.000 | 10/01/37 | 700 | 737,885 | |
| Sr. Lien, Series A, Rfdg. | 5.000 | 10/01/22 | 375 | 379,196 | |
| Sr. Lien, Series A, Rfdg., AGM | 5.000 | 10/01/28 | 1,000 | 1,038,625 | |
| Bay Area Toll Auth. Rev., | |||||
| Rfdg. | 5.000 | 04/01/27 | 1,655 | 1,858,318 | |
| Rfdg. | 5.000 | 04/01/28 | 1,365 | 1,557,777 | |
| Series A, Rfdg. (Mandatory put date 04/01/28) | 2.000(cc) | 04/01/56 | 750 | 710,083 | |
| Series F-1 (Pre-refunded date 04/01/27)(ee) | 5.000 | 04/01/56 | 1,000 | 1,133,471 | |
| California Cmnty. Choice Fing. Auth. Rev., | |||||
| Series B-1, Green Bond (Mandatory put date 08/01/31) | 4.000(cc) | 02/01/52 | 2,000 | 2,071,623 | |
| Series B-2, Green Bond (Mandatory put date 08/01/31) | 1.240(cc) | 02/01/52 | 1,120 | 1,100,863 | |
| California Cnty. Tob. Secur. Agcy. Rev., | |||||
| Sonoma Cnty. Secur. Corp., Series A, Rfdg. | 5.000 | 06/01/28 | 500 | 543,727 | |
| Sr. Series A, Rfdg. | 5.000 | 06/01/27 | 1,125 | 1,236,233 | |
| Sr. Series A, Rfdg. | 5.000 | 06/01/28 | 1,730 | 1,919,635 | |
| Sr. Series A, Rfdg. | 5.000 | 06/01/30 | 1,130 | 1,280,740 | |
| California Edl. Facs. Auth. Rev., Pepperdine Univ., Rfdg. (Pre-refunded date 04/01/26)(ee) | 5.000 | 10/01/49 | 2,000 | 2,223,128 | |
| California Hlth. Facs. Fing. Auth. Rev., | |||||
| Cedars Sinai Hlth. Sys., Series A, Rfdg. | 5.000 | 08/15/51 | 1,000 | 1,123,288 | |
| Cedars Sinai Med. Ctr., Rfdg. | 5.000 | 11/15/25 | 1,325 | 1,446,464 | |
| Cedars Sinai Med. Ctr., Rfdg. | 5.000 | 11/15/33 | 1,000 | 1,078,603 | |
| Cedars Sinai Med. Ctr., Series A | 5.000 | 08/15/25 | 535 | 581,099 | |
| Commonspirit Hlth., Series A, Rfdg. | 5.000 | 04/01/32 | 500 | 547,716 | |
| Kaiser Permanente, Series C (Mandatory put date 11/01/29) | 5.000(cc) | 06/01/41 | 2,095 | 2,417,674 | |
| Kaiser Permanente, Sub. Series A-2, Rfdg. | 4.000 | 11/01/44 | 3,045 | 3,082,372 | |
| Lucile Salter Packard Children’s Hosp. at Stanford, Series A, Rfdg. | 5.000 | 05/15/26 | 1,000 | 1,101,078 | |
| Providence Hlth. Svcs., Series A, Rfdg. | 5.000 | 10/01/27 | 330 | 350,835 | |
| St. Joseph Hlth. Sys., Series C, Rmkt., Rfdg. (Mandatory put date 10/18/22) | 5.000(cc) | 07/01/34 | 515 | 522,465 | |
| Stanford Healthcare, Series A | 5.000 | 08/15/54 | 2,000 | 2,107,485 | |
| Stanford Healthcare, Series A, Rfdg. (Mandatory put date 08/15/25) | 3.000(cc) | 08/15/54 | 1,000 | 1,022,388 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Municipal Bonds (Continued) | |||||
| California Infrast. & Econ. Dev. Bank Rev., | |||||
| J. Paul Getty Trust, Series B-1, Rfdg. (Mandatory put date 01/01/24) | 0.390 %(cc) | 10/01/47 | 1,000 | $978,045 | |
| Sustainability Bond CA ACAD Sciences, Series B, Rmkt., Rfdg. (Mandatory put date 08/01/24) | 1.140(cc) | 08/01/47 | 2,500 | 2,502,339 | |
| California Muni. Fin. Auth. Rev., | |||||
| American Heritage Ed., Series A, Rfdg. | 4.000 | 06/01/26 | 630 | 634,408 | |
| CHF-Davis I, LLC, West Vlg. Student Hsg. Proj. | 5.000 | 05/15/23 | 495 | 507,058 | |
| CHF-Davis I, LLC, West Vlg. Student Hsg. Proj., BAM, TCRs | 5.000 | 05/15/29 | 760 | 852,679 | |
| ExxonMobil Proj., Rfdg., FRDD | 0.590(cc) | 12/01/29 | 16,115 | 16,115,000 | |
| Green Bond-Orchard Park Student Hsg. Proj., BAM | 4.000 | 05/15/46 | 1,000 | 995,192 | |
| Humangood Calif. Oblig. Grp. | 4.000 | 10/01/49 | 1,000 | 923,310 | |
| Series A, 144A | 5.500 | 06/01/48 | 250 | 255,023 | |
| Sr. Lien-LINXS APM Proj., Series A, AMT | 5.000 | 12/31/43 | 2,500 | 2,595,782 | |
| UCR North Dist. Phase 1 Student Hsg. Proj., BAM | 5.000 | 05/15/27 | 750 | 820,255 | |
| United Airlines, Inc. Proj., AMT | 4.000 | 07/15/29 | 2,000 | 1,951,460 | |
| Wste. Mgmt., AMT (Mandatory put date 12/01/23) | 0.700(cc) | 12/01/44 | 1,000 | 972,086 | |
| California Poll. Ctrl. Fing. Auth. Wtr. Facs. Rev., | |||||
| American Wtr. Cap. Proj., Rfdg. (Mandatory put date 09/01/23) | 0.600(cc) | 08/01/40 | 750 | 734,456 | |
| Green Bond-Calplant I Proj., AMT, 144A | 7.000 | 07/01/22(d) | 250 | 150,000 | |
| Green Bond-Calplant I Proj., AMT, 144A | 8.000 | 07/01/39(d) | 500 | 300,000 | |
| Wste. Mgmt. Proj., Series A, Rmkt. (Mandatory put date 05/01/24) | 2.500(cc) | 11/01/38 | 1,375 | 1,370,846 | |
| California Sch. Fin. Auth. Rev., | |||||
| Alliance CLG-Ready Pub. Schs., Series A, 144A | 5.000 | 07/01/45 | 1,000 | 1,033,669 | |
| Alliance CLG-Ready Pub. Schs., Series A, Rfdg., 144A | 4.000 | 07/01/26 | 300 | 311,115 | |
| Green Dot Pub. Sch. Proj., Series A, 144A | 5.000 | 08/01/45 | 685 | 697,472 | |
| KIPP LA. Proj., Series A, 144A | 5.000 | 07/01/45 | 1,000 | 1,024,655 | |
| KIPP LA. Proj., Series A, 144A | 5.000 | 07/01/47 | 1,230 | 1,276,714 | |
| KIPP Socal Pub. Schs., Series A, 144A | 5.000 | 07/01/49 | 1,500 | 1,573,432 | |
| Vista Charter Schs., Series A, 144A | 4.000 | 06/01/51 | 2,000 | 1,700,663 | |
| California St., | |||||
| GO | 5.000 | 03/01/45 | 2,000 | 2,122,229 | |
| GO, Rfdg. | 3.250 | 04/01/45 | 1,000 | 941,819 | |
| GO, Rfdg. | 5.000 | 11/01/26 | 2,000 | 2,244,873 | |
| GO, Rfdg. | 5.000 | 08/01/28 | 1,980 | 2,251,841 | |
| GO, Rfdg. | 5.000 | 09/01/28 | 1,540 | 1,779,367 | |
| GO, Rfdg. | 5.000 | 08/01/45 | 1,500 | 1,597,614 | |
| GO, Rfdg. | 5.000 | 08/01/46 | 1,500 | 1,617,821 | |
| Unrefunded Balance, GO, Rfdg. | 5.500 | 04/01/30 | 5 | 5,016 | |
| Var. Purp., GO | 3.000 | 03/01/28 | 2,000 | 2,085,080 | |
| Var. Purp., GO | 4.000 | 04/01/49 | 2,000 | 2,068,969 | |
| Var. Purp., GO, Rfdg. | 4.000 | 09/01/34 | 1,130 | 1,181,027 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Municipal Bonds (Continued) | |||||
| California St., (cont’d.) | |||||
| Var. Purp., GO, Rfdg. | 5.000 % | 10/01/47 | 2,000 | $2,156,038 | |
| California St. Pub. Wks. Brd. Lease Rev., | |||||
| Off. Emerg. Svcs., Series F, Rfdg. | 5.000 | 04/01/25 | 175 | 188,398 | |
| Series C, Rfdg.(hh) | 5.000 | 08/01/28 | 875 | 965,834 | |
| California Statewide Cmntys. Dev. Auth., Spl. Tax, Cmnty. Facs. Dist. No. 97-1, CABS | 1.049(s) | 09/01/22 | 235 | 234,379 | |
| California Statewide Cmntys. Dev. Auth. Rev., | |||||
| 899 Charleston Proj., Series A, Rfdg., 144A | 5.250 | 11/01/44 | 250 | 245,339 | |
| CHF Irvine LLC, Rfdg. | 5.000 | 05/15/27 | 685 | 747,922 | |
| CHF Irvine LLC, Rfdg. | 5.000 | 05/15/28 | 2,000 | 2,182,569 | |
| Loma Linda Univ. Med. Ctr., Series A, 144A | 5.250 | 12/01/56 | 1,000 | 1,020,396 | |
| Loma Linda Univ. Med. Ctr., Series A, Rfdg. | 5.250 | 12/01/44 | 1,585 | 1,616,179 | |
| Methodist Hosp. of Southern CA Proj. | 5.000 | 01/01/23 | 500 | 509,607 | |
| Methodist Hosp. of Southern CA Proj. | 5.000 | 01/01/24 | 450 | 468,948 | |
| Methodist Hosp. of Southern CA Proj. | 5.000 | 01/01/48 | 1,975 | 2,075,279 | |
| Southern Calif. Edison Co., Series B, Rmkt., Rfdg. | 1.450 | 04/01/28 | 2,000 | 1,783,365 | |
| Chino Basin Regl. Fing. Auth. Rev., NTS, Series B | 4.000 | 11/01/25 | 2,485 | 2,624,170 | |
| Fontana, Spl. Tax, Cmnty. Facs. Dist. No. 22 Sierra Hills, Rfdg. | 5.000 | 09/01/34 | 500 | 520,973 | |
| Golden St. Tob. Secur. Corp. Rev., | |||||
| Series A-1, Rfdg. (Pre-refunded date 06/01/27)(ee) | 5.000 | 06/01/29 | 1,830 | 2,082,152 | |
| Series A-1, Rfdg. (Pre-refunded date 06/01/28)(ee) | 5.000 | 06/01/33 | 1,405 | 1,629,090 | |
| Series A-1, Rfdg., EMT(ee) | 5.000 | 06/01/25 | 360 | 389,608 | |
| Series A-1, Rfdg., EMT(ee) | 5.000 | 06/01/27 | 765 | 866,808 | |
| Inland Vlly. Dev. Agcy., Tax Alloc., Series A, Rfdg. | 5.000 | 09/01/44 | 500 | 510,650 | |
| Irvine Unif. Sch. Dist., Spl. Tax, Series A | 4.000 | 09/01/28 | 750 | 786,253 | |
| Jurupa Pub. Fing. Auth., Spl. Tax, Series A, Rfdg. | 5.000 | 09/01/42 | 1,250 | 1,290,915 | |
| La Mesa-Spring Vlly. Sch. Dist., Elect. of 2002, Series B, CABS, GO, Rfdg., NATL | 1.789(s) | 08/01/23 | 2,000 | 1,958,777 | |
| Lincoln Pub. Fing. Auth., Twelve Bridges, Tax Alloc., Sub. Series B, Rfdg. | 6.000 | 09/02/27 | 912 | 915,091 | |
| Long Beach Bond Fin. Auth. Nat. Gas Pur. Rev., | |||||
| Series A | 5.000 | 11/15/35 | 2,725 | 3,113,755 | |
| Series A | 5.500 | 11/15/30 | 1,475 | 1,705,199 | |
| Series A | 5.500 | 11/15/32 | 440 | 515,422 | |
| Los Angeles Calif. Dept. Arpts. Rev., | |||||
| Series A, AMT | 5.000 | 05/15/38 | 2,500 | 2,550,708 | |
| Series A, AMT | 5.250 | 05/15/48 | 1,000 | 1,081,333 | |
| Series B, Rfdg., AMT | 5.000 | 05/15/31 | 1,080 | 1,198,394 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Municipal Bonds (Continued) | |||||
| Los Angeles Calif. Dept. Arpts. Rev., (cont’d.) | |||||
| Sr. Series C, AMT | 5.000 % | 05/15/28 | 1,000 | $1,112,752 | |
| Sub. Series C, Rfdg. | 5.000 | 05/15/24 | 390 | 413,432 | |
| Sub-P3. Proj., Series A, Rfdg., AMT | 5.000 | 05/15/28 | 1,250 | 1,403,202 | |
| Los Angeles Cnty. Regional Fing. Auth. Rev., Montecedro, Inc. Proj., Series A | 5.000 | 11/15/44 | 1,250 | 1,265,093 | |
| Los Angeles Dept. of Wstewtr. Sys. Rev., Green Bond, Sub. Series A | 4.000 | 06/01/42 | 1,500 | 1,551,514 | |
| Los Angeles Dept. of Wtr. & Pwr. Rev., Pwr. Sys., Series A | 5.000 | 07/01/51 | 1,185 | 1,365,235 | |
| Los Angeles Dept. of Wtr. & Pwr. Wtr. Sys. Rev., Series B | 5.000 | 07/01/34 | 2,500 | 2,576,034 | |
| Metro. Wtr. Dist. of Southern Calif. Rev., Sub. Series C, Rmkt. (Mandatory put date 05/21/24) | 0.930(cc) | 07/01/47 | 2,000 | 2,014,713 | |
| M-S-R Energy Auth. Rev., Series A | 6.500 | 11/01/39 | 1,000 | 1,277,790 | |
| Northern Calif. Energy Auth. Rev., Series A (Mandatory put date 07/01/24) | 4.000(cc) | 07/01/49 | 4,075 | 4,181,292 | |
| Northern Calif. Tob. Secur. Auth. Rev., Sr. Bonds, Series A, Rfdg. | 5.000 | 06/01/28 | 1,000 | 1,096,271 | |
| Northern Calif. Transmn. Agy. Rev., Calif.- Oregon Proj., Series A, Rfdg. | 5.000 | 05/01/39 | 750 | 802,775 | |
| Orange Cnty. Cmnty. Facs. Dist., | |||||
| Spl. Tax, No. 2015-1 Esencia Vlg., Series A | 5.250 | 08/15/45 | 2,150 | 2,273,477 | |
| Spl. Tax, No. 2017-1 Esencia Vlg., Series A | 5.000 | 08/15/47 | 1,500 | 1,580,060 | |
| Orange Cnty. Trans. Auth. Rev., Express Lane Sr. Lien 91, Rfdg. | 5.000 | 08/15/29 | 1,000 | 1,036,527 | |
| Pittsburg Successor Agy. Redev. Agy., | |||||
| Los Medanos Cmnty. Dev. Proj., Tax Alloc., AMBAC, CABS | 2.850(s) | 08/01/26 | 1,375 | 1,221,994 | |
| Tax Alloc., Sub. Series A, Rfdg., AGM | 5.000 | 09/01/29 | 1,750 | 1,906,400 | |
| Port of Oakland Rev., | |||||
| Inter Lien, Series E, Rfdg. | 5.000 | 11/01/26 | 750 | 825,637 | |
| Intermediate Lien, Series H, Rfdg., AMT | 5.000 | 05/01/28 | 1,875 | 2,080,621 | |
| Poway Unif. Sch. Dist. Pub. Fing. Auth., Spl. Tax, Cmnty. Fasc. Dist. No. 14, Series A, Rfdg. | 5.000 | 09/01/35 | 1,000 | 1,049,928 | |
| Puerto Rico Comnwlth., Restructured, Series A, CABS, GO | 4.015(s) | 07/01/24 | 2,941 | 2,707,354 | |
| Puerto Rico Comnwlth. Aqu. & Swr. Auth. Rev., | |||||
| Sr. Lien, Series A | 5.750 | 07/01/37 | 390 | 391,112 | |
| Sr. Lien, Series A | 6.000 | 07/01/47 | 325 | 325,950 | |
| Puerto Rico Sales Tax Fing. Corp. Sales Tax Rev., | |||||
| Series A-1, CABS | 3.740(s) | 07/01/24 | 930 | 860,817 | |
| Series A-1, CABS | 3.996(s) | 07/01/27 | 2,072 | 1,694,337 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Municipal Bonds (Continued) | |||||
| Rancho Cucamonga Redev. Agy. Successor Agy., Rancho Redev. Proj. Area, Tax Alloc., Rfdg., AGM | 5.000 % | 09/01/32 | 450 | $476,601 | |
| Redding Elec. Sys. Rev., RIBS, NATL, ETM(ee) | 11.316(e) | 07/01/22 | 295 | 297,951 | |
| Riverside Cnty. Infrast. Fing. Auth. Rev., | |||||
| Series A, Rfdg. (Pre-refunded date 11/01/25)(ee) | 4.000 | 11/01/37 | 190 | 202,131 | |
| Unrefunded, Series A, Rfdg. | 4.000 | 11/01/37 | 1,080 | 1,104,885 | |
| Riverside Cnty. Pub. Fing. Auth. Rev., Cap. Facs. Proj. (Pre-refunded 11/01/25)(ee) | 5.250 | 11/01/45 | 1,000 | 1,108,791 | |
| Roseville, | |||||
| Spl. Tax, WestPark Cmnty. Facs. Dist. No. 1, Pub. Facs., Rfdg. | 5.000 | 09/01/28 | 300 | 321,066 | |
| Spl. Tax, WestPark Cmnty. Facs. Dist. No. 1, Pub. Facs., Rfdg. | 5.000 | 09/01/37 | 500 | 524,846 | |
| Sacramento Area Flood Ctrl. Agy., Series A, Spl. Assmt., Rfdg. | 5.000 | 10/01/41 | 1,000 | 1,082,504 | |
| Sacramento Cnty., Spl. Tax, Cmnty. Facs. Dist. No. 2004-1, Mcclellan Park, Rfdg. | 5.000 | 09/01/40 | 1,085 | 1,161,064 | |
| San Diego Cnty. Regl. Arpt. Auth. Rev., | |||||
| Sr. Series B, AMT (Pre-refunded date 07/01/23)(ee) | 5.000 | 07/01/30 | 650 | 672,316 | |
| Sr. Series B, AMT (Pre-refunded date 07/01/23)(ee) | 5.000 | 07/01/43 | 2,000 | 2,067,159 | |
| Sub. Series B, Rfdg., AMT | 5.000 | 07/01/28 | 1,000 | 1,100,181 | |
| Sub. Series C, Rfdg., AMT | 5.000 | 07/01/24 | 625 | 654,721 | |
| San Diego Pub. Facs. Fing. Auth. Rev., Cap. Impt. Projs., Series A | 5.000 | 10/15/44 | 1,000 | 1,059,165 | |
| San Francisco City & Cnty. Arpt. Commn. Rev., | |||||
| 2nd Series A, Rfdg. | 5.000 | 05/01/27 | 400 | 438,836 | |
| 2nd Series A, Rfdg., AMT | 5.250 | 05/01/33 | 545 | 559,132 | |
| Series A, Rfdg., AMT | 5.000 | 05/01/31 | 500 | 572,985 | |
| Series D, Rfdg., AMT | 5.000 | 05/01/26 | 1,720 | 1,873,767 | |
| Series H, Rfdg., AMT | 5.000 | 05/01/24 | 250 | 262,849 | |
| Spl. Facs. Lease, Rfdg., AMT | 5.000 | 01/01/23 | 650 | 662,242 | |
| Unrefunded, 2nd Series G, Rfdg., AMT | 5.000 | 05/01/27 | 500 | 543,183 | |
| San Leandro Cmnty. Facs. Dist. No. 1, Spl. Tax Dist. No. 1 | 6.500 | 09/01/25 | 1,530 | 1,535,229 | |
| Sanger Unif. Sch. Dist., COPS Cap. Proj. COP, Rfdg., AGM | 5.000 | 06/01/52 | 965 | 980,199 | |
| Santa Margarita Wtr. Dist., Spl. Tax, Cmnty. Facs. Dist. No. 2013-1 | 5.625 | 09/01/36 | 315 | 325,303 | |
| Santa Maria Joint Union H.S. Dist., Elect. of 2004, CABS, GO, NATL | 2.973(s) | 08/01/29 | 1,250 | 1,011,611 | |
| Santa Monica Cmnty. Clg. Dist., Elect. of 2002, Series A, GO, NATL | 2.687(s) | 08/01/28 | 1,055 | 894,850 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Municipal Bonds (Continued) | |||||
| Southern Calif. Tob. Secur. Auth. Rev., San Diego Co., Asset security, Rfdg. | 5.000 % | 06/01/25 | 1,755 | $1,864,189 | |
| Stockton Pub. Fing. Auth. Rev., Delta Wtr. Sply. Proj., Series A, Rmkt. (Pre-refunded date 10/01/23)(ee) | 6.250 | 10/01/40 | 700 | 742,306 | |
| Univ. of California Reg. Med. Ctr. Rev., Series P | 5.000 | 05/15/36 | 1,500 | 1,745,523 | |
| Univ. of California Rev., Gen. Series AK, Rfdg. (Mandatory put date 05/15/23) | 5.000(cc) | 05/15/48 | 1,530 | 1,580,358 | |
| Vernon Elec. Sys. Rev., Series A | 5.000 | 04/01/28 | 2,000 | 2,200,424 | |
| Walnut Energy Ctr. Auth. Rev., Rfdg. | 5.000 | 01/01/34 | 1,000 | 1,055,973 | |
| TOTAL INVESTMENTS 100.3% (cost $204,493,801) | 201,532,778 | ||||
| Liabilities in excess of other assets(z) (0.3)% | (535,995) | ||||
| Net Assets 100.0% | $200,996,783 | ||||
| Below is a list of the abbreviation(s) used in the quarterly schedule of portfolio holdings: | |||||
| 144A—Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, pursuant to the requirements of Rule 144A, may not be resold except to qualified institutional buyers. | |
| AGM—Assured Guaranty Municipal Corp. | |
| AMBAC—American Municipal Bond Assurance Corp. | |
| AMT—Alternative Minimum Tax | |
| BAM—Build America Mutual | |
| CABS—Capital Appreciation Bonds | |
| COP—Certificates of Participation | |
| ETM—Escrowed to Maturity | |
| FRDD—Floating Rate Daily Demand Note | |
| GO—General Obligation | |
| NATL—National Public Finance Guarantee Corp. | |
| Rfdg—Refunding | |
| RIBS—Residual Interest Bonds | |
| TCRs—Transferrable Custodial Receipts |
| # | Principal amount is shown in U.S. dollars unless otherwise stated. |
| (cc) | Variable rate instrument. The rate shown is based on the latest available information as of May 31, 2022. Certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a reference rate and spread in their description. |
| (d) | Represents issuer in default on interest payments and/or principal repayment. Non-income producing security. Such securities may be post-maturity. |
| (e) | Inverse floating rate bond. The coupon is inversely indexed to a floating rate. The rate shown is the rate at May 31, 2022. |
| (ee) | All or partial escrowed to maturity and pre-refunded issues are secured by escrowed cash, a guaranteed investment contract and /or U.S. guaranteed obligations. |
| (hh) | When-issued security. |
| (s) | Represents zero coupon. Rate quoted represents effective yield at May 31, 2022. |
| (z) | Includes net unrealized appreciation/(depreciation) and/or market value of the below holdings which are excluded from the Schedule of Investments: |
| Futures contracts outstanding at May 31, 2022: | ||||||||
| Number of Contracts | Type | Expiration Date | Current Notional Amount | Value / Unrealized Appreciation (Depreciation) | ||||
| Short Position: | ||||||||
| 39 | 20 Year U.S. Treasury Bonds | Sep. 2022 | $5,438,063 | $15,866 | ||||