0001752724-23-143875.txt : 20230626
0001752724-23-143875.hdr.sgml : 20230626
20230626153514
ACCESSION NUMBER: 0001752724-23-143875
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230430
FILED AS OF DATE: 20230626
DATE AS OF CHANGE: 20230626
PERIOD START: 20231031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: AB BOND FUND, INC.
CENTRAL INDEX KEY: 0000003794
IRS NUMBER: 132754393
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-02383
FILM NUMBER: 231042161
BUSINESS ADDRESS:
STREET 1: ALLIANCEBERNSTEIN LP
STREET 2: 1345 AVENUE OF THE AMERICAS
CITY: NEW YORK
STATE: NY
ZIP: 10105
BUSINESS PHONE: 2129691000
MAIL ADDRESS:
STREET 1: ALLIANCEBERNSTEIN LP
STREET 2: 1345 AVENUE OF THE AMERICAS
CITY: NEW YORK
STATE: NY
ZIP: 10105
FORMER COMPANY:
FORMER CONFORMED NAME: ALLIANCEBERNSTEIN BOND FUND INC
DATE OF NAME CHANGE: 20030319
FORMER COMPANY:
FORMER CONFORMED NAME: ALLIANCE BOND FUND INC
DATE OF NAME CHANGE: 19920703
0000003794
S000027379
AB Municipal Bond Inflation Strategy
C000082624
Class A
AUNAX
C000082625
Class C
AUNCX
C000082626
Advisor Class
AUNYX
C000085360
Class 1
AUNOX
C000085439
Class 2
AUNTX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000003794
XXXXXXXX
S000027379
C000082626
C000085360
C000085439
C000082624
C000082625
AB BOND FUND, INC.
811-02383
0000003794
549300RYJMGGIS1UBQ97
ALLIANCEBERNSTEIN LP
1345 AVENUE OF THE AMERICAS
NEW YORK
10105
212-969-1000
AB Municipal Bond Inflation Strategy
S000027379
549300DPKKWNI993BG65
2023-10-31
2023-04-30
N
1928307701.60
17463184.99
1910844516.61
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
2105260.00000000
0.00000000
0.00000000
0.00000000
USD
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS2BRN1 IRS USD R V 12MUSCPI IS2BRO2 CCPINFLATIONZERO / Short: BS2BRN1 IRS USD P F 2.72450 IS2BRN1 CCPINFLATIONZERO
000000000
25000000.00000000
OU
Notional Amount
USD
1266283.00000000
0.066268238414
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2026-10-04
0.00000000
USD
0.00000000
USD
25000000.00000000
USD
1266283.00000000
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI HLTHCARE FACS REVENUE
74444KBT0
375000.00000000
PA
USD
392378.55000000
0.020534300231
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
5.00000000
N
N
N
N
N
N
Iowa Tobacco Settlement Authority
N/A
TOBACCO SETTLEMENT AUTH IA TOBACCO SETTLEMENT REVENUE
888805CB2
1000000.00000000
PA
USD
991368.50000000
0.051881170413
Long
DBT
MUN
US
N
2
2037-06-01
Fixed
4.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261AJ40
4000000.00000000
PA
USD
4292953.20000000
0.224662611880
Long
DBT
MUN
US
N
2
2028-11-15
Fixed
5.00000000
N
N
N
N
N
N
County of Washington OH
N/A
WASHINGTON CNTY OH HOSP REVENUE
938154DV0
2000000.00000000
PA
USD
2032997.80000000
0.106392633326
Long
DBT
MUN
US
N
2
2037-12-01
Fixed
6.37500000
N
N
N
N
N
N
Chicago Board of Education Dedicated Capital Improvement Tax
N/A
CHICAGO IL BRD OF EDU DEDICATED CAPITAL IMPT TAX
167510AW6
1375000.00000000
PA
USD
1550299.44000000
0.081131637164
Long
DBT
MUN
US
N
2
2033-04-01
Fixed
5.25000000
N
N
N
N
N
N
Colorado Health Facilities Authority
5493002JB6DRFRZPEQ21
COLORADO ST HLTH FACS AUTH REVENUE
19648FMB7
1445000.00000000
PA
USD
1447458.23000000
0.075749660289
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
4.00000000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966MFY0
3650000.00000000
PA
USD
3650000.00000000
0.191015018138
Long
DBT
MUN
US
N
2
2044-08-01
Floating
3.93000000
N
N
N
N
N
N
Main Street Natural Gas Inc
549300NY5M0QVZ6X4U26
MAIN STREET NATURAL GAS INC GA GAS SUPPLY REVENUE
56035DCH3
2000000.00000000
PA
USD
2009853.40000000
0.105181420179
Long
DBT
MUN
US
N
2
2049-08-01
Floating
4.00000000
N
N
N
N
N
N
Chicago O'Hare International Airport
N/A
CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE
167593A44
1475000.00000000
PA
USD
1569874.51000000
0.082156056987
Long
DBT
MUN
US
N
2
2035-01-01
Fixed
5.00000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Long: IS1NEW6 IRS USD R V 12MUSCPI IS1NEX7 INFLATIONZERO / Short: IS1NEW6 IRS USD P F 2.35600 IS1NEW6 INFLATIONZERO
000000000
10000000.00000000
OU
Notional Amount
USD
895852.30000000
0.046882532420
N/A
DIR
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2028-07-03
0.00000000
USD
0.00000000
USD
10000000.00000000
USD
895852.30000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS281C9 IRS USD R V 12MUSCPI IS281D0 CCPINFLATIONZERO / Short: BS281C9 IRS USD P F 2.58500 IS281C9 CCPINFLATIONZERO
000000000
2673000.00000000
OU
Notional Amount
USD
239746.45000000
0.012546622601
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2025-01-15
0.00000000
USD
0.00000000
USD
2673000.00000000
USD
239746.45000000
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QPP1
970000.00000000
PA
USD
981480.34000000
0.051363694506
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
5.25000000
N
N
N
N
N
N
Michigan Strategic Fund
N/A
MICHIGAN ST STRATEGIC FUND LTD OBLG REVENUE
594698QE5
3075000.00000000
PA
USD
3233155.55000000
0.169200346856
Long
DBT
MUN
US
N
2
2028-12-31
Fixed
5.00000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447TMG5
1785000.00000000
PA
USD
1878041.70000000
0.098283334079
Long
DBT
MUN
US
N
2
2031-11-15
Fixed
5.00000000
N
N
N
N
N
N
Montgomery County Higher Education and Health Authority
N/A
MONTGOMERY CNTY PA HGR EDU & HLTH AUTH
613603F46
1100000.00000000
PA
USD
1100281.60000000
0.057580906789
Long
DBT
MUN
US
N
2
2036-05-01
Fixed
4.00000000
N
N
N
N
N
N
Illinois Finance Authority
549300ZG6UBPNNNRN315
ILLINOIS ST FIN AUTH REVENUE
45204E6X1
200000.00000000
PA
USD
197572.56000000
0.010339541406
Long
DBT
MUN
US
N
2
2033-09-01
Fixed
5.00000000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
6461363N9
1500000.00000000
PA
USD
1584357.30000000
0.082913983122
Long
DBT
MUN
US
N
2
2030-06-15
Fixed
5.00000000
N
N
N
N
N
N
Vauxmont Metropolitan District
549300M7XL6MB0OW8D56
VAUXMONT MET DIST CO
92242SAD5
260000.00000000
PA
USD
267252.83000000
0.013986110731
Long
DBT
MUN
US
N
2
2024-12-15
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286B1
5000000.00000000
PA
USD
4754687.50000000
0.248826498371
Long
DBT
UST
US
N
2
2029-02-15
Fixed
2.62500000
N
N
N
N
N
N
County of Cuyahoga OH
549300GHDK9DGLUNJU89
CUYAHOGA CNTY OH HOSP REVENUE
2322655P9
5600000.00000000
PA
USD
5718370.56000000
0.299258809928
Long
DBT
MUN
US
N
2
2037-02-15
Fixed
5.00000000
N
N
N
N
N
N
Bristol Industrial Development Board
N/A
BRISTOL TN INDL DEV BRD ST SALES TAX REVENUE
11023PAJ3
1405000.00000000
PA
USD
1291936.70000000
0.067610770461
Long
DBT
MUN
US
N
2
2024-12-01
None
0.00000000
N
N
N
N
N
N
City & County of Denver CO Airport System Revenue
N/A
DENVER CITY & CNTY CO ARPT REVENUE
249182LB0
10000000.00000000
PA
USD
10885868.00000000
0.569688842047
Long
DBT
MUN
US
N
2
2028-12-01
Fixed
5.00000000
N
N
N
N
N
N
Jefferson Sales Tax District
N/A
JEFFERSON LA SALES TAX DIST SPL SALES TAX REVENUE
474176KH6
1800000.00000000
PA
USD
1951570.44000000
0.102131304930
Long
DBT
MUN
US
N
2
2034-12-01
Fixed
5.00000000
N
N
N
N
N
N
City of San Antonio TX Electric & Gas Systems Revenue
5493002G2FEH20Q4GQ04
SAN ANTONIO TX ELEC & GAS REVENUE
79625GDT7
2470000.00000000
PA
USD
2694872.51000000
0.141030444213
Long
DBT
MUN
US
N
2
2040-02-01
Fixed
5.00000000
N
N
N
N
N
N
County of Nassau NY
549300ICRCGQYCPS7T40
NASSAU CNTY NY
63165T2R5
2205000.00000000
PA
USD
2160008.08000000
0.113039447282
Long
DBT
MUN
US
N
2
2042-04-01
Fixed
4.00000000
N
N
N
N
N
N
New Hope Cultural Education Facilities Finance Corp
N/A
NEW HOPE CULTURAL ED FACS FIN CORP TX RETIREMENT FAC REVENUE
64542UGN8
1500000.00000000
PA
USD
1495435.35000000
0.078260441234
Long
DBT
MUN
US
N
2
2027-09-01
Fixed
8.50000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: IS2FXE6 IRS USD R V 12MUSCPI IS2FXF7 INFLATIONZERO / Short: IS2FXE6 IRS USD P F 2.89000 IS2FXE6 INFLATIONZERO
000000000
20000000.00000000
OU
Notional Amount
USD
-757599.20000000
-0.03964734929
N/A
DIR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2041-02-15
0.00000000
USD
0.00000000
USD
20000000.00000000
USD
-757599.20000000
N
N
N
County of Broward FL Airport System Revenue
N/A
BROWARD CNTY FL ARPT SYS REVENUE
114894TL2
2410000.00000000
PA
USD
2426426.32000000
0.126981881514
Long
DBT
MUN
US
N
2
2033-10-01
Fixed
5.25000000
N
N
N
N
N
N
South Carolina Public Service Authority
EMBXY64GWKA9MZGFUD26
SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE
837151RQ4
5040000.00000000
PA
USD
5183764.99000000
0.271281359887
Long
DBT
MUN
US
N
2
2037-12-01
Fixed
5.00000000
N
N
N
N
N
N
City of Cleveland OH Income Tax Revenue
N/A
CLEVELAND OH INCOME TAX REVENUE
186387TS5
3085000.00000000
PA
USD
3429683.35000000
0.179485212961
Long
DBT
MUN
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
Port Beaumont Navigation District
549300G8PKBXALUKJY33
PORT BEAUMONT TX NAV DIST DOCK& WHARF FAC REVENUE
73360CAF1
550000.00000000
PA
USD
485209.89000000
0.025392431764
Long
DBT
MUN
US
N
2
2027-01-01
Fixed
2.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261AEX1
1370000.00000000
PA
USD
1434766.07000000
0.075085442982
Long
DBT
MUN
US
N
2
2027-11-15
Fixed
5.00000000
N
N
N
N
N
N
New York State Urban Development Corp
54930039Y2EMGXN6LM88
NEW YORK ST URBAN DEV CORP REVENUE
650036FC5
37115000.00000000
PA
USD
42534257.65000000
2.225940273019
Long
DBT
MUN
US
N
2
2029-09-15
Fixed
5.00000000
N
N
N
N
N
N
Washington State Housing Finance Commission
549300YL1HU59NREG764
WASHINGTON ST HSG FIN COMMISSION
93978TS59
972160.73000000
PA
USD
912441.97000000
0.047750717657
Long
DBT
MUN
US
N
2
2035-12-20
Fixed
3.50000000
N
N
N
N
N
N
New Jersey Educational Facilities Authority
549300UTOO4X537XXG70
NEW JERSEY ST EDUCTNL FACS AUTH REVENUE
646067EB0
550000.00000000
PA
USD
551278.42000000
0.028849988327
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
4.00000000
N
N
N
N
N
N
Pajaro Valley Unified School District
549300WHZ2OWRXQ3OY05
PAJARO VLY CA UNIF SCH DIST
695802MZ8
1700000.00000000
PA
USD
1707548.51000000
0.089360934139
Long
DBT
MUN
US
N
2
2038-08-01
Fixed
5.00000000
N
N
N
N
N
N
Spring Independent School District
N/A
SPRING TX INDEP SCH DIST
8500008E3
1430000.00000000
PA
USD
1568139.72000000
0.082065270427
Long
DBT
MUN
US
N
2
2027-08-15
Fixed
5.00000000
N
N
N
N
N
N
Montgomery County Higher Education and Health Authority
N/A
MONTGOMERY CNTY PA HGR EDU & HLTH AUTH
613603F79
1500000.00000000
PA
USD
1468667.10000000
0.076859581574
Long
DBT
MUN
US
N
2
2039-05-01
Fixed
4.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS249F6 IRS USD R V 12MUSCPI IS249G7 CCPINFLATIONZERO / Short: BS249F6 IRS USD P F 1.71400 IS249F6 CCPINFLATIONZERO
000000000
1670000.00000000
OU
Notional Amount
USD
263870.17000000
0.013809086385
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2030-01-15
0.00000000
USD
0.00000000
USD
1670000.00000000
USD
263870.17000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS2FNO6 IRS USD R V 00MSOFR IS2FNP7 CCPOIS / Short: BS2FNO6 IRS USD P F 2.67650 IS2FNO6 CCPOIS
000000000
55000000.00000000
OU
Notional Amount
USD
2210964.00000000
0.115706117414
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-04-15
0.00000000
USD
0.00000000
USD
55000000.00000000
USD
2210964.00000000
N
N
N
Oklahoma Development Finance Authority
549300PXGPHUWC32DJ91
OKLAHOMA ST DEV FIN AUTH HLTHSYS REVENUE
67884XCV7
2000000.00000000
PA
USD
1924711.40000000
0.100725693967
Long
DBT
MUN
US
N
2
2037-08-15
Fixed
5.50000000
N
N
N
N
N
N
Polk County Industrial Development Authority
549300UTRO4TAORRAL04
POLK CNTY FL INDL DEV AUTH
731120NQ0
1000000.00000000
PA
USD
1006867.10000000
0.052692256813
Long
DBT
MUN
US
N
2
2033-01-01
Fixed
5.87500000
N
N
N
N
N
N
New Hope Cultural Education Facilities Finance Corp
N/A
NEW HOPE CULTURAL ED FACS FIN CORP TX RETIREMENT FAC REVENUE
64542UFY5
1825000.00000000
PA
USD
1338849.02000000
0.070065827353
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
4.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS2CO66 IRS USD R V 12MUSCPI IS2CO77 CCPINFLATIONZERO / Short: BS2CO66 IRS USD P F 3.69500 IS2CO66 CCPINFLATIONZERO
000000000
25000000.00000000
OU
Notional Amount
USD
647976.50000000
0.033910477507
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2024-11-19
0.00000000
USD
0.00000000
USD
25000000.00000000
USD
647976.50000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS2MVL0 IRS USD R F 3.39350 IS2MVL0 CCPOIS / Short: SS2MVL0 IRS USD P V 00MSOFR IS2MVM1 CCPOIS
000000000
30000000.00000000
OU
Notional Amount
USD
69680.78000000
0.003646596015
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-04-20
0.00000000
USD
0.00000000
USD
30000000.00000000
USD
69680.78000000
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966QMA5
3940000.00000000
PA
USD
4218315.69000000
0.220756615901
Long
DBT
MUN
US
N
2
2026-08-01
Fixed
5.00000000
N
N
N
N
N
N
Montana Facility Finance Authority
N/A
MONTANA ST FAC FIN AUTH REVENUE
61204KKX8
1925000.00000000
PA
USD
2028204.06000000
0.106141763098
Long
DBT
MUN
US
N
2
2031-02-15
Fixed
5.00000000
N
N
N
N
N
N
Florida Development Finance Corp
549300HC854CNBLMWC48
FLORIDA ST DEV FIN CORP EDUCTNL FACS REVENUE
34061UKK3
2000000.00000000
PA
USD
1743944.20000000
0.091265625478
Long
DBT
MUN
US
N
2
2042-06-15
Fixed
4.00000000
N
N
N
N
N
N
Indiana Finance Authority
549300PS0PAS7NDSSI20
INDIANA ST FIN AUTH HLTH FAC REVENUE
45471CBQ0
1210000.00000000
PA
USD
1158612.39000000
0.060633525120
Long
DBT
MUN
US
N
2
2035-04-01
Fixed
4.00000000
N
N
N
N
N
N
Spokane County School District No 81 Spokane
N/A
SPOKANE CNTY WA SCH DIST #81 SPOKANE
848712PU3
5000000.00000000
PA
USD
4935585.00000000
0.258293385835
Long
DBT
MUN
US
N
2
2031-12-01
Fixed
3.00000000
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
PUERTO RICO CMWLTH
74514L3E5
751597.00000000
PA
USD
752603.84000000
0.039385927711
Long
DBT
MUN
US
N
2
2023-07-01
Fixed
5.25000000
N
N
N
N
N
N
Tahoe-Douglas Visitors Authority
N/A
TAHOE-DOUGLAS VISITORS AUTH NV STATELINE REVENUE
873816AE2
2625000.00000000
PA
USD
2754485.74000000
0.144150176325
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
5.00000000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
6461366Y2
1140000.00000000
PA
USD
1251680.10000000
0.065504026576
Long
DBT
MUN
US
N
2
2036-06-15
Fixed
5.00000000
N
N
N
N
N
N
Colorado Health Facilities Authority
5493002JB6DRFRZPEQ21
COLORADO ST HLTH FACS AUTH REVENUE
19648FJQ8
1015000.00000000
PA
USD
1109606.93000000
0.058068928180
Long
DBT
MUN
US
N
2
2030-08-01
Fixed
5.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261AJ24
1000000.00000000
PA
USD
1015018.80000000
0.053118858765
Long
DBT
MUN
US
N
2
2026-11-15
Fixed
4.00000000
N
N
N
N
N
N
Chandler Industrial Development Authority
N/A
CHANDLER AZ INDL DEV AUTH INDL DEV REVENUE
158862CB6
5000000.00000000
PA
USD
5209642.50000000
0.272635604556
Long
DBT
MUN
US
N
2
2052-09-01
Floating
5.00000000
N
N
N
N
N
N
Ohio Higher Educational Facility Commission
5493007MQT6NGNN6BR81
OHIO ST HGR EDUCTNL FAC COMMISSION
67756DE51
3860000.00000000
PA
USD
4154008.87000000
0.217391254698
Long
DBT
MUN
US
N
2
2039-02-01
Fixed
5.00000000
N
N
N
N
N
N
Indiana Finance Authority
549300PS0PAS7NDSSI20
INDIANA ST FIN AUTH HOSP REVENUE
45471ATZ5
8150000.00000000
PA
USD
7418324.79000000
0.388222313511
Long
DBT
MUN
US
N
2
2046-12-01
Floating
0.70000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCP6
1933000.00000000
PA
USD
1479885.47000000
0.077446671204
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
4.25000000
N
N
N
N
N
N
Suffolk Tobacco Asset Securitization Corp
N/A
SUFFOLK NY TOBACCO ASSET SECURITIZATION CORP TOBACCO SETTLEM
864809BL1
2265000.00000000
PA
USD
2431237.86000000
0.127233683267
Long
DBT
MUN
US
N
2
2028-06-01
Fixed
5.00000000
N
N
N
N
N
N
UMB FINANCIAL CORP
549300MGEH3N3CUCV828
UMB FINANCIAL CORP
000000000
145249.98000000
PA
USD
145249.98000000
0.007601350017
Long
DBT
CORP
US
N
3
2023-04-28
Fixed
10.00000000
N
N
N
N
N
N
State of Connecticut
5493007GRO6CU0IKP741
CONNECTICUT ST
20772KBS7
1440000.00000000
PA
USD
1602480.10000000
0.083862401470
Long
DBT
MUN
US
N
2
2028-04-15
Fixed
5.00000000
N
N
N
N
N
N
Indiana Finance Authority
549300PS0PAS7NDSSI20
INDIANA ST FIN AUTH REVENUE
45506EEQ2
1000000.00000000
PA
USD
800297.40000000
0.041881869144
Long
DBT
MUN
US
N
2
2037-11-15
Fixed
4.00000000
N
N
N
N
N
N
Illinois Finance Authority
549300ZG6UBPNNNRN315
ILLINOIS ST FIN AUTH REVENUE
45204E6Q6
100000.00000000
PA
USD
99690.18000000
0.005217074394
Long
DBT
MUN
US
N
2
2026-09-01
Fixed
5.00000000
N
N
N
N
N
N
New York Transportation Development Corp
N/A
NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE
650116FQ4
2850000.00000000
PA
USD
2977881.78000000
0.155841134855
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
5.00000000
N
N
N
N
N
N
Tahoe-Douglas Visitors Authority
N/A
TAHOE-DOUGLAS VISITORS AUTH NV STATELINE REVENUE
873816AH5
2035000.00000000
PA
USD
2137210.72000000
0.111846395738
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
5.00000000
N
N
N
N
N
N
County of Grand Forks ND
N/A
GRAND FORKS CNTY ND
38543PAF5
440000.00000000
PA
USD
242000.00000000
0.012664557366
Long
DBT
MUN
US
N
2
2043-12-15
Fixed
7.00000000
Y
N
N
N
N
N
New Hope Cultural Education Facilities Finance Corp
N/A
NEW HOPE CULTURAL ED FACS FIN CORP TX RETIREMENT FAC REVENUE
64542UFR0
917336.00000000
PA
USD
394759.77000000
0.020658916336
Long
DBT
MUN
US
N
2
2061-11-15
Fixed
2.00000000
N
N
N
N
N
N
City of Houston TX
549300C64URYS0WQQY42
HOUSTON TX
4423316G4
4180000.00000000
PA
USD
4539142.26000000
0.237546394829
Long
DBT
MUN
US
N
2
2027-03-01
Fixed
5.00000000
N
N
N
N
N
N
Greater Orlando Aviation Authority
549300CP6PUG5S184F61
GTR ORLANDO FL AVIATION AUTH ARPT FACS REVENUE
392274W69
4000000.00000000
PA
USD
4240307.20000000
0.221907494991
Long
DBT
MUN
US
N
2
2033-10-01
Fixed
5.00000000
N
N
N
N
N
N
Port of Seattle WA
549300T9UCDUJ3GZL429
PORT OF SEATTLE WA REVENUE
735389Q84
2000000.00000000
PA
USD
1923338.80000000
0.100653861854
Long
DBT
MUN
US
N
2
2040-08-01
Fixed
4.00000000
N
N
N
N
N
N
City of Seattle WA Water System Revenue
N/A
SEATTLE WA WTR SYS REVENUE
812728VH3
4020000.00000000
PA
USD
4037950.10000000
0.211317564820
Long
DBT
MUN
US
N
2
2023-08-01
Fixed
5.00000000
N
N
N
N
N
N
City of New Haven CT
549300U4OHEAZ124LQ06
NEW HAVEN CT
6450206B9
1920000.00000000
PA
USD
2097322.18000000
0.109758913494
Long
DBT
MUN
US
N
2
2035-08-01
Fixed
5.50000000
N
N
N
N
N
N
Washington State Housing Finance Commission
549300YL1HU59NREG764
WASHINGTON ST HSG FIN COMMISSION NONPROFIT HSG REVENUE
939783TH9
2125000.00000000
PA
USD
1757607.26000000
0.091980652780
Long
DBT
MUN
US
N
2
2036-01-01
Fixed
5.00000000
N
N
N
N
N
N
Columbia Housing Authority/SC
N/A
COLUMBIA SC HSG AUTH MF HSG REVENUE
198409AE4
100000.00000000
PA
USD
96807.01000000
0.005066189800
Long
DBT
MUN
US
N
2
2032-11-01
Fixed
5.26000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447PD57
10545000.00000000
PA
USD
10725707.56000000
0.561307184690
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
5.00000000
N
N
N
N
N
N
City of Cleveland OH Income Tax Revenue
N/A
CLEVELAND OH INCOME TAX REVENUE
186387TT3
2000000.00000000
PA
USD
2223522.40000000
0.116363334675
Long
DBT
MUN
US
N
2
2030-10-01
Fixed
5.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261APX9
1745000.00000000
PA
USD
1852380.67000000
0.096940418432
Long
DBT
MUN
US
N
2
2027-11-15
Fixed
5.00000000
N
N
N
N
N
N
Maryland Health & Higher Educational Facilities Authority
N/A
MARYLAND ST HLTH & HGR EDUCTNL FACS AUTH REVENUE
57421CCF9
500000.00000000
PA
USD
477641.05000000
0.024996332556
Long
DBT
MUN
US
N
2
2039-06-01
Fixed
4.00000000
N
N
N
N
N
N
Lancaster County Hospital Authority/PA
N/A
LANCASTER CNTY PA HOSP AUTH
514045W74
955000.00000000
PA
USD
921633.73000000
0.048231748946
Long
DBT
MUN
US
N
2
2025-03-01
Fixed
3.50000000
N
N
N
N
N
N
County of Osceola FL Transportation Revenue
N/A
OSCEOLA CNTY FL TRANSPRTN REVENUE
688031EN9
115000.00000000
PA
USD
72019.00000000
0.003768961805
Long
DBT
MUN
US
N
2
2033-10-01
None
0.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59259YXN4
2300000.00000000
PA
USD
2301333.31000000
0.120435403822
Long
DBT
MUN
US
N
2
2026-11-15
Fixed
5.00000000
N
N
N
N
N
N
Pennsylvania Economic Development Financing Authority
N/A
PENNSYLVANIA ST ECON DEV FING AUTH UPMC REVENUE
70870JEM6
5000000.00000000
PA
USD
4907899.50000000
0.256844523839
Long
DBT
MUN
US
N
2
2047-11-15
Floating
1.17000000
N
N
N
N
N
N
State of Wisconsin
549300VTAT608CNZ5827
WISCONSIN ST
97705MSU0
5850000.00000000
PA
USD
6251708.97000000
0.327169945835
Long
DBT
MUN
US
N
2
2026-05-01
Fixed
5.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261ANG8
1935000.00000000
PA
USD
2001958.55000000
0.104768259928
Long
DBT
MUN
US
N
2
2025-11-15
Fixed
5.00000000
N
N
N
N
N
N
Denver City & County School District No 1
N/A
DENVER CITY & CNTY CO SCH DIST #1
249174TP8
4730000.00000000
PA
USD
4781777.42000000
0.250244191949
Long
DBT
MUN
US
N
2
2023-12-01
Fixed
5.00000000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI REVENUE
74442PSF3
5000000.00000000
PA
USD
4555612.50000000
0.238408329950
Long
DBT
MUN
US
N
2
2041-07-25
Fixed
5.75000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: IS2DLY6 IRS USD R V 12MUSCPI IS2DLZ7 INFLATIONZERO / Short: IS2DLY6 IRS USD P F 2.99350 IS2DLY6 INFLATIONZERO
000000000
18000000.00000000
OU
Notional Amount
USD
611473.50000000
0.032000170327
N/A
DIR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2032-04-15
0.00000000
USD
0.00000000
USD
18000000.00000000
USD
611473.50000000
N
N
N
Port Authority of Houston of Harris County Texas
N/A
PORT HOUSTON TX AUTH
734262FG8
1065000.00000000
PA
USD
1170796.25000000
0.061271141624
Long
DBT
MUN
US
N
2
2027-10-01
Fixed
5.00000000
N
N
N
N
N
N
West Virginia Economic Development Authority
549300WW88TKKF5H1220
WEST VIRGINIA ST ECON DEV AUTH SOL WST DISP FACS
95648VBJ7
265000.00000000
PA
USD
260817.03000000
0.013649306771
Long
DBT
MUN
US
N
2
2045-07-01
Floating
4.12500000
N
N
N
N
N
N
City of Ashland KY
N/A
ASHLAND KY MED CENTER REVENUE
044293BN7
180000.00000000
PA
USD
186237.99000000
0.009746370695
Long
DBT
MUN
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Long: IS0ALX8 IRS USD R F .00000 IS0ALY9 CPI SWAP 719112 / Short: IS0ALX8 IRS USD P F .00000 IS0ALX8 CPI SWAP 719112
000000000
3300000.00000000
OU
Notional Amount
USD
-282160.56000000
-0.01476627520
N/A
DIR
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2026-07-21
0.00000000
USD
0.00000000
USD
3300000.00000000
USD
-282160.56000000
N
N
N
Contra Costa Community College District
N/A
CONTRA COSTA CA CMNTY CLG DIST
212204HD6
3250000.00000000
PA
USD
3264430.98000000
0.170837080234
Long
DBT
MUN
US
N
2
2038-08-01
Fixed
5.00000000
N
N
N
N
N
N
Lancaster County Hospital Authority/PA
N/A
LANCASTER CNTY PA HOSP AUTH
514045W90
1600000.00000000
PA
USD
1471166.08000000
0.076990360398
Long
DBT
MUN
US
N
2
2033-03-01
Fixed
5.00000000
N
N
N
N
N
N
County of Pima AZ Sewer System Revenue
N/A
PIMA CNTY AZ SWR REVENUE
721876VD9
1000000.00000000
PA
USD
1002889.50000000
0.052484097543
Long
DBT
MUN
US
N
2
2023-07-01
Fixed
5.00000000
N
N
N
N
N
N
Connecticut State Health & Educational Facilities Authority
549300ZOQJ5U8YBS5Q35
CONNECTICUT ST HLTH & EDUCTNL FACS AUTH REVENUE
20775DRT1
8000000.00000000
PA
USD
7668860.80000000
0.401333584880
Long
DBT
MUN
US
N
2
2049-07-01
Floating
1.10000000
N
N
N
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
Long: IS1NBC5 CDS USD R F 3.00000 IS1NBC5 CMBX / Short: IS1NBC5 CDS USD P V 01MEVENT IS1NBD6 CMBX
000000000
39485.71000000
OU
Notional Amount
USD
-8149.85000000
-0.00042650513
N/A
DCR
US
N
2
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-3635.34000000
USD
39485.71000000
USD
-4514.51000000
N
N
N
Territory of Guam
N/A
GUAM GOVT BUSINESS PRIVILEGE TAX REVENUE
40065NCL9
500000.00000000
PA
USD
524686.15000000
0.027458338208
Long
DBT
MUN
US
N
2
2028-01-01
Fixed
5.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
64990FE42
2000000.00000000
PA
USD
1607402.20000000
0.084119989147
Long
DBT
MUN
US
N
2
2034-03-15
Fixed
2.20200000
N
N
N
N
N
N
Augusta Development Authority
N/A
AUGUSTA GA DEV AUTH REVENUE
05115CAM6
4490000.00000000
PA
USD
4261806.53000000
0.223032616885
Long
DBT
MUN
US
N
2
2034-07-01
Fixed
5.00000000
N
N
N
N
N
N
Port of Seattle WA
549300T9UCDUJ3GZL429
PORT OF SEATTLE WA REVENUE
735389T65
2000000.00000000
PA
USD
2032380.20000000
0.106360312538
Long
DBT
MUN
US
N
2
2024-08-01
Fixed
5.00000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Long: IS1IJ82 IRS USD R V 12MUSCPI IS1IJ93 INFLATIONZERO / Short: IS1IJ82 IRS USD P F 2.18250 IS1IJ82 INFLATIONZERO
000000000
24000000.00000000
OU
Notional Amount
USD
2996699.04000000
0.156825896296
N/A
DIR
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2032-11-17
0.00000000
USD
0.00000000
USD
24000000.00000000
USD
2996699.04000000
N
N
N
North Texas Tollway Authority
PQGZGRE0F2WPMYQQ1B78
N TX TOLLWAY AUTH REVENUE
66285WL79
335000.00000000
PA
USD
335192.16000000
0.017541571649
Long
DBT
MUN
US
N
2
2038-01-01
Fixed
5.00000000
N
N
N
N
N
N
Cobb County Kennestone Hospital Authority
549300TB04LETJYNFR44
COBB CNTY GA KENNESTONE HOSP AUTH
190813SG1
1650000.00000000
PA
USD
1701402.95000000
0.089039319275
Long
DBT
MUN
US
N
2
2025-04-01
Fixed
5.00000000
N
N
N
N
N
N
Energy Northwest
N/A
ENERGY N W WA ELEC REVENUE
29270CP90
19925000.00000000
PA
USD
20856922.14000000
1.091502838598
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
5.00000000
N
N
N
N
N
N
Las Vegas Valley Water District
N/A
LAS VEGAS VLY NV WTR DIST
517845MZ3
5000000.00000000
PA
USD
5287565.00000000
0.276713513529
Long
DBT
MUN
US
N
2
2036-06-01
Fixed
4.00000000
N
N
N
N
N
N
Port Beaumont Navigation District
549300G8PKBXALUKJY33
PORT BEAUMONT TX NAV DIST DOCK& WHARF FAC REVENUE
73360CAC8
240000.00000000
PA
USD
191268.24000000
0.010009618173
Long
DBT
MUN
US
N
2
2035-01-01
Fixed
3.62500000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI REVENUE
74442PZW8
15000.00000000
PA
USD
15992.28000000
0.000836922097
Long
DBT
MUN
US
N
2
2032-04-01
Fixed
4.00000000
N
N
N
N
N
N
Indiana Finance Authority
549300PS0PAS7NDSSI20
INDIANA ST FIN AUTH EXEMPT FAC REVENUE
45470DAA5
2305000.00000000
PA
USD
1742828.94000000
0.091207260708
Long
DBT
MUN
US
N
2
2039-03-01
Fixed
7.00000000
N
N
N
N
N
N
Montgomery County Higher Education and Health Authority
N/A
MONTGOMERY CNTY PA HGR EDU & HLTH AUTH
613603F61
1375000.00000000
PA
USD
1351637.93000000
0.070735107867
Long
DBT
MUN
US
N
2
2038-05-01
Fixed
4.00000000
N
N
N
N
N
N
Pennsylvania Economic Development Financing Authority
N/A
PENNSYLVANIA ST ECON DEV FING AUTH REVENUE
70869PHX8
1000000.00000000
PA
USD
1004523.50000000
0.052569609472
Long
DBT
MUN
US
N
2
2042-06-30
Fixed
5.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS2BRR5 IRS USD R V 12MUSCPI IS2BRS6 CCPINFLATIONZERO / Short: BS2BRR5 IRS USD P F 2.66050 IS2BRR5 CCPINFLATIONZERO
000000000
25000000.00000000
OU
Notional Amount
USD
1292981.00000000
0.067665421689
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2028-10-04
0.00000000
USD
0.00000000
USD
25000000.00000000
USD
1292981.00000000
N
N
N
California Community Housing Agency
N/A
CALIFORNIA CMNTY HSG AGY ESSENTIAL HSG REVENUE
13013FAV6
1000000.00000000
PA
USD
801103.80000000
0.041924070380
Long
DBT
MUN
US
N
2
2046-08-01
Fixed
4.00000000
N
N
N
N
N
N
New Jersey Educational Facilities Authority
549300UTOO4X537XXG70
NEW JERSEY ST EDUCTNL FACS AUTH REVENUE
646067EA2
745000.00000000
PA
USD
837313.77000000
0.043819042455
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
5.00000000
N
N
N
N
N
N
City of San Antonio TX Electric & Gas Systems Revenue
5493002G2FEH20Q4GQ04
SAN ANTONIO TX ELEC & GAS REVENUE
79625GDR1
1750000.00000000
PA
USD
1940047.20000000
0.101528260574
Long
DBT
MUN
US
N
2
2038-02-01
Fixed
5.00000000
N
N
N
N
N
N
San Francisco City & County Airport Comm-San Francisco International Airport
54930055TIDYHNDP4F84
SAN FRANCISCO CALIF CITY &CNTY ARPTS COMMN INTL ARPT REV
79766DSJ9
5480000.00000000
PA
USD
5647765.27000000
0.295563831641
Long
DBT
MUN
US
N
2
2025-05-01
Fixed
5.00000000
N
N
N
N
N
N
County of Miami-Dade FL
549300QG0NBD9HULR263
MIAMI-DADE CNTY FL PUBLIC FACS REVENUE
59333TDV9
2885000.00000000
PA
USD
2994976.20000000
0.156735735114
Long
DBT
MUN
US
N
2
2026-06-01
Fixed
5.00000000
N
N
N
N
N
N
California Infrastructure & Economic Development Bank
549300C1OG9RDIM8ET06
CALIFORNIA ST INFRASTRUCTURE & ECON DEV BANK REVENUE
13034A2R0
10500000.00000000
PA
USD
10476787.65000000
0.548280488492
Long
DBT
MUN
US
N
2
2050-01-01
Floating
3.65000000
N
N
N
N
N
N
Pennsylvania Turnpike Commission
549300J8LLBYEYEXZJ24
PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE
709225DU7
2000000.00000000
PA
USD
2017268.80000000
0.105569489430
Long
DBT
MUN
US
N
2
2039-12-01
Fixed
4.00000000
N
N
N
N
N
N
City of New Orleans LA
54930084B6KHR5PR2651
NEW ORLEANS LA
64763FYS2
1910000.00000000
PA
USD
2195924.90000000
0.114919077973
Long
DBT
MUN
US
N
2
2030-12-01
Fixed
5.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: IS2G3T4 IRS USD R V 12MUSCPI IS2G3U5 INFLATIONZERO / Short: IS2G3T4 IRS USD P F 2.81450 IS2G3T4 INFLATIONZERO
000000000
15000000.00000000
OU
Notional Amount
USD
-364371.30000000
-0.01906860013
N/A
DIR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2041-02-15
0.00000000
USD
0.00000000
USD
15000000.00000000
USD
-364371.30000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS2KT54 IRS USD R F 3.74400 IS2KT54 CCPOIS / Short: SS2KT54 IRS USD P V 00MSOFR IS2KT65 CCPOIS
000000000
80600000.00000000
OU
Notional Amount
USD
492155.25000000
0.025755902467
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-01-15
0.00000000
USD
0.00000000
USD
80600000.00000000
USD
492155.25000000
N
N
N
Alliance Bernstein
5493006YWHO7MNK2U579
AB Fixed Income Shares, Inc. - Government Money Market Portfolio
018616748
54637774.78000000
NS
USD
54637774.78000000
2.859352202916
Long
STIV
RF
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS2AM11 IRS USD R V 12MUSCPI IS2AM22 CCPINFLATIONZERO / Short: BS2AM11 IRS USD P F 2.81500 IS2AM11 CCPINFLATIONZERO
000000000
30000000.00000000
OU
Notional Amount
USD
1934157.30000000
0.101220025134
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2024-08-06
0.00000000
USD
0.00000000
USD
30000000.00000000
USD
1934157.30000000
N
N
N
Chicago O'Hare International Airport
N/A
CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE
1675933F7
2000000.00000000
PA
USD
1973565.00000000
0.103282343636
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
4.00000000
N
N
N
N
N
N
Illinois State Toll Highway Authority
549300ISBFGI8MJJKM98
ILLINOIS ST TOLL HIGHWAY AUTH
452252PW3
6700000.00000000
PA
USD
7424239.85000000
0.388531865647
Long
DBT
MUN
US
N
2
2043-01-01
Fixed
5.00000000
N
N
N
N
N
N
Infirmary Health System Special Care Facilities Financing Authority of Mobile
N/A
INFIRMARY HLTH SYS AL SPL CARE FACS FING AUTH REVENUE
45663NBM3
2110000.00000000
PA
USD
2156406.07000000
0.112850943719
Long
DBT
MUN
US
N
2
2025-02-01
Fixed
5.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS2D6M9 IRS USD R V 12MUSCPI IS2D6N0 CCPINFLATIONZERO / Short: BS2D6M9 IRS USD P F 3.58000 IS2D6M9 CCPINFLATIONZERO
000000000
135000000.00000000
OU
Notional Amount
USD
5038827.75000000
0.263696376455
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2026-01-15
0.00000000
USD
0.00000000
USD
135000000.00000000
USD
5038827.75000000
N
N
N
University of California
N/A
UNIV OF CALIFORNIA CA REVENUES
91412HLK7
6000000.00000000
PA
USD
6124624.20000000
0.320519233603
Long
DBT
MUN
US
N
2
2024-05-15
Fixed
5.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Long: IS0OOP3 IRS USD R V 12MLIBOR IS0OOQ4 CPI SWAP 08052014 / Short: IS0OOP3 IRS USD P F 2.57250 IS0OOP3 CPI SWAP 08052014
000000000
25000000.00000000
OU
Notional Amount
USD
460247.00000000
0.024086051795
N/A
DIR
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2024-08-07
0.00000000
USD
0.00000000
USD
25000000.00000000
USD
460247.00000000
N
N
N
UMB FINANCIAL CORP
549300MGEH3N3CUCV828
UMB FINANCIAL CORP
000000000
103821.80000000
PA
USD
103823.74000000
0.005433395501
Long
DBT
CORP
US
N
3
2049-01-01
Fixed
10.00000000
N
N
N
N
N
N
New Jersey Turnpike Authority
5493005YN67D71KSMI84
NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE
646140DN0
1000000.00000000
PA
USD
937680.60000000
0.049071527895
Long
DBT
MUN
US
N
2
2025-01-01
Fixed
0.89700000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261ANH6
555000.00000000
PA
USD
581979.72000000
0.030456675827
Long
DBT
MUN
US
N
2
2026-11-15
Fixed
5.00000000
N
N
N
N
N
N
New York Transportation Development Corp
N/A
NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE
650116AR7
345000.00000000
PA
USD
342312.59000000
0.017914204270
Long
DBT
MUN
US
N
2
2046-07-01
Fixed
5.00000000
N
N
N
N
N
N
Columbia Housing Authority/SC
N/A
COLUMBIA SC HSG AUTH MF HSG REVENUE
198409AF1
1315000.00000000
PA
USD
1255632.75000000
0.065710880141
Long
DBT
MUN
US
N
2
2039-11-01
Fixed
5.41000000
N
N
N
N
N
N
City of Fort Wayne IN
N/A
FORT WAYNE IN ECON DEV SOLID WST FAC REVENUE
34924CAA3
2740000.00000000
PA
USD
2713929.72000000
0.142027762929
Long
DBT
MUN
US
N
2
2044-12-01
Fixed
9.00000000
N
N
N
N
N
N
County of Broward FL Airport System Revenue
N/A
BROWARD CNTY FL ARPT SYS REVENUE
114894ZM3
2600000.00000000
PA
USD
2432393.08000000
0.127294139259
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
2.38400000
N
N
N
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
Long: IS1N8C4 CDS USD R F 3.00000 IS1N8C4 CMBX / Short: IS1N8C4 CDS USD P V 01MEVENT IS1N8D5 CMBX
000000000
405157.79000000
OU
Notional Amount
USD
-83624.57000000
-0.00437631472
N/A
DCR
GB
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-36723.73000000
USD
405157.79000000
USD
-46900.84000000
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
64990EMS3
6565000.00000000
PA
USD
6660241.08000000
0.348549608411
Long
DBT
MUN
US
N
2
2028-02-15
Fixed
5.00000000
N
N
N
N
N
N
Arizona Industrial Development Authority
N/A
ARIZONA ST INDL DEV AUTH ECON DEV REVENUE
040523AC6
1000000.00000000
PA
USD
650000.00000000
0.034016373093
Long
DBT
MUN
US
N
2
2026-07-01
Fixed
6.50000000
Y
N
N
N
N
N
San Joaquin Hills Transportation Corridor Agency
N/A
SAN JOAQUIN HILLS CA TRANSPRTN CORRIDOR AGY TOLL ROAD REV
798111GS3
5000000.00000000
PA
USD
5642137.50000000
0.295269314219
Long
DBT
MUN
US
N
2
2033-01-15
Fixed
5.00000000
N
N
N
N
N
N
Metropolitan Washington Airports Authority Aviation Revenue
N/A
MET WASHINGTON DC ARPTS AUTH ARPT SYS REVENUE
592647KF7
1695000.00000000
PA
USD
1857031.49000000
0.097183809245
Long
DBT
MUN
US
N
2
2036-10-01
Fixed
5.00000000
N
N
N
N
N
N
Tri-County Metropolitan Transportation District of Oregon
N/A
TRI-CNTY OR MET TRANSPRTN DIST
89546RPQ1
1910000.00000000
PA
USD
2104843.88000000
0.110152545730
Long
DBT
MUN
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261ADH7
1130000.00000000
PA
USD
1152116.59000000
0.060293581188
Long
DBT
MUN
US
N
2
2024-11-15
Fixed
5.00000000
N
N
N
N
N
N
Iowa Tobacco Settlement Authority
N/A
TOBACCO SETTLEMENT AUTH IA TOBACCO SETTLEMENT REVENUE
888805CE6
500000.00000000
PA
USD
481797.20000000
0.025213835862
Long
DBT
MUN
US
N
2
2040-06-01
Fixed
4.00000000
N
N
N
N
N
N
City of Houston TX Airport System Revenue
N/A
HOUSTON TX ARPT SYS REVENUE
442349FN1
3000000.00000000
PA
USD
3338494.50000000
0.174713037663
Long
DBT
MUN
US
N
2
2033-07-01
Fixed
5.00000000
N
N
N
N
N
N
City of Ashland KY
N/A
ASHLAND KY MED CENTER REVENUE
044293BT4
150000.00000000
PA
USD
160570.37000000
0.008403110174
Long
DBT
MUN
US
N
2
2031-02-01
Fixed
5.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: IS2DFB1 IRS USD R V 12MUSCPI IS2DFC2 INFLATIONZERO / Short: IS2DFB1 IRS USD P F 3.53350 IS2DFB1 INFLATIONZERO
000000000
39000000.00000000
OU
Notional Amount
USD
1133561.13000000
0.059322520495
N/A
DIR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2027-01-15
0.00000000
USD
0.00000000
USD
39000000.00000000
USD
1133561.13000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS283G7 IRS USD R V 12MUSCPI IS283H8 CCPINFLATIONZERO / Short: BS283G7 IRS USD P F 2.61250 IS283G7 CCPINFLATIONZERO
000000000
2672000.00000000
OU
Notional Amount
USD
236703.34000000
0.012387367885
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2025-01-15
0.00000000
USD
0.00000000
USD
2672000.00000000
USD
236703.34000000
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
Long: IS1PAM4 CDS USD R F 3.00000 IS1PAM4 CMBX / Short: IS1PAM4 CDS USD P V 01MEVENT IS1PAN5 CMBX
000000000
342209.53000000
OU
Notional Amount
USD
-70632.04000000
-0.00369637819
N/A
DCR
US
N
2
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-40646.96000000
USD
342209.53000000
USD
-29985.08000000
N
N
N
Philadelphia Authority for Industrial Development
549300DIY68KQZEW7M79
PHILADELPHIA PA AUTH FOR INDL DEV CHRT SCH REVENUE
71780CBC3
1000000.00000000
PA
USD
1012660.70000000
0.052995452596
Long
DBT
MUN
US
N
2
2040-08-01
Fixed
5.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261AG68
5120000.00000000
PA
USD
5579225.09000000
0.291976926510
Long
DBT
MUN
US
N
2
2045-11-15
Floating
5.00000000
N
N
N
N
N
N
CSCDA Community Improvement Authority
N/A
CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE
126292BK6
2000000.00000000
PA
USD
1440602.80000000
0.075390895882
Long
DBT
MUN
US
N
2
2048-10-01
Fixed
4.00000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBF1
996000.00000000
PA
USD
709918.92000000
0.037152102844
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI HOTEL REVENUE
74447DAE7
3100000.00000000
PA
USD
3056331.85000000
0.159946653086
Long
DBT
MUN
US
N
2
2042-02-01
Fixed
5.50000000
N
N
N
N
N
N
Winrock Town Center Tax Increment Development District No 1
N/A
WINROCK TOWN CENTER NM TAX INCR DEV DIST #1
97535RAF7
1035000.00000000
PA
USD
913082.59000000
0.047784243148
Long
DBT
MUN
US
N
2
2033-05-01
Fixed
4.00000000
N
N
N
N
N
N
Augusta Development Authority
N/A
AUGUSTA GA DEV AUTH REVENUE
05115CAN4
5065000.00000000
PA
USD
4731190.16000000
0.247596814857
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
New York Liberty Development Corp
N/A
NEW YORK ST LIBERTY DEV CORP LIBERTY REVENUE
649519DC6
200000.00000000
PA
USD
200068.04000000
0.010470137065
Long
DBT
MUN
US
N
2
2040-11-15
Fixed
5.37500000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063DL89
3590000.00000000
PA
USD
3693837.88000000
0.193309180725
Long
DBT
MUN
US
N
2
2024-10-01
Fixed
5.00000000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAA0
2000000.00000000
PA
USD
1749580.00000000
0.091560563132
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.87500000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0BK4
31469.74000000
PA
USD
31861.09000000
0.001667382653
Long
ABS-MBS
USGSE
US
N
2
2024-08-25
Floating
9.02000000
N
N
N
N
N
N
UPMC
5493001YCBUGKVU74S74
UPMC
90320WAD5
5600000.00000000
PA
USD
5467168.00000000
0.286112656078
Long
DBT
CORP
US
N
2
2025-04-03
Fixed
3.60000000
N
N
N
N
N
N
Columbia Housing Authority/SC
N/A
COLUMBIA SC HSG AUTH MF HSG REVENUE
198409AG9
525000.00000000
PA
USD
511864.76000000
0.026787357922
Long
DBT
MUN
US
N
2
2024-11-01
Fixed
4.80000000
N
N
N
N
N
N
State of Connecticut
5493007GRO6CU0IKP741
CONNECTICUT ST
20772JSH6
2230000.00000000
PA
USD
2270109.90000000
0.118801392801
Long
DBT
MUN
US
N
2
2028-03-01
Fixed
5.00000000
N
N
N
N
N
N
Minneapolis-St Paul Metropolitan Airports Commission
N/A
MINNEAPOLIS-SAINT PAUL MN MET ARPTS COMMISSION ARPT REVENUE
603827K70
4250000.00000000
PA
USD
4220290.38000000
0.220859957119
Long
DBT
MUN
US
N
2
2038-01-01
Fixed
4.00000000
N
N
N
N
N
N
Wisconsin Department of Transportation
N/A
WISCONSIN ST TRANSPRTN REVENUE
977123F45
5500000.00000000
PA
USD
5516074.85000000
0.288672092472
Long
DBT
MUN
US
N
2
2023-07-01
Fixed
5.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Long: IS0V6Z8 IRS USD R V 12MLIBOR IS0V700 CPI SWAP 04302015 02 / Short: IS0V6Z8 IRS USD P F 2.12500 IS0V6Z8 CPI SWAP 04302015 02
000000000
19000000.00000000
OU
Notional Amount
USD
1906246.82000000
0.099759389287
N/A
DIR
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2025-05-05
0.00000000
USD
0.00000000
USD
19000000.00000000
USD
1906246.82000000
N
N
N
Iowa Finance Authority
549300NQVL49BTHOW391
IOWA ST FIN AUTH SF MTGE REVENUE
462467Y62
8000000.00000000
PA
USD
7883840.80000000
0.412584107784
Long
DBT
MUN
US
N
2
2052-01-01
Floating
4.16000000
N
N
N
N
N
N
Chicago Housing Authority
N/A
CHICAGO IL HSG AUTH
16753QAS6
5260000.00000000
PA
USD
5612885.51000000
0.293738473288
Long
DBT
MUN
US
N
2
2037-01-01
Fixed
5.00000000
N
N
N
N
N
N
Colorado Health Facilities Authority
5493002JB6DRFRZPEQ21
COLORADO ST HLTH FACS AUTH REVENUE
19648FPL2
1525000.00000000
PA
USD
1684669.79000000
0.088163624792
Long
DBT
MUN
US
N
2
2033-11-01
Fixed
5.00000000
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
PUERTO RICO CMWLTH
74514L3J4
228059.00000000
PA
USD
244123.59000000
0.012775690951
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
5.75000000
N
N
N
N
N
N
Triborough Bridge & Tunnel Authority
54930020ZN4LQF7K3456
TRIBOROUGH NY BRIDGE & TUNNELAUTH PAYROLL MOBILITY TAX
89602HEW3
6000000.00000000
PA
USD
6036724.20000000
0.315919173304
Long
DBT
MUN
US
N
2
2026-04-01
Floating
4.26600000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Long: IS1PKZ7 IRS USD R V 12MUSCPI IS1PL09 INFLATIONZERO / Short: IS1PKZ7 IRS USD P F 2.23375 IS1PKZ7 INFLATIONZERO
000000000
25000000.00000000
OU
Notional Amount
USD
2578264.50000000
0.134928011022
N/A
DIR
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2028-11-05
0.00000000
USD
0.00000000
USD
25000000.00000000
USD
2578264.50000000
N
N
N
Commonwealth of Massachusetts
5493001N1YCXNI1O7K10
MASSACHUSETTS ST
57582RD86
7380000.00000000
PA
USD
7550649.22000000
0.395147232250
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac Multifamily
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
35833JAJ6
979527.28000000
PA
USD
772879.05000000
0.040446987877
Long
ABS-MBS
USGSE
US
N
2
2038-06-25
Fixed
2.04600000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS2AU39 IRS USD R V 12MUSCPI IS2AU40 CCPINFLATIONZERO / Short: BS2AU39 IRS USD P F 2.68000 IS2AU39 CCPINFLATIONZERO
000000000
6150000.00000000
OU
Notional Amount
USD
463469.97000000
0.024254719103
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2031-01-15
0.00000000
USD
0.00000000
USD
6150000.00000000
USD
463469.97000000
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EVT3
1435000.00000000
PA
USD
1432890.55000000
0.074987291616
Long
DBT
CORP
US
N
2
2023-07-10
Floating
4.95600000
N
N
N
N
N
N
Clark County School District
N/A
CLARK CNTY NV SCH DIST
181059V29
3500000.00000000
PA
USD
3812362.40000000
0.199511910407
Long
DBT
MUN
US
N
2
2027-06-15
Fixed
5.00000000
N
N
N
N
N
N
California Housing Finance Agency
549300BOPCVLBA552Z14
CALIFORNIA HSG FIN AGY MUNI CTFS
13033DAJ4
1956929.03000000
PA
USD
1785943.92000000
0.093463591855
Long
DBT
MUN
US
N
2
2036-08-20
Fixed
3.25000000
N
N
N
N
N
N
City of Cleveland OH Airport System Revenue
N/A
CLEVELAND OH ARPT SYS REVENUE
186352RC6
1075000.00000000
PA
USD
1087879.58000000
0.056931873344
Long
DBT
MUN
US
N
2
2024-01-01
Fixed
5.00000000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI REVENUE
74442PMQ5
610000.00000000
PA
USD
610690.70000000
0.031959204147
Long
DBT
MUN
US
N
2
2027-10-01
Fixed
5.00000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Long: IS1C6H2 IRS USD R V 12MUSCPI IS1C6I3 INFLATIONZERO / Short: IS1C6H2 IRS USD P F 2.27900 IS1C6H2 INFLATIONZERO
000000000
13000000.00000000
OU
Notional Amount
USD
1240233.93000000
0.064905015516
N/A
DIR
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2027-03-01
0.00000000
USD
0.00000000
USD
13000000.00000000
USD
1240233.93000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS2AM33 IRS USD R V 12MUSCPI IS2AM44 CCPINFLATIONZERO / Short: BS2AM33 IRS USD P F 2.68900 IS2AM33 CCPINFLATIONZERO
000000000
30000000.00000000
OU
Notional Amount
USD
1888835.40000000
0.098848199504
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2026-08-06
0.00000000
USD
0.00000000
USD
30000000.00000000
USD
1888835.40000000
N
N
N
New Jersey Economic Development Authority
5493006JS6QWDVU4R678
NEW JERSEY ST ECON DEV AUTH REVENUE
6459186B4
1150000.00000000
PA
USD
1174512.37000000
0.061465616892
Long
DBT
MUN
US
N
2
2029-06-15
Fixed
5.00000000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI EDUCTNL FAC REVENUE
74443DHG9
3000000.00000000
PA
USD
3048153.00000000
0.159518630296
Long
DBT
MUN
US
N
2
2042-03-01
Fixed
5.25000000
N
N
N
N
N
N
University of California
N/A
UNIV OF CALIFORNIA CA REVENUES
91412HLL5
4000000.00000000
PA
USD
4185453.60000000
0.219036848033
Long
DBT
MUN
US
N
2
2025-05-15
Fixed
5.00000000
N
N
N
N
N
N
Columbus Regional Airport Authority
N/A
COLUMBUS OH REGL ARPT AUTH CAPITAL FUNDING REVENUE
199544AB3
840000.00000000
PA
USD
840000.00000000
0.043959620612
Long
DBT
MUN
US
N
2
2036-12-01
Floating
3.85000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS2AM55 IRS USD R V 12MUSCPI IS2AM66 CCPINFLATIONZERO / Short: BS2AM55 IRS USD P F 2.44000 IS2AM55 CCPINFLATIONZERO
000000000
20000000.00000000
OU
Notional Amount
USD
1495612.40000000
0.078269706770
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2036-08-06
0.00000000
USD
0.00000000
USD
20000000.00000000
USD
1495612.40000000
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: BS2M1R6 CDS USD R V 03MEVENT IS2M1S7 CCPCDX / Short: BS2M1R6 CDS USD P F 5.00000 IS2M1R6 CCPCDX
000000000
10200000.00000000
OU
Notional Amount
USD
-200960.23000000
-0.01051682793
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.NA.HY.S40
2I65BRZI4
Y
buy protection
2028-06-20
0.00000000
USD
-22063.85000000
USD
10200000.00000000
USD
-178896.38000000
N
N
N
City of Houston TX Combined Utility System Revenue
N/A
HOUSTON TX UTILITY SYS REVENUE
4424354N0
1100000.00000000
PA
USD
1121829.50000000
0.058708570490
Long
DBT
MUN
US
N
2
2024-05-15
Fixed
5.00000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063DZT8
2655000.00000000
PA
USD
2702000.67000000
0.141403481367
Long
DBT
MUN
US
N
2
2024-12-01
Fixed
4.00000000
N
N
N
N
N
N
New Jersey Educational Facilities Authority
549300UTOO4X537XXG70
NEW JERSEY ST EDUCTNL FACS AUTH REVENUE
646067DW5
845000.00000000
PA
USD
985491.64000000
0.051573617394
Long
DBT
MUN
US
N
2
2034-07-01
Fixed
5.00000000
N
N
N
N
N
N
American Samoa Economic Development Authority
N/A
AMERICAN SAMOA AS ECON DEV AUTH GEN REVENUE
02936TAG6
280000.00000000
PA
USD
308982.55000000
0.016169947230
Long
DBT
MUN
US
N
2
2038-09-01
Fixed
7.12500000
N
N
N
N
N
N
Arizona Industrial Development Authority
N/A
ARIZONA ST INDL DEV AUTH ECON DEV REVENUE
040523AH5
1000000.00000000
PA
USD
650000.00000000
0.034016373093
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
6.75000000
Y
N
N
N
N
N
Harris County Cultural Education Facilities Finance Corp
N/A
HARRIS CNTY TX CULTURAL EDU FACS FIN CORP REVENUE
414009QU7
2000000.00000000
PA
USD
1979909.60000000
0.103614374837
Long
DBT
MUN
US
N
2
2041-10-01
Fixed
4.00000000
N
N
N
N
N
N
Illinois Finance Authority
549300ZG6UBPNNNRN315
ILLINOIS ST FIN AUTH REVENUE
45204FPU3
9375000.00000000
PA
USD
7467490.31000000
0.390795286852
Long
DBT
MUN
US
N
2
2040-10-15
Fixed
4.00000000
N
N
N
N
N
N
Connecticut State Health & Educational Facilities Authority
549300ZOQJ5U8YBS5Q35
CONNECTICUT ST HLTH & EDUCTNL FACS AUTH REVENUE
20775DPF3
1500000.00000000
PA
USD
1511245.95000000
0.079087855493
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
4.00000000
N
N
N
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
Long: IS1NCU0 CDS USD R F 3.00000 IS1NCU0 CMBX / Short: IS1NCU0 CDS USD P V 01MEVENT IS1NCV1 CMBX
000000000
21745.74000000
OU
Notional Amount
USD
-4488.32000000
-0.00023488671
N/A
DCR
GB
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-2020.52000000
USD
21745.74000000
USD
-2467.80000000
N
N
N
Iowa Tobacco Settlement Authority
N/A
TOBACCO SETTLEMENT AUTH IA TOBACCO SETTLEMENT REVENUE
888805CC0
1000000.00000000
PA
USD
983538.90000000
0.051471424883
Long
DBT
MUN
US
N
2
2038-06-01
Fixed
4.00000000
N
N
N
N
N
N
Port of Seattle WA
549300T9UCDUJ3GZL429
PORT OF SEATTLE WA REVENUE
735389Q92
11380000.00000000
PA
USD
10855088.40000000
0.568078056882
Long
DBT
MUN
US
N
2
2041-08-01
Fixed
4.00000000
N
N
N
N
N
N
Lower Colorado River Authority
549300QJFPW2NNBYR215
LOWER COLORADO RIVER TX AUTH TRANSMISSION CONTRACT REVENUE
54811BXF3
800000.00000000
PA
USD
907760.64000000
0.047505730168
Long
DBT
MUN
US
N
2
2029-05-15
Fixed
5.00000000
N
N
N
N
N
N
FHLMC Multifamily VRD Certificates
N/A
FEDERAL HOME LOAN MTGE CORP VA MF VARIABLE RATE CTFS
31350ACQ9
3730000.00000000
PA
USD
3131363.35000000
0.163873267698
Long
DBT
USGSE
US
N
2
2036-06-15
Fixed
2.65000000
N
N
N
N
N
N
City of South Charleston WV
N/A
SOUTH CHARLESTON WV SPL DIST EXCISE TAX
837323AA2
1185000.00000000
PA
USD
939562.21000000
0.049169997968
Long
DBT
MUN
US
N
2
2042-06-01
Fixed
4.25000000
N
N
N
N
N
N
California State Public Works Board
N/A
CALIFORNIA ST PUBLIC WKS BRD LEASE REVENUE
13068LX91
2995000.00000000
PA
USD
3354247.26000000
0.175537424988
Long
DBT
MUN
US
N
2
2029-05-01
Fixed
5.00000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
Long: IS1WUB4 IRS USD R V 01MMUNIP IS1WUC5 VANILLA / Short: IS1WUB4 IRS USD P F 1.12500 IS1WUB4 VANILLA
000000000
11075000.00000000
OU
Notional Amount
USD
1041557.70000000
0.054507715878
N/A
DIR
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
N/A
N/A
Y
2029-10-09
0.00000000
USD
0.00000000
USD
11075000.00000000
USD
1041557.70000000
N
N
N
City of Henderson KY
549300UJ32J1O26W1T80
HENDERSON KY EXEMPT FACS REVENUE
425099AC2
1150000.00000000
PA
USD
1094869.81000000
0.057297692223
Long
DBT
MUN
US
N
2
2032-01-01
Fixed
3.70000000
N
N
N
N
N
N
Triborough Bridge & Tunnel Authority
54930020ZN4LQF7K3456
TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX
89602HAD9
2945000.00000000
PA
USD
2706085.99000000
0.141617277935
Long
DBT
MUN
US
N
2
2045-05-15
Floating
2.00000000
N
N
N
N
N
N
Freddie Mac Multifamily
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
3137H9JQ3
2085626.19000000
PA
USD
148687.21000000
0.007781230168
Long
ABS-MBS
USGSE
US
N
2
2036-09-25
Variable
1.00400000
N
N
N
N
N
N
City of Ashland KY
N/A
ASHLAND KY MED CENTER REVENUE
044293BP2
195000.00000000
PA
USD
204987.59000000
0.010727591293
Long
DBT
MUN
US
N
2
2027-02-01
Fixed
5.00000000
N
N
N
N
N
N
Infirmary Health System Special Care Facilities Financing Authority of Mobile
N/A
INFIRMARY HLTH SYS AL SPL CARE FACS FING AUTH REVENUE
45663NBZ4
1675000.00000000
PA
USD
1612210.28000000
0.084371609829
Long
DBT
MUN
US
N
2
2039-02-01
Fixed
4.00000000
N
N
N
N
N
N
Connecticut State Health & Educational Facilities Authority
549300ZOQJ5U8YBS5Q35
CONNECTICUT ST HLTH & EDUCTNL FACS AUTH REVENUE
20775DPG1
1500000.00000000
PA
USD
1492727.25000000
0.078118718557
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
4.00000000
N
N
N
N
N
N
Sacramento County Water Financing Authority
N/A
SACRAMENTO CNTY CA WTR FING AUTH REVENUE
78615RCV3
5000000.00000000
PA
USD
4413281.00000000
0.230959712401
Long
DBT
MUN
US
N
2
2039-06-01
Floating
3.89500000
N
N
N
N
N
N
Pennsylvania Turnpike Commission
549300J8LLBYEYEXZJ24
PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE
709224A33
1750000.00000000
PA
USD
1917479.90000000
0.100347248733
Long
DBT
MUN
US
N
2
2028-12-01
Fixed
5.00000000
N
N
N
N
N
N
City of Houston TX Airport System Revenue
N/A
HOUSTON TX ARPT SYS REVENUE
442349FV3
5175000.00000000
PA
USD
5042924.69000000
0.263910781131
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
4.00000000
N
N
N
N
N
N
North Texas Tollway Authority
PQGZGRE0F2WPMYQQ1B78
N TX TOLLWAY AUTH REVENUE
66285WF50
1080000.00000000
PA
USD
1148044.32000000
0.060080467563
Long
DBT
MUN
US
N
2
2032-01-01
Fixed
4.00000000
N
N
N
N
N
N
California Infrastructure & Economic Development Bank
549300C1OG9RDIM8ET06
CALIFORNIA ST INFRASTRUCTURE & ECON DEV BANK REVENUE
13034AY87
1250000.00000000
PA
USD
1245425.75000000
0.065176718418
Long
DBT
MUN
US
N
2
2050-01-01
Floating
7.75000000
N
N
N
N
N
N
Chicago Board of Education
54930099NR6T9V7LVB43
CHICAGO IL BRD OF EDU
167505XC5
100000.00000000
PA
USD
104008.96000000
0.005443088597
Long
DBT
MUN
US
N
2
2033-12-01
Fixed
5.00000000
N
N
N
N
N
N
Deschutes County Hospital Facilities Authority
N/A
DESCHUTES CNTY OR HOSP FACS AUTH HOSP REVENUE
250336EC4
1000000.00000000
PA
USD
1014622.80000000
0.053098134944
Long
DBT
MUN
US
N
2
2033-01-01
Fixed
4.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: IS1N5S9 CDS USD R F 3.00000 IS1N5S9 CMBX / Short: IS1N5S9 CDS USD P V 01MEVENT IS1N5T0 CMBX
000000000
351365.60000000
OU
Notional Amount
USD
-72521.86000000
-0.00379527791
N/A
DCR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-30912.51000000
USD
351365.60000000
USD
-41609.35000000
N
N
N
Newark Higher Education Finance Corp
N/A
NEWARK HGR EDU FIN CORP TX EDU REVENUE
650346DY2
1690000.00000000
PA
USD
1417114.52000000
0.074161686504
Long
DBT
MUN
US
N
2
2041-08-15
Fixed
4.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59259YL56
8510000.00000000
PA
USD
8593151.21000000
0.449704365546
Long
DBT
MUN
US
N
2
2025-11-15
Fixed
5.00000000
N
N
N
N
N
N
Chicago Housing Authority
N/A
CHICAGO IL HSG AUTH
16753QAT4
1000000.00000000
PA
USD
1062067.30000000
0.055581042348
Long
DBT
MUN
US
N
2
2038-01-01
Fixed
5.00000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447TX24
1250000.00000000
PA
USD
1346944.25000000
0.070489474067
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
5.00000000
N
N
N
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
Long: IS1PCY0 CDS USD R F 3.00000 IS1PCY0 CMBX / Short: IS1PCY0 CDS USD P V 01MEVENT IS1PCZ1 CMBX
000000000
695864.18000000
OU
Notional Amount
USD
-143626.37000000
-0.00751638182
N/A
DCR
GB
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-79625.85000000
USD
695864.18000000
USD
-64000.52000000
N
N
N
Lewisville Independent School District
N/A
LEWISVILLE TX INDEP SCH DIST
52882PDZ8
2430000.00000000
PA
USD
2441231.22000000
0.127756664594
Long
DBT
MUN
US
N
2
2023-08-15
Fixed
5.00000000
N
N
N
N
N
N
Build NYC Resource Corp
549300GROJFKMNLWEK84
BUILD NYC RESOURCE CORP NY REVENUE
12008EJF4
4565000.00000000
PA
USD
4565000.00000000
0.238899604877
Long
DBT
MUN
US
N
2
2045-04-01
Floating
3.88000000
N
N
N
N
N
N
State of Arizona Lottery Revenue
N/A
ARIZONA ST LOTTERY REVENUE
040624BM9
5000000.00000000
PA
USD
5613161.00000000
0.293752890473
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
Arapahoe County School District No 5 Cherry Creek
N/A
ARAPAHOE CNTY CO SCH DIST #5 CHERRY CREEK COPS
038683CE6
2655000.00000000
PA
USD
2719062.23000000
0.142296361967
Long
DBT
MUN
US
N
2
2038-12-15
Fixed
4.00000000
N
N
N
N
N
N
Maryland Economic Development Corp
549300JJ16DDBSZWSN94
MARYLAND ST ECON DEV CORP PRIV ACTIVITY REVENUE
57422JBS6
8795000.00000000
PA
USD
8975926.34000000
0.469736091135
Long
DBT
MUN
US
N
2
2040-06-30
Fixed
5.00000000
N
N
N
N
N
N
Village Community Development District No 13
N/A
VLG FL CDD #13 SPL ASSMNT REVENUE
92708HAD6
4175000.00000000
PA
USD
3444948.65000000
0.180284090100
Long
DBT
MUN
US
N
2
2039-05-01
Fixed
3.55000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Long: IS0BWA5 IRS USD R F .00000 IS0BWB6 CPI SWAP 110911 / Short: IS0BWA5 IRS USD P F .00000 IS0BWA5 CPI SWAP 110911
000000000
5400000.00000000
OU
Notional Amount
USD
22329.11000000
0.001168546671
N/A
DIR
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2026-11-14
0.00000000
USD
0.00000000
USD
5400000.00000000
USD
22329.11000000
N
N
N
State of California
N/A
CALIFORNIA ST
13063CKS8
2960000.00000000
PA
USD
3016811.28000000
0.157878427772
Long
DBT
MUN
US
N
2
2025-05-01
Fixed
5.00000000
N
N
N
N
N
N
BAYLOR SCOTT & WHITE HOL
549300JQDKSBWYRGGV95
Baylor Scott & White Holdings
072863AH6
1000000.00000000
PA
USD
818310.00000000
0.042824520409
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
1.77700000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
6461363L3
17500000.00000000
PA
USD
18488438.50000000
0.967553264501
Long
DBT
MUN
US
N
2
2029-06-15
Fixed
5.00000000
N
N
N
N
N
N
San Diego County Regional Airport Authority
N/A
SAN DIEGO CNTY CA REGL ARPT AUTH AIRPORT REVENUE
79739GNN2
8395000.00000000
PA
USD
8460205.64000000
0.442746940761
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
4.00000000
N
N
N
N
N
N
State of Connecticut Special Tax Revenue
N/A
CONNECTICUT ST SPL TAX OBLIG REVENUE
207758H30
2250000.00000000
PA
USD
2323103.85000000
0.121574718916
Long
DBT
MUN
US
N
2
2037-11-01
Fixed
4.00000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Long: IS2DI12 IRS USD R V 12MUSCPI IS2DI23 INFLATIONZERO / Short: IS2DI12 IRS USD P F 3.60000 IS2DI12 INFLATIONZERO
000000000
86000000.00000000
OU
Notional Amount
USD
2140214.06000000
0.112003569175
N/A
DIR
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2027-01-15
0.00000000
USD
0.00000000
USD
86000000.00000000
USD
2140214.06000000
N
N
N
Tarrant County Cultural Education Facilities Finance Corp
549300ROY505NVTMMI25
TARRANT CNTY TX CULTURAL EDU FACS FIN CORP RETMNT FAC REVENU
87638REK9
1105000.00000000
PA
USD
442000.00000000
0.023131133703
Long
DBT
MUN
US
N
2
2025-11-15
Fixed
5.00000000
Y
N
N
N
N
N
Port of Seattle WA
549300T9UCDUJ3GZL429
PORT OF SEATTLE WA REVENUE
735389N79
1165000.00000000
PA
USD
1167881.05000000
0.061118580808
Long
DBT
MUN
US
N
2
2023-08-01
Fixed
5.00000000
N
N
N
N
N
N
Buckeye Tobacco Settlement Financing Authority
N/A
BUCKEYE OH TOBACCO SETTLEMENT FING AUTH
118217CV8
1000000.00000000
PA
USD
976768.30000000
0.051117099874
Long
DBT
MUN
US
N
2
2039-06-01
Fixed
4.00000000
N
N
N
N
N
N
CMFA Special Finance Agency VII
N/A
CMFA SPL FIN AGY VII CA ESSENTIAL HSG REVENUE
12574UAC8
995000.00000000
PA
USD
764401.49000000
0.040003332733
Long
DBT
MUN
US
N
2
2047-08-01
Fixed
4.00000000
N
N
N
N
N
N
Colorado Health Facilities Authority
5493002JB6DRFRZPEQ21
COLORADO ST HLTH FACS AUTH REVENUE
19648FSF2
2600000.00000000
PA
USD
2869883.12000000
0.150189253759
Long
DBT
MUN
US
N
2
2041-11-15
Fixed
5.00000000
N
N
N
N
N
N
Southeast Energy Authority A Cooperative District
25490090A3RLJHITY273
SOUTHEAST ENERGY AUTH AL COMMODITY SPLY REVENUE
84136FBT3
3000000.00000000
PA
USD
3191772.60000000
0.167034657830
Long
DBT
MUN
US
N
2
2054-01-01
Floating
5.25000000
N
N
N
N
N
N
Sterling Ranch Community Authority Board
N/A
STERLING RANCH CMNTY AUTH BRD CO SUPPORTED REVENUE
85950NAQ3
1000000.00000000
PA
USD
1014845.30000000
0.053109779010
Long
DBT
MUN
US
N
2
2042-12-01
Fixed
6.50000000
N
N
N
N
N
N
California Housing Finance Agency
549300BOPCVLBA552Z14
CALIFORNIA HSG FIN AGY MUNI CTFS
13033DAH8
2451700.51000000
PA
USD
129634.89000000
0.006784167360
Long
DBT
MUN
US
N
2
2035-03-25
Variable
0.84100000
N
N
N
N
N
N
Port of Portland OR Airport Revenue
N/A
PORT OF PORTLAND OR ARPT REVENUE
7352402L6
5000000.00000000
PA
USD
4964187.00000000
0.259790210917
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
4.00000000
N
N
N
N
N
N
Montgomery County Higher Education and Health Authority
N/A
MONTGOMERY CNTY PA HGR EDU & HLTH AUTH
613603F87
2000000.00000000
PA
USD
1937569.80000000
0.101398611093
Long
DBT
MUN
US
N
2
2040-05-01
Fixed
4.00000000
N
N
N
N
N
N
San Francisco City & County Airport Comm-San Francisco International Airport
54930055TIDYHNDP4F84
SAN FRANCISCO CALIF CITY &CNTY ARPTS COMMN INTL ARPT REV
79766DTL3
3275000.00000000
PA
USD
3659754.53000000
0.191525500802
Long
DBT
MUN
US
N
2
2031-05-01
Fixed
5.00000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
Long: IS1PKT1 IRS USD R V 12MUSCPI IS1PKU2 INFLATIONZERO / Short: IS1PKT1 IRS USD P F 2.27250 IS1PKT1 INFLATIONZERO
000000000
12000000.00000000
OU
Notional Amount
USD
1289562.12000000
0.067486501847
N/A
DIR
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2033-11-05
0.00000000
USD
0.00000000
USD
12000000.00000000
USD
1289562.12000000
N
N
N
Florida Municipal Power Agency
549300M3I10QJUPNU131
FLORIDA ST MUNI PWR AGY
342816F67
1500000.00000000
PA
USD
1510927.05000000
0.079071166537
Long
DBT
MUN
US
N
2
2023-10-01
Fixed
5.00000000
N
N
N
N
N
N
City of Philadelphia PA Water & Wastewater Revenue
N/A
PHILADELPHIA PA WTR & WSTWTR REVENUE
717893C33
1135000.00000000
PA
USD
1239558.58000000
0.064869672504
Long
DBT
MUN
US
N
2
2033-10-01
Fixed
5.00000000
N
N
N
N
N
N
District of Columbia
549300HWFOZXPKGOX654
DIST OF COLUMBIA REVENUE
25483VZR8
5025000.00000000
PA
USD
5349778.82000000
0.279969342010
Long
DBT
MUN
US
N
2
2030-08-31
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0AD1
101419.63000000
PA
USD
102933.43000000
0.005386803013
Long
ABS-MBS
USGSE
US
N
2
2023-11-25
Floating
9.27000000
N
N
N
N
N
N
City of Philadelphia PA Airport Revenue
N/A
PHILADELPHIA PA ARPT REVENUE
717817XJ4
3035000.00000000
PA
USD
3268106.82000000
0.171029447534
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
City of Houston TX Airport System Revenue
N/A
HOUSTON TX ARPT SYS REVENUE
442349FQ4
1100000.00000000
PA
USD
1112854.71000000
0.058238893867
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
4.00000000
N
N
N
N
N
N
St Croix Chippewa Indians of Wisconsin
5493006ZQ04VD450FS17
ST CROIX CHIPPEWA INDIANS OF WISCONSIN
788400AA7
1000000.00000000
PA
USD
755057.00000000
0.039514308643
Long
DBT
MUN
US
N
2
2041-09-30
Fixed
5.00000000
N
N
N
N
N
N
Massachusetts Port Authority
254900JRR8IDSSKWCL90
MASSACHUSETTS ST PORT AUTH
575896YD1
2250000.00000000
PA
USD
2455459.43000000
0.128501267824
Long
DBT
MUN
US
N
2
2037-07-01
Fixed
5.00000000
N
N
N
N
N
N
City of Houston TX Airport System Revenue
N/A
HOUSTON TX ARPT SYS REVENUE
442349FS0
1085000.00000000
PA
USD
1084552.44000000
0.056757754520
Long
DBT
MUN
US
N
2
2037-07-01
Fixed
4.00000000
N
N
N
N
N
N
PEFA Inc
549300RSE249DJNRHY07
PEFA INC IA GAS PROJ REVENUE
70556CAB0
11130000.00000000
PA
USD
11461096.35000000
0.599792199227
Long
DBT
MUN
US
N
2
2049-09-01
Floating
5.00000000
N
N
N
N
N
N
Chicago Board of Education Dedicated Capital Improvement Tax
N/A
CHICAGO IL BRD OF EDU DEDICATED CAPITAL IMPT TAX
167510BD7
1720000.00000000
PA
USD
1836376.58000000
0.096102878284
Long
DBT
MUN
US
N
2
2040-04-01
Fixed
5.25000000
N
N
N
N
N
N
New Jersey Educational Facilities Authority
549300UTOO4X537XXG70
NEW JERSEY ST EDUCTNL FACS AUTH REVENUE
646067ED6
835000.00000000
PA
USD
819177.25000000
0.042869906100
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
4.00000000
N
N
N
N
N
N
Wisconsin Department of Transportation
N/A
WISCONSIN ST TRANSPRTN REVENUE
977123S66
2480000.00000000
PA
USD
2486836.12000000
0.130143300429
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
5.00000000
N
N
N
N
N
N
Wisconsin Health & Educational Facilities Authority
549300ISNGXS0VHGVD41
WISCONSIN ST HLTH & EDUCTNL FACS AUTH REVENUE
97712JGV9
1000000.00000000
PA
USD
1057262.10000000
0.055329572385
Long
DBT
MUN
US
N
2
2054-08-15
Floating
5.00000000
N
N
N
N
N
N
City of Salt Lake City UT Airport Revenue
N/A
SALT LAKE CITY UT ARPT REVENUE
795576JX6
4635000.00000000
PA
USD
4529890.71000000
0.237062234557
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
4.00000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447TH97
1000000.00000000
PA
USD
901850.50000000
0.047196435511
Long
DBT
MUN
US
N
2
2039-06-01
Fixed
3.26700000
N
N
N
N
N
N
HTA TRRB Custodial Trust
N/A
HTA TRRB-2007N-745190ZR2 ASSURED CUSTODIAL TRUST
44333GAA8
1010000.00000000
PA
USD
1003190.08000000
0.052499827760
Long
DBT
MUN
US
N
2
2034-07-01
Fixed
5.25000000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI REVENUE
74442PMN2
555000.00000000
PA
USD
556100.18000000
0.029102324923
Long
DBT
MUN
US
N
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
City of Fayetteville AR Sales & Use Tax Revenue
N/A
FAYETTEVILLE AR SALES & USE TAX CAPITAL IMPT
312673FR2
1000000.00000000
PA
USD
982825.00000000
0.051434064438
Long
DBT
MUN
US
N
2
2032-11-01
Fixed
2.87500000
N
N
N
N
N
N
Oklahoma Development Finance Authority
549300PXGPHUWC32DJ91
OKLAHOMA ST DEV FIN AUTH
6789084D3
2500000.00000000
PA
USD
2406690.75000000
0.125949062264
Long
DBT
MUN
US
N
2
2045-11-01
Fixed
4.38000000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
ILLINOIS ST
452153DA4
2945000.00000000
PA
USD
3257424.74000000
0.170470423505
Long
DBT
MUN
US
N
2
2042-03-01
Fixed
5.50000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Long: IS0BG92 IRS USD R F .00000 IS0BGA3 CPI SWAP 0929112 / Short: IS0BG92 IRS USD P F .00000 IS0BG92 CPI SWAP 0929112
000000000
2400000.00000000
OU
Notional Amount
USD
13221.98000000
0.000691944314
N/A
DIR
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2026-10-03
0.00000000
USD
0.00000000
USD
2400000.00000000
USD
13221.98000000
N
N
N
Washington Economic Development Finance Authority
549300TQ7IXFA28IYO51
WASHINGTON ST ECON DEV FIN AUTH ENVRNMNYL FACS REVENUE
93975YAN1
12400000.00000000
PA
USD
12363606.00000000
0.647023129957
Long
DBT
MUN
US
N
2
2042-12-01
Floating
3.90000000
N
N
N
N
N
N
California Housing Finance Agency
549300BOPCVLBA552Z14
CALIFORNIA HSG FIN AGY MUNI CTFS
13033DAE5
969302.39000000
PA
USD
917814.69000000
0.048031887577
Long
DBT
MUN
US
N
2
2035-11-20
Fixed
3.50000000
N
N
N
N
N
N
City of Phoenix Civic Improvement Corp
N/A
PHOENIX AZ CIVIC IMPT CORP ARPT REVENUE
71883MKV5
3945000.00000000
PA
USD
4204445.69000000
0.220030758832
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
5.00000000
N
N
N
N
N
N
District of Columbia
549300HWFOZXPKGOX654
DIST OF COLUMBIA REVENUE
25483VZP2
4765000.00000000
PA
USD
5052112.22000000
0.264391591052
Long
DBT
MUN
US
N
2
2029-08-31
Fixed
5.00000000
N
N
N
N
N
N
City of Detroit MI
549300BQRJP7MKKHOY28
DETROIT MI
2510933Q1
305000.00000000
PA
USD
311452.34000000
0.016299198458
Long
DBT
MUN
US
N
2
2036-04-01
Fixed
5.00000000
N
N
N
N
N
N
Bucks County Industrial Development Authority
N/A
BUCKS CNTY PA INDL DEV AUTH HOSP REVENUE
11861MBD7
1050000.00000000
PA
USD
1016337.95000000
0.053187893686
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS28H54 IRS USD R V 12MUSCPI IS28H65 CCPINFLATIONZERO / Short: BS28H54 IRS USD P F 2.43750 IS28H54 CCPINFLATIONZERO
000000000
25000000.00000000
OU
Notional Amount
USD
2293262.75000000
0.120013048160
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2036-04-01
0.00000000
USD
0.00000000
USD
25000000.00000000
USD
2293262.75000000
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI HOTEL REVENUE
74447DAB3
2000000.00000000
PA
USD
2027909.80000000
0.106126363624
Long
DBT
MUN
US
N
2
2042-02-01
Fixed
5.00000000
N
N
N
N
N
N
Mesquite Independent School District
549300M7COV11VUIZE16
MESQUITE TX INDEP SCH DIST
590760FT6
1655000.00000000
PA
USD
1698094.21000000
0.088866163376
Long
DBT
MUN
US
N
2
2037-08-15
Fixed
4.00000000
N
N
N
N
N
N
County of Osceola FL Transportation Revenue
N/A
OSCEOLA CNTY FL TRANSPRTN REVENUE
688031EL3
140000.00000000
PA
USD
96419.11000000
0.005045889875
Long
DBT
MUN
US
N
2
2031-10-01
None
0.00000000
N
N
N
N
N
N
State of Tennessee
N/A
TENNESSEE ST
880541VV6
2750000.00000000
PA
USD
2885400.10000000
0.151001302037
Long
DBT
MUN
US
N
2
2034-08-01
Fixed
5.00000000
N
N
N
N
N
N
Arizona Industrial Development Authority
N/A
ARIZONA INDL DEV AUTH HOSP REVENUE
04052EBC1
1200000.00000000
PA
USD
1263744.60000000
0.066135396627
Long
DBT
MUN
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
Port of Seattle WA
549300T9UCDUJ3GZL429
PORT OF SEATTLE WA REVENUE
735389SP4
4820000.00000000
PA
USD
4829874.25000000
0.252761237663
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
5.00000000
N
N
N
N
N
N
New Hope Cultural Education Facilities Finance Corp
N/A
NEW HOPE CULTURAL ED FACS FIN CORP TX RETIREMENT FAC REVENUE
64542UFP4
35000.00000000
PA
USD
27517.35000000
0.001440062221
Long
DBT
MUN
US
N
2
2037-11-15
Fixed
7.50000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS29070 IRS USD R V 12MUSCPI IS29081 CCPINFLATIONZERO / Short: BS29070 IRS USD P F 2.50250 IS29070 CCPINFLATIONZERO
000000000
32000000.00000000
OU
Notional Amount
USD
2584981.44000000
0.135279527849
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2036-04-29
0.00000000
USD
0.00000000
USD
32000000.00000000
USD
2584981.44000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS28ZJ4 IRS USD R V 12MUSCPI IS28ZK5 CCPINFLATIONZERO / Short: BS28ZJ4 IRS USD P F 2.76500 IS28ZJ4 CCPINFLATIONZERO
000000000
15000000.00000000
OU
Notional Amount
USD
1229188.95000000
0.064326999884
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2024-04-29
0.00000000
USD
0.00000000
USD
15000000.00000000
USD
1229188.95000000
N
N
N
Florida Municipal Power Agency
549300M3I10QJUPNU131
FLORIDA ST MUNI PWR AGY
342816S22
500000.00000000
PA
USD
450523.25000000
0.023577179937
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
1.42500000
N
N
N
N
N
N
CSCDA Community Improvement Authority
N/A
CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE
126292AL5
2000000.00000000
PA
USD
1502685.00000000
0.078639836309
Long
DBT
MUN
US
N
2
2046-10-01
Fixed
3.50000000
N
N
N
N
N
N
State of New Mexico Severance Tax Permanent Fund
N/A
NEW MEXICO ST SEVERANCE TAX
6473104E8
1000000.00000000
PA
USD
1182132.70000000
0.061864410721
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
5.00000000
N
N
N
N
N
N
Commonwealth of Massachusetts
5493001N1YCXNI1O7K10
MASSACHUSETTS ST
57582PCU2
3275000.00000000
PA
USD
3192670.10000000
0.167081626592
Long
DBT
MUN
US
N
2
2037-05-01
Floating
3.79500000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261APW1
1275000.00000000
PA
USD
1336980.43000000
0.069968038654
Long
DBT
MUN
US
N
2
2026-11-15
Fixed
5.00000000
N
N
N
N
N
N
Commonwealth of Pennsylvania
N/A
PENNSYLVANIA ST
70914PJ78
3600000.00000000
PA
USD
3642656.40000000
0.190630706388
Long
DBT
MUN
US
N
2
2024-01-01
Fixed
5.00000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063DF52
2690000.00000000
PA
USD
2893391.44000000
0.151419511888
Long
DBT
MUN
US
N
2
2034-10-01
Fixed
4.00000000
N
N
N
N
N
N
Tobacco Settlement Financing Corp
N/A
TOBACCO SETTLEMENT FING CORP NJ
888808HF2
4750000.00000000
PA
USD
5167159.25000000
0.270412333661
Long
DBT
MUN
US
N
2
2030-06-01
Fixed
5.00000000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
ILLINOIS ST
452152YG0
3810000.00000000
PA
USD
3863800.25000000
0.202203801325
Long
DBT
MUN
US
N
2
2030-05-01
Fixed
5.00000000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI REVENUE
74442PXF7
1375000.00000000
PA
USD
1236904.49000000
0.064730776326
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
4.00000000
N
N
N
N
N
N
Kansas Development Finance Authority
549300WTL7BL8KBDPR87
KANSAS ST DEV FIN AUTH HOSP REVENUE
48542AFH9
5280000.00000000
PA
USD
5842315.78000000
0.305745220462
Long
DBT
MUN
US
N
2
2054-11-15
Floating
5.00000000
N
N
N
N
N
N
City of Philadelphia PA
549300IVFOPB4AG7UL47
PHILADELPHIA PA
717813TC3
12990000.00000000
PA
USD
14114869.05000000
0.738671771947
Long
DBT
MUN
US
N
2
2028-08-01
Fixed
5.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261AM20
1975000.00000000
PA
USD
1955710.97000000
0.102347990796
Long
DBT
MUN
US
N
2
2035-11-01
Floating
3.55300000
N
N
N
N
N
N
City of Salt Lake City UT Airport Revenue
N/A
SALT LAKE CITY UT ARPT REVENUE
795576JZ1
2915000.00000000
PA
USD
2823267.57000000
0.147749727696
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
4.00000000
N
N
N
N
N
N
Illinois Finance Authority
549300ZG6UBPNNNRN315
ILLINOIS ST FIN AUTH REVENUE
45204E6T0
100000.00000000
PA
USD
100208.21000000
0.005244184397
Long
DBT
MUN
US
N
2
2029-09-01
Fixed
5.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS2D6W9 IRS USD R V 00MSOFR IS2D6X0 CCPOIS / Short: BS2D6W9 IRS USD P F 1.25400 IS2D6W9 CCPOIS
000000000
70000000.00000000
OU
Notional Amount
USD
10565016.00000000
0.552897732293
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-04-15
0.00000000
USD
0.00000000
USD
70000000.00000000
USD
10565016.00000000
N
N
N
New Jersey Educational Facilities Authority
549300UTOO4X537XXG70
NEW JERSEY ST EDUCTNL FACS AUTH REVENUE
646067EC8
750000.00000000
PA
USD
741342.23000000
0.038796575208
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
4.00000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063DF60
2935000.00000000
PA
USD
3129064.84000000
0.163752980046
Long
DBT
MUN
US
N
2
2035-10-01
Fixed
4.00000000
N
N
N
N
N
N
University of California
N/A
UNIV OF CALIFORNIA CA REVENUES
91412GST3
3000000.00000000
PA
USD
3001894.20000000
0.157097773989
Long
DBT
MUN
US
N
2
2048-05-15
Floating
5.00000000
N
N
N
N
N
N
New York Transportation Development Corp
N/A
NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE
650116FN1
1700000.00000000
PA
USD
1796226.97000000
0.094001733494
Long
DBT
MUN
US
N
2
2038-12-01
Fixed
5.00000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063DD39
6000000.00000000
PA
USD
6038251.20000000
0.315999085614
Long
DBT
MUN
US
N
2
2023-09-01
Fixed
5.00000000
N
N
N
N
N
N
Minneapolis-St Paul Metropolitan Airports Commission
N/A
MINNEAPOLIS-SAINT PAUL MN MET ARPTS COMMISSION ARPT REVENUE
603827K88
2105000.00000000
PA
USD
2259274.19000000
0.118234328871
Long
DBT
MUN
US
N
2
2039-01-01
Fixed
5.00000000
N
N
N
N
N
N
Connecticut State Health & Educational Facilities Authority
549300ZOQJ5U8YBS5Q35
CONNECTICUT ST HLTH & EDUCTNL FACS AUTH REVENUE
20775DPL0
1500000.00000000
PA
USD
1433409.90000000
0.075014470698
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
4.00000000
N
N
N
N
N
N
Tarrant County Cultural Education Facilities Finance Corp
549300ROY505NVTMMI25
TARRANT CNTY TX CULTURAL EDU FACS FIN CORP REVENUE
87638TGD9
10940000.00000000
PA
USD
12013175.71000000
0.628684103053
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
5.00000000
N
N
N
N
N
N
Wisconsin Housing & Economic Development Authority
549300AT0SEG8YQT2K79
WISCONSIN ST HSG & ECON DEV AUTH MF HSG
97689RER1
280000.00000000
PA
USD
242321.77000000
0.012681396518
Long
DBT
MUN
US
N
2
2040-03-15
Fixed
4.62500000
N
N
N
N
N
N
Central Texas Regional Mobility Authority
N/A
CENTRL TX REGL MOBILITY AUTH REVENUE
155498LJ5
1800000.00000000
PA
USD
2001623.94000000
0.104750748823
Long
DBT
MUN
US
N
2
2030-01-01
Fixed
5.00000000
N
N
N
N
N
N
Richmond County Board of Education
N/A
RICHMOND CNTY GA BRD OF EDU
764581KJ2
3400000.00000000
PA
USD
3424908.40000000
0.179235326068
Long
DBT
MUN
US
N
2
2023-10-01
Fixed
5.00000000
N
N
N
N
N
N
State of Connecticut
5493007GRO6CU0IKP741
CONNECTICUT ST
20772JT85
2160000.00000000
PA
USD
2290940.06000000
0.119891495099
Long
DBT
MUN
US
N
2
2032-03-15
Fixed
5.00000000
N
N
N
N
N
N
Mississippi Hospital Equipment & Facilities Authority
549300DW2GVUIGE04396
MISSISSIPPI ST HOSP EQUIPMENT & FACS AUTH
605360SB3
1500000.00000000
PA
USD
1538805.75000000
0.080530139245
Long
DBT
MUN
US
N
2
2036-09-01
Fixed
5.00000000
N
N
N
N
N
N
Trust for Cultural Resources of The City of New York/The
N/A
NEW YORK CITY NY TRUST FOR CULTURAL RESOURCES
649717SP1
5000000.00000000
PA
USD
5022451.00000000
0.262839333935
Long
DBT
MUN
US
N
2
2043-08-01
Fixed
5.00000000
N
N
N
N
N
N
Columbia Housing Authority/SC
N/A
COLUMBIA SC HSG AUTH MF HSG REVENUE
198409AH7
100000.00000000
PA
USD
95748.55000000
0.005010797538
Long
DBT
MUN
US
N
2
2039-11-01
Fixed
6.28000000
N
N
N
N
N
N
Lees Summit Industrial Development Authority
N/A
LEES SUMMIT MO INDL DEV AUTH SENIOR LIVING FACS REVENUE
524292AQ2
1675000.00000000
PA
USD
1478053.17000000
0.077350781664
Long
DBT
MUN
US
N
2
2036-08-15
Fixed
5.00000000
N
N
N
N
N
N
Territory of Guam
N/A
GUAM GOVT BUSINESS PRIVILEGE TAX REVENUE
40065NCC9
2070000.00000000
PA
USD
2112309.14000000
0.110543224298
Long
DBT
MUN
US
N
2
2031-11-15
Fixed
5.00000000
N
N
N
N
N
N
Chicago O'Hare International Airport
N/A
CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE
167593Z47
680000.00000000
PA
USD
724937.53000000
0.037938069984
Long
DBT
MUN
US
N
2
2028-01-01
Fixed
5.00000000
N
N
N
N
N
N
Arizona Industrial Development Authority
N/A
ARIZONA ST INDL DEV AUTH NATIONAL CHRT SCH REVOLVING LOAN FD
04052FBJ3
800000.00000000
PA
USD
876791.76000000
0.045885039435
Long
DBT
MUN
US
N
2
2031-11-01
Fixed
5.00000000
N
N
N
N
N
N
Tahoe-Douglas Visitors Authority
N/A
TAHOE-DOUGLAS VISITORS AUTH NV STATELINE REVENUE
873816AL6
805000.00000000
PA
USD
834288.80000000
0.043660737058
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
Arizona Industrial Development Authority
N/A
ARIZONA ST INDL DEV AUTH NATIONAL CHRT SCH REVOLVING LOAN FD
04052FBL8
900000.00000000
PA
USD
981391.95000000
0.051359068802
Long
DBT
MUN
US
N
2
2033-11-01
Fixed
5.00000000
N
N
N
N
N
N
County of Osceola FL Transportation Revenue
N/A
OSCEOLA CNTY FL TRANSPRTN REVENUE
688031EK5
115000.00000000
PA
USD
82835.17000000
0.004335003150
Long
DBT
MUN
US
N
2
2030-10-01
None
0.00000000
N
N
N
N
N
N
City of Whiting IN
N/A
WHITING IN ENVRNMNTL FACS REVENUE
96634RAW2
5000000.00000000
PA
USD
5176761.50000000
0.270914847074
Long
DBT
MUN
US
N
2
2045-11-01
Floating
4.40000000
N
N
N
N
N
N
South Carolina Public Service Authority
EMBXY64GWKA9MZGFUD26
SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE
837151PQ6
1000000.00000000
PA
USD
1036980.90000000
0.054268198745
Long
DBT
MUN
US
N
2
2034-12-01
Fixed
5.00000000
N
N
N
N
N
N
Ohio Higher Educational Facility Commission
5493007MQT6NGNN6BR81
OHIO ST HGR EDUCTNL FAC COMMISSION
67756DE44
1250000.00000000
PA
USD
1354540.00000000
0.070886981553
Long
DBT
MUN
US
N
2
2038-02-01
Fixed
5.00000000
N
N
N
N
N
N
City of Tempe AZ
N/A
TEMPE AZ COPS
87971LAN5
2400000.00000000
PA
USD
1951361.28000000
0.102120358984
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
1.95100000
N
N
N
N
N
N
Centerra Metropolitan District No 1
549300SHE5ZPSMGZH793
CENTERRA CO MET DIST #1 SPL REVENUE
15200XAE3
1510000.00000000
PA
USD
1487821.42000000
0.077861982336
Long
DBT
MUN
US
N
2
2029-12-01
Fixed
5.00000000
N
N
N
N
N
N
Louisiana Local Government Environmental Facilities & Community Development Auth
5493004WIZ1HV87IVF85
LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH
54627RAR1
3000000.00000000
PA
USD
3025679.40000000
0.158342522047
Long
DBT
MUN
US
N
2
2031-06-01
Fixed
5.08100000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
Long: IS0K1O9 IRS USD R V 00MLIBOR IS0K1P0 CPI SWAP 10252013 CITI / Short: IS0K1O9 IRS USD P F 2.52400 IS0K1O9 CPI SWAP 10252013 CITI
000000000
30000000.00000000
OU
Notional Amount
USD
933147.30000000
0.048834287242
N/A
DIR
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2023-10-29
0.00000000
USD
0.00000000
USD
30000000.00000000
USD
933147.30000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS21YN0 IRS USD R V 12MUSCPI IS21YO1 CCPINFLATIONZERO / Short: BS21YN0 IRS USD P F 1.23000 IS21YN0 CCPINFLATIONZERO
000000000
19310000.00000000
OU
Notional Amount
USD
3459291.11000000
0.181034672362
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2028-01-15
0.00000000
USD
0.00000000
USD
19310000.00000000
USD
3459291.11000000
N
N
N
City of Pigeon Forge TN
N/A
PIGEON FORGE TN
721014NZ7
4545000.00000000
PA
USD
4637139.88000000
0.242674892681
Long
DBT
MUN
US
N
2
2024-06-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XAX2
49696.96000000
PA
USD
51842.92000000
0.002713089398
Long
ABS-MBS
USGSE
US
N
2
2025-05-25
Floating
9.02000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063D3P1
1200000.00000000
PA
USD
1250376.00000000
0.065435779265
Long
DBT
MUN
US
N
2
2029-03-01
Fixed
5.10000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261APY7
1000000.00000000
PA
USD
1072623.80000000
0.056133494414
Long
DBT
MUN
US
N
2
2028-11-15
Fixed
5.00000000
N
N
N
N
N
N
Orange County Health Facilities Authority
N/A
ORANGE CNTY FL HLTH FACS AUTH REVENUE
68450LGL3
1000000.00000000
PA
USD
921469.40000000
0.048223149083
Long
DBT
MUN
US
N
2
2036-08-01
Fixed
4.00000000
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
PUERTO RICO CMWLTH
74514L3Q8
260970.00000000
PA
USD
247234.08000000
0.012938471856
Long
DBT
MUN
US
N
2
2024-07-01
None
0.00000000
N
N
N
N
N
N
Fort Worth Independent School District
N/A
FORT WORTH TX INDEP SCH DIST
349461BB8
2900000.00000000
PA
USD
3074236.93000000
0.160883677519
Long
DBT
MUN
US
N
2
2026-02-15
Fixed
5.00000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBE4
959000.00000000
PA
USD
731966.34000000
0.038305907866
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
5.25000000
N
N
N
N
N
N
Montgomery County Higher Education and Health Authority
N/A
MONTGOMERY CNTY PA HGR EDU & HLTH AUTH
613603F95
3000000.00000000
PA
USD
2881518.60000000
0.150798171957
Long
DBT
MUN
US
N
2
2041-05-01
Fixed
4.00000000
N
N
N
N
N
N
Main Street Natural Gas Inc
549300NY5M0QVZ6X4U26
MAIN STREET NATURAL GAS INC GA GAS SUPPLY REVENUE
56035DAW2
6850000.00000000
PA
USD
6859687.96000000
0.358987238384
Long
DBT
MUN
US
N
2
2048-08-01
Floating
4.00000000
N
N
N
N
N
N
Puerto Rico Highway & Transportation Authority
549300J6QBXVWJXB7Y41
PUERTO RICO CMWLTH HIGHWAY & TRANSPRTN AUTH RESTRUCTURED TOL
745197AB9
1260000.00000000
PA
USD
790650.00000000
0.041376992901
Long
DBT
MUN
US
N
2
2032-07-01
None
0.00000000
N
N
N
N
N
N
Chicago O'Hare International Airport
N/A
CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE
167593VQ2
5000000.00000000
PA
USD
5255362.50000000
0.275028263907
Long
DBT
MUN
US
N
2
2033-01-01
Fixed
5.00000000
N
N
N
N
N
N
Parish of St James LA
N/A
SAINT JAMES PARISH LA REVENUE
790103AU9
455000.00000000
PA
USD
490131.46000000
0.025649991704
Long
DBT
MUN
US
N
2
2038-06-01
Floating
6.10000000
N
N
N
N
N
N
State of Maryland
N/A
MARYLAND ST
574193PC6
5790000.00000000
PA
USD
5933641.22000000
0.310524543908
Long
DBT
MUN
US
N
2
2024-08-01
Fixed
5.00000000
N
N
N
N
N
N
City of Houston TX Airport System Revenue
N/A
HOUSTON TX ARPT SYS REVENUE
442349FU5
2500000.00000000
PA
USD
2461728.75000000
0.128829359406
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
4.00000000
N
N
N
N
N
N
Northeast Ohio Regional Sewer District
N/A
NORTHEAST OH REGL SWR DIST
663903ED0
6000000.00000000
PA
USD
6003700.20000000
0.314190932219
Long
DBT
MUN
US
N
2
2043-11-15
Fixed
5.00000000
N
N
N
N
N
N
Chicago Board of Education
54930099NR6T9V7LVB43
CHICAGO IL BRD OF EDU
167505XA9
265000.00000000
PA
USD
277069.82000000
0.014499862107
Long
DBT
MUN
US
N
2
2031-12-01
Fixed
5.00000000
N
N
N
N
N
N
Clark County School District
N/A
CLARK CNTY NV SCH DIST
181059X50
5170000.00000000
PA
USD
5631403.89000000
0.294707593477
Long
DBT
MUN
US
N
2
2027-06-15
Fixed
5.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: IS2E473 IRS USD R V 12MUSCPI IS2E484 INFLATIONZERO / Short: IS2E473 IRS USD P F 2.41250 IS2E473 INFLATIONZERO
000000000
7000000.00000000
OU
Notional Amount
USD
315768.11000000
0.016525055139
N/A
DIR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2041-02-15
0.00000000
USD
0.00000000
USD
7000000.00000000
USD
315768.11000000
N
N
N
University of Washington
T8YS5W0N70BYCTHPA429
UNIV OF WASHINGTON WA UNIV REVENUES
91523NXD3
2500000.00000000
PA
USD
2185531.50000000
0.114375161401
Long
DBT
MUN
US
N
2
2033-07-01
Fixed
2.78700000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI HLTHCARE FACS REVENUE
74444KBQ6
300000.00000000
PA
USD
322872.00000000
0.016896822174
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Long: IS1LUC2 IRS USD R V 12MUSCPI IS1LUD3 INFLATIONZERO / Short: IS1LUC2 IRS USD P F 2.37800 IS1LUC2 INFLATIONZERO
000000000
18000000.00000000
OU
Notional Amount
USD
1595667.96000000
0.083505902554
N/A
DIR
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2030-04-17
0.00000000
USD
0.00000000
USD
18000000.00000000
USD
1595667.96000000
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
64990FE34
2000000.00000000
PA
USD
1675264.00000000
0.087671392697
Long
DBT
MUN
US
N
2
2032-03-15
Fixed
2.25200000
N
N
N
N
N
N
Tennergy Corp/TN
5493008K3JJFBSC4C235
TENNERGY CORP TN GAS REVENUE
880397CF9
5000000.00000000
PA
USD
5296191.00000000
0.277164936967
Long
DBT
MUN
US
N
2
2053-10-01
Floating
5.50000000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
6461363Q2
3000000.00000000
PA
USD
3166581.60000000
0.165716340208
Long
DBT
MUN
US
N
2
2031-06-15
Fixed
5.00000000
N
N
N
N
N
N
Hidalgo County Regional Mobility Authority
N/A
HIDALGO CNTY TX REGL MOBILITY AUTH TOLL & VEHICLE REGISTRATI
42934AAN0
1000000.00000000
PA
USD
899887.60000000
0.047093711297
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
4.00000000
N
N
N
N
N
N
Tobacco Settlement Finance Authority
N/A
TOBACCO SETTLEMENT FIN AUTH WV ASSET BACKED
88880LAW3
2600000.00000000
PA
USD
2353122.46000000
0.123145679281
Long
DBT
MUN
US
N
2
2049-06-01
Fixed
4.87500000
N
N
N
N
N
N
Massachusetts Clean Water Trust/The
549300SYPEROLSQU0261
MASSACHUSETTS ST WTR POLL ABATEMENT TRUST
57604PA95
2275000.00000000
PA
USD
2294738.36000000
0.120090271084
Long
DBT
MUN
US
N
2
2023-08-01
Floating
8.10000000
N
N
N
N
N
N
Chicago O'Hare International Airport
N/A
CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE
167593LY6
2250000.00000000
PA
USD
2255178.60000000
0.118019994845
Long
DBT
MUN
US
N
2
2025-01-01
Fixed
5.50000000
N
N
N
N
N
N
New Jersey Turnpike Authority
5493005YN67D71KSMI84
NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE
6461396R1
7300000.00000000
PA
USD
7850127.27000000
0.410819781607
Long
DBT
MUN
US
N
2
2033-01-01
Fixed
5.00000000
N
N
N
N
N
N
City Of South Miami Health Facilities Authority Inc
N/A
S MIAMI FL HLTH FACS AUTH
838810DN6
4500000.00000000
PA
USD
4670081.10000000
0.244398801650
Long
DBT
MUN
US
N
2
2025-08-15
Fixed
5.00000000
N
N
N
N
N
N
State of Maryland
N/A
MARYLAND ST
574193UX4
11500000.00000000
PA
USD
12226059.40000000
0.639824920014
Long
DBT
MUN
US
N
2
2026-03-01
Fixed
5.00000000
N
N
N
N
N
N
Allegheny County Airport Authority
N/A
ALLEGHENY CNTY PA ARPT AUTH ARPT REVENUE
01728LFG2
5255000.00000000
PA
USD
5049790.67000000
0.264270097650
Long
DBT
MUN
US
N
2
2041-01-01
Fixed
4.00000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Long: IS0C9I5 IRS USD R F .00000 IS0C9J6 CPI SWAP 122111 01 / Short: IS0C9I5 IRS USD P F .00000 IS0C9I5 CPI SWAP 122111 01
000000000
4850000.00000000
OU
Notional Amount
USD
36425.68000000
0.001906260801
N/A
DIR
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2026-12-23
0.00000000
USD
0.00000000
USD
4850000.00000000
USD
36425.68000000
N
N
N
Alabama Special Care Facilities Financing Authority-Birmingham AL
N/A
BIRMINGHAM AL SPL CARE FACS FING AUTH HLTH CARE FAC
090929GG9
3905000.00000000
PA
USD
4085341.88000000
0.213797713235
Long
DBT
MUN
US
N
2
2028-06-01
Fixed
5.00000000
N
N
N
N
N
N
Pennsylvania Higher Educational Facilities Authority
N/A
PENNSYLVANIA ST HGR EDUCTNL FACS AUTH REVENUE
70917TCY5
2000000.00000000
PA
USD
1983511.40000000
0.103802867410
Long
DBT
MUN
US
N
2
2042-08-15
Fixed
4.00000000
N
N
N
N
N
N
SUTTER HEALTH
549300MJCC12LU768G81
Sutter Health
86944BAH6
1000000.00000000
PA
USD
767620.00000000
0.040171766636
Long
DBT
CORP
US
N
2
2040-08-15
Fixed
3.16100000
N
N
N
N
N
N
Indiana Finance Authority
549300PS0PAS7NDSSI20
INDIANA ST FIN AUTH ENVRNMNTL REVENUE
455054BH8
5750000.00000000
PA
USD
5821796.23000000
0.304671373279
Long
DBT
MUN
US
N
2
2031-03-01
Floating
3.75000000
N
N
N
N
N
N
Chicago Board of Education
54930099NR6T9V7LVB43
CHICAGO IL BRD OF EDU
167505UT1
1200000.00000000
PA
USD
1253185.32000000
0.065582799076
Long
DBT
MUN
US
N
2
2027-12-01
Fixed
5.00000000
N
N
N
N
N
N
State of Nevada Department of Business & Industry
N/A
DIRECTOR OF THE ST OF NEVADA DEPT OF BUSINESS & INDUSTRY
25457VBS4
3800000.00000000
PA
USD
3794095.94000000
0.198555973917
Long
DBT
MUN
US
N
2
2050-01-01
Floating
3.70000000
N
N
N
N
N
N
Lewisville Independent School District
N/A
LEWISVILLE TX INDEP SCH DIST
52882PEA2
2295000.00000000
PA
USD
2348186.40000000
0.122887361037
Long
DBT
MUN
US
N
2
2024-08-15
Fixed
5.00000000
N
N
N
N
N
N
Indiana Finance Authority
549300PS0PAS7NDSSI20
INDIANA ST FIN AUTH POLL CONTROL REVENUE
45505VAE6
495000.00000000
PA
USD
433907.30000000
0.022707619391
Long
DBT
MUN
US
N
2
2030-11-01
Fixed
2.50000000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI REVENUE
74442PTT2
1500000.00000000
PA
USD
1388164.35000000
0.072646640683
Long
DBT
MUN
US
N
2
2027-06-01
Fixed
2.25000000
N
N
N
N
N
N
New Hampshire Business Finance Authority
N/A
NATIONAL FIN AUTH NH MUNI CTFS
63607WAC8
9896089.88000000
PA
USD
9746067.14000000
0.510039778500
Long
DBT
MUN
US
N
2
2036-09-20
Fixed
4.37500000
N
N
N
N
N
N
California Housing Finance Agency
549300BOPCVLBA552Z14
CALIFORNIA HSG FIN AGY MUNI CTFS
13033DAG0
4903417.72000000
PA
USD
4834897.85000000
0.253024137127
Long
DBT
MUN
US
N
2
2035-03-25
Fixed
3.75000000
N
N
N
N
N
N
San Diego County Regional Airport Authority
N/A
SAN DIEGO CNTY CA REGL ARPT AUTH AIRPORT REVENUE
79739GNS1
8655000.00000000
PA
USD
8382634.94000000
0.438687442496
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
4.00000000
N
N
N
N
N
N
County of Osceola FL Transportation Revenue
N/A
OSCEOLA CNTY FL TRANSPRTN REVENUE
688031EP4
125000.00000000
PA
USD
74046.60000000
0.003875071956
Long
DBT
MUN
US
N
2
2034-10-01
None
0.00000000
N
N
N
N
N
N
New Hampshire Business Finance Authority
N/A
NATIONAL FIN AUTH NH MUNI CTFS
63607WAD6
8500000.00000000
PA
USD
201701.60000000
0.010555625967
Long
DBT
MUN
US
N
2
2036-09-20
Variable
0.35000000
N
N
N
N
N
N
Iowa Tobacco Settlement Authority
N/A
TOBACCO SETTLEMENT AUTH IA TOBACCO SETTLEMENT REVENUE
888805BZ0
515000.00000000
PA
USD
522224.83000000
0.027329530239
Long
DBT
MUN
US
N
2
2035-06-01
Fixed
4.00000000
N
N
N
N
N
N
New Jersey Turnpike Authority
5493005YN67D71KSMI84
NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE
6461394X0
4785000.00000000
PA
USD
4890558.06000000
0.255936996311
Long
DBT
MUN
US
N
2
2028-01-01
Fixed
5.00000000
N
N
N
N
N
N
Industrial Development Authority of the County of Pima/The
549300QDTQ25545R4K19
PIMA CNTY AZ INDL DEV AUTH SENIOR LIVING REVENUE
72178AAM4
2000000.00000000
PA
USD
1977574.80000000
0.103492188025
Long
DBT
MUN
US
N
2
2029-11-15
Fixed
5.12500000
N
N
N
N
N
N
Align Affordable Housing Bond Fund LP
549300B2I0LUTCXK9B86
ALIGN CAP SER 2022-1 TRUST VIRGINIA
01630QAA6
1499406.43000000
PA
USD
1435189.40000000
0.075107597061
Long
DBT
MUN
US
N
2
2052-08-01
Floating
5.66000000
N
N
N
N
N
N
Triborough Bridge & Tunnel Authority
54930020ZN4LQF7K3456
TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX
89602HAV9
4740000.00000000
PA
USD
4992190.75000000
0.261255727852
Long
DBT
MUN
US
N
2
2050-05-15
Floating
5.00000000
N
N
N
N
N
N
Bucks County Industrial Development Authority
N/A
BUCKS CNTY PA INDL DEV AUTH HOSP REVENUE
11861MBB1
1150000.00000000
PA
USD
1124429.18000000
0.058844619236
Long
DBT
MUN
US
N
2
2033-07-01
Fixed
5.00000000
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
PUERTO RICO CMWLTH
74514L3M7
2238.00000000
PA
USD
1954.66000000
0.000102292990
Long
DBT
MUN
US
N
2
2037-07-01
Fixed
4.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
64990FW91
2000000.00000000
PA
USD
2005866.80000000
0.104972789913
Long
DBT
MUN
US
N
2
2040-03-15
Fixed
4.00000000
N
N
N
N
N
N
Berks County Municipal Authority/The
N/A
BERKS CNTY PA MUNI AUTH
084538JA6
2000000.00000000
PA
USD
1359794.80000000
0.071161980379
Long
DBT
MUN
US
N
2
2040-02-01
Floating
5.00000000
N
N
N
N
N
N
South Carolina Public Service Authority
EMBXY64GWKA9MZGFUD26
SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE
837151PS2
1535000.00000000
PA
USD
1577249.95000000
0.082542035015
Long
DBT
MUN
US
N
2
2036-12-01
Fixed
5.00000000
N
N
N
N
N
N
Virginia Small Business Financing Authority
N/A
VIRGINIA ST SMALL BUSINESS FING AUTH ENVIRONMENTAL FACS REVE
92810RAA5
4000000.00000000
PA
USD
3988389.60000000
0.208723921037
Long
DBT
MUN
US
N
2
2052-11-01
Floating
3.50000000
N
N
N
N
N
N
Wisconsin Housing & Economic Development Authority
549300AT0SEG8YQT2K79
WISCONSIN ST HSG & ECON DEV AUTH MF HSG
97689REQ3
1285000.00000000
PA
USD
1104388.50000000
0.057795832701
Long
DBT
MUN
US
N
2
2039-12-01
Fixed
3.87500000
N
N
N
N
N
N
County of Miami-Dade FL
549300QG0NBD9HULR263
MIAMI-DADE CNTY FL PUBLIC FACS REVENUE
59333TDS6
6100000.00000000
PA
USD
6108469.85000000
0.319673829916
Long
DBT
MUN
US
N
2
2023-06-01
Fixed
5.00000000
N
N
N
N
N
N
City of Los Angeles Department of Airports
N/A
LOS ANGELES CA DEPT OF ARPTS ARPT REVENUE
544445S26
4000000.00000000
PA
USD
4448024.40000000
0.232777934642
Long
DBT
MUN
US
N
2
2035-05-15
Fixed
5.00000000
N
N
N
N
N
N
CSCDA Community Improvement Authority
N/A
CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE
126292BS9
3200000.00000000
PA
USD
2530155.84000000
0.132410346211
Long
DBT
MUN
US
N
2
2043-07-01
Fixed
3.37500000
N
N
N
N
N
N
County of Grand Forks ND
N/A
GRAND FORKS CNTY ND
38543PAE8
425000.00000000
PA
USD
233750.00000000
0.012232811093
Long
DBT
MUN
US
N
2
2031-12-15
Fixed
6.62500000
Y
N
N
N
N
N
Southeast Energy Authority A Cooperative District
25490090A3RLJHITY273
SOUTHEAST ENERGY AUTH AL COMMODITY SPLY REVENUE
84136FAV9
18485000.00000000
PA
USD
18334615.28000000
0.959503252128
Long
DBT
MUN
US
N
2
2051-12-01
Floating
4.00000000
N
N
N
N
N
N
State of Louisiana Gasoline & Fuels Tax Revenue
N/A
LOUISIANA ST GAS & FUELS TAX REVENUE
546475VU5
4920000.00000000
PA
USD
4806874.93000000
0.251557616970
Long
DBT
MUN
US
N
2
2043-05-01
Floating
3.86700000
N
N
N
N
N
N
South Carolina Public Service Authority
EMBXY64GWKA9MZGFUD26
SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE
837151SL4
930000.00000000
PA
USD
964351.04000000
0.050467268876
Long
DBT
MUN
US
N
2
2035-12-01
Fixed
5.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS2CC28 IRS USD R V 12MUSCPI IS2CC39 CCPINFLATIONZERO / Short: BS2CC28 IRS USD P F 3.31000 IS2CC28 CCPINFLATIONZERO
000000000
20000000.00000000
OU
Notional Amount
USD
760890.80000000
0.039819608209
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2024-11-02
0.00000000
USD
0.00000000
USD
20000000.00000000
USD
760890.80000000
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
Long: IS2GGX9 IRS USD R V 12MUSCPI IS2GGY0 INFLATIONZERO / Short: IS2GGX9 IRS USD P F 2.88750 IS2GGX9 INFLATIONZERO
000000000
35000000.00000000
OU
Notional Amount
USD
-1309949.55000000
-0.06855343480
N/A
DIR
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2041-02-15
0.00000000
USD
0.00000000
USD
35000000.00000000
USD
-1309949.55000000
N
N
N
Mississippi Development Bank
549300122LOI8CB50V38
MISSISSIPPI DEV BK SPL OBLIG
60534XLR5
1000000.00000000
PA
USD
1058513.90000000
0.055395082687
Long
DBT
MUN
US
N
2
2033-10-01
Fixed
5.00000000
N
N
N
N
N
N
Pennsylvania Turnpike Commission
549300J8LLBYEYEXZJ24
PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE
709225FK7
1000000.00000000
PA
USD
1140435.90000000
0.059682297020
Long
DBT
MUN
US
N
2
2036-12-01
Fixed
5.00000000
N
N
N
N
N
N
Central Texas Regional Mobility Authority
N/A
CENTRL TX REGL MOBILITY AUTH REVENUE
155498LR7
1675000.00000000
PA
USD
1827240.08000000
0.095624738910
Long
DBT
MUN
US
N
2
2037-01-01
Fixed
5.00000000
N
N
N
N
N
N
OCHSNER LSU HEALTH SYST
N/A
Ochsner LSU Health System of North Louisiana
67555JAA4
2300000.00000000
PA
USD
1730451.00000000
0.090559487439
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
2.51000000
N
N
N
N
N
N
Freddie Mac Multifamily
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
3137H9JP5
1187881.14000000
PA
USD
69796.69000000
0.003652661919
Long
ABS-MBS
USGSE
US
N
2
2036-07-25
Variable
0.96000000
N
N
N
N
N
N
California State University
N/A
CALIFORNIA ST UNIV REVENUE
13077DQP0
1000000.00000000
PA
USD
789038.90000000
0.041292679396
Long
DBT
MUN
US
N
2
2035-11-01
Fixed
2.37400000
N
N
N
N
N
N
Iowa Tobacco Settlement Authority
N/A
TOBACCO SETTLEMENT AUTH IA TOBACCO SETTLEMENT REVENUE
888805BY3
500000.00000000
PA
USD
512139.05000000
0.026801712308
Long
DBT
MUN
US
N
2
2034-06-01
Fixed
4.00000000
N
N
N
N
N
N
Knox County Industrial Development Board
N/A
KNOX CNTY TN INDL DEV BRD SOL WST DISPOSAL REVENUE
499534AA3
1000000.00000000
PA
USD
1002143.70000000
0.052445067680
Long
DBT
MUN
US
N
2
2032-11-01
Fixed
8.75000000
N
N
N
N
N
N
Massachusetts Transportation Trust Fund Metropolitan Highway System Revenue
N/A
MASSACHUSETTS ST DEPT OF TRANSPRTN MET HIGHWAY SYS REVENUE
57563CBF8
17925000.00000000
PA
USD
17925000.00000000
0.938066904145
Long
DBT
MUN
US
N
2
2037-01-01
Floating
3.91000000
N
N
N
N
N
N
Las Vegas Valley Water District
N/A
LAS VEGAS VLY NV WTR DIST
517845NA7
6350000.00000000
PA
USD
6584680.13000000
0.344595286155
Long
DBT
MUN
US
N
2
2037-06-01
Fixed
4.00000000
N
N
N
N
N
N
Colorado Health Facilities Authority
5493002JB6DRFRZPEQ21
COLORADO ST HLTH FACS AUTH REVENUE
19648FKJ2
640000.00000000
PA
USD
693716.35000000
0.036304175665
Long
DBT
MUN
US
N
2
2032-08-01
Fixed
5.00000000
N
N
N
N
N
N
Metropolitan Washington Airports Authority Aviation Revenue
N/A
MET WASHINGTON DC ARPTS AUTH ARPT SYS REVENUE
592647EY3
5500000.00000000
PA
USD
5712522.75000000
0.298952777180
Long
DBT
MUN
US
N
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
City of Sparks NV
N/A
SPARKS NV TOURISM IMPT DIST #1 REVENUE
846562AC0
160000.00000000
PA
USD
156472.18000000
0.008188640082
Long
DBT
MUN
US
N
2
2024-06-15
Fixed
2.50000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS2AK06 IRS USD R V 12MUSCPI IS2AK17 CCPINFLATIONZERO / Short: BS2AK06 IRS USD P F 2.48750 IS2AK06 CCPINFLATIONZERO
000000000
10000000.00000000
OU
Notional Amount
USD
689942.70000000
0.036106689686
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2036-08-03
0.00000000
USD
0.00000000
USD
10000000.00000000
USD
689942.70000000
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI REVENUE
74442PMS1
155000.00000000
PA
USD
154740.92000000
0.008098038257
Long
DBT
MUN
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
State of Connecticut
5493007GRO6CU0IKP741
CONNECTICUT ST
20772JRA2
5035000.00000000
PA
USD
5081112.54000000
0.265909261367
Long
DBT
MUN
US
N
2
2024-10-15
Fixed
5.00000000
N
N
N
N
N
N
New York State Thruway Authority
N/A
NEW YORK ST THRUWAY AUTH PERSONAL INCOME TAX REVENUE
650028YG2
21850000.00000000
PA
USD
25272053.05000000
1.322559362120
Long
DBT
MUN
US
N
2
2030-03-15
Fixed
5.00000000
N
N
N
N
N
N
Washington State Convention Center Public Facilities District
N/A
WASHINGTON ST CONVENTION CENTER PUBLIC FACS DIST
93976ACR1
1600000.00000000
PA
USD
1544969.60000000
0.080852711278
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
4.00000000
N
N
N
N
N
N
Washington Metropolitan Area Transit Authority Dedicated Revenue
549300ADKOK76HQMJS30
WASHINGTON DC MET AREA TRANSIT AUTH DEDICATED REVENUE
93878YBN8
2450000.00000000
PA
USD
2509234.14000000
0.131315453360
Long
DBT
MUN
US
N
2
2039-07-15
Fixed
4.00000000
N
N
N
N
N
N
Parish of St James LA
N/A
SAINT JAMES PARISH LA REVENUE
790103AX3
390000.00000000
PA
USD
420112.68000000
0.021985707175
Long
DBT
MUN
US
N
2
2040-12-01
Floating
6.10000000
N
N
N
N
N
N
New York State Thruway Authority
N/A
NEW YORK ST THRUWAY AUTH PERSONAL INCOME TAX REVENUE
650028WK5
2225000.00000000
PA
USD
2312315.90000000
0.121010154405
Long
DBT
MUN
US
N
2
2025-03-15
Fixed
5.00000000
N
N
N
N
N
N
Triborough Bridge & Tunnel Authority
54930020ZN4LQF7K3456
TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX
89602HDT1
16500000.00000000
PA
USD
16846739.25000000
0.881638411893
Long
DBT
MUN
US
N
2
2024-08-15
Fixed
5.00000000
N
N
N
N
N
N
Suffolk Tobacco Asset Securitization Corp
N/A
SUFFOLK NY TOBACCO ASSET SECURITIZATION CORP TOBACCO SETTLEM
864809BQ0
2245000.00000000
PA
USD
2459337.78000000
0.128704233056
Long
DBT
MUN
US
N
2
2032-06-01
Fixed
5.00000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
Long: IS2EU20 IRS USD R V 12MUSCPI IS2EU31 INFLATIONZERO / Short: IS2EU20 IRS USD P F 2.74400 IS2EU20 INFLATIONZERO
000000000
13000000.00000000
OU
Notional Amount
USD
-152930.96000000
-0.00800331783
N/A
DIR
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2041-02-15
0.00000000
USD
0.00000000
USD
13000000.00000000
USD
-152930.96000000
N
N
N
Tobacco Settlement Financing Corp
N/A
TOBACCO SETTLEMENT FING CORP NJ
888808HT2
3495000.00000000
PA
USD
3475907.51000000
0.181904256457
Long
DBT
MUN
US
N
2
2046-06-01
Fixed
5.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS267D6 IRS USD R V 12MUSCPI IS267E7 CCPINFLATIONZERO / Short: BS267D6 IRS USD P F 2.07400 IS267D6 CCPINFLATIONZERO
000000000
15000000.00000000
OU
Notional Amount
USD
2191074.90000000
0.114665263497
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2035-12-02
0.00000000
USD
0.00000000
USD
15000000.00000000
USD
2191074.90000000
N
N
N
California Community Housing Agency
N/A
CALIFORNIA CMNTY HSG AGY ESSENTIAL HSG REVENUE
13013FAM6
3315000.00000000
PA
USD
2536046.94000000
0.132718644450
Long
DBT
MUN
US
N
2
2047-08-01
Fixed
4.00000000
N
N
N
N
N
N
Kentucky Public Energy Authority
N/A
KENTUCKY ST PUBLIC ENERGY AUTH GAS SPLY REVENUE
74440DCZ5
7260000.00000000
PA
USD
7277663.58000000
0.380861107051
Long
DBT
MUN
US
N
2
2050-12-01
Floating
4.00000000
N
N
N
N
N
N
City of San Antonio TX Electric & Gas Systems Revenue
5493002G2FEH20Q4GQ04
SAN ANTONIO TX ELEC & GAS REVENUE
79625GDS9
2000000.00000000
PA
USD
2200450.80000000
0.115155931362
Long
DBT
MUN
US
N
2
2039-02-01
Fixed
5.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS20V36 IRS USD R V 12MUSCPI IS20V47 CCPINFLATIONZERO / Short: BS20V36 IRS USD P F .73500 IS20V36 CCPINFLATIONZERO
000000000
14770000.00000000
OU
Notional Amount
USD
3181200.56000000
0.166481392512
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2028-01-15
0.00000000
USD
0.00000000
USD
14770000.00000000
USD
3181200.56000000
N
N
N
Florida Development Finance Corp
549300HC854CNBLMWC48
FLORIDA ST DEV FIN CORP EDUCTNL FACS REVENUE
34061UKL1
2550000.00000000
PA
USD
2554397.73000000
0.133678994172
Long
DBT
MUN
US
N
2
2042-06-15
Fixed
5.00000000
N
N
N
N
N
N
Illinois State Toll Highway Authority
549300ISBFGI8MJJKM98
ILLINOIS ST TOLL HIGHWAY AUTH
452252PU7
14805000.00000000
PA
USD
16477569.71000000
0.862318706036
Long
DBT
MUN
US
N
2
2041-01-01
Fixed
5.00000000
N
N
N
N
N
N
Black Belt Energy Gas District
549300I8V0Z68JQCB679
BLACK BELT ENERGY GAS DIST AL GAS PROJECT REVENUE
09182TAM9
5000000.00000000
PA
USD
4985514.50000000
0.260906340451
Long
DBT
MUN
US
N
2
2052-10-01
Floating
4.00000000
N
N
N
N
N
N
City & County of Denver CO Airport System Revenue
N/A
DENVER CITY & CNTY CO ARPT REVENUE
249182LC8
6555000.00000000
PA
USD
7113514.19000000
0.372270696446
Long
DBT
MUN
US
N
2
2029-12-01
Fixed
5.00000000
N
N
N
N
N
N
Berks County Municipal Authority/The
N/A
BERKS CNTY PA MUNI AUTH
084538GY7
1000000.00000000
PA
USD
596997.30000000
0.031242589065
Long
DBT
MUN
US
N
2
2041-11-01
Fixed
4.50000000
N
N
N
N
N
N
Rhode Island Health and Educational Building Corp
N/A
RHODE ISLAND ST HLTH & EDUCTNL BLDG CORP PUBLIC SCHS REVENUE
762196Q55
3435000.00000000
PA
USD
3502918.54000000
0.183317821494
Long
DBT
MUN
US
N
2
2040-05-15
Fixed
4.00000000
N
N
N
N
N
N
New Hampshire Business Finance Authority
N/A
NATIONAL FIN AUTH NH MUNI CTFS
63607WAA2
1481080.46000000
PA
USD
1450366.85000000
0.075901876756
Long
DBT
MUN
US
N
2
2034-01-20
Fixed
4.12500000
N
N
N
N
N
N
Fort Worth Independent School District
N/A
FORT WORTH TX INDEP SCH DIST
349461BC6
2350000.00000000
PA
USD
2549233.71000000
0.133408746124
Long
DBT
MUN
US
N
2
2027-02-15
Fixed
5.00000000
N
N
N
N
N
N
Hidalgo County Regional Mobility Authority
N/A
HIDALGO CNTY TX REGL MOBILITY AUTH TOLL & VEHICLE REGISTRATI
42934AAP5
750000.00000000
PA
USD
670791.68000000
0.035104461622
Long
DBT
MUN
US
N
2
2041-12-01
Fixed
4.00000000
N
N
N
N
N
N
Chicago O'Hare International Airport
N/A
CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE
167593K92
1000000.00000000
PA
USD
1060058.60000000
0.055475921289
Long
DBT
MUN
US
N
2
2037-01-01
Fixed
5.00000000
N
N
N
N
N
N
Central Texas Regional Mobility Authority
N/A
CENTRL TX REGL MOBILITY AUTH REVENUE
155498LP1
1350000.00000000
PA
USD
1499688.68000000
0.078483030249
Long
DBT
MUN
US
N
2
2035-01-01
Fixed
5.00000000
N
N
N
N
N
N
City of Glendale AZ
5493002BC35ZY7XRQ949
GLENDALE AZ COPS
37828AAK5
4000000.00000000
PA
USD
3256134.40000000
0.170402896295
Long
DBT
MUN
US
N
2
2033-07-01
Fixed
2.54200000
N
N
N
N
N
N
City of Cleveland OH Income Tax Revenue
N/A
CLEVELAND OH INCOME TAX REVENUE
186387UB0
1485000.00000000
PA
USD
1647296.10000000
0.086207751896
Long
DBT
MUN
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
County of Miami-Dade FL
549300QG0NBD9HULR263
MIAMI-DADE CNTY FL PUBLIC FACS REVENUE
59333TDW7
4515000.00000000
PA
USD
4688389.09000000
0.245356911525
Long
DBT
MUN
US
N
2
2027-06-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XAM6
43123.06000000
PA
USD
43552.93000000
0.002279250332
Long
ABS-MBS
USGSE
US
N
2
2024-07-25
Floating
7.92000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Long: IS1BRC1 IRS USD R V 12MUSCPI IS1BRD2 INFLATIONZERO / Short: IS1BRC1 IRS USD P F 2.40250 IS1BRC1 INFLATIONZERO
000000000
25000000.00000000
OU
Notional Amount
USD
2225334.25000000
0.116458154007
N/A
DIR
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2032-02-02
0.00000000
USD
0.00000000
USD
25000000.00000000
USD
2225334.25000000
N
N
N
City of Los Angeles Department of Airports
N/A
LOS ANGELES CA DEPT OF ARPTS ARPT REVENUE
544445LN7
1410000.00000000
PA
USD
1507438.05000000
0.078888577113
Long
DBT
MUN
US
N
2
2027-05-15
Fixed
5.00000000
N
N
N
N
N
N
Wilson County Health & Educational Facilities Board
N/A
WILSON CNTY TN HLTH & EDUCTNL FACS BRD MF REVENUE
972178AE7
1000000.00000000
PA
USD
947678.40000000
0.049594741579
Long
DBT
MUN
US
N
2
2024-12-01
Fixed
4.25000000
N
N
N
N
N
N
Arizona Industrial Development Authority
N/A
ARIZONA ST INDL DEV AUTH EDU REVENUE
04052BQU1
500000.00000000
PA
USD
443608.90000000
0.023215332076
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
4.00000000
N
N
N
N
N
N
Metropolitan Nashville Airport Authority/The
549300IC0HNF8TDXEE63
MET NASHVILLE TN ARPT AUTH ARPT REVENUE
592190QT2
1300000.00000000
PA
USD
1462816.29000000
0.076553391826
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
5.50000000
N
N
N
N
N
N
State of New Jersey
N/A
NEW JERSEY ST
646039YG6
10000000.00000000
PA
USD
10003833.00000000
0.523529408753
Long
DBT
MUN
US
N
2
2023-06-01
Fixed
4.00000000
N
N
N
N
N
N
American Municipal Power Inc
EARKGGZJJEMVD66XQ486
AMERICAN MUNI PWR-OHIO INC OH REVENUE
02765UMG6
5000000.00000000
PA
USD
5192640.50000000
0.271745840902
Long
DBT
MUN
US
N
2
2036-02-15
Fixed
5.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp Enhanced Receipt
N/A
FEDERAL HOME LOAN MORTGAGE CORP ENHANCED RECEIPT
3137ERAC6
12363428.97000000
PA
USD
11583810.92000000
0.606214206300
Long
DBT
USGSE
US
N
2
2035-11-15
Fixed
3.87000000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI REVENUE
74442PMP7
590000.00000000
PA
USD
591257.70000000
0.030942219257
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
5.00000000
N
N
N
N
N
N
California Pollution Control Financing Authority
N/A
CALIFORNIA ST POLL CONTROL FIN AUTH SOL WST DISP REVENUE
130536RG2
250000.00000000
PA
USD
167896.50000000
0.008786507669
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
7.50000000
N
N
N
N
N
N
Pennsylvania Turnpike Commission
549300J8LLBYEYEXZJ24
PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE
709225AY2
1245000.00000000
PA
USD
959030.97000000
0.050188854282
Long
DBT
MUN
US
N
2
2042-12-01
Fixed
3.00000000
N
N
N
N
N
N
Mesquite Independent School District
549300M7COV11VUIZE16
MESQUITE TX INDEP SCH DIST
590760FS8
1590000.00000000
PA
USD
1631401.69000000
0.085375951618
Long
DBT
MUN
US
N
2
2036-08-15
Fixed
4.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS249D4 IRS USD R V 12MUSCPI IS249E5 CCPINFLATIONZERO / Short: BS249D4 IRS USD P F 1.73100 IS249D4 CCPINFLATIONZERO
000000000
1670000.00000000
OU
Notional Amount
USD
261199.54000000
0.013669324622
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2030-01-15
0.00000000
USD
0.00000000
USD
1670000.00000000
USD
261199.54000000
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
PUERTO RICO CMWLTH
74514L3H8
788000.00000000
PA
USD
833033.73000000
0.043595055629
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
5.62500000
N
N
N
N
N
N
Fayetteville State University
N/A
FAYETTEVILLE NC ST UNIV
312810FF6
655000.00000000
PA
USD
720364.28000000
0.037698738633
Long
DBT
MUN
US
N
2
2032-04-01
Fixed
5.00000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063DG44
10000000.00000000
PA
USD
10039931.00000000
0.525418521116
Long
DBT
MUN
US
N
2
2023-10-01
Fixed
4.00000000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI HLTHCARE FACS REVENUE
74444KBR4
350000.00000000
PA
USD
372710.87000000
0.019505033861
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
5.00000000
N
N
N
N
N
N
State of Connecticut Special Tax Revenue
N/A
CONNECTICUT ST SPL TAX OBLIG REVENUE
207758A37
3040000.00000000
PA
USD
3381962.91000000
0.176987864821
Long
DBT
MUN
US
N
2
2038-05-01
Fixed
5.00000000
N
N
N
N
N
N
Illinois Housing Development Authority
54930053Z6M9JVHBQZ16
ILLINOIS ST HSG DEV AUTH MF HSG REVENUE
45203LDQ3
1250000.00000000
PA
USD
1251973.38000000
0.065519374764
Long
DBT
MUN
US
N
2
2025-12-01
Floating
5.67000000
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
PUERTO RICO CMWLTH
74514L3N5
3043.00000000
PA
USD
2553.61000000
0.000133637769
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
4.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Long: IS1O5T3 IRS USD R V 12MUSCPI IS1O5U4 INFLATIONZERO / Short: IS1O5T3 IRS USD P F 2.36750 IS1O5T3 INFLATIONZERO
000000000
22000000.00000000
OU
Notional Amount
USD
2010976.22000000
0.105240180586
N/A
DIR
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2033-08-29
0.00000000
USD
0.00000000
USD
22000000.00000000
USD
2010976.22000000
N
N
N
School District of Philadelphia/The
254900HSKDHZKBZCUL90
PHILADELPHIA PA SCH DIST
717883TK8
5000000.00000000
PA
USD
5214306.50000000
0.272879685116
Long
DBT
MUN
US
N
2
2034-09-01
Fixed
5.00000000
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
PUERTO RICO CMWLTH
74514L3T2
19113.07000000
PA
USD
8983.14000000
0.000470113602
Long
DBT
MUN
US
N
2
2043-11-01
Variable
1.00000000
N
N
N
N
N
N
Main Street Natural Gas Inc
549300NY5M0QVZ6X4U26
MAIN STREET NATURAL GAS INC GA GAS SUPPLY REVENUE
56035DDP4
5000000.00000000
PA
USD
4809208.00000000
0.251679713246
Long
DBT
MUN
US
N
2
2052-08-01
Floating
4.00000000
N
N
N
N
N
N
Hampton Roads Transportation Accountability Commission
N/A
HAMPTON ROADS VA TRANSPRTN ACCOUNTABILITY COMMISSION REVENUE
40934TAV5
2685000.00000000
PA
USD
2871639.18000000
0.150281153439
Long
DBT
MUN
US
N
2
2026-07-01
Fixed
5.00000000
N
N
N
N
N
N
Bristol Industrial Development Board
N/A
BRISTOL TN INDL DEV BRD ST SALES TAX REVENUE
11023PAM6
1000000.00000000
PA
USD
617901.50000000
0.032336566090
Long
DBT
MUN
US
N
2
2031-12-01
None
0.00000000
N
N
N
N
N
N
Connecticut State Health & Educational Facilities Authority
549300ZOQJ5U8YBS5Q35
CONNECTICUT ST HLTH & EDUCTNL FACS AUTH REVENUE
20775DPH9
1000000.00000000
PA
USD
982598.10000000
0.051422190108
Long
DBT
MUN
US
N
2
2037-07-01
Fixed
4.00000000
N
N
N
N
N
N
New York State Environmental Facilities Corp
549300QJ33JJW73OQO60
NEW YORK ST ENVRNMNTL FACS CORP REVENUE
64985HL62
800000.00000000
PA
USD
812218.80000000
0.042505750360
Long
DBT
MUN
US
N
2
2038-08-15
Fixed
4.00000000
N
N
N
N
N
N
Dallas Area Rapid Transit
75YWM81F2R6UQGJIEW47
DALLAS TX AREA RAPID TRANSIT SALES TAX REVENUE
235241VB9
4000000.00000000
PA
USD
4039400.00000000
0.211393442265
Long
DBT
MUN
US
N
2
2023-12-01
Fixed
5.00000000
N
N
N
N
N
N
Howard Bend Levee District
N/A
HOWARD BEND MO LEVEE DIST
442499CC1
135000.00000000
PA
USD
136969.16000000
0.007167990844
Long
DBT
MUN
US
N
2
2025-03-01
Fixed
5.75000000
N
N
N
N
N
N
Metropolitan Government of Nashville & Davidson County TN
549300GW8FVQJ3DU6O10
MET GOVT NASHVILLE & DAVIDSON CNTY TN
592112TT3
6220000.00000000
PA
USD
6237145.43000000
0.326407793820
Long
DBT
MUN
US
N
2
2023-07-01
Fixed
5.00000000
N
N
N
N
N
N
City of Fort Wayne IN
N/A
FORT WAYNE IN ECON DEV SOLID WST FAC REVENUE
34924CAB1
370000.00000000
PA
USD
369747.07000000
0.019349929666
Long
DBT
MUN
US
N
2
2029-12-01
Fixed
10.75000000
N
N
N
N
N
N
Arizona Industrial Development Authority
N/A
ARIZONA ST INDL DEV AUTH NATIONAL CHRT SCH REVOLVING LOAN FD
04052FBH7
935000.00000000
PA
USD
960345.89000000
0.050257667834
Long
DBT
MUN
US
N
2
2030-11-01
Fixed
4.00000000
N
N
N
N
N
N
New Jersey Educational Facilities Authority
549300UTOO4X537XXG70
NEW JERSEY ST EDUCTNL FACS AUTH REVENUE
646067DY1
600000.00000000
PA
USD
685811.40000000
0.035890486852
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
5.00000000
N
N
N
N
N
N
Montgomery County Higher Education and Health Authority
N/A
MONTGOMERY CNTY PA HGR EDU & HLTH AUTH
613603G29
2125000.00000000
PA
USD
2021137.23000000
0.105771935520
Long
DBT
MUN
US
N
2
2042-05-01
Fixed
4.00000000
N
N
N
N
N
N
Colorado Health Facilities Authority
5493002JB6DRFRZPEQ21
COLORADO ST HLTH FACS AUTH REVENUE
19648FJT2
750000.00000000
PA
USD
809582.78000000
0.042367799837
Long
DBT
MUN
US
N
2
2033-08-01
Fixed
5.00000000
N
N
N
N
N
N
Main Street Natural Gas Inc
549300NY5M0QVZ6X4U26
MAIN STREET NATURAL GAS INC GA GAS SUPPLY REVENUE
56035DAK8
9370000.00000000
PA
USD
9376961.91000000
0.490723438170
Long
DBT
MUN
US
N
2
2048-04-01
Floating
4.00000000
N
N
N
N
N
N
E-470 Public Highway Authority
549300164ZV2301BC703
E-470 CO PUBLIC HIGHWAY AUTH
26822LMV3
2000000.00000000
PA
USD
1986935.60000000
0.103982065664
Long
DBT
MUN
US
N
2
2039-09-01
Floating
3.57300000
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
PUERTO RICO CMWLTH
74514L3P0
3164.00000000
PA
USD
2564.27000000
0.000134195638
Long
DBT
MUN
US
N
2
2046-07-01
Fixed
4.00000000
N
N
N
N
N
N
Wilson County Health & Educational Facilities Board
N/A
WILSON CNTY TN HLTH & EDUCTNL FACS BRD MF REVENUE
972178AD9
1000000.00000000
PA
USD
761144.00000000
0.039832858894
Long
DBT
MUN
US
N
2
2039-12-01
Fixed
4.00000000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
646136V32
2960000.00000000
PA
USD
3057770.28000000
0.160021930273
Long
DBT
MUN
US
N
2
2032-06-15
Fixed
5.25000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS2EP81 IRS USD R V 00MSOFR IS2EP92 CCPOIS / Short: BS2EP81 IRS USD P F 1.65750 IS2EP81 CCPOIS
000000000
20000000.00000000
OU
Notional Amount
USD
2391064.94000000
0.125131318598
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-04-15
0.00000000
USD
0.00000000
USD
20000000.00000000
USD
2391064.94000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Long: IS2DUQ1 IRS USD R V 12MUSCPI IS2DUR2 INFLATIONZERO / Short: IS2DUQ1 IRS USD P F 2.94350 IS2DUQ1 INFLATIONZERO
000000000
29000000.00000000
OU
Notional Amount
USD
1146216.59000000
0.059984817186
N/A
DIR
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2032-04-15
0.00000000
USD
0.00000000
USD
29000000.00000000
USD
1146216.59000000
N
N
N
San Francisco City & County Airport Comm-San Francisco International Airport
54930055TIDYHNDP4F84
SAN FRANCISCO CALIF CITY &CNTY ARPTS COMMN INTL ARPT REV
79766DTQ2
5960000.00000000
PA
USD
6506549.28000000
0.340506473626
Long
DBT
MUN
US
N
2
2036-05-01
Fixed
5.00000000
N
N
N
N
N
N
CSCDA Community Improvement Authority
N/A
CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE
126292BP5
6500000.00000000
PA
USD
5121119.90000000
0.268002961804
Long
DBT
MUN
US
N
2
2047-05-01
Fixed
3.60000000
N
N
N
N
N
N
City of Houston TX Airport System Revenue
N/A
HOUSTON TX ARPT SYS REVENUE
442349DY9
3000000.00000000
PA
USD
2998762.50000000
0.156933883104
Long
DBT
MUN
US
N
2
2037-07-01
Fixed
4.00000000
N
N
N
N
N
N
Massachusetts Port Authority
254900JRR8IDSSKWCL90
MASSACHUSETTS ST PORT AUTH
575896YF6
5000000.00000000
PA
USD
5410072.00000000
0.283124657865
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
5.00000000
N
N
N
N
N
N
Arizona Industrial Development Authority
N/A
ARIZONA INDL DEV AUTH HOSP REVENUE
04052EBR8
1800000.00000000
PA
USD
1802500.02000000
0.094330020278
Long
DBT
MUN
US
N
2
2039-02-01
Fixed
4.00000000
N
N
N
N
N
N
Territory of Guam
N/A
GUAM GOVT
40065BCQ4
135000.00000000
PA
USD
141054.99000000
0.007381814102
Long
DBT
MUN
US
N
2
2031-11-15
Fixed
5.00000000
N
N
N
N
N
N
City of Cleveland OH Income Tax Revenue
N/A
CLEVELAND OH INCOME TAX REVENUE
186387TQ9
2500000.00000000
PA
USD
2751637.00000000
0.144001093552
Long
DBT
MUN
US
N
2
2027-10-01
Fixed
5.00000000
N
N
N
N
N
N
Board of Regents of the University of Texas System
TEHUYFNKZR6XVWLGEU86
UNIV OF TEXAS TX UNIV REVENUES
91514AES0
2000000.00000000
PA
USD
2010510.80000000
0.105215823816
Long
DBT
MUN
US
N
2
2023-08-15
Fixed
5.00000000
N
N
N
N
N
N
Triborough Bridge & Tunnel Authority
54930020ZN4LQF7K3456
TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX
89602HAL1
1000000.00000000
PA
USD
763052.40000000
0.039932730966
Long
DBT
MUN
US
N
2
2040-05-15
Fixed
2.91700000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
6461363J8
4170000.00000000
PA
USD
4406421.07000000
0.230600712496
Long
DBT
MUN
US
N
2
2028-06-15
Fixed
5.00000000
N
N
N
N
N
N
Central Plains Energy Project
SVQOT7V5CPLIGNP5BE29
CENTRL PLAINS ENERGY PROJ NE GAS PROJ REVENUE
154871CT2
15000000.00000000
PA
USD
15109797.00000000
0.790739218636
Long
DBT
MUN
US
N
2
2050-03-01
Floating
5.00000000
N
N
N
N
N
N
San Diego County Regional Airport Authority
N/A
SAN DIEGO CNTY CA REGL ARPT AUTH AIRPORT REVENUE
79739GNT9
3325000.00000000
PA
USD
3192725.18000000
0.167084509087
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
4.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS23W54 IRS USD R V 12MUSCPI IS23W65 CCPINFLATIONZERO / Short: BS23W54 IRS USD P F 1.58700 IS23W54 CCPINFLATIONZERO
000000000
4825000.00000000
OU
Notional Amount
USD
819657.10000000
0.042895018033
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2030-01-15
0.00000000
USD
0.00000000
USD
4825000.00000000
USD
819657.10000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Long: IS0XNC0 IRS USD R V 12MLIBOR IS0XND1 CPILV503692 / Short: IS0XNC0 IRS USD P F 1.88000 IS0XNC0 CPILV503692
000000000
25000000.00000000
OU
Notional Amount
USD
3060363.75000000
0.160157654031
N/A
DIR
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2025-09-02
0.00000000
USD
0.00000000
USD
25000000.00000000
USD
3060363.75000000
N
N
N
Indiana Finance Authority
549300PS0PAS7NDSSI20
INDIANA ST FIN AUTH ENVRNMNTL REVENUE
455054BG0
7555000.00000000
PA
USD
7656557.33000000
0.400689708840
Long
DBT
MUN
US
N
2
2035-05-01
Floating
4.50000000
N
N
N
N
N
N
Central Texas Regional Mobility Authority
N/A
CENTRL TX REGL MOBILITY AUTH REVENUE
155498LT3
1000000.00000000
PA
USD
1075619.70000000
0.056290278494
Long
DBT
MUN
US
N
2
2039-01-01
Fixed
5.00000000
N
N
N
N
N
N
State of Connecticut
5493007GRO6CU0IKP741
CONNECTICUT ST
20772JF31
4330000.00000000
PA
USD
4523389.49000000
0.236722006980
Long
DBT
MUN
US
N
2
2025-06-15
Fixed
5.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
64990FZU1
1000000.00000000
PA
USD
1011394.90000000
0.052929209635
Long
DBT
MUN
US
N
2
2039-03-15
Fixed
4.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS2CR34 IRS USD R V 12MUSCPI IS2CR45 CCPINFLATIONZERO / Short: BS2CR34 IRS USD P F 3.46875 IS2CR34 CCPINFLATIONZERO
000000000
40000000.00000000
OU
Notional Amount
USD
1307203.20000000
0.068409710399
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2024-11-24
0.00000000
USD
0.00000000
USD
40000000.00000000
USD
1307203.20000000
N
N
N
Hidalgo County Regional Mobility Authority
N/A
HIDALGO CNTY TX REGL MOBILITY AUTH TOLL & VEHICLE REGISTRATI
42934AAF7
750000.00000000
PA
USD
789448.65000000
0.041314122794
Long
DBT
MUN
US
N
2
2033-12-01
Fixed
5.00000000
N
N
N
N
N
N
HTA HRRB Custodial Trust
N/A
HTA HRRB 2007CC-745181C88 ASSURED CUSTODIAL TRUST
40444DAA9
100000.00000000
PA
USD
100502.73000000
0.005259597477
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
5.25000000
N
N
N
N
N
N
Commonwealth of Massachusetts
5493001N1YCXNI1O7K10
MASSACHUSETTS ST SPL OBLG REVENUE
576004HG3
3200000.00000000
PA
USD
3174740.80000000
0.166143334656
Long
DBT
MUN
US
N
2
2031-07-15
Fixed
4.11000000
N
N
N
N
N
N
Metropolitan Washington Airports Authority Aviation Revenue
N/A
MET WASHINGTON DC ARPTS AUTH ARPT SYS REVENUE
592647KH3
2500000.00000000
PA
USD
2487590.00000000
0.130182753142
Long
DBT
MUN
US
N
2
2038-10-01
Fixed
4.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS23XF1 IRS USD R V 12MUSCPI IS23XG2 CCPINFLATIONZERO / Short: BS23XF1 IRS USD P F 1.57200 IS23XF1 CCPINFLATIONZERO
000000000
4825000.00000000
OU
Notional Amount
USD
826379.78000000
0.043246835250
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2030-01-15
0.00000000
USD
0.00000000
USD
4825000.00000000
USD
826379.78000000
N
N
N
County of Osceola FL Transportation Revenue
N/A
OSCEOLA CNTY FL TRANSPRTN REVENUE
688031EM1
100000.00000000
PA
USD
65761.01000000
0.003441463155
Long
DBT
MUN
US
N
2
2032-10-01
None
0.00000000
N
N
N
N
N
N
Metropolitan Nashville Airport Authority/The
549300IC0HNF8TDXEE63
MET NASHVILLE TN ARPT AUTH ARPT REVENUE
592190QX3
1485000.00000000
PA
USD
1638617.31000000
0.085753565805
Long
DBT
MUN
US
N
2
2042-07-01
Fixed
5.50000000
N
N
N
N
N
N
HTA TRRB Custodial Trust
N/A
HTA TRRB-2007N-745190ZS0 ASSURED CUSTODIAL TR
40445GAA1
1095000.00000000
PA
USD
1100504.89000000
0.057592592198
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
5.25000000
N
N
N
N
N
N
Illinois Housing Development Authority
54930053Z6M9JVHBQZ16
ILLINOIS ST HSG DEV AUTH MF HSG REVENUE
45203LDS9
125000.00000000
PA
USD
127818.18000000
0.006689093690
Long
DBT
MUN
US
N
2
2038-11-01
Fixed
7.17000000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
6461362D2
4390000.00000000
PA
USD
4637956.86000000
0.242717647599
Long
DBT
MUN
US
N
2
2029-06-15
Fixed
5.00000000
N
N
N
N
N
N
State of Connecticut
5493007GRO6CU0IKP741
CONNECTICUT ST
20772JYJ5
1275000.00000000
PA
USD
1315628.39000000
0.068850624871
Long
DBT
MUN
US
N
2
2026-11-15
Fixed
5.00000000
N
N
N
N
N
N
City of Philadelphia PA Water & Wastewater Revenue
N/A
PHILADELPHIA PA WTR & WSTWTR REVENUE
717893C25
1000000.00000000
PA
USD
1095730.30000000
0.057342724145
Long
DBT
MUN
US
N
2
2032-10-01
Fixed
5.00000000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI REVENUE
74442PML6
150000.00000000
PA
USD
150188.75000000
0.007859810083
Long
DBT
MUN
US
N
2
2023-10-01
Fixed
5.00000000
N
N
N
N
N
N
Illinois Finance Authority
549300ZG6UBPNNNRN315
ILLINOIS ST FIN AUTH REVENUE
45204E6R4
100000.00000000
PA
USD
99877.61000000
0.005226883146
Long
DBT
MUN
US
N
2
2027-09-01
Fixed
5.00000000
N
N
N
N
N
N
Knox County Industrial Development Board
N/A
KNOX CNTY TN INDL DEV BRD SOL WST DISPOSAL REVENUE
499534AB1
1000000.00000000
PA
USD
1002062.30000000
0.052440807783
Long
DBT
MUN
US
N
2
2042-11-01
Fixed
9.25000000
N
N
N
N
N
N
Energy Northwest
N/A
ENERGY N W WA ELEC REVENUE
29270C4F9
1000000.00000000
PA
USD
998986.90000000
0.052279863239
Long
DBT
MUN
US
N
2
2042-07-01
Fixed
4.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS2BRP3 IRS USD R V 12MUSCPI IS2BRQ4 CCPINFLATIONZERO / Short: BS2BRP3 IRS USD P F 2.51000 IS2BRP3 CCPINFLATIONZERO
000000000
40000000.00000000
OU
Notional Amount
USD
2189872.80000000
0.114602354140
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2036-10-04
0.00000000
USD
0.00000000
USD
40000000.00000000
USD
2189872.80000000
N
N
N
City of Detroit MI Sewage Disposal System Revenue
N/A
DETROIT MI SWR DISP SYS REVENUE
251237W66
2605000.00000000
PA
USD
2427054.53000000
0.127014757553
Long
DBT
MUN
US
N
2
2032-07-01
Floating
4.06800000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI REVENUE
74442PZZ1
860000.00000000
PA
USD
817143.96000000
0.042763498175
Long
DBT
MUN
US
N
2
2032-04-01
Fixed
4.00000000
N
N
N
N
N
N
Hidalgo County Regional Mobility Authority
N/A
HIDALGO CNTY TX REGL MOBILITY AUTH TOLL & VEHICLE REGISTRATI
42934ABU3
1000000.00000000
PA
USD
850723.80000000
0.044520827969
Long
DBT
MUN
US
N
2
2041-12-01
Fixed
4.00000000
N
N
N
N
N
N
Washington State Housing Finance Commission
549300YL1HU59NREG764
Washington State Housing Finance Commission
93978TS67
973421.36000000
PA
USD
47384.89000000
0.002479787841
Long
ABS-MBS
CORP
US
N
2
2035-12-20
Variable
0.72600000
N
N
N
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
Long: IS1PDS1 CDS USD R F 3.00000 IS1PDS1 CMBX / Short: IS1PDS1 CDS USD P V 01MEVENT IS1PDT2 CMBX
000000000
22890.29000000
OU
Notional Amount
USD
-4724.55000000
-0.00024724931
N/A
DCR
GB
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-2636.72000000
USD
22890.29000000
USD
-2087.83000000
N
N
N
Sterling Ranch Community Authority Board
N/A
STERLING RANCH CMNTY AUTH BRD CO SUPPORTED REVENUE
85950NAL4
1050000.00000000
PA
USD
845294.73000000
0.044236709091
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
3.75000000
N
N
N
N
N
N
Harris County Cultural Education Facilities Finance Corp
N/A
Harris County Cultural Education Facilities Finance Corp
41402EBB2
4100000.00000000
PA
USD
4099402.63000000
0.214533552801
Long
STIV
MUN
US
N
2
2023-05-02
Fixed
3.00000000
N
N
N
N
N
N
State of North Carolina
N/A
NORTH CAROLINA ST GRANT ANTICIPATION REVENUE
658268DD6
6710000.00000000
PA
USD
6958214.98000000
0.364143441264
Long
DBT
MUN
US
N
2
2026-03-01
Fixed
5.00000000
N
N
N
N
N
N
Montgomery County Higher Education and Health Authority
N/A
MONTGOMERY CNTY PA HGR EDU & HLTH AUTH
613603F53
1500000.00000000
PA
USD
1487086.50000000
0.077823521855
Long
DBT
MUN
US
N
2
2037-05-01
Fixed
4.00000000
N
N
N
N
N
N
New Hampshire Business Finance Authority
N/A
NATIONAL FIN AUTH NH MUNI CTFS
63607WAE4
4964743.17000000
PA
USD
4722170.78000000
0.247124804710
Long
DBT
MUN
US
N
2
2036-10-20
Fixed
4.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS2BFX7 IRS USD R V 12MUSCPI IS2BFY8 CCPINFLATIONZERO / Short: BS2BFX7 IRS USD P F 2.78200 IS2BFX7 CCPINFLATIONZERO
000000000
7850000.00000000
OU
Notional Amount
USD
511699.03000000
0.026778684793
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2031-01-15
0.00000000
USD
0.00000000
USD
7850000.00000000
USD
511699.03000000
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI REVENUE
74442PMR3
335000.00000000
PA
USD
334985.29000000
0.017530745546
Long
DBT
MUN
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SS2KT32 IRS USD R F 3.74550 IS2KT32 CCPOIS / Short: SS2KT32 IRS USD P V 00MSOFR IS2KT43 CCPOIS
000000000
5700000.00000000
OU
Notional Amount
USD
35119.25000000
0.001837891555
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2027-01-15
0.00000000
USD
0.00000000
USD
5700000.00000000
USD
35119.25000000
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261ANC7
1110000.00000000
PA
USD
1116985.56000000
0.058455073151
Long
DBT
MUN
US
N
2
2023-11-15
Fixed
5.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: IS2E7D0 IRS USD R V 12MUSCPI IS2E7E1 INFLATIONZERO / Short: IS2E7D0 IRS USD P F 2.38000 IS2E7D0 INFLATIONZERO
000000000
14000000.00000000
OU
Notional Amount
USD
707132.44000000
0.037006278315
N/A
DIR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2041-02-15
0.00000000
USD
0.00000000
USD
14000000.00000000
USD
707132.44000000
N
N
N
Illinois Finance Authority
549300ZG6UBPNNNRN315
ILLINOIS ST FIN AUTH REVENUE
45204E6Y9
100000.00000000
PA
USD
97710.30000000
0.005113461568
Long
DBT
MUN
US
N
2
2034-09-01
Fixed
5.00000000
N
N
N
N
N
N
Parish of St James LA
N/A
SAINT JAMES PARISH LA REVENUE
790103AY1
340000.00000000
PA
USD
348665.24000000
0.018246656751
Long
DBT
MUN
US
N
2
2041-08-01
Floating
5.85000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447TKZ5
1735000.00000000
PA
USD
1845015.14000000
0.096554959022
Long
DBT
MUN
US
N
2
2027-04-01
Fixed
5.00000000
N
N
N
N
N
N
New Hope Cultural Education Facilities Finance Corp
N/A
NEW HOPE CULTURAL ED FACS FIN CORP TX RETIREMENT FAC REVENUE
64542UFQ2
225000.00000000
PA
USD
187214.20000000
0.009797458577
Long
DBT
MUN
US
N
2
2036-11-15
Fixed
7.50000000
N
N
N
N
N
N
City of Detroit MI
549300BQRJP7MKKHOY28
DETROIT MI
2510933P3
750000.00000000
PA
USD
772460.78000000
0.040425098603
Long
DBT
MUN
US
N
2
2035-04-01
Fixed
5.00000000
N
N
N
N
N
N
CSCDA Community Improvement Authority
N/A
CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE
126292BE0
2000000.00000000
PA
USD
1518836.60000000
0.079485096081
Long
DBT
MUN
US
N
2
2046-10-01
Fixed
4.00000000
N
N
N
N
N
N
State of Connecticut
5493007GRO6CU0IKP741
CONNECTICUT ST
20772JD33
2840000.00000000
PA
USD
2969483.55000000
0.155401631278
Long
DBT
MUN
US
N
2
2028-06-15
Fixed
5.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Long: IS1GUO9 IRS USD R V 12MUSCPI IS1GUP0 INFLATIONZERO / Short: IS1GUO9 IRS USD P F 2.12800 IS1GUO9 INFLATIONZERO
000000000
14000000.00000000
OU
Notional Amount
USD
1894068.26000000
0.099122050147
N/A
DIR
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2032-09-01
0.00000000
USD
0.00000000
USD
14000000.00000000
USD
1894068.26000000
N
N
N
Metropolitan Washington Airports Authority Aviation Revenue
N/A
MET WASHINGTON DC ARPTS AUTH ARPT SYS REVENUE
592647EZ0
3065000.00000000
PA
USD
3237926.38000000
0.169450018138
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
5.00000000
N
N
N
N
N
N
San Diego County Regional Airport Authority
N/A
SAN DIEGO CNTY CA REGL ARPT AUTH AIRPORT REVENUE
79739GNG7
2785000.00000000
PA
USD
3082169.80000000
0.161298827466
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
5.00000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Long: IS0AGE4 IRS USD R F .00000 IS0AGF5 CPI SWAP 0628111 / Short: IS0AGE4 IRS USD P F 2.89000 IS0AGE4 CPI SWAP 0628111
000000000
1400000.00000000
OU
Notional Amount
USD
-104718.53000000
-0.00548022244
N/A
DIR
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2026-06-30
0.00000000
USD
0.00000000
USD
1400000.00000000
USD
-104718.53000000
N
N
N
Bristol Industrial Development Board
N/A
BRISTOL TN INDL DEV BRD ST SALES TAX REVENUE
11023PAB0
1410000.00000000
PA
USD
1325146.34000000
0.069348726622
Long
DBT
MUN
US
N
2
2035-12-01
Fixed
5.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS1VNV2 IRS USD R V 12MUSCPI IS1VNW3 CCPINFLATIONZERO / Short: BS1VNV2 IRS USD P F 1.74800 IS1VNV2 CCPINFLATIONZERO
000000000
12000000.00000000
OU
Notional Amount
USD
1863442.80000000
0.097519331573
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2029-08-29
0.00000000
USD
0.00000000
USD
12000000.00000000
USD
1863442.80000000
N
N
N
Main Street Natural Gas Inc
549300NY5M0QVZ6X4U26
MAIN STREET NATURAL GAS INC GA GAS SUPPLY REVENUE
56035DCZ3
2075000.00000000
PA
USD
2067043.21000000
0.108174327740
Long
DBT
MUN
US
N
2
2052-05-01
Floating
4.00000000
N
N
N
N
N
N
City of Los Angeles Department of Airports
N/A
LOS ANGELES CA DEPT OF ARPTS ARPT REVENUE
544445NT2
1000000.00000000
PA
USD
1058067.40000000
0.055371716055
Long
DBT
MUN
US
N
2
2039-05-15
Fixed
5.00000000
N
N
N
N
N
N
Port of Portland OR Airport Revenue
N/A
PORT OF PORTLAND OR ARPT REVENUE
7352402N2
3500000.00000000
PA
USD
3410673.70000000
0.178490383197
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
4.00000000
N
N
N
N
N
N
San Diego County Regional Airport Authority
N/A
SAN DIEGO CNTY CA REGL ARPT AUTH AIRPORT REVENUE
79739GNR3
7075000.00000000
PA
USD
6885237.18000000
0.360324302691
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
4.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
64990FW83
2000000.00000000
PA
USD
2025236.20000000
0.105986446432
Long
DBT
MUN
US
N
2
2039-03-15
Fixed
4.00000000
N
N
N
N
N
N
Chicago O'Hare International Airport
N/A
CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE
167593X49
3850000.00000000
PA
USD
4062469.18000000
0.212600718932
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
5.00000000
N
N
N
N
N
N
HTA TRRB Custodial Trust
N/A
HTA TRRB 2005L-745190UR7 ASSURED CUSTODIAL TRUST
40444FAA4
790000.00000000
PA
USD
794920.52000000
0.041600481519
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
5.25000000
N
N
N
N
N
N
Central Plains Energy Project
SVQOT7V5CPLIGNP5BE29
CENTRL PLAINS ENERGY PROJ NE GAS SPLY REVENUE
154872AT2
6115000.00000000
PA
USD
6140205.42000000
0.321334643746
Long
DBT
MUN
US
N
2
2049-12-01
Floating
4.00000000
N
N
N
N
N
N
City of Atlanta GA Department of Aviation
N/A
ATLANTA GA ARPT REVENUE
04780MF53
6830000.00000000
PA
USD
7283610.35000000
0.381172318662
Long
DBT
MUN
US
N
2
2042-07-01
Fixed
5.00000000
N
N
N
N
N
N
City of Palmetto FL
549300O5DRDBXPBU6I08
PALMETTO FL EDUCTNL FACS REVENUE
697074AC6
2400000.00000000
PA
USD
2423059.44000000
0.126805682981
Long
DBT
MUN
US
N
2
2042-06-01
Fixed
5.12500000
N
N
N
N
N
N
Triborough Bridge & Tunnel Authority
54930020ZN4LQF7K3456
TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX
89602HAJ6
2000000.00000000
PA
USD
1585039.00000000
0.082949658447
Long
DBT
MUN
US
N
2
2036-05-15
Fixed
2.59100000
N
N
N
N
N
N
Pennsylvania Turnpike Commission
549300J8LLBYEYEXZJ24
PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE
709224WL9
5830000.00000000
PA
USD
6270165.00000000
0.328135803070
Long
DBT
MUN
US
N
2
2034-06-01
Fixed
5.00000000
N
N
N
N
N
N
New Jersey Educational Facilities Authority
549300UTOO4X537XXG70
NEW JERSEY ST EDUCTNL FACS AUTH REVENUE
646067DX3
400000.00000000
PA
USD
462232.72000000
0.024189970245
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
Hospitals & Higher Education Facilities Authority of Philadelphia/The
N/A
PHILADELPHIA PA HOSPS & HGR EDU FACS AUTH
717825QD8
10000000.00000000
PA
USD
9614542.00000000
0.503156688910
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
4.00000000
N
N
N
N
N
N
State of Minnesota
N/A
MINNESOTA ST
60412AYQ0
2000000.00000000
PA
USD
2049617.00000000
0.107262363953
Long
DBT
MUN
US
N
2
2024-08-01
Fixed
5.00000000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966QZY9
3120000.00000000
PA
USD
2769045.86000000
0.144912149362
Long
DBT
MUN
US
N
2
2027-08-01
Fixed
1.39600000
N
N
N
N
N
N
Mid-Bay Bridge Authority
N/A
FLORIDA ST MID-BAY BRIDGE AUTH
342814DG2
1000000.00000000
PA
USD
1026675.90000000
0.053728908400
Long
DBT
MUN
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
Riverside County Transportation Commission
5493003G0IESJS57M350
RIVERSIDE CNTY CA TRANSPRTN COMMISSION TOLL REVENUE
76912DAB4
7000000.00000000
PA
USD
7014053.90000000
0.367065652858
Long
DBT
MUN
US
N
2
2048-06-01
Fixed
5.75000000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI HOSP REVENUE
74442CCV4
1220000.00000000
PA
USD
1209719.18000000
0.063308090715
Long
DBT
MUN
US
N
2
2035-06-01
Fixed
4.00000000
N
N
N
N
N
N
CSCDA Community Improvement Authority
N/A
CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE
126292AN1
1000000.00000000
PA
USD
759358.40000000
0.039739413301
Long
DBT
MUN
US
N
2
2045-07-01
Fixed
3.10000000
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
PUERTO RICO CMWLTH
74514L3K1
2900.00000000
PA
USD
2653.58000000
0.000138869488
Long
DBT
MUN
US
N
2
2033-07-01
Fixed
4.00000000
N
N
N
N
N
N
Moon Industrial Development Authority
549300CGX4T1GTNHL435
MOON INDL DEV AUTH PA REVENUE
61543RAQ9
1300000.00000000
PA
USD
1261035.88000000
0.065993641504
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
5.12500000
N
N
N
N
N
N
Johnstown Plaza Metropolitan District
N/A
JOHNSTOWN PLAZA MET DIST CO
479706AA1
1952000.00000000
PA
USD
1575189.82000000
0.082434222476
Long
DBT
MUN
US
N
2
2046-12-01
Fixed
4.25000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: IS1PBC1 CDS USD R F 3.00000 IS1PBC1 CMBX / Short: IS1PBC1 CDS USD P V 01MEVENT IS1PBD2 CMBX
000000000
132191.31000000
OU
Notional Amount
USD
-27284.28000000
-0.00142786499
N/A
DCR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-15635.78000000
USD
132191.31000000
USD
-11648.50000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Long: IS1F3I1 IRS USD R V 12MUSCPI IS1F3J2 INFLATIONZERO / Short: IS1F3I1 IRS USD P F 2.14500 IS1F3I1 INFLATIONZERO
000000000
20000000.00000000
OU
Notional Amount
USD
2590347.40000000
0.135560343998
N/A
DIR
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2032-06-06
0.00000000
USD
0.00000000
USD
20000000.00000000
USD
2590347.40000000
N
N
N
Halifax County Industrial Development Authority
N/A
HALIFAX CNTY VA INDL DEV AUTH REVENUE
40579PAD3
5000000.00000000
PA
USD
4848429.00000000
0.253732261199
Long
DBT
MUN
US
N
2
2041-12-01
Floating
1.65000000
N
N
N
N
N
N
CSCDA Community Improvement Authority
N/A
CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE
126292AF8
1500000.00000000
PA
USD
1024293.00000000
0.053604204376
Long
DBT
MUN
US
N
2
2056-08-01
Fixed
3.12500000
N
N
N
N
N
N
National Finance Authority
N/A
National Finance Authority
63607WAF1
4964743.16000000
PA
USD
251516.37000000
0.013162576432
Long
ABS-MBS
CORP
US
N
2
2036-10-01
Variable
0.69600000
N
N
N
N
N
N
New Jersey Educational Facilities Authority
549300UTOO4X537XXG70
NEW JERSEY ST EDUCTNL FACS AUTH REVENUE
646067DZ8
600000.00000000
PA
USD
677364.42000000
0.035448432047
Long
DBT
MUN
US
N
2
2037-07-01
Fixed
5.00000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
Long: IS1H4P1 IRS USD R V 12MUSCPI IS1H4Q2 INFLATIONZERO / Short: IS1H4P1 IRS USD P F 2.07000 IS1H4P1 INFLATIONZERO
000000000
30000000.00000000
OU
Notional Amount
USD
3399938.70000000
0.177928589712
N/A
DIR
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2024-09-19
0.00000000
USD
0.00000000
USD
30000000.00000000
USD
3399938.70000000
N
N
N
American Municipal Power Inc
EARKGGZJJEMVD66XQ486
AMERICAN MUNI PWR-OHIO INC OH REVENUE
02765UPR9
1425000.00000000
PA
USD
1590224.90000000
0.083221051539
Long
DBT
MUN
US
N
2
2035-02-15
Fixed
5.00000000
N
N
N
N
N
N
Territory of Guam
N/A
GUAM GOVT BUSINESS PRIVILEGE TAX REVENUE
40065NBW6
865000.00000000
PA
USD
882069.39000000
0.046161233021
Long
DBT
MUN
US
N
2
2025-11-15
Fixed
5.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: IS2DLW4 IRS USD R V 12MUSCPI IS2DLX5 INFLATIONZERO / Short: IS2DLW4 IRS USD P F 4.30750 IS2DLW4 INFLATIONZERO
000000000
57000000.00000000
OU
Notional Amount
USD
2118919.14000000
0.110889144646
N/A
DIR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2024-04-15
0.00000000
USD
0.00000000
USD
57000000.00000000
USD
2118919.14000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS281O1 IRS USD R V 12MUSCPI IS281P2 CCPINFLATIONZERO / Short: BS281O1 IRS USD P F 2.56500 IS281O1 CCPINFLATIONZERO
000000000
5345000.00000000
OU
Notional Amount
USD
483696.90000000
0.025313252637
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2025-01-15
0.00000000
USD
0.00000000
USD
5345000.00000000
USD
483696.90000000
N
N
N
American Samoa Economic Development Authority
N/A
AMERICAN SAMOA AS ECON DEV AUTH GEN REVENUE
02936TAB7
1335000.00000000
PA
USD
1397723.91000000
0.073146920005
Long
DBT
MUN
US
N
2
2035-09-01
Fixed
6.62500000
N
N
N
N
N
N
Main Street Natural Gas Inc
549300NY5M0QVZ6X4U26
MAIN STREET NATURAL GAS INC GA GAS SUPPLY REVENUE
56035DDH2
20765000.00000000
PA
USD
20856829.06000000
1.091497967453
Long
DBT
MUN
US
N
2
2052-07-01
Floating
4.00000000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966QXU9
2000000.00000000
PA
USD
1995612.00000000
0.104436126678
Long
DBT
MUN
US
N
2
2041-08-01
Fixed
4.00000000
N
N
N
N
N
N
South Carolina Public Service Authority
EMBXY64GWKA9MZGFUD26
SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE
837151YS2
1975000.00000000
PA
USD
1939600.89000000
0.101504903886
Long
DBT
MUN
US
N
2
2039-12-01
Fixed
4.00000000
N
N
N
N
N
N
Village Community Development District No 14
N/A
VLG FL CDD #14 SPL ASSMNT REVENUE
92708JAE0
2750000.00000000
PA
USD
2681405.38000000
0.140325670492
Long
DBT
MUN
US
N
2
2053-05-01
Fixed
5.50000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913R2R7
2500000.00000000
PA
USD
2482100.00000000
0.129895445622
Long
DBT
CORP
US
N
2
2024-09-13
Floating
5.07100000
N
N
N
N
N
N
Puerto Rico Sales Tax Financing Corp Sales Tax Revenue
N/A
PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE
74529JQB4
790000.00000000
PA
USD
750418.79000000
0.039271577748
Long
DBT
MUN
US
N
2
2024-07-01
None
0.00000000
N
N
N
N
N
N
Bucks County Industrial Development Authority
N/A
BUCKS CNTY PA INDL DEV AUTH HOSP REVENUE
11861MBC9
1300000.00000000
PA
USD
1265370.34000000
0.066220476286
Long
DBT
MUN
US
N
2
2034-07-01
Fixed
5.00000000
N
N
N
N
N
N
Virginia Public Building Authority
N/A
VIRGINIA ST PUBLIC BLDG AUTH PUBLIC FACS REVENUE
9281725Y7
5000000.00000000
PA
USD
5021328.00000000
0.262780564109
Long
DBT
MUN
US
N
2
2023-08-01
Fixed
5.00000000
N
N
N
N
N
N
Chicago Housing Authority
N/A
CHICAGO IL HSG AUTH
16753QAP2
2500000.00000000
PA
USD
2715890.00000000
0.142130350030
Long
DBT
MUN
US
N
2
2034-01-01
Fixed
5.00000000
N
N
N
N
N
N
State of Connecticut Special Tax Revenue
N/A
CONNECTICUT ST SPL TAX OBLIG REVENUE
207758H48
4185000.00000000
PA
USD
4274150.96000000
0.223678636479
Long
DBT
MUN
US
N
2
2038-11-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac Multifamily
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
35833TAA3
2468966.65000000
PA
USD
1959223.55000000
0.102531814230
Long
ABS-MBS
USGSE
US
N
2
2041-07-25
Fixed
2.34000000
N
N
N
N
N
N
Montana Facility Finance Authority
N/A
MONTANA ST FAC FIN AUTH REVENUE
61204KKZ3
1350000.00000000
PA
USD
1416175.52000000
0.074112545928
Long
DBT
MUN
US
N
2
2033-02-15
Fixed
5.00000000
N
N
N
N
N
N
Mesquite Independent School District
549300M7COV11VUIZE16
MESQUITE TX INDEP SCH DIST
590760FR0
1530000.00000000
PA
USD
1569839.36000000
0.082154217486
Long
DBT
MUN
US
N
2
2035-08-15
Fixed
4.00000000
N
N
N
N
N
N
City & County of Denver CO Airport System Revenue
N/A
DENVER CITY & CNTY CO ARPT REVENUE
249182KZ8
1700000.00000000
PA
USD
1790415.18000000
0.093697585776
Long
DBT
MUN
US
N
2
2026-12-01
Fixed
5.00000000
N
N
N
N
N
N
Sumter County Industrial Development Authority/AL
N/A
SUMTER CNTY AL INDL DEV AUTH EXEMPT FACS REVENUE
86651LAA2
3770000.00000000
PA
USD
3393776.62000000
0.177606110308
Long
DBT
MUN
US
N
2
2052-07-15
Floating
6.00000000
N
N
N
N
N
N
Chester County Industrial Development Authority
N/A
CHESTER CNTY PA INDL DEV AUTH
165588FK5
1000000.00000000
PA
USD
982990.20000000
0.051442709830
Long
DBT
MUN
US
N
2
2032-10-15
Fixed
5.00000000
N
N
N
N
N
N
Tahoe-Douglas Visitors Authority
N/A
TAHOE-DOUGLAS VISITORS AUTH NV STATELINE REVENUE
873816AC6
1200000.00000000
PA
USD
1194380.04000000
0.062505349316
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
4.00000000
N
N
N
N
N
N
Illinois Finance Authority
549300ZG6UBPNNNRN315
ILLINOIS ST FIN AUTH REVENUE
45204E6M5
100000.00000000
PA
USD
99933.79000000
0.005229823208
Long
DBT
MUN
US
N
2
2023-09-01
Fixed
5.00000000
N
N
N
N
N
N
Conroe Local Government Corp
N/A
CONROE TX LOCAL GOVT CORP HOTEL & CONTRACT REVENUE
20841CAK0
905000.00000000
PA
USD
895876.42000000
0.046883794689
Long
DBT
MUN
US
N
2
2041-10-01
Fixed
4.00000000
N
N
N
N
N
N
Bucks County Industrial Development Authority
N/A
BUCKS CNTY PA INDL DEV AUTH HOSP REVENUE
11861MBA3
1000000.00000000
PA
USD
981890.60000000
0.051385164594
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
5.00000000
N
N
N
N
N
N
Iowa Tobacco Settlement Authority
N/A
TOBACCO SETTLEMENT AUTH IA TOBACCO SETTLEMENT REVENUE
888805BV9
900000.00000000
PA
USD
1000974.69000000
0.052383890018
Long
DBT
MUN
US
N
2
2031-06-01
Fixed
5.00000000
N
N
N
N
N
N
Connecticut State Health & Educational Facilities Authority
549300ZOQJ5U8YBS5Q35
CONNECTICUT ST HLTH & EDUCTNL FACS AUTH REVENUE
20775DUX8
7710000.00000000
PA
USD
7637267.72000000
0.399680227962
Long
DBT
MUN
US
N
2
2048-07-01
Floating
2.80000000
N
N
N
N
N
N
Kentucky Public Energy Authority
N/A
KENTUCKY ST PUBLIC ENERGY AUTH GAS SPLY REVENUE
74440DCM4
9015000.00000000
PA
USD
9024419.77000000
0.472273892069
Long
DBT
MUN
US
N
2
2050-02-01
Floating
4.00000000
N
N
N
N
N
N
Capital Trust Agency Inc
549300F49UWS7X0OGQ59
CAPITAL TRUST AGY FL EDUCTNL FACS LEASE REVENUE
14054DAC1
300000.00000000
PA
USD
293064.84000000
0.015336927596
Long
DBT
MUN
US
N
2
2025-12-15
Fixed
4.00000000
N
N
N
N
N
N
Township of Jefferson NJ
N/A
JEFFERSON TWP NJ
475322MB6
5380000.00000000
PA
USD
5374974.54000000
0.281287906644
Long
DBT
MUN
US
N
2
2023-06-16
Fixed
3.00000000
N
N
N
N
N
N
Kentucky Public Energy Authority
N/A
KENTUCKY ST PUBLIC ENERGY AUTH GAS SPLY REVENUE
74440DBU7
20000000.00000000
PA
USD
20418680.00000000
1.068568364537
Long
DBT
MUN
US
N
2
2049-12-01
Floating
7.46000000
N
N
N
N
N
N
South Carolina Jobs-Economic Development Authority
5493006X47I9VG3DL112
SOUTH CAROLINA ST JOBS-ECON DEV AUTH SOL WST DISP REVENUE
83704DAL0
1000000.00000000
PA
USD
785538.10000000
0.041109472443
Long
DBT
MUN
US
N
2
2040-06-01
Fixed
6.25000000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966QWM8
2500000.00000000
PA
USD
2597538.75000000
0.135936688067
Long
DBT
MUN
US
N
2
2044-06-01
Floating
5.00000000
N
N
N
N
N
N
State of Washington
549300X3TODFMUKLQ364
WASHINGTON ST
93974DPW2
13325000.00000000
PA
USD
13775748.77000000
0.720924630458
Long
DBT
MUN
US
N
2
2026-07-01
Fixed
5.00000000
N
N
N
N
N
N
Pennsylvania Turnpike Commission
549300J8LLBYEYEXZJ24
PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE
709224A41
1255000.00000000
PA
USD
1373769.31000000
0.071893306758
Long
DBT
MUN
US
N
2
2029-12-01
Fixed
5.00000000
N
N
N
N
N
N
Chicago O'Hare International Airport
N/A
CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE
167593RF1
5000000.00000000
PA
USD
5151400.00000000
0.269587606695
Long
DBT
MUN
US
N
2
2029-01-01
Fixed
5.00000000
N
N
N
N
N
N
New York City Transitional Finance Authority Future Tax Secured Revenue
N/A
NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE
64971XEZ7
6810000.00000000
PA
USD
6839728.37000000
0.357942695522
Long
DBT
MUN
US
N
2
2023-08-01
Fixed
5.00000000
N
N
N
N
N
N
Wisconsin Health & Educational Facilities Authority
549300ISNGXS0VHGVD41
WISCONSIN ST HLTH & EDUCTNL FACS AUTH REVENUE
97712JGW7
1000000.00000000
PA
USD
1057877.90000000
0.055361798974
Long
DBT
MUN
US
N
2
2054-08-15
Floating
5.00000000
N
N
N
N
N
N
Chicago O'Hare International Airport
N/A
CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE
167593Z70
600000.00000000
PA
USD
665341.20000000
0.034819222297
Long
DBT
MUN
US
N
2
2031-01-01
Fixed
5.00000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
Long: IS1NF89 IRS USD R V 12MUSCPI IS1NF90 INFLATIONZERO / Short: IS1NF89 IRS USD P F 2.35050 IS1NF89 INFLATIONZERO
000000000
25000000.00000000
OU
Notional Amount
USD
2118729.50000000
0.110879220239
N/A
DIR
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2025-07-03
0.00000000
USD
0.00000000
USD
25000000.00000000
USD
2118729.50000000
N
N
N
Oregon Health & Science University
549300XTWOAGON8L2G98
OREGON ST HLTH & SCIENCE UNIV REVENUE
685869HH5
4750000.00000000
PA
USD
5347402.75000000
0.279844995420
Long
DBT
MUN
US
N
2
2046-07-01
Floating
5.00000000
N
N
N
N
N
N
City of Houston TX
549300C64URYS0WQQY42
HOUSTON TX
4423316F6
2500000.00000000
PA
USD
2651518.75000000
0.138761617020
Long
DBT
MUN
US
N
2
2026-03-01
Fixed
5.00000000
N
N
N
N
N
N
City of Houston TX Airport System Revenue
N/A
HOUSTON TX ARPT SYS REVENUE
442349FM3
1000000.00000000
PA
USD
1114653.10000000
0.058333008798
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
5.00000000
N
N
N
N
N
N
State of Wisconsin
549300VTAT608CNZ5827
WISCONSIN ST
97705L8C4
9570000.00000000
PA
USD
9570000.00000000
0.500825677694
Long
DBT
MUN
US
N
2
2029-05-01
Fixed
5.00000000
N
N
N
N
N
N
City & County of San Francisco CA
549300RA28ZEFOB6M782
SAN FRANCISCO CA CITY & CNTY
79773KHY3
4250000.00000000
PA
USD
4259520.00000000
0.222912956181
Long
DBT
MUN
US
N
2
2023-06-15
Fixed
5.00000000
N
N
N
N
N
N
Port of Seattle WA
549300T9UCDUJ3GZL429
PORT OF SEATTLE WA REVENUE
735389H35
2000000.00000000
PA
USD
2176321.40000000
0.113893170327
Long
DBT
MUN
US
N
2
2033-04-01
Fixed
5.00000000
N
N
N
N
N
N
California Community Choice Financing Authority
549300X8VKJ215S2R571
CALIFORNIA CMNTY CHOICE FING AUTH CLEAN ENERGY PROJ REVENUE
13013JCM6
6825000.00000000
PA
USD
7125221.51000000
0.372883374239
Long
DBT
MUN
US
N
2
2054-01-01
Floating
5.25000000
N
N
N
N
N
N
Greater Orlando Aviation Authority
549300CP6PUG5S184F61
GTR ORLANDO FL AVIATION AUTH ARPT FACS REVENUE
392274W28
4420000.00000000
PA
USD
4801379.70000000
0.251270035749
Long
DBT
MUN
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH OF NEW YORK & NEW JERSEY NY
73358XAH5
1025000.00000000
PA
USD
1111519.23000000
0.058169004350
Long
DBT
MUN
US
N
2
2028-07-15
Fixed
5.00000000
N
N
N
N
N
N
Oregon State Facilities Authority
N/A
OREGON ST FACS AUTH REVENUE
68608JXD8
2800000.00000000
PA
USD
2800000.00000000
0.146532068708
Long
DBT
MUN
US
N
2
2034-08-01
Floating
3.72000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS2CR12 IRS USD R V 12MUSCPI IS2CR23 CCPINFLATIONZERO / Short: BS2CR12 IRS USD P F 3.17625 IS2CR12 CCPINFLATIONZERO
000000000
15000000.00000000
OU
Notional Amount
USD
408171.15000000
0.021360772498
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2026-11-24
0.00000000
USD
0.00000000
USD
15000000.00000000
USD
408171.15000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Long: IS0AW68 IRS USD R F .00000 IS0AW79 CPI SWAP 081111 / Short: IS0AW68 IRS USD P F 2.88500 IS0AW68 CPI SWAP 081111
000000000
5000000.00000000
OU
Notional Amount
USD
-371351.85000000
-0.01943391242
N/A
DIR
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2026-08-15
0.00000000
USD
0.00000000
USD
5000000.00000000
USD
-371351.85000000
N
N
N
BAYLOR SCOTT & WHITE HOL
549300JQDKSBWYRGGV95
Baylor Scott & White Holdings
072863AG8
1000000.00000000
PA
USD
903690.00000000
0.047292701846
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.82700000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS2KMD3 IRS USD R V 12MUSCPI IS2KME4 CCPINFLATIONZER0 / Short: BS2KMD3 IRS USD P F 5.20700 IS2KMD3 CCPINFLATIONZER0
000000000
400000000.00000000
OU
Notional Amount
USD
3561528.00000000
0.186385023430
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2024-04-15
0.00000000
USD
0.00000000
USD
400000000.00000000
USD
3561528.00000000
N
N
N
HACKENSACK MERIDIAN HLTH
5493001CB3OCWTEJY668
Hackensack Meridian Health Inc
404530AC1
1790000.00000000
PA
USD
1293597.20000000
0.067697669211
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
2.67500000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: BS2EAL9 IRS USD R V 00MSOFR IS2EAM0 CCPOIS / Short: BS2EAL9 IRS USD P F 1.86150 IS2EAL9 CCPOIS
000000000
20000000.00000000
OU
Notional Amount
USD
2073810.20000000
0.108528463827
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2032-04-15
0.00000000
USD
0.00000000
USD
20000000.00000000
USD
2073810.20000000
N
N
N
Military Installation Development Authority
N/A
MILITARY INSTALLATION DEV AUTH UT TAX ALLOCATION REVENUE
599772AB6
1000000.00000000
PA
USD
803810.60000000
0.042065725024
Long
DBT
MUN
US
N
2
2041-06-01
Fixed
4.00000000
N
N
N
N
N
N
Indiana Finance Authority
549300PS0PAS7NDSSI20
INDIANA FIN AUTH MIDWESTERN DISASTER RELIEF REVENUE
45470CAG4
1535000.00000000
PA
USD
1534564.06000000
0.080308159385
Long
DBT
MUN
US
N
2
2030-11-01
Fixed
4.25000000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
ILLINOIS ST
452153EH8
3000000.00000000
PA
USD
3324323.70000000
0.173971438863
Long
DBT
MUN
US
N
2
2037-10-01
Fixed
5.25000000
N
N
N
N
N
N
Pennsylvania Turnpike Commission
549300J8LLBYEYEXZJ24
PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE
709224WN5
1750000.00000000
PA
USD
1846440.23000000
0.096629538089
Long
DBT
MUN
US
N
2
2036-06-01
Fixed
5.00000000
N
N
N
N
N
N
Kansas Development Finance Authority
549300WTL7BL8KBDPR87
KANSAS ST DEV FIN AUTH HOSP REVENUE
48542AFG1
720000.00000000
PA
USD
809111.81000000
0.042343152620
Long
DBT
MUN
US
N
2
2054-11-15
Floating
5.00000000
N
N
N
N
N
N
Tarrant County Cultural Education Facilities Finance Corp
549300ROY505NVTMMI25
TARRANT CNTY TX CULTURAL EDU FACS FIN CORP REVENUE
87638TGC1
2465000.00000000
PA
USD
2711342.24000000
0.141892352644
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
5.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS2DB57 IRS USD R V 12MUSCPI IS2DB68 CCPINFLATIONZERO / Short: BS2DB57 IRS USD P F 3.50750 IS2DB57 CCPINFLATIONZERO
000000000
148000000.00000000
OU
Notional Amount
USD
6081568.64000000
0.318266012076
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2026-01-15
0.00000000
USD
0.00000000
USD
148000000.00000000
USD
6081568.64000000
N
N
N
Port of Seattle WA
549300T9UCDUJ3GZL429
PORT OF SEATTLE WA REVENUE
735389H43
1000000.00000000
PA
USD
1085357.70000000
0.056799896096
Long
DBT
MUN
US
N
2
2034-04-01
Fixed
5.00000000
N
N
N
N
N
N
Arizona Industrial Development Authority
N/A
ARIZONA ST INDL DEV AUTH NATIONAL CHRT SCH REVOLVING LOAN FD
04052FBK0
650000.00000000
PA
USD
709930.07000000
0.037152686355
Long
DBT
MUN
US
N
2
2032-11-01
Fixed
5.00000000
N
N
N
N
N
N
Illinois Finance Authority
549300ZG6UBPNNNRN315
ILLINOIS ST FIN AUTH REVENUE
45204EFJ2
1630000.00000000
PA
USD
1651102.96000000
0.086406975850
Long
DBT
MUN
US
N
2
2024-02-15
Fixed
5.00000000
N
N
N
N
N
N
Pennsylvania Turnpike Commission
549300J8LLBYEYEXZJ24
PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE
709224K99
4250000.00000000
PA
USD
4291617.28000000
0.224592699337
Long
DBT
MUN
US
N
2
2023-12-01
Fixed
5.00000000
N
N
N
N
N
N
District of Columbia
549300HWFOZXPKGOX654
DIST OF COLUMBIA REVENUE
25483VZU1
5475000.00000000
PA
USD
5838388.34000000
0.305539686209
Long
DBT
MUN
US
N
2
2032-02-29
Fixed
5.00000000
N
N
N
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
Long: IS1NQY2 CDS USD R F 3.00000 IS1NQY2 CMBX / Short: IS1NQY2 CDS USD P V 01MEVENT IS1NQZ3 CMBX
000000000
269532.94000000
OU
Notional Amount
USD
-55631.61000000
-0.00291136246
N/A
DCR
GB
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-25074.67000000
USD
269532.94000000
USD
-30556.94000000
N
N
N
Clark County School District
N/A
CLARK CNTY NV SCH DIST
181059V94
10085000.00000000
PA
USD
10579896.16000000
0.553676453946
Long
DBT
MUN
US
N
2
2034-06-15
Fixed
4.00000000
N
N
N
N
N
N
County of Montgomery MD
549300GNX5SDUEBKPK13
MONTGOMERY CNTY MD
61334PBC6
5925000.00000000
PA
USD
6414078.53000000
0.335667212808
Long
DBT
MUN
US
N
2
2026-11-01
Fixed
5.00000000
N
N
N
N
N
N
State of Colorado
N/A
COLORADO ST COPS
196711UZ6
6000000.00000000
PA
USD
7244331.60000000
0.379116748486
Long
DBT
MUN
US
N
2
2041-12-15
Fixed
6.00000000
N
N
N
N
N
N
Central Texas Regional Mobility Authority
N/A
CENTRL TX REGL MOBILITY AUTH REVENUE
155498LN6
1575000.00000000
PA
USD
1760472.47000000
0.092130597476
Long
DBT
MUN
US
N
2
2034-01-01
Fixed
5.00000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
Long: IS0HK54 IRS USD R V 00MCPI IS0HK65 CPI SWAP 05222013 CITI / Short: IS0HK54 IRS USD P F 2.53250 IS0HK54 CPI SWAP 05222013 CITI
000000000
47000000.00000000
OU
Notional Amount
USD
576766.14000000
0.030183834162
N/A
DIR
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2023-05-24
0.00000000
USD
0.00000000
USD
47000000.00000000
USD
576766.14000000
N
N
N
Black Belt Energy Gas District
549300I8V0Z68JQCB679
BLACK BELT ENERGY GAS DIST AL GAS SPLY REVENUE
09182NBR0
10945000.00000000
PA
USD
10981753.31000000
0.574706796630
Long
DBT
MUN
US
N
2
2051-06-01
Floating
4.00000000
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
PUERTO RICO CMWLTH
74514L3R6
4178733.00000000
PA
USD
2438318.70000000
0.127604244029
Long
DBT
MUN
US
N
2
2033-07-01
None
0.00000000
N
N
N
N
N
N
County of Broward FL Airport System Revenue
N/A
BROWARD CNTY FL ARPT SYS REVENUE
114894YR3
16215000.00000000
PA
USD
15431226.90000000
0.807560571562
Long
DBT
MUN
US
N
2
2044-10-01
Fixed
4.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS2DC76 IRS USD R V 12MUSCPI IS2DC87 CCPINFLATIONZERO / Short: BS2DC76 IRS USD P F .00000 IS2DC76 CCPINFLATIONZERO
000000000
74000000.00000000
OU
Notional Amount
USD
3016339.16000000
0.157853720372
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2028-01-15
0.00000000
USD
0.00000000
USD
74000000.00000000
USD
3016339.16000000
N
N
N
Lane County School District No 4J Eugene
N/A
LANE CNTY OR SCH DIST #4J EUGENE
515300TS0
8780000.00000000
PA
USD
8967392.42000000
0.469289486509
Long
DBT
MUN
US
N
2
2024-06-15
Fixed
5.00000000
N
N
N
N
N
N
San Diego County Regional Airport Authority
N/A
SAN DIEGO CNTY CA REGL ARPT AUTH AIRPORT REVENUE
79739GNM4
3100000.00000000
PA
USD
3144923.96000000
0.164582933496
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
4.00000000
N
N
N
N
N
N
Chicago Board of Education
54930099NR6T9V7LVB43
CHICAGO IL BRD OF EDU
167505WZ5
135000.00000000
PA
USD
141544.30000000
0.007407421104
Long
DBT
MUN
US
N
2
2030-12-01
Fixed
5.00000000
N
N
N
N
N
N
Wisconsin Department of Transportation
N/A
WISCONSIN ST TRANSPRTN REVENUE
977123S90
4020000.00000000
PA
USD
4031415.19000000
0.210975574148
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
5.00000000
N
N
N
N
N
N
County of Miami-Dade FL
549300QG0NBD9HULR263
MIAMI-DADE CNTY FL PUBLIC FACS REVENUE
59333TDT4
5000000.00000000
PA
USD
5089064.50000000
0.266325410349
Long
DBT
MUN
US
N
2
2024-06-01
Fixed
5.00000000
N
N
N
N
N
N
City of New Orleans LA
54930084B6KHR5PR2651
NEW ORLEANS LA
64763FYX1
2680000.00000000
PA
USD
2969250.26000000
0.155389422540
Long
DBT
MUN
US
N
2
2035-12-01
Fixed
5.00000000
N
N
N
N
N
N
American Samoa Economic Development Authority
N/A
AMERICAN SAMOA AS ECON DEV AUTH GEN REVENUE
02936TAF8
295000.00000000
PA
USD
315387.80000000
0.016505152421
Long
DBT
MUN
US
N
2
2028-09-01
Fixed
6.50000000
N
N
N
N
N
N
Align Affordable Housing Bond Fund LP
549300B2I0LUTCXK9B86
ALIGN CAP SER 2021-3 TRUST
01631GAA7
2500000.00000000
PA
USD
2164728.00000000
0.113286454297
Long
DBT
MUN
US
N
2
2051-12-01
Floating
3.25000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS2FEJ8 IRS USD R V 00MSOFR IS2FEK9 CCPOIS / Short: BS2FEJ8 IRS USD P F 2.31600 IS2FEJ8 CCPOIS
000000000
37000000.00000000
OU
Notional Amount
USD
2528922.62000000
0.132345808254
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-04-15
0.00000000
USD
0.00000000
USD
37000000.00000000
USD
2528922.62000000
N
N
N
New Jersey Turnpike Authority
5493005YN67D71KSMI84
NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE
646140DS9
1350000.00000000
PA
USD
1165354.97000000
0.060986383762
Long
DBT
MUN
US
N
2
2029-01-01
Fixed
1.71300000
N
N
N
N
N
N
CSCDA Community Improvement Authority
N/A
CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE
126292BL4
2300000.00000000
PA
USD
1831901.47000000
0.095868682882
Long
DBT
MUN
US
N
2
2047-05-01
Fixed
3.50000000
N
N
N
N
N
N
City of Houston TX Combined Utility System Revenue
N/A
HOUSTON TX UTILITY SYS REVENUE
44244CXF9
1015000.00000000
PA
USD
1019585.47000000
0.053357845765
Long
DBT
MUN
US
N
2
2039-11-15
Fixed
4.00000000
N
N
N
N
N
N
Indiana Finance Authority
549300PS0PAS7NDSSI20
INDIANA FIN AUTH EDUCTNL FACS REVENUE
45470ECA1
5000000.00000000
PA
USD
5060123.00000000
0.264810818254
Long
DBT
MUN
US
N
2
2037-09-01
Fixed
5.25000000
N
N
N
N
N
N
Health & Educational Facilities Authority of the State of Missouri
549300IWTBCMX5JB3277
MISSOURI ST HLTH & EDUCTNL FACS AUTH HLTH FACS REVENUE
60637ATQ5
11975000.00000000
PA
USD
12280000.86000000
0.642647832058
Long
DBT
MUN
US
N
2
2051-05-01
Floating
4.00000000
N
N
N
N
N
N
Howard Bend Levee District
N/A
HOWARD BEND MO LEVEE DIST
442499CE7
120000.00000000
PA
USD
122692.15000000
0.006420833769
Long
DBT
MUN
US
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447TKY8
1000000.00000000
PA
USD
1055790.70000000
0.055252569783
Long
DBT
MUN
US
N
2
2026-04-01
Fixed
5.00000000
N
N
N
N
N
N
Massachusetts Bay Transportation Authority Sales Tax Revenue
N/A
MASSACHUSETTS ST BAY TRANSPRTN AUTH SALES TAX REVENUE
575579DV6
3520000.00000000
PA
USD
3531824.74000000
0.184830566239
Long
DBT
MUN
US
N
2
2023-07-01
Fixed
5.25000000
N
N
N
N
N
N
Iowa Higher Education Loan Authority
549300DWVTM3KRNR0M36
IOWA ST HGR EDU LOAN AUTH
4624607R1
2275000.00000000
PA
USD
2122022.40000000
0.111051547185
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
5.25000000
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
PUERTO RICO CMWLTH
74514L3L9
2607.00000000
PA
USD
2331.79000000
0.000122029290
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
4.00000000
N
N
N
N
N
N
City of Columbus OH
N/A
COLUMBUS OH
199492EU9
1390000.00000000
PA
USD
1397224.94000000
0.073120807467
Long
DBT
MUN
US
N
2
2023-08-15
Fixed
5.00000000
N
N
N
N
N
N
City of Chillicothe OH
N/A
CHILLICOTHE OH HOSP FACS REVENUE
169203AH9
3385000.00000000
PA
USD
3508980.03000000
0.183635036733
Long
DBT
MUN
US
N
2
2037-12-01
Fixed
5.00000000
N
N
N
N
N
N
Massachusetts Development Finance Agency
549300UZSVMFXJK08K70
MASSACHUSETTS ST DEV FIN AGY REVENUE
57584X2T7
1655000.00000000
PA
USD
1815041.31000000
0.094986342123
Long
DBT
MUN
US
N
2
2028-04-01
Fixed
5.00000000
N
N
N
N
N
N
South Carolina Public Service Authority
EMBXY64GWKA9MZGFUD26
SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE
837151XC8
2260000.00000000
PA
USD
2155904.63000000
0.112824701918
Long
DBT
MUN
US
N
2
2042-12-01
Fixed
4.00000000
N
N
N
N
N
N
City of Atlanta GA Department of Aviation
N/A
ATLANTA GA ARPT REVENUE
04780ME96
3440000.00000000
PA
USD
3753044.82000000
0.196407650511
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
5.00000000
N
N
N
N
N
N
City of Ashland KY
N/A
ASHLAND KY MED CENTER REVENUE
044293BS6
125000.00000000
PA
USD
136614.28000000
0.007149418951
Long
DBT
MUN
US
N
2
2030-02-01
Fixed
5.00000000
N
N
N
N
N
N
District of Columbia
549300HWFOZXPKGOX654
DIST OF COLUMBIA REVENUE
25483VVN1
2400000.00000000
PA
USD
2444371.92000000
0.127921026475
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
5.00000000
N
N
N
N
N
N
Montgomery County Higher Education and Health Authority
N/A
MONTGOMERY CNTY PA HGR EDU & HLTH AUTH
613603YR4
1500000.00000000
PA
USD
1601852.25000000
0.083829544270
Long
DBT
MUN
US
N
2
2034-09-01
Fixed
5.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS29GF0 IRS USD R V 12MUSCPI IS29GG1 CCPINFLATIONZERO / Short: BS29GF0 IRS USD P F 2.51000 IS29GF0 CCPINFLATIONZERO
000000000
10000000.00000000
OU
Notional Amount
USD
795966.30000000
0.041655210200
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2036-05-01
0.00000000
USD
0.00000000
USD
10000000.00000000
USD
795966.30000000
N
N
N
2023-05-17
AB BOND FUND, INC.
Joseph Mantineo
Joseph Mantineo
Treasurer and Chief Financial Officer