0001752724-23-200016.txt : 20230831
0001752724-23-200016.hdr.sgml : 20230831
20230831124116
ACCESSION NUMBER: 0001752724-23-200016
CONFORMED SUBMISSION TYPE: NPORT-P/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221031
FILED AS OF DATE: 20230831
DATE AS OF CHANGE: 20230831
PERIOD START: 20221031
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/A
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-02383
FILM NUMBER: 231227972
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/A
1
primary_doc.xml
NPORT-P/A
false
0001752724-22-289178
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
2022-10-31
2022-10-31
N
2217336461.72
21579408.94
2195757052.78
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
7855477.90000000
0.00000000
0.00000000
0.00000000
USD
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAG2
600000.00000000
PA
USD
548970.00000000
0.025001399827
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
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
1521225.50000000
0.069280228341
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
1521225.50000000
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI HLTHCARE FACS REVENUE
74444KBT0
375000.00000000
PA
USD
369014.18000000
0.016805783660
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
877433.20000000
0.039960395385
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
4073587.20000000
0.185520852356
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
1817087.80000000
0.082754501355
Long
DBT
MUN
US
N
2
2037-12-01
Fixed
6.37500000
N
N
N
N
N
N
Denver City & County School District No 1
N/A
DENVER CITY & CNTY CO SCH DIST #1
249174XV0
6785000.00000000
PA
USD
7213413.04000000
0.328515990913
Long
DBT
MUN
US
N
2
2039-12-01
Fixed
5.00000000
N
N
N
N
N
N
Colorado Health Facilities Authority
5493002JB6DRFRZPEQ21
COLORADO ST HLTH FACS AUTH REVENUE
19648FMB7
1445000.00000000
PA
USD
1323443.13000000
0.060272748677
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
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
1498255.59000000
0.068234123993
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
1000933.10000000
0.045584874644
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
1000933.10000000
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
255784.56000000
0.011649037386
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
255784.56000000
N
N
N
Central Texas Regional Mobility Authority
N/A
CENTRL TX REGL MOBILITY AUTH REVENUE
155498LY2
5000000.00000000
PA
USD
5128589.50000000
0.233568167002
Long
DBT
MUN
US
N
2
2027-01-01
Fixed
5.00000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QPP1
970000.00000000
PA
USD
954243.13000000
0.043458502332
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
3078086.07000000
0.140183362549
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
1822616.91000000
0.083006310178
Long
DBT
MUN
US
N
2
2031-11-15
Fixed
5.00000000
N
N
N
N
N
N
Chicago Board of Education
54930099NR6T9V7LVB43
CHICAGO IL BRD OF EDU
167505YL4
5800000.00000000
PA
USD
4558218.26000000
0.207592103790
Long
DBT
MUN
US
N
2
2041-12-01
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
613603F46
1100000.00000000
PA
USD
1003471.81000000
0.045700493537
Long
DBT
MUN
US
N
2
2036-05-01
Fixed
4.00000000
N
N
N
N
N
N
Harris County Flood Control District
N/A
HARRIS CNTY TX FLOOD CONTROL DIST
414019AU3
7790000.00000000
PA
USD
7353906.45000000
0.334914395046
Long
DBT
MUN
US
N
2
2039-10-01
Fixed
4.00000000
N
N
N
N
N
N
Illinois Finance Authority
549300ZG6UBPNNNRN315
ILLINOIS ST FIN AUTH REVENUE
45204E6X1
200000.00000000
PA
USD
192141.30000000
0.008750571915
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
1540220.55000000
0.070145308109
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
267447.10000000
0.012180177204
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
4551562.50000000
0.207288984645
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
5573398.32000000
0.253825818887
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
1252989.54000000
0.057064124576
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
10312347.00000000
0.469648815971
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
1882319.94000000
0.085725328201
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
2552290.27000000
0.116237370922
Long
DBT
MUN
US
N
2
2040-02-01
Fixed
5.00000000
N
N
N
N
N
N
Los Angeles Department of Water & Power
549300S8NXV6YU61GG95
LOS ANGELES CA DEPT OF WTR & PWR REVENUE
544532CL6
10000000.00000000
PA
USD
10447221.00000000
0.475791298803
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
5.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261AN94
135000.00000000
PA
USD
135080.58000000
0.006151890976
Long
DBT
MUN
US
N
2
2026-11-15
Fixed
5.00000000
N
N
N
N
N
N
Illinois Finance Authority
549300ZG6UBPNNNRN315
ILLINOIS ST FIN AUTH REVENUE
45200BVD7
1245000.00000000
PA
USD
1245000.00000000
0.056700261917
Long
DBT
MUN
US
N
2
2035-08-01
Floating
2.25000000
N
N
N
N
N
N
County of Nassau NY
549300ICRCGQYCPS7T40
NASSAU CNTY NY
63165T2R5
2205000.00000000
PA
USD
1912880.72000000
0.087117138828
Long
DBT
MUN
US
N
2
2042-04-01
Fixed
4.00000000
N
N
N
N
N
N
Central Florida Expressway Authority
N/A
CENTRL FL EXPRESSWAY AUTH SR LIEN REVENUE
153476HK5
8685000.00000000
PA
USD
9313364.09000000
0.424152757619
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
Build NYC Resource Corp
549300GROJFKMNLWEK84
BUILD NYC RESOURCE CORP NY REVENUE
12008EJF4
4725000.00000000
PA
USD
4725000.00000000
0.215187741012
Long
DBT
MUN
US
N
2
2045-04-01
Floating
2.22000000
N
N
N
N
N
N
Puerto Rico Highway & Transportation Authority
549300J6QBXVWJXB7Y41
PUERTO RICO HIGHWAY & TRANSPRTN AUTH TRANSPRTN REVENUE
745190ZR2
1010000.00000000
PA
USD
980320.14000000
0.044646111406
Long
DBT
MUN
US
N
2
2034-07-01
Fixed
5.25000000
N
N
N
N
N
N
Massachusetts Development Finance Agency
549300UZSVMFXJK08K70
MASSACHUSETTS ST DEV FIN AGY REVENUE
57583RUZ6
1730000.00000000
PA
USD
1730000.00000000
0.078788315756
Long
DBT
MUN
US
N
2
2037-09-01
Floating
1.64000000
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
-141771.40000000
-0.00645660683
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
-141771.40000000
N
N
N
Indiana Finance Authority
549300PS0PAS7NDSSI20
INDIANA FIN AUTH IN WSTWTR UTIL REVENUE
45505MJP2
2000000.00000000
PA
USD
2171956.60000000
0.098916070757
Long
DBT
MUN
US
N
2
2033-10-01
Fixed
5.00000000
N
N
N
N
N
N
South Carolina Public Service Authority
EMBXY64GWKA9MZGFUD26
SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE
837151RQ4
5040000.00000000
PA
USD
4989130.78000000
0.227216885114
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
3302988.26000000
0.150425943335
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
471071.59000000
0.021453720911
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
1388601.59000000
0.063240219961
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
40433912.38000000
1.841456564095
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
979658.32000000
PA
USD
827793.55000000
0.037699687629
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
503942.62000000
0.022950745819
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
4.00000000
N
N
N
N
N
N
Spring Independent School District
N/A
SPRING TX INDEP SCH DIST
8500008E3
1430000.00000000
PA
USD
1528031.79000000
0.069590202981
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
1313682.15000000
0.059828210426
Long
DBT
MUN
US
N
2
2039-05-01
Fixed
4.00000000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966QPV6
3645000.00000000
PA
USD
3910842.24000000
0.178109059699
Long
DBT
MUN
US
N
2
2033-08-01
Fixed
5.00000000
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
273548.10000000
0.012458031258
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
273548.10000000
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
4828081.91000000
0.219882336430
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
4828081.91000000
N
N
N
Oklahoma Development Finance Authority
549300PXGPHUWC32DJ91
OKLAHOMA ST DEV FIN AUTH HLTHSYS REVENUE
67884XCV7
2000000.00000000
PA
USD
1758604.00000000
0.080091009967
Long
DBT
MUN
US
N
2
2037-08-15
Fixed
5.50000000
N
N
N
N
N
N
New York State Thruway Authority
N/A
NEW YORK ST THRUWAY AUTH PERSONAL INCOME TAX REVENUE
650028YR8
2000000.00000000
PA
USD
2094386.80000000
0.095383357523
Long
DBT
MUN
US
N
2
2039-03-15
Fixed
5.00000000
N
N
N
N
N
N
Polk County Industrial Development Authority
549300UTRO4TAORRAL04
POLK CNTY FL INDL DEV AUTH
731120NQ0
1000000.00000000
PA
USD
971268.40000000
0.044233873632
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
1308346.15000000
0.059585196292
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
812907.25000000
0.037021730112
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
812907.25000000
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966QMA5
3940000.00000000
PA
USD
4166159.55000000
0.189736817409
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
1959727.58000000
0.089250656283
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
1600467.80000000
0.072889111205
Long
DBT
MUN
US
N
2
2042-06-15
Fixed
4.00000000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI REVENUE
74442PVT9
915000.00000000
PA
USD
802842.59000000
0.036563361551
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 HLTH FAC REVENUE
45471CBQ0
1210000.00000000
PA
USD
1006928.73000000
0.045857929898
Long
DBT
MUN
US
N
2
2035-04-01
Fixed
4.00000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Long: IS0H3C2 IRS USD R F .00000 IS0H3D3 CPI SWAP04122013 MS10Y / Short: IS0H3C2 IRS USD P F 2.69000 IS0H3C2 CPI SWAP04122013 MS10Y
000000000
10000000.00000000
OU
Notional Amount
USD
-115067.00000000
-0.00524042493
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
2023-04-16
0.00000000
USD
0.00000000
USD
10000000.00000000
USD
-115067.00000000
N
N
N
Spokane County School District No 81 Spokane
N/A
SPOKANE CNTY WA SCH DIST #81 SPOKANE
848712PU3
5000000.00000000
PA
USD
4466469.50000000
0.203413646985
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
752706.73000000
0.034280055211
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
2650204.99000000
0.120696640215
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
1139973.44000000
0.051917102511
Long
DBT
MUN
US
N
2
2036-06-15
Fixed
5.00000000
N
N
N
N
N
N
Clark County School District
N/A
CLARK CNTY NV SCH DIST
181059Y26
3425000.00000000
PA
USD
3683816.29000000
0.167769757830
Long
DBT
MUN
US
N
2
2032-06-15
Fixed
5.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261AJ24
1000000.00000000
PA
USD
982526.10000000
0.044746576072
Long
DBT
MUN
US
N
2
2026-11-15
Fixed
4.00000000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
ILLINOIS ST
4521522F7
2785000.00000000
PA
USD
2806063.23000000
0.127794795259
Long
DBT
MUN
US
N
2
2023-10-01
Fixed
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
3929941.66000000
0.178978892725
Long
DBT
MUN
US
N
2
2039-02-01
Fixed
5.00000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063DUC0
10335000.00000000
PA
USD
11105730.56000000
0.505781390793
Long
DBT
MUN
US
N
2
2035-03-01
Fixed
5.00000000
N
N
N
N
N
N
Indiana Finance Authority
549300PS0PAS7NDSSI20
INDIANA ST FIN AUTH HOSP REVENUE
45471ATZ5
8150000.00000000
PA
USD
7395352.38000000
0.336801941300
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
1419401.90000000
0.064642939354
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
4.25000000
N
N
N
N
N
N
University of Washington
T8YS5W0N70BYCTHPA429
UNIV OF WASHINGTON WA UNIV REVENUES
91523NXV3
1340000.00000000
PA
USD
1433756.72000000
0.065296692008
Long
DBT
MUN
US
N
2
2037-04-01
Fixed
5.00000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Long: IS2DR82 IRS USD R V 12MUSCPI IS2DR93 INFLATIONZERO / Short: IS2DR82 IRS USD P F 3.78750 IS2DR82 INFLATIONZERO
000000000
100000000.00000000
OU
Notional Amount
USD
3729603.00000000
0.169854993533
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
2023-01-18
0.00000000
USD
0.00000000
USD
100000000.00000000
USD
3729603.00000000
N
N
N
Suffolk Tobacco Asset Securitization Corp
N/A
SUFFOLK NY TOBACCO ASSET SECURITIZATION CORP TOBACCO SETTLEM
864809BL1
2265000.00000000
PA
USD
2333369.48000000
0.106267197322
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
NS
USD
144604.02000000
0.006585611091
Long
EC
CORP
US
N
3
N
N
N
State of Connecticut
5493007GRO6CU0IKP741
CONNECTICUT ST
20772KBS7
1440000.00000000
PA
USD
1550358.72000000
0.070607024490
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
763737.30000000
0.034782413611
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
100176.04000000
0.004562255185
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
2611285.43000000
0.118924150861
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
2022778.81000000
0.092122159299
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
5.00000000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
ILLINOIS ST
452152V40
5050000.00000000
PA
USD
5092442.22000000
0.231921933874
Long
DBT
MUN
US
N
2
2024-12-01
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
243259.28000000
0.011078606337
Long
DBT
MUN
US
N
2
2043-12-15
Fixed
7.00000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13062RG36
13400000.00000000
PA
USD
13400000.00000000
0.610267879273
Long
DBT
MUN
US
N
2
2040-05-01
Floating
1.80000000
N
N
N
N
N
N
New Hope Cultural Education Facilities Finance Corp
N/A
NEW HOPE CULTURAL ED FACS FINCORP TX RETIREMENT FAC REVENUE
64542UFR0
908247.00000000
PA
USD
400916.85000000
0.018258707150
Long
DBT
MUN
US
N
2
2061-11-15
Fixed
2.00000000
N
N
N
N
N
N
University of North Texas System
N/A
UNIV OF N TEXAS UNIV REVENUE
914729WC8
1525000.00000000
PA
USD
1603654.16000000
0.073034225620
Long
DBT
MUN
US
N
2
2038-04-15
Fixed
5.00000000
N
N
N
N
N
N
New Jersey Turnpike Authority
5493005YN67D71KSMI84
NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE
646140AS2
1600000.00000000
PA
USD
1604785.12000000
0.073085732229
Long
DBT
MUN
US
N
2
2023-01-01
Fixed
5.00000000
N
N
N
N
N
N
City of Houston TX
549300C64URYS0WQQY42
HOUSTON TX
4423316G4
4180000.00000000
PA
USD
4421877.79000000
0.201382834426
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
4027376.80000000
0.183416320803
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
1707555.40000000
0.077766135276
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
4074582.76000000
0.185566192527
Long
DBT
MUN
US
N
2
2023-08-01
Fixed
5.00000000
N
N
N
N
N
N
City of New Orleans LA
54930084B6KHR5PR2651
NEW ORLEANS LA
64763FZB8
885000.00000000
PA
USD
909561.41000000
0.041423590503
Long
DBT
MUN
US
N
2
2039-12-01
Fixed
5.00000000
N
N
N
N
N
N
City of New Haven CT
549300U4OHEAZ124LQ06
NEW HAVEN CT
6450206B9
1920000.00000000
PA
USD
2033558.40000000
0.092613087473
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
1822080.83000000
0.082981895820
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
93639.10000000
0.004264547386
Long
DBT
MUN
US
N
2
2032-11-01
Fixed
5.26000000
N
N
N
N
N
N
City of Houston TX Combined Utility System Revenue
N/A
HOUSTON TX WTR & SWR SYS REVENUE
4424365M9
8265000.00000000
PA
USD
8242758.06000000
0.375394811988
Long
DBT
MUN
US
N
2
2022-12-01
None
0.00000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447PD57
10545000.00000000
PA
USD
10821914.86000000
0.492855748603
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
2137029.80000000
0.097325421193
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
1783895.53000000
0.081242846413
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
419342.85000000
0.019097871026
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
1410000.00000000
PA
USD
1342521.35000000
0.061141616204
Long
DBT
MUN
US
N
2
2025-03-01
Fixed
3.50000000
N
N
N
N
N
N
Illinois Finance Authority
549300ZG6UBPNNNRN315
ILLINOIS ST FIN AUTH REVENUE
45204FGZ2
2500000.00000000
PA
USD
2668891.25000000
0.121547656951
Long
DBT
MUN
US
N
2
2036-10-01
Fixed
5.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59259YNR6
4065000.00000000
PA
USD
4067576.40000000
0.185247106224
Long
DBT
MUN
US
N
2
2024-11-15
Fixed
5.00000000
N
N
N
N
N
N
County of Osceola FL Transportation Revenue
N/A
OSCEOLA CNTY FL TRANSPRTN REVENUE
688031EN9
115000.00000000
PA
USD
61590.22000000
0.002804965145
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
2321418.29000000
0.105722911697
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
4843106.50000000
0.220566592003
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
6187593.56000000
0.281797731318
Long
DBT
MUN
US
N
2
2026-05-01
Fixed
5.00000000
N
N
N
N
N
N
San Antonio Water System
549300S7VENCVRZAA322
SAN ANTONIO TX WTR REVENUE
79642GMT6
3275000.00000000
PA
USD
3486334.44000000
0.158775964562
Long
DBT
MUN
US
N
2
2037-05-15
Fixed
5.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261ANG8
1935000.00000000
PA
USD
1982142.21000000
0.090271471859
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
4823414.19000000
0.219669757357
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
4274210.00000000
0.194657691960
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
903068.10000000
0.041127869718
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
903068.10000000
N
N
N
Port Authority of Houston of Harris County Texas
N/A
PORT HOUSTON TX AUTH
734262FG8
1065000.00000000
PA
USD
1128839.83000000
0.051410051424
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
255687.18000000
0.011644602469
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
183895.38000000
0.008375033101
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
-223953.05000000
-0.01019935469
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
-223953.05000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Long: IS0CZ32 IRS USD R F .00000 IS0CZ43 CPI SWAP 030212 / Short: IS0CZ32 IRS USD P F .00000 IS0CZ32 CPI SWAP 030212
000000000
5400000.00000000
OU
Notional Amount
USD
-67453.61000000
-0.00307199787
N/A
DIR
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2027-03-06
0.00000000
USD
0.00000000
USD
5400000.00000000
USD
-67453.61000000
N
N
N
Lancaster County Hospital Authority/PA
N/A
LANCASTER CNTY PA HOSP AUTH
514045W90
1600000.00000000
PA
USD
1444784.80000000
0.065798937007
Long
DBT
MUN
US
N
2
2033-03-01
Fixed
5.00000000
N
N
N
N
N
N
City of New Orleans LA
54930084B6KHR5PR2651
NEW ORLEANS LA
64763FZA0
2070000.00000000
PA
USD
2135280.14000000
0.097245737514
Long
DBT
MUN
US
N
2
2038-12-01
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
7409730.40000000
0.337456750537
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
48300.82000000
OU
Notional Amount
USD
-10936.12000000
-0.00049805692
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
-4502.35000000
USD
48300.82000000
USD
-6433.77000000
N
N
N
Territory of Guam
N/A
GUAM GOVT BUSINESS PRIVILEGE TAX REVENUE
40065NCL9
500000.00000000
PA
USD
499961.85000000
0.022769452083
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
1464003.40000000
0.066674197773
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
3964733.76000000
0.180563407731
Long
DBT
MUN
US
N
2
2034-07-01
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
3264547.92000000
0.148675278800
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
3264547.92000000
N
N
N
Cobb County Kennestone Hospital Authority
549300TB04LETJYNFR44
COBB CNTY GA KENNESTONE HOSP AUTH
190813SG1
1650000.00000000
PA
USD
1694319.99000000
0.077163363217
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
20767118.17000000
0.945783967479
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
4780806.00000000
0.217729279017
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
184968.05000000
0.008423885045
Long
DBT
MUN
US
N
2
2035-01-01
Fixed
3.62500000
N
N
N
N
N
N
Indiana Finance Authority
549300PS0PAS7NDSSI20
INDIANA ST FIN AUTH EXEMPT FAC REVENUE
45470DAA5
2380000.00000000
PA
USD
1732437.94000000
0.078899345344
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
1219866.04000000
0.055555601584
Long
DBT
MUN
US
N
2
2038-05-01
Fixed
4.00000000
N
N
N
N
N
N
Arizona Industrial Development Authority
N/A
ARIZONA INDL DEV AUTH HOSP REVENUE
04052EBG2
1300000.00000000
PA
USD
1406863.25000000
0.064071899403
Long
DBT
MUN
US
N
2
2030-02-01
Fixed
5.00000000
N
N
N
N
N
N
American Municipal Power Inc
EARKGGZJJEMVD66XQ486
AMERICAN MUNI PWR-OHIO INC OH REVENUE
02765URH9
1330000.00000000
PA
USD
1179471.27000000
0.053715927657
Long
DBT
MUN
US
N
2
2038-02-15
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
927293.20000000
0.042231138405
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
1574998.00000000
0.071729155919
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
1574998.00000000
N
N
N
California Community Housing Agency
N/A
CALIFORNIA CMNTY HSG AGY ESSENTIAL HSG REVENUE
13013FAV6
1000000.00000000
PA
USD
692097.80000000
0.031519780347
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
774536.27000000
0.035274224396
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
1823197.08000000
0.083032732500
Long
DBT
MUN
US
N
2
2038-02-01
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
2985569.08000000
0.135969918722
Long
DBT
MUN
US
N
2
2026-06-01
Fixed
5.00000000
N
N
N
N
N
N
Puerto Rico Highway & Transportation Authority
549300J6QBXVWJXB7Y41
PUERTO RICO HIGHWAY & TRANSPRTN AUTH TRANSPRTN REVENUE
745190UR7
790000.00000000
PA
USD
759209.43000000
0.034576203639
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
5.25000000
N
N
N
N
N
N
Washington Suburban Sanitary Commission
549300EZUWNTQF827C24
WASHINGTON MD SUBURBAN SAN DIST
9401575A4
4140000.00000000
PA
USD
4146241.46000000
0.188829700205
Long
DBT
MUN
US
N
2
2022-12-01
Fixed
5.00000000
N
N
N
N
N
N
Pennsylvania Turnpike Commission
549300J8LLBYEYEXZJ24
PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE
709225DU7
2000000.00000000
PA
USD
1774965.80000000
0.080836165264
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
2045459.49000000
0.093155091425
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
74692.35000000
0.003401667315
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
74692.35000000
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
2065047.60000000
0.094047180556
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
2065047.60000000
N
N
N
Chicago O'Hare International Airport
N/A
CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE
1675933F7
2000000.00000000
PA
USD
1714231.00000000
0.078070157981
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
6792309.25000000
0.309337922490
Long
DBT
MUN
US
N
2
2043-01-01
Fixed
5.00000000
N
N
N
N
N
N
San Antonio Water System
549300S7VENCVRZAA322
SAN ANTONIO TX WTR REVENUE
79642GMS8
3700000.00000000
PA
USD
3960530.32000000
0.180371973073
Long
DBT
MUN
US
N
2
2036-05-15
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
2150225.67000000
0.097926392506
Long
DBT
MUN
US
N
2
2025-02-01
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
650116CX2
1500000.00000000
PA
USD
1403829.60000000
0.063933739765
Long
DBT
MUN
US
N
2
2030-10-01
Fixed
4.00000000
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
6426858.60000000
0.292694430463
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
6426858.60000000
N
N
N
University of California
N/A
UNIV OF CALIFORNIA CA REVENUES
91412HLK7
6000000.00000000
PA
USD
6165525.00000000
0.280792676593
Long
DBT
MUN
US
N
2
2024-05-15
Fixed
5.00000000
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
PUERTO RICO CMWLTH
74514L3G0
1388202.00000000
PA
USD
1397973.28000000
0.063667029019
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
5.62500000
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
615707.00000000
0.028040761577
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
615707.00000000
N
N
N
City of Minneapolis MN
54930069TEI1INHRHS55
MINNEAPOLIS MN HLTH CARE SYS REVENUE
60374VEG4
2750000.00000000
PA
USD
2750000.00000000
0.125241542388
Long
DBT
MUN
US
N
2
2048-11-15
Floating
2.30000000
N
N
N
N
N
N
New Jersey Turnpike Authority
5493005YN67D71KSMI84
NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE
646140DN0
1000000.00000000
PA
USD
914960.80000000
0.041669491569
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
568212.61000000
0.025877754065
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
315013.19000000
0.014346450104
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
1186341.19000000
0.054028800157
Long
DBT
MUN
US
N
2
2039-11-01
Fixed
5.41000000
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
2352569.96000000
0.107141632860
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
2.38400000
N
N
N
N
N
N
City & County of Denver CO Airport System Revenue
N/A
DENVER CITY & CNTY CO ARPT REVENUE
249182FD3
10395000.00000000
PA
USD
10404207.89000000
0.473832379444
Long
DBT
MUN
US
N
2
2024-11-15
Fixed
5.00000000
N
N
N
N
N
N
Village of Brookfield IL
N/A
BROOKFIELD IL
112732AA0
2350000.00000000
PA
USD
2350000.00000000
0.107024590768
Long
DBT
MUN
US
N
2
2038-06-01
Floating
2.25000000
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
495608.56000000
OU
Notional Amount
USD
-112214.04000000
-0.00511049434
N/A
DCR
GB
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-45482.19000000
USD
495608.56000000
USD
-66731.85000000
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
64990EMS3
6565000.00000000
PA
USD
6687935.53000000
0.304584494970
Long
DBT
MUN
US
N
2
2028-02-15
Fixed
5.00000000
N
N
N
N
N
N
City of Seattle WA Municipal Light & Power Revenue
N/A
SEATTLE WA MUNI LIGHT & PWR REVENUE
812643VZ4
2060000.00000000
PA
USD
2047177.94000000
0.093233353726
Long
DBT
MUN
US
N
2
2033-07-01
Fixed
4.00000000
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
919128.40000000
0.041859293988
Long
DBT
MUN
US
N
2
2026-07-01
Fixed
6.50000000
N
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
5113860.50000000
0.232897373301
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
1681941.89000000
0.076599635094
Long
DBT
MUN
US
N
2
2036-10-01
Fixed
5.00000000
N
N
N
N
N
N
City of Houston TX Airport System Revenue
N/A
HOUSTON TX ARPT SYS REVENUE
4423487H5
2465000.00000000
PA
USD
2429186.51000000
0.110630932822
Long
DBT
MUN
US
N
2
2029-07-01
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
2025640.95000000
0.092252507964
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
1153699.49000000
0.052542219483
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
422007.60000000
0.019219230081
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
3041191.20000000
0.138503082394
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
152016.20000000
0.006923179402
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
1600628.64000000
0.072896436241
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
1600628.64000000
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
252812.03000000
0.011513661298
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
252812.03000000
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
418607.22000000
OU
Notional Amount
USD
-94779.65000000
-0.00431649074
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
-50341.07000000
USD
418607.22000000
USD
-44438.58000000
N
N
N
Philadelphia Authority for Industrial Development
549300DIY68KQZEW7M79
PHILADELPHIA PA AUTH FOR INDL DEV CHRT SCH REVENUE
71780CBC3
1000000.00000000
PA
USD
939319.00000000
0.042778821947
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
5242554.37000000
0.238758398310
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
1318387.60000000
0.060042507814
Long
DBT
MUN
US
N
2
2048-10-01
Fixed
4.00000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
Long: IS0GGQ4 IRS USD R F .00000 IS0GGR5 CPI SWAP 02062013 / Short: IS0GGQ4 IRS USD P F .00000 IS0GGQ4 CPI SWAP 02062013
000000000
15800000.00000000
OU
Notional Amount
USD
-738711.78000000
-0.03364269189
N/A
DIR
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2028-02-08
0.00000000
USD
0.00000000
USD
15800000.00000000
USD
-738711.78000000
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBF1
996000.00000000
PA
USD
803861.64000000
0.036609771512
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.75000000
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
64542UCJ1
1000000.00000000
PA
USD
996418.50000000
0.045379269019
Long
DBT
MUN
US
N
2
2031-11-01
Fixed
5.00000000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI HOTEL REVENUE
74447DAE7
3100000.00000000
PA
USD
2645569.45000000
0.120485526695
Long
DBT
MUN
US
N
2
2042-02-01
Fixed
5.50000000
N
N
N
N
N
N
State of Connecticut Special Tax Revenue
N/A
CONNECTICUT ST SPL TAX OBLIG REVENUE
207758ZY2
1960000.00000000
PA
USD
2084849.45000000
0.094949003914
Long
DBT
MUN
US
N
2
2035-05-01
Fixed
5.00000000
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
870455.39000000
0.039642609317
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
4420157.12000000
0.201304471020
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063DL89
3590000.00000000
PA
USD
3710123.55000000
0.168967853037
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
1633600.00000000
0.074398030416
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
35053.99000000
PA
USD
35053.79000000
0.001596432991
Long
ABS-MBS
USGSE
US
N
2
2024-08-25
Floating
7.58600000
N
N
N
N
N
N
UPMC
5493001YCBUGKVU74S74
UPMC
90320WAD5
5600000.00000000
PA
USD
5380872.00000000
0.245057712244
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
507902.33000000
0.023131080433
Long
DBT
MUN
US
N
2
2024-11-01
Fixed
4.80000000
N
N
N
N
N
N
Indiana Finance Authority
549300PS0PAS7NDSSI20
INDIANA ST FIN AUTH ENVRNMNTL REVENUE
455054BF2
5000000.00000000
PA
USD
4994529.50000000
0.227462755666
Long
DBT
MUN
US
N
2
2045-12-15
Floating
0.28000000
N
N
N
N
N
N
Orange County Transportation Authority
N/A
ORANGE CNTY CA TRANSPRTN AUTH
68441VAA3
3505000.00000000
PA
USD
3622491.81000000
0.164976895117
Long
DBT
MUN
US
N
2
2024-10-15
Fixed
5.00000000
N
N
N
N
N
N
State of Connecticut
5493007GRO6CU0IKP741
CONNECTICUT ST
20772JSH6
2230000.00000000
PA
USD
2274660.43000000
0.103593447513
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
3695365.65000000
0.168295743161
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
5567153.35000000
0.253541408096
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
2057072.05000000
0.093683955034
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
2057072.05000000
N
N
N
Iowa Finance Authority
549300NQVL49BTHOW391
IOWA ST FIN AUTH SF MTGE REVENUE
462467Y62
8000000.00000000
PA
USD
7798455.20000000
0.355160202724
Long
DBT
MUN
US
N
2
2052-01-01
Floating
2.92100000
N
N
N
N
N
N
Chicago Housing Authority
N/A
CHICAGO IL HSG AUTH
16753QAS6
5260000.00000000
PA
USD
5412305.40000000
0.246489264062
Long
DBT
MUN
US
N
2
2037-01-01
Fixed
5.00000000
N
N
N
N
N
N
Central Florida Expressway Authority
N/A
CENTRL FL EXPRESSWAY AUTH SR LIEN REVENUE
153476FV3
6000000.00000000
PA
USD
6398775.60000000
0.291415463832
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
5.00000000
N
N
N
N
N
N
State of Wisconsin
549300VTAT608CNZ5827
WISCONSIN ST
97705MXA8
4300000.00000000
PA
USD
4556658.40000000
0.207521064055
Long
DBT
MUN
US
N
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
Lower Colorado River Authority
549300QJFPW2NNBYR215
LOWER COLORADO RIVER TX AUTH TRANSMISSION CONTRACT REVENUE
54811BYR6
10000000.00000000
PA
USD
10242234.00000000
0.466455703149
Long
DBT
MUN
US
N
2
2041-05-15
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
1576184.95000000
0.071783212446
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
229429.22000000
0.010448752502
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
5747802.00000000
0.261768577389
Long
DBT
MUN
US
N
2
2026-04-01
Floating
0.00000000
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 FUTURE TAX
64971QXR9
6830000.00000000
PA
USD
6830000.00000000
0.311054448913
Long
DBT
MUN
US
N
2
2026-11-01
Fixed
5.00000000
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
2820287.25000000
0.128442590970
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
2820287.25000000
N
N
N
Commonwealth of Massachusetts
5493001N1YCXNI1O7K10
MASSACHUSETTS ST
57582RD86
7380000.00000000
PA
USD
7593131.45000000
0.345809270674
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
986305.44000000
PA
USD
721345.33000000
0.032851782444
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
535380.13000000
0.024382484816
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
535380.13000000
N
N
N
Port of Tacoma WA
549300MLYO8L64QKXV81
PORT TACOMA WA REVENUE
735439NE7
18000000.00000000
PA
USD
18000000.00000000
0.819762822904
Long
DBT
MUN
US
N
2
2044-12-01
Floating
2.25000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EVT3
1435000.00000000
PA
USD
1427896.75000000
0.065029815033
Long
DBT
CORP
US
N
2
2023-07-10
Floating
3.17800000
N
N
N
N
N
N
Wisconsin Health & Educational Facilities Authority
549300ISNGXS0VHGVD41
WISCONSIN ST HLTH & EDUCTNL FACS AUTH REVENUE
97710BDK5
3225000.00000000
PA
USD
3225000.00000000
0.146874172437
Long
DBT
MUN
US
N
2
2033-12-01
Floating
1.64000000
N
N
N
N
N
N
Clark County School District
N/A
CLARK CNTY NV SCH DIST
181059V29
3500000.00000000
PA
USD
3705077.95000000
0.168738064409
Long
DBT
MUN
US
N
2
2027-06-15
Fixed
5.00000000
N
N
N
N
N
N
California Housing Finance Agency
549300BOPCVLBA552Z14
California Housing Finance Agency
13033DAJ4
1972418.07000000
PA
USD
1614463.44000000
0.073526505947
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
1094930.50000000
0.049865739864
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
596224.07000000
0.027153462594
Long
DBT
MUN
US
N
2
2027-10-01
Fixed
5.00000000
N
N
N
N
N
N
Arizona Industrial Development Authority
N/A
ARIZONA INDL DEV AUTH HOSP REVENUE
04052EBH0
1250000.00000000
PA
USD
1360152.50000000
0.061944580721
Long
DBT
MUN
US
N
2
2031-02-01
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
1374071.92000000
0.062578504222
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
1374071.92000000
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
2180072.10000000
0.099285669935
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
2180072.10000000
N
N
N
New Jersey Economic Development Authority
5493006JS6QWDVU4R678
NEW JERSEY ST ECON DEV AUTH REVENUE
6459186B4
1150000.00000000
PA
USD
1181873.52000000
0.053825331837
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
2807891.10000000
0.127878040808
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
4174490.40000000
0.190116224138
Long
DBT
MUN
US
N
2
2025-05-15
Fixed
5.00000000
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
1813012.40000000
0.082568897943
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
1813012.40000000
N
N
N
Colorado Health Facilities Authority
5493002JB6DRFRZPEQ21
COLORADO ST HLTH FACS AUTH REVENUE
19648FKK9
1500000.00000000
PA
USD
1523118.15000000
0.069366424125
Long
DBT
MUN
US
N
2
2033-08-01
Fixed
5.00000000
N
N
N
N
N
N
City of Houston TX Combined Utility System Revenue
N/A
HOUSTON TX UTILITY SYS REVENUE
4424354N0
1100000.00000000
PA
USD
1128513.76000000
0.051395201421
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
2693140.40000000
0.122652020932
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
890098.33000000
0.040537195536
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
310207.24000000
0.014127575708
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
848554.10000000
0.038645172466
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
6.75000000
N
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
1769315.20000000
0.080578823497
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
7287685.31000000
0.331898526787
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
1340531.10000000
0.061050975484
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
4.00000000
N
N
N
N
N
N
Colorado Health Facilities Authority
5493002JB6DRFRZPEQ21
COLORADO ST HLTH FACS AUTH REVENUE
19648FPU2
1300000.00000000
PA
USD
1300000.00000000
0.059205092765
Long
DBT
MUN
US
N
2
2052-12-01
Floating
2.25000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS28H76 IRS USD R V 12MUSCPI IS28H87 CCPINFLATIONZERO / Short: BS28H76 IRS USD P F 2.50750 IS28H76 CCPINFLATIONZERO
000000000
10000000.00000000
OU
Notional Amount
USD
972267.50000000
0.044279375023
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2026-04-01
0.00000000
USD
0.00000000
USD
10000000.00000000
USD
972267.50000000
N
N
N
American Municipal Power Inc
EARKGGZJJEMVD66XQ486
AMERICAN MUNI PWR-OHIO INC OH REVENUE
02765URG1
1430000.00000000
PA
USD
1280844.42000000
0.058332702080
Long
DBT
MUN
US
N
2
2037-02-15
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
26600.44000000
OU
Notional Amount
USD
-6022.79000000
-0.00027429218
N/A
DCR
GB
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-2502.41000000
USD
26600.44000000
USD
-3520.38000000
N
N
N
Iowa Tobacco Settlement Authority
N/A
TOBACCO SETTLEMENT AUTH IA TOBACCO SETTLEMENT REVENUE
888805CC0
1000000.00000000
PA
USD
867141.80000000
0.039491700545
Long
DBT
MUN
US
N
2
2038-06-01
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
858135.84000000
0.039081547701
Long
DBT
MUN
US
N
2
2029-05-15
Fixed
5.00000000
N
N
N
N
N
N
Virginia Small Business Financing Authority
N/A
VIRGINIA ST SMALL BUSINESS FING AUTH REVENUE
928104PD4
8090000.00000000
PA
USD
8105099.18000000
0.369125499095
Long
DBT
MUN
US
N
2
2033-07-01
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
3760000.00000000
PA
USD
3024295.09000000
0.137733593348
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
873803.24000000
0.039795078371
Long
DBT
MUN
US
N
2
2042-06-01
Fixed
4.25000000
N
N
N
N
N
N
City of Minneapolis MN/St Paul Housing & Redevelopment Authority
N/A
MINNEAPOLIS MN & SAINT PAUL MN HSG & REDEV AUTH HLTH CARE
603695FR3
990000.00000000
PA
USD
990000.00000000
0.045086955259
Long
DBT
MUN
US
N
2
2034-11-15
Floating
2.20000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Long: IS2EU08 IRS USD R V 12MUSCPI IS2EU19 INFLATIONZERO / Short: IS2EU08 IRS USD P F 3.86125 IS2EU08 INFLATIONZERO
000000000
45000000.00000000
OU
Notional Amount
USD
399931.20000000
0.018213818304
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
2028-01-15
0.00000000
USD
0.00000000
USD
45000000.00000000
USD
399931.20000000
N
N
N
California State Public Works Board
N/A
CALIFORNIA ST PUBLIC WKS BRD LEASE REVENUE
13068LX91
2995000.00000000
PA
USD
3241923.37000000
0.147644902968
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
1472321.25000000
0.067053012451
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
1472321.25000000
N
N
N
City of Henderson KY
549300UJ32J1O26W1T80
HENDERSON KY EXEMPT FACS REVENUE
425099AC2
1150000.00000000
PA
USD
1041895.29000000
0.047450390227
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
2719308.75000000
0.123843789847
Long
DBT
MUN
US
N
2
2045-05-15
Floating
2.00000000
N
N
N
N
N
N
City of Ashland KY
N/A
ASHLAND KY MED CENTER REVENUE
044293BP2
195000.00000000
PA
USD
200279.31000000
0.009121196251
Long
DBT
MUN
US
N
2
2027-02-01
Fixed
5.00000000
N
N
N
N
N
N
Illinois State Toll Highway Authority
549300ISBFGI8MJJKM98
ILLINOIS ST TOLL HIGHWAY AUTH
452252PN3
1080000.00000000
PA
USD
1106050.03000000
0.050372149714
Long
DBT
MUN
US
N
2
2040-01-01
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
45663NBZ4
1675000.00000000
PA
USD
1464964.88000000
0.066717985860
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
1326671.10000000
0.060419758111
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
4298780.00000000
0.195776668213
Long
DBT
MUN
US
N
2
2039-06-01
Floating
2.63500000
N
N
N
N
N
N
Pennsylvania Turnpike Commission
549300J8LLBYEYEXZJ24
PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE
709224A33
1750000.00000000
PA
USD
1861265.70000000
0.084766468022
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
4408807.61000000
0.200787587334
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
1069452.07000000
0.048705391548
Long
DBT
MUN
US
N
2
2032-01-01
Fixed
4.00000000
N
N
N
N
N
N
Chicago Board of Education
54930099NR6T9V7LVB43
CHICAGO IL BRD OF EDU
167505XC5
100000.00000000
PA
USD
95312.78000000
0.004340770755
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
941315.40000000
0.042869742752
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
429807.38000000
OU
Notional Amount
USD
-97315.56000000
-0.00443198212
N/A
DCR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-38285.01000000
USD
429807.38000000
USD
-59030.55000000
N
N
N
Newark Higher Education Finance Corp
N/A
NEWARK HGR EDU FIN CORP TX EDU REVENUE
650346DY2
1690000.00000000
PA
USD
1294664.22000000
0.058962088650
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
8665587.48000000
0.394651469707
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
1026967.10000000
0.046770524940
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
1327463.13000000
0.060455829041
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
851214.67000000
OU
Notional Amount
USD
-192729.19000000
-0.00877734582
N/A
DCR
GB
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-98616.27000000
USD
851214.67000000
USD
-94112.92000000
N
N
N
Lewisville Independent School District
N/A
LEWISVILLE TX INDEP SCH DIST
52882PDZ8
2430000.00000000
PA
USD
2462692.98000000
0.112156897179
Long
DBT
MUN
US
N
2
2023-08-15
Fixed
5.00000000
N
N
N
N
N
N
State of Arizona Lottery Revenue
N/A
ARIZONA ST LOTTERY REVENUE
040624BM9
5000000.00000000
PA
USD
5416808.50000000
0.246694345949
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
2441415.87000000
0.111187886970
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
8572169.88000000
0.390397009958
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
4195000.00000000
PA
USD
3124363.01000000
0.142290924492
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
101864.41000000
0.004639147571
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
101864.41000000
N
N
N
State of California
N/A
CALIFORNIA ST
13063CKS8
2960000.00000000
PA
USD
3033202.87000000
0.138139274841
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
756990.00000000
0.034475125517
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
1.77700000
N
N
N
N
N
N
Allegheny County Airport Authority
N/A
ALLEGHENY CNTY PA ARPT AUTH ARPT REVENUE
01728LFC1
1750000.00000000
PA
USD
1537013.63000000
0.069999257342
Long
DBT
MUN
US
N
2
2037-01-01
Fixed
4.00000000
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
18001543.00000000
0.819833094795
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
7470404.92000000
0.340220012525
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
2118919.28000000
0.096500625026
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
3185117.50000000
0.145057828504
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
3185117.50000000
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
0.020129731540
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
1176848.98000000
0.053596502332
Long
DBT
MUN
US
N
2
2023-08-01
Fixed
5.00000000
N
N
N
N
N
N
Puerto Rico Highway & Transportation Authority
549300J6QBXVWJXB7Y41
PUERTO RICO HIGHWAY & TRANSPRTN AUTH HIGHWAY REVENUE
745181C88
100000.00000000
PA
USD
96746.12000000
0.004406048468
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
5.25000000
N
N
N
N
N
N
Buckeye Tobacco Settlement Financing Authority
N/A
BUCKEYE OH TOBACCO SETTLEMENT FING AUTH
118217CV8
1000000.00000000
PA
USD
887304.60000000
0.040409962426
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
1000000.00000000
PA
USD
665351.00000000
0.030301667443
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
2664032.80000000
0.121326391579
Long
DBT
MUN
US
N
2
2041-11-15
Fixed
5.00000000
N
N
N
N
N
N
California Housing Finance Agency
549300BOPCVLBA552Z14
CALIFORNIA HSG FIN AGY MUNI CTFS
13033DAH8
2500000.00000000
PA
USD
139037.50000000
0.006332098527
Long
DBT
MUN
US
N
2
2035-03-25
Variable
0.82300000
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
4491791.00000000
0.204566848336
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
1755749.20000000
0.079960995583
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
3388346.44000000
0.154313357924
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
1436234.88000000
0.065409553310
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
1436234.88000000
N
N
N
Florida Municipal Power Agency
549300M3I10QJUPNU131
FLORIDA ST MUNI PWR AGY
342816F67
1500000.00000000
PA
USD
1523346.15000000
0.069376807788
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
1190259.06000000
0.054207229278
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
5155051.52000000
0.234773310347
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
106788.90000000
PA
USD
108439.53000000
0.004938594179
Long
ABS-MBS
USGSE
US
N
2
2023-11-25
Floating
7.83600000
N
N
N
N
N
N
City of Philadelphia PA Airport Revenue
N/A
PHILADELPHIA PA ARPT REVENUE
717817XJ4
3035000.00000000
PA
USD
3111465.00000000
0.141703518431
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
985901.29000000
0.044900290255
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
734089.10000000
0.033432164048
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
2274081.53000000
0.103567083030
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
961063.49000000
0.043769117752
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
2360000.00000000
PA
USD
2357621.83000000
0.107371707039
Long
DBT
MUN
US
N
2
2049-09-01
Floating
5.00000000
N
N
N
N
N
N
State of Maryland
N/A
MARYLAND ST
574193TL2
9315000.00000000
PA
USD
10136527.11000000
0.461641559896
Long
DBT
MUN
US
N
2
2028-08-01
Fixed
5.00000000
N
N
N
N
N
N
New Jersey Educational Facilities Authority
549300UTOO4X537XXG70
NEW JERSEY ST EDUCTNL FACS AUTH REVENUE
646067ED6
835000.00000000
PA
USD
740481.42000000
0.033723285509
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
2508970.37000000
0.114264479616
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
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
15880000.00000000
PA
USD
13763292.87000000
0.626813100865
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
4.00000000
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
649717QE8
2540000.00000000
PA
USD
2540000.00000000
0.115677642787
Long
DBT
MUN
US
N
2
2032-07-01
Floating
2.22000000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI REVENUE
74442PMN2
555000.00000000
PA
USD
549061.56000000
0.025005569687
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
908615.90000000
0.041380529728
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
2184392.25000000
0.099482419843
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
2912362.04000000
0.132635895957
Long
DBT
MUN
US
N
2
2042-03-01
Fixed
5.50000000
N
N
N
N
N
N
Virginia Small Business Financing Authority
N/A
VIRGINIA ST SMALL BUSINESS FING AUTH REVENUE
928104PC6
4000000.00000000
PA
USD
4017627.20000000
0.182972300825
Long
DBT
MUN
US
N
2
2033-01-01
Fixed
5.00000000
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
48080.23000000
0.002189688059
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
48080.23000000
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261AN60
3500000.00000000
PA
USD
3502089.15000000
0.159493471537
Long
DBT
MUN
US
N
2
2026-11-15
Fixed
5.00000000
N
N
N
N
N
N
California Housing Finance Agency
549300BOPCVLBA552Z14
CALIFORNIA HSG FIN AGY MUNI CTFS
13033DAE5
976925.49000000
PA
USD
835234.17000000
0.038038551165
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
4043824.62000000
0.184165393656
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
4903025.85000000
0.223295461753
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
300482.65000000
0.013684694744
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
975856.67000000
0.044442834363
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
2652821.50000000
0.120815802305
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
2652821.50000000
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI HOTEL REVENUE
74447DAB3
2000000.00000000
PA
USD
1774410.40000000
0.080810871027
Long
DBT
MUN
US
N
2
2042-02-01
Fixed
5.00000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Long: IS0GI80 IRS USD R F .00000 IS0GI91 CPI SWAP 02152013 / Short: IS0GI80 IRS USD P F .00000 IS0GI80 CPI SWAP 02152013
000000000
21350000.00000000
OU
Notional Amount
USD
-819338.92000000
-0.03731464366
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
2028-02-20
0.00000000
USD
0.00000000
USD
21350000.00000000
USD
-819338.92000000
N
N
N
New Jersey Economic Development Authority
5493006JS6QWDVU4R678
NEW JERSEY ST ECON DEV AUTH SPL FAC REVENUE
64578CAH4
1365000.00000000
PA
USD
1341142.53000000
0.061078821461
Long
DBT
MUN
US
N
2
2029-09-15
Fixed
5.25000000
N
N
N
N
N
N
County of Osceola FL Transportation Revenue
N/A
OSCEOLA CNTY FL TRANSPRTN REVENUE
688031EL3
140000.00000000
PA
USD
85197.06000000
0.003880076800
Long
DBT
MUN
US
N
2
2031-10-01
None
0.00000000
N
N
N
N
N
N
State of Connecticut Clean Water Fund - State Revolving Fund
N/A
CONNECTICUT ST REVOLVING FUND GEN REVENUE
20775YAL0
4360000.00000000
PA
USD
4385921.07000000
0.199745279854
Long
DBT
MUN
US
N
2
2024-03-01
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
1246622.16000000
0.056774138943
Long
DBT
MUN
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
Florida Development Finance Corp
549300HC854CNBLMWC48
FLORIDA ST DEV FIN CORP
340618DE4
10000000.00000000
PA
USD
9920429.00000000
0.451799937859
Long
DBT
MUN
US
N
2
2056-12-01
Floating
2.90000000
N
N
N
N
N
N
Port of Seattle WA
549300T9UCDUJ3GZL429
PORT OF SEATTLE WA REVENUE
735389SP4
4820000.00000000
PA
USD
4862024.13000000
0.221428145879
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
5.00000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAH0
275000.00000000
PA
USD
236093.00000000
0.010752236897
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.62500000
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
27849.39000000
0.001268327475
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
3078946.56000000
0.140222551311
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
3078946.56000000
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
1264557.00000000
0.057590934224
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
1264557.00000000
N
N
N
Florida Municipal Power Agency
549300M3I10QJUPNU131
FLORIDA ST MUNI PWR AGY
342816S22
500000.00000000
PA
USD
432857.25000000
0.019713348954
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
1369288.00000000
0.062360633124
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
1113021.30000000
0.050689637935
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
5.00000000
N
N
N
N
N
N
City & County of Denver CO Airport System Revenue
N/A
DENVER CITY & CNTY CO ARPT REVENUE
249182FE1
3000000.00000000
PA
USD
3002247.90000000
0.136729511864
Long
DBT
MUN
US
N
2
2025-11-15
Fixed
5.00000000
N
N
N
N
N
N
Commonwealth of Massachusetts
5493001N1YCXNI1O7K10
MASSACHUSETTS ST
57582PCU2
3275000.00000000
PA
USD
3086369.17000000
0.140560594629
Long
DBT
MUN
US
N
2
2037-05-01
Floating
2.43400000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
Long: IS0FSU9 IRS USD R F .00000 IS0FSV0 CPI SWAP 12052012 / Short: IS0FSU9 IRS USD P F .00000 IS0FSU9 CPI SWAP 12052012
000000000
15500000.00000000
OU
Notional Amount
USD
-425809.49000000
-0.01939237719
N/A
DIR
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2022-12-07
0.00000000
USD
0.00000000
USD
15500000.00000000
USD
-425809.49000000
N
N
N
City of Cleveland OH Airport System Revenue
N/A
CLEVELAND OH ARPT SYS REVENUE
186352RB8
1510000.00000000
PA
USD
1514164.43000000
0.068958650415
Long
DBT
MUN
US
N
2
2023-01-01
Fixed
5.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261APW1
1275000.00000000
PA
USD
1305732.09000000
0.059466145780
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
3672125.28000000
0.167237321421
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
2651764.34000000
0.120767656724
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
4885062.45000000
0.222477365782
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
4180000.00000000
PA
USD
4179475.41000000
0.190343253353
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
1127559.54000000
0.051351743972
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
4.00000000
N
N
N
N
N
N
New York Transportation Development Corp
N/A
NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE
650116CH7
3665000.00000000
PA
USD
3637928.48000000
0.165679917793
Long
DBT
MUN
US
N
2
2029-01-01
Fixed
5.00000000
N
N
N
N
N
N
City of Philadelphia PA
549300IVFOPB4AG7UL47
PHILADELPHIA PA
717813TC3
12990000.00000000
PA
USD
13699976.24000000
0.623929510901
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
1916918.81000000
0.087301043053
Long
DBT
MUN
US
N
2
2035-11-01
Floating
2.37400000
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
2468514.99000000
0.112422045365
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
13063DZW1
6980000.00000000
PA
USD
7535311.35000000
0.343176005763
Long
DBT
MUN
US
N
2
2035-12-01
Fixed
5.00000000
N
N
N
N
N
N
Illinois Finance Authority
549300ZG6UBPNNNRN315
ILLINOIS ST FIN AUTH REVENUE
45204E6T0
100000.00000000
PA
USD
99242.62000000
0.004519745017
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
14451448.74000000
0.658153356342
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
14451448.74000000
N
N
N
New Jersey Educational Facilities Authority
549300UTOO4X537XXG70
NEW JERSEY ST EDUCTNL FACS AUTH REVENUE
646067EC8
750000.00000000
PA
USD
678779.40000000
0.030913228726
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
2895252.18000000
0.131856672227
Long
DBT
MUN
US
N
2
2035-10-01
Fixed
4.00000000
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
1586046.11000000
0.072232313132
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
6091889.40000000
0.277439136187
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
2046968.52000000
0.093223816241
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
1264156.50000000
0.057572694501
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
11424074.21000000
0.520279517970
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
228058.71000000
0.010386336216
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
1909674.36000000
0.086971113565
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
3451380.12000000
0.157184061671
Long
DBT
MUN
US
N
2
2023-10-01
Fixed
5.00000000
N
N
N
N
N
N
Puerto Rico Highway & Transportation Authority
549300J6QBXVWJXB7Y41
PUERTO RICO HIGHWAY & TRANSPRTN AUTH TRANSPRTN REVENUE
745190ZS0
1095000.00000000
PA
USD
1059370.01000000
0.048246230549
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
5.25000000
N
N
N
N
N
N
State of Connecticut
5493007GRO6CU0IKP741
CONNECTICUT ST
20772JT85
2160000.00000000
PA
USD
2241700.70000000
0.102092382996
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
1465481.70000000
0.066741523072
Long
DBT
MUN
US
N
2
2036-09-01
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
89742.93000000
0.004087106535
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
1487511.72000000
0.067744822593
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
2039874.26000000
0.092900726763
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
698617.79000000
0.031816716203
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
833089.20000000
0.037940864129
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
781224.89000000
0.035578840063
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
928312.38000000
0.042277554287
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
74495.05000000
0.003392681804
Long
DBT
MUN
US
N
2
2030-10-01
None
0.00000000
N
N
N
N
N
N
South Carolina Public Service Authority
EMBXY64GWKA9MZGFUD26
SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE
837151PQ6
1000000.00000000
PA
USD
1004649.60000000
0.045754132895
Long
DBT
MUN
US
N
2
2034-12-01
Fixed
5.00000000
N
N
N
N
N
N
Louisiana Public Facilities Authority
549300RQIPT5S4P4M065
LOUISIANA ST PUBLIC FACS AUTH REVENUE
546398C30
5250000.00000000
PA
USD
5250000.00000000
0.239097490013
Long
DBT
MUN
US
N
2
2047-07-01
Floating
2.23000000
N
N
N
N
N
N
Ohio Higher Educational Facility Commission
5493007MQT6NGNN6BR81
OHIO ST HGR EDUCTNL FAC COMMISSION
67756DE44
1250000.00000000
PA
USD
1281635.13000000
0.058368712894
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
1870937.52000000
0.085206945715
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
1456294.43000000
0.066323112939
Long
DBT
MUN
US
N
2
2029-12-01
Fixed
5.00000000
N
N
N
N
N
N
Halifax Hospital Medical Center
N/A
HALIFAX FL HOSP MED CTR
405815HE4
1685000.00000000
PA
USD
1685000.00000000
0.076738908699
Long
DBT
MUN
US
N
2
2048-06-01
Floating
2.25000000
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
710715.90000000
0.032367692914
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
710715.90000000
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
3568672.60000000
0.162525840255
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
3568672.60000000
N
N
N
City of Pigeon Forge TN
N/A
PIGEON FORGE TN
721014NZ7
4545000.00000000
PA
USD
4666644.20000000
0.212530079049
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
55417.52000000
PA
USD
56059.82000000
0.002553097571
Long
ABS-MBS
USGSE
US
N
2
2025-05-25
Floating
7.58600000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261APY7
1000000.00000000
PA
USD
1021776.50000000
0.046534132667
Long
DBT
MUN
US
N
2
2028-11-15
Fixed
5.00000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Long: IS2DRC6 IRS USD R V 12MUSCPI IS2DRD7 INFLATIONZERO / Short: IS2DRC6 IRS USD P F 3.79250 IS2DRC6 INFLATIONZERO
000000000
200000000.00000000
OU
Notional Amount
USD
7449296.00000000
0.339258662089
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
2023-01-18
0.00000000
USD
0.00000000
USD
200000000.00000000
USD
7449296.00000000
N
N
N
Orange County Health Facilities Authority
N/A
ORANGE CNTY FL HLTH FACS AUTH REVENUE
68450LGL3
1000000.00000000
PA
USD
848944.50000000
0.038662952211
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
237364.32000000
0.010810135834
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
3048716.93000000
0.138845822043
Long
DBT
MUN
US
N
2
2026-02-15
Fixed
5.00000000
N
N
N
N
N
N
State of Wisconsin
549300VTAT608CNZ5827
WISCONSIN ST
97705MSX4
6000000.00000000
PA
USD
6582698.40000000
0.299791745706
Long
DBT
MUN
US
N
2
2029-05-01
Fixed
5.00000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBE4
959000.00000000
PA
USD
832670.93000000
0.037921815118
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
2615386.50000000
0.119110923345
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
6831302.93000000
0.311113787445
Long
DBT
MUN
US
N
2
2048-08-01
Floating
4.00000000
N
N
N
N
N
N
Dallas Area Rapid Transit
75YWM81F2R6UQGJIEW47
DALLAS TX AREA RAPID TRANSIT SALES TAX REVENUE
235241VA1
1250000.00000000
PA
USD
1251874.25000000
0.057013331616
Long
DBT
MUN
US
N
2
2022-12-01
Fixed
5.00000000
N
N
N
N
N
N
Chicago O'Hare International Airport
N/A
CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE
167593VQ2
5000000.00000000
PA
USD
5108344.00000000
0.232646138767
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
476879.59000000
0.021718231049
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
5964957.59000000
0.271658359582
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
2151959.25000000
0.098005343864
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
4.00000000
N
N
N
N
N
N
Chicago Board of Education
54930099NR6T9V7LVB43
CHICAGO IL BRD OF EDU
167505XA9
265000.00000000
PA
USD
256629.50000000
0.011687517964
Long
DBT
MUN
US
N
2
2031-12-01
Fixed
5.00000000
N
N
N
N
N
N
Lower Colorado River Authority
549300QJFPW2NNBYR215
LOWER COLORADO RIVER TX AUTH TRANSMISSION CONTRACT REVENUE
54811BYQ8
5000000.00000000
PA
USD
5157337.50000000
0.234877419315
Long
DBT
MUN
US
N
2
2040-05-15
Fixed
5.00000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063DH92
7065000.00000000
PA
USD
6934640.86000000
0.315820042623
Long
DBT
MUN
US
N
2
2035-10-01
Fixed
4.00000000
N
N
N
N
N
N
Clark County School District
N/A
CLARK CNTY NV SCH DIST
181059X50
5170000.00000000
PA
USD
5472929.43000000
0.249250226616
Long
DBT
MUN
US
N
2
2027-06-15
Fixed
5.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: IS2FNQ8 IRS USD R V 12MUSCPI IS2FNR9 INFLATIONZERO / Short: IS2FNQ8 IRS USD P F 4.35250 IS2FNQ8 INFLATIONZERO
000000000
59000000.00000000
OU
Notional Amount
USD
-542474.32000000
-0.02470557110
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
59000000.00000000
USD
-542474.32000000
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
466305.35000000
0.021236655002
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
466305.35000000
N
N
N
University of Washington
T8YS5W0N70BYCTHPA429
UNIV OF WASHINGTON WA UNIV REVENUES
91523NXD3
2500000.00000000
PA
USD
2040534.00000000
0.092930772892
Long
DBT
MUN
US
N
2
2033-07-01
Fixed
2.78700000
N
N
N
N
N
N
California State Public Works Board
N/A
CALIFORNIA ST PUBLIC WKS BRD LEASE REVENUE
13068L7U3
10000000.00000000
PA
USD
10044743.00000000
0.457461493168
Long
DBT
MUN
US
N
2
2023-02-01
Fixed
5.00000000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI HLTHCARE FACS REVENUE
74444KBQ6
300000.00000000
PA
USD
300522.45000000
0.013686507331
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
1787080.86000000
0.081387913919
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
1787080.86000000
N
N
N
State of California
N/A
CALIFORNIA ST
13063DWS3
10870000.00000000
PA
USD
12055505.03000000
0.549036379718
Long
DBT
MUN
US
N
2
2030-11-01
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
64990FE34
2000000.00000000
PA
USD
1522825.80000000
0.069353109811
Long
DBT
MUN
US
N
2
2032-03-15
Fixed
2.25200000
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
3072153.60000000
0.139913183751
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
851514.00000000
0.038779973354
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
4.00000000
N
N
N
N
N
N
New York Transportation Development Corp
N/A
NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE
650116CF1
3000000.00000000
PA
USD
2990886.30000000
0.136212077570
Long
DBT
MUN
US
N
2
2027-01-01
Fixed
5.00000000
N
N
N
N
N
N
Tobacco Settlement Finance Authority
N/A
TOBACCO SETTLEMENT FIN AUTH WV ASSET BACKED
88880LAW3
2600000.00000000
PA
USD
2210554.84000000
0.100673926434
Long
DBT
MUN
US
N
2
2049-06-01
Fixed
4.87500000
N
N
N
N
N
N
Columbus Regional Airport Authority
N/A
COLUMBUS OH REGL ARPT AUTH CAPITAL FUNDING REVENUE
199544AB3
930000.00000000
PA
USD
930000.00000000
0.042354412516
Long
DBT
MUN
US
N
2
2036-12-01
Floating
2.23000000
N
N
N
N
N
N
Massachusetts Clean Water Trust/The
549300SYPEROLSQU0261
MASSACHUSETTS ST WTR POLL ABATEMENT TRUST
57604PA95
2275000.00000000
PA
USD
2282876.28000000
0.103967616868
Long
DBT
MUN
US
N
2
2023-08-01
Floating
9.59000000
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
2256163.65000000
0.102751060147
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
7620132.01000000
0.347038940412
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
4649757.30000000
0.211761009448
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
12126808.65000000
0.552283716208
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
4424638.01000000
0.201508541411
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
108000.53000000
0.004918601074
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
108000.53000000
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
4037644.65000000
0.183883943120
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
1779948.00000000
0.081063066505
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
674950.00000000
0.030738828739
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
5650137.45000000
0.257320701433
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
1185740.40000000
0.054001438752
Long
DBT
MUN
US
N
2
2027-12-01
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
64990FX33
5000000.00000000
PA
USD
4415340.00000000
0.201085087915
Long
DBT
MUN
US
N
2
2042-03-15
Fixed
4.00000000
N
N
N
N
N
N
Maryland Economic Development Corp
549300JJ16DDBSZWSN94
MARYLAND ST ECON DEV CORP PRIV ACTIVITY REVENUE
57422JBT4
3525000.00000000
PA
USD
3434154.05000000
0.156399545462
Long
DBT
MUN
US
N
2
2040-12-31
Fixed
5.00000000
N
N
N
N
N
N
Lewisville Independent School District
N/A
LEWISVILLE TX INDEP SCH DIST
52882PEA2
2295000.00000000
PA
USD
2361345.24000000
0.107541279988
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
404772.54000000
0.018434304445
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
1313817.00000000
0.059834351816
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
9958913.26000000
PA
USD
8988716.93000000
0.409367553601
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
4939810.93000000
PA
USD
4578694.45000000
0.208524638197
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
7382460.54000000
0.336214816236
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
62746.66000000
0.002857632173
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
199143.10000000
0.009069450545
Long
DBT
MUN
US
N
2
2036-09-20
Variable
0.33400000
N
N
N
N
N
N
Iowa Tobacco Settlement Authority
N/A
TOBACCO SETTLEMENT AUTH IA TOBACCO SETTLEMENT REVENUE
888805BZ0
515000.00000000
PA
USD
461913.23000000
0.021036627408
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
4902136.80000000
0.223254972301
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
1965817.60000000
0.089528010282
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
883784.00000000
PA
USD
754336.51000000
0.034354279269
Long
DBT
MUN
US
N
2
2052-08-01
Floating
5.66000000
N
N
N
N
N
N
New Jersey Turnpike Authority
5493005YN67D71KSMI84
NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE
646140DH3
4375000.00000000
PA
USD
4593510.25000000
0.209199384976
Long
DBT
MUN
US
N
2
2028-01-01
Fixed
5.00000000
N
N
N
N
N
N
New York City Health and Hospitals Corp
N/A
NEW YORK CITY NY HLTH & HOSP CORP
649674GR3
11000000.00000000
PA
USD
11000000.00000000
0.500966169552
Long
DBT
MUN
US
N
2
2031-02-15
Floating
2.25000000
N
N
N
N
N
N
Triborough Bridge & Tunnel Authority
54930020ZN4LQF7K3456
TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX
89602HAV9
4740000.00000000
PA
USD
4929355.42000000
0.224494573011
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
1098108.67000000
0.050010481287
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
1780.10000000
0.000081069988
Long
DBT
MUN
US
N
2
2037-07-01
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
1873500.80000000
0.085323683584
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
1532970.88000000
0.069815140889
Long
DBT
MUN
US
N
2
2036-12-01
Fixed
5.00000000
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
1035300.09000000
0.047150029129
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
6164272.04000000
0.280735613814
Long
DBT
MUN
US
N
2
2023-06-01
Fixed
5.00000000
N
N
N
N
N
N
CSCDA Community Improvement Authority
N/A
CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE
126292BS9
3500000.00000000
PA
USD
2529329.95000000
0.115191703326
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
249759.03000000
0.011374620415
Long
DBT
MUN
US
N
2
2031-12-15
Fixed
6.62500000
N
N
N
N
N
N
State of Louisiana Gasoline & Fuels Tax Revenue
N/A
LOUISIANA ST GAS & FUELS TAX REVENUE
546475VU5
4960000.00000000
PA
USD
4783506.34000000
0.217852258925
Long
DBT
MUN
US
N
2
2043-05-01
Floating
2.63500000
N
N
N
N
N
N
South Carolina Public Service Authority
EMBXY64GWKA9MZGFUD26
SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE
837151SL4
930000.00000000
PA
USD
932179.08000000
0.042453653004
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
883594.40000000
0.040240991091
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
883594.40000000
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
-234024.35000000
-0.01065802565
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
-234024.35000000
N
N
N
Mississippi Development Bank
549300122LOI8CB50V38
MISSISSIPPI DEV BK SPL OBLIG
60534XLR5
1000000.00000000
PA
USD
985841.20000000
0.044897553613
Long
DBT
MUN
US
N
2
2033-10-01
Fixed
5.00000000
N
N
N
N
N
N
Iowa Tobacco Settlement Authority
N/A
TOBACCO SETTLEMENT AUTH IA TOBACCO SETTLEMENT REVENUE
888805CH9
1890000.00000000
PA
USD
1724049.68000000
0.078517324028
Long
DBT
MUN
US
N
2
2049-06-01
Fixed
4.00000000
N
N
N
N
N
N
Pennsylvania Turnpike Commission
549300J8LLBYEYEXZJ24
PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE
709225FK7
1000000.00000000
PA
USD
1053157.90000000
0.047963316281
Long
DBT
MUN
US
N
2
2036-12-01
Fixed
5.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59259YNS4
5000000.00000000
PA
USD
5003169.00000000
0.227856219050
Long
DBT
MUN
US
N
2
2025-11-15
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
1705646.47000000
0.077679198062
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
1720193.00000000
0.078341681645
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
2.51000000
N
N
N
N
N
N
California State University
N/A
CALIFORNIA ST UNIV REVENUE
13077DQP0
1000000.00000000
PA
USD
698675.80000000
0.031819358116
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
453962.15000000
0.020674516309
Long
DBT
MUN
US
N
2
2034-06-01
Fixed
4.00000000
N
N
N
N
N
N
Louisiana Public Facilities Authority
549300RQIPT5S4P4M065
LOUISIANA ST PUBLIC FACS AUTH REVENUE
546398XX1
2280000.00000000
PA
USD
2280000.00000000
0.103836624234
Long
DBT
MUN
US
N
2
2023-04-02
Floating
2.23000000
N
N
N
N
N
N
Las Vegas Valley Water District
N/A
LAS VEGAS VLY NV WTR DIST
517845NA7
6350000.00000000
PA
USD
6021166.52000000
0.274218247978
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
652312.06000000
0.029707843095
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
5652537.00000000
0.257429982649
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
240000.00000000
PA
USD
230069.47000000
0.010477911010
Long
DBT
MUN
US
N
2
2024-06-15
Fixed
2.50000000
N
N
N
N
N
N
Missouri State Environmental Improvement & Energy Resources Authority
N/A
MISSOURI ST ENVRNMNTL IMPT & ENERGY RESOURCES AUTH WTR POLL
60636UJF7
9785000.00000000
PA
USD
9814426.43000000
0.446972328636
Long
DBT
MUN
US
N
2
2023-01-01
Fixed
5.00000000
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
854376.20000000
0.038910324751
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
854376.20000000
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI REVENUE
74442PMS1
155000.00000000
PA
USD
149397.08000000
0.006803898446
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
5118618.76000000
0.233114075781
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
23826638.40000000
1.085121797506
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
1380518.56000000
0.062872099545
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
2272564.14000000
0.103497977479
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
408753.93000000
0.018615626418
Long
DBT
MUN
US
N
2
2040-12-01
Floating
6.10000000
N
N
N
N
N
N
Arizona Industrial Development Authority
N/A
ARIZONA INDL DEV AUTH HOSP REVENUE
04052EBE7
1000000.00000000
PA
USD
1063793.10000000
0.048447668591
Long
DBT
MUN
US
N
2
2028-02-01
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
650028WK5
2225000.00000000
PA
USD
2305692.96000000
0.105006742757
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
17005969.20000000
0.774492295423
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
2308644.63000000
0.105141168831
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
209367.99000000
0.009535116361
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
209367.99000000
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAB7
575000.00000000
PA
USD
523250.00000000
0.023830049838
Long
DBT
CORP
XX
N
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
Tobacco Settlement Financing Corp
N/A
TOBACCO SETTLEMENT FING CORP NJ
888808HT2
3495000.00000000
PA
USD
3209262.43000000
0.146157446058
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
2328614.25000000
0.106050632835
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
2328614.25000000
N
N
N
Kentucky Public Energy Authority
N/A
KENTUCKY ST PUBLIC ENERGY AUTH GAS SPLY REVENUE
74440DDS0
18485000.00000000
PA
USD
16924405.72000000
0.770777700500
Long
DBT
MUN
US
N
2
2052-08-01
Floating
4.00000000
N
N
N
N
N
N
Illinois Finance Authority
549300ZG6UBPNNNRN315
ILLINOIS ST FIN AUTH REVENUE
45204FGY5
1400000.00000000
PA
USD
1506355.34000000
0.068603005878
Long
DBT
MUN
US
N
2
2035-10-01
Fixed
5.00000000
N
N
N
N
N
N
California Community Housing Agency
N/A
CALIFORNIA CMNTY HSG AGY ESSENTIAL HSG REVENUE
13013FAM6
3315000.00000000
PA
USD
2230820.63000000
0.101596878724
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
7067052.43000000
0.321850380535
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
2074469.60000000
0.094476280851
Long
DBT
MUN
US
N
2
2039-02-01
Fixed
5.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS2CC40 IRS USD R V 12MUSCPI IS2CC51 CCPINFLATIONZERO / Short: BS2CC40 IRS USD P F 2.63800 IS2CC40 CCPINFLATIONZERO
000000000
35000000.00000000
OU
Notional Amount
USD
1949385.55000000
0.088779655633
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2036-11-02
0.00000000
USD
0.00000000
USD
35000000.00000000
USD
1949385.55000000
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
3238722.77000000
0.147499140030
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
3238722.77000000
N
N
N
Florida Development Finance Corp
549300HC854CNBLMWC48
FLORIDA ST DEV FIN CORP EDUCTNL FACS REVENUE
34061UKL1
2550000.00000000
PA
USD
2367708.92000000
0.107831097115
Long
DBT
MUN
US
N
2
2042-06-15
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
4813020.00000000
0.219196381216
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
6738522.30000000
0.306888336825
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
654645.10000000
0.029814095287
Long
DBT
MUN
US
N
2
2041-11-01
Fixed
4.50000000
N
N
N
N
N
N
Virginia Small Business Financing Authority
N/A
VIRGINIA ST SMALL BUSINESS FING AUTH REVENUE
928104PA0
3220000.00000000
PA
USD
3255039.40000000
0.148242238178
Long
DBT
MUN
US
N
2
2032-01-01
Fixed
5.00000000
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
3161309.51000000
0.143973555999
Long
DBT
MUN
US
N
2
2040-05-15
Fixed
4.00000000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
ILLINOIS ST
452152P88
7950000.00000000
PA
USD
8019066.42000000
0.365207362528
Long
DBT
MUN
US
N
2
2024-11-01
Fixed
5.00000000
N
N
N
N
N
N
New Hampshire Business Finance Authority
N/A
NATIONAL FIN AUTH NH MUNI CTFS
63607WAA2
1493684.16000000
PA
USD
1377879.72000000
0.062751920493
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
2502061.22000000
0.113949820488
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
632217.38000000
0.028792683562
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
980418.40000000
0.044650586400
Long
DBT
MUN
US
N
2
2037-01-01
Fixed
5.00000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Long: IS2E4B7 IRS USD R V 12MUSCPI IS2E4C8 INFLATIONZERO / Short: IS2E4B7 IRS USD P F 3.82500 IS2E4B7 INFLATIONZERO
000000000
150000000.00000000
OU
Notional Amount
USD
5538652.50000000
0.252243411582
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
2023-01-18
0.00000000
USD
0.00000000
USD
150000000.00000000
USD
5538652.50000000
N
N
N
Central Texas Regional Mobility Authority
N/A
CENTRL TX REGL MOBILITY AUTH REVENUE
155498LP1
1350000.00000000
PA
USD
1392059.66000000
0.063397708696
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
3007448.80000000
0.136966373223
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
1591442.57000000
0.072478080759
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
4670459.13000000
0.212703820037
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
50549.95000000
PA
USD
50636.90000000
0.002306124893
Long
ABS-MBS
USGSE
US
N
2
2024-07-25
Floating
6.48600000
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
2561786.50000000
0.116669851828
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
2561786.50000000
N
N
N
North Texas Tollway Authority
PQGZGRE0F2WPMYQQ1B78
N TX TOLLWAY AUTH REVENUE
66285WWM4
3000000.00000000
PA
USD
3004887.00000000
0.136849702757
Long
DBT
MUN
US
N
2
2038-01-01
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
544445LN7
1410000.00000000
PA
USD
1461483.47000000
0.066559434166
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
932035.50000000
0.042447114029
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
393699.15000000
0.017929995921
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
4.00000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Long: IS0GW11 IRS USD R F .00000 IS0GW22 CPI SWAP 03222013 / Short: IS0GW11 IRS USD P F 2.88000 IS0GW11 CPI SWAP 03222013
000000000
12000000.00000000
OU
Notional Amount
USD
-397003.20000000
-0.01808047021
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
2028-03-26
0.00000000
USD
0.00000000
USD
12000000.00000000
USD
-397003.20000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SS2FEL0 IRS USD R F 2.48350 IS2FEL0 CCPOIS / Short: SS2FEL0 IRS USD P V 00MSOFR IS2FEM1 CCPOIS
000000000
37000000.00000000
OU
Notional Amount
USD
-2133217.66000000
-0.09715180726
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2027-01-15
0.00000000
USD
0.00000000
USD
37000000.00000000
USD
-2133217.66000000
N
N
N
American Municipal Power Inc
EARKGGZJJEMVD66XQ486
AMERICAN MUNI PWR-OHIO INC OH REVENUE
02765UMG6
5000000.00000000
PA
USD
5107766.50000000
0.232619838043
Long
DBT
MUN
US
N
2
2036-02-15
Fixed
5.00000000
N
N
N
N
N
N
New Jersey Turnpike Authority
5493005YN67D71KSMI84
NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE
6461395N1
1590000.00000000
PA
USD
1594332.27000000
0.072609684572
Long
DBT
MUN
US
N
2
2023-01-01
Fixed
5.00000000
N
N
N
N
N
N
County of Richland SC
N/A
RICHLAND CNTY SC
7636312P2
13020000.00000000
PA
USD
14090945.78000000
0.641735193889
Long
DBT
MUN
US
N
2
2028-03-01
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
11220094.91000000
0.510989815371
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
580522.95000000
0.026438396236
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
159137.78000000
0.007247513097
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
7.50000000
N
N
N
N
N
N
Tennessee Energy Acquisition Corp
549300OJ2Z8PGEY46K92
TENNESSEE ENERGY ACQUISITION CORP COMMODITY PROJECT REVENUE
88044TAL3
8770000.00000000
PA
USD
8544434.72000000
0.389133884788
Long
DBT
MUN
US
N
2
2052-05-01
Floating
5.00000000
N
N
N
N
N
N
Pennsylvania Turnpike Commission
549300J8LLBYEYEXZJ24
PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE
709225AY2
1245000.00000000
PA
USD
872062.62000000
0.039715806395
Long
DBT
MUN
US
N
2
2042-12-01
Fixed
3.00000000
N
N
N
N
N
N
New Jersey Turnpike Authority
5493005YN67D71KSMI84
NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE
646140AZ6
200000.00000000
PA
USD
200544.94000000
0.009133293674
Long
DBT
MUN
US
N
2
2023-01-01
Fixed
5.00000000
N
N
N
N
N
N
Fairfax County Economic Development Authority
N/A
FAIRFAX CNTY VA ECON DEV AUTH REVENUE
30382EJJ4
410000.00000000
PA
USD
446656.99000000
0.020341821944
Long
DBT
MUN
US
N
2
2032-08-01
Fixed
5.00000000
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
271041.77000000
0.012343887027
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
271041.77000000
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
PUERTO RICO CMWLTH
74514L3H8
1128149.00000000
PA
USD
1134671.51000000
0.051675640005
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
662449.51000000
0.030169526686
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
10078062.00000000
0.458978919696
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
349268.15000000
0.015906502477
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
3205219.44000000
0.145973318675
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
1244951.50000000
0.056698053112
Long
DBT
MUN
US
N
2
2025-12-01
Floating
5.67000000
N
N
N
N
N
N
University of Washington
T8YS5W0N70BYCTHPA429
UNIV OF WASHINGTON WA UNIV REVENUES
91523NXT8
3250000.00000000
PA
USD
3518342.43000000
0.160233684575
Long
DBT
MUN
US
N
2
2034-04-01
Fixed
5.00000000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI HOSP REVENUE
74442CEE0
1725000.00000000
PA
USD
1738262.49000000
0.079164609208
Long
DBT
MUN
US
N
2
2033-02-01
Fixed
5.00000000
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
PUERTO RICO CMWLTH
74514L3N5
3043.00000000
PA
USD
2313.78000000
0.000105375045
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
2307652.82000000
0.105095999444
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
2307652.82000000
N
N
N
School District of Philadelphia/The
254900HSKDHZKBZCUL90
PHILADELPHIA PA SCH DIST
717883TK8
5000000.00000000
PA
USD
5147557.50000000
0.234432014848
Long
DBT
MUN
US
N
2
2034-09-01
Fixed
5.00000000
N
N
N
N
N
N
State of North Carolina
N/A
NORTH CAROLINA ST GRANT ANTICIPATION REVENUE
658268EN3
1175000.00000000
PA
USD
1261544.04000000
0.057453716858
Long
DBT
MUN
US
N
2
2028-03-01
Fixed
5.00000000
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
PUERTO RICO CMWLTH
74514L3T2
20156.00000000
PA
USD
9196.18000000
0.000418815915
Long
DBT
MUN
US
N
2
2043-11-01
Variable
1.00000000
N
N
N
N
N
N
District of Columbia
549300HWFOZXPKGOX654
DISTRICT OF COLUMBIA REVENUE
254839RZ8
4440000.00000000
PA
USD
4440000.00000000
0.202208162983
Long
DBT
MUN
US
N
2
2038-08-15
Floating
2.21000000
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
4617604.00000000
0.210296671672
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
2817139.32000000
0.128299226748
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
591418.80000000
0.026934619167
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
874482.00000000
0.039825990716
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
742876.64000000
0.033832369526
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
4076429.20000000
0.185650283797
Long
DBT
MUN
US
N
2
2023-12-01
Fixed
5.00000000
N
N
N
N
N
N
State of Washington
549300X3TODFMUKLQ364
WASHINGTON ST
93974EPK6
3165000.00000000
PA
USD
3461825.41000000
0.157659765028
Long
DBT
MUN
US
N
2
2029-06-01
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
135885.10000000
0.006188530731
Long
DBT
MUN
US
N
2
2025-03-01
Fixed
5.75000000
N
N
N
N
N
N
Iowa Finance Authority
549300NQVL49BTHOW391
IOWA ST FIN AUTH REVENUE
46247SAT1
5200000.00000000
PA
USD
5570572.80000000
0.253697137984
Long
DBT
MUN
US
N
2
2039-08-01
Fixed
5.00000000
N
N
N
N
N
N
Iowa Finance Authority
549300NQVL49BTHOW391
IOWA ST FIN AUTH MIDWSTRN DISASTER AREA REVENUE
46246SAV7
7000000.00000000
PA
USD
6218834.30000000
0.283220508941
Long
DBT
MUN
US
N
2
2050-12-01
Floating
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
04052FBH7
935000.00000000
PA
USD
903333.61000000
0.041139961675
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
628025.58000000
0.028601779017
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
1837063.99000000
0.083664264572
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
761559.08000000
0.034683212290
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
9350003.48000000
0.425821402607
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
1969625.80000000
0.089701444770
Long
DBT
MUN
US
N
2
2039-09-01
Floating
2.39400000
N
N
N
N
N
N
New Jersey Economic Development Authority
5493006JS6QWDVU4R678
NEW JERSEY ST ECON DEV AUTH SPL FAC REVENUE
64578CCD1
1680000.00000000
PA
USD
1699612.82000000
0.077404411287
Long
DBT
MUN
US
N
2
2027-10-01
Fixed
5.00000000
N
N
N
N
N
N
Florida Keys Aqueduct Authority
549300EMJ277J3MYQ645
FLORIDA KEYS AQUEDUCT AUTH FL WTR REVENUE
340765HC3
8910000.00000000
PA
USD
8910000.00000000
0.405782597337
Long
DBT
MUN
US
N
2
2035-09-01
Floating
2.22000000
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
PUERTO RICO CMWLTH
74514L3P0
3164.00000000
PA
USD
2295.51000000
0.000104542986
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
713980.90000000
0.032516388782
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
2997905.46000000
0.136531746816
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
3451723.97000000
0.157199721418
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
3451723.97000000
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
1604048.87000000
0.073052201652
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
1604048.87000000
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
5939098.88000000
0.270480692409
Long
DBT
MUN
US
N
2
2036-05-01
Fixed
5.00000000
N
N
N
N
N
N
University of North Texas System
N/A
UNIV OF N TEXAS UNIV REVENUE
914729VZ8
1015000.00000000
PA
USD
1077249.75000000
0.049060516446
Long
DBT
MUN
US
N
2
2035-04-15
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
4737047.90000000
0.215736431041
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
2657318.40000000
0.121020601830
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
5026009.00000000
0.228896406988
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
1602482.94000000
0.072980885475
Long
DBT
MUN
US
N
2
2039-02-01
Fixed
4.00000000
N
N
N
N
N
N
San Antonio Water System
549300S7VENCVRZAA322
SAN ANTONIO TX WTR REVENUE
79642GMR0
1160000.00000000
PA
USD
1246723.34000000
0.056778746921
Long
DBT
MUN
US
N
2
2035-05-15
Fixed
5.00000000
N
N
N
N
N
N
Territory of Guam
N/A
GUAM GOVT
40065BCQ4
135000.00000000
PA
USD
131141.62000000
0.005972501367
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
2677730.75000000
0.121950228811
Long
DBT
MUN
US
N
2
2027-10-01
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
687502.00000000
0.031310476681
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
4297803.41000000
0.195732191981
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
15008046.00000000
0.683502119735
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
2812036.96000000
0.128066853135
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
844094.96000000
0.038442092622
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
844094.96000000
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
3258149.00000000
0.148383856760
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
3258149.00000000
N
N
N
Maryland Economic Development Corp
549300JJ16DDBSZWSN94
MARYLAND ST ECON DEV CORP PRIV ACTIVITY REVENUE
57422JBW7
3120000.00000000
PA
USD
3015646.61000000
0.137339720994
Long
DBT
MUN
US
N
2
2042-06-30
Fixed
5.00000000
N
N
N
N
N
N
Salt River Project Agricultural Improvement & Power District
SHB8HO6GKXJ83RX5OV39
SALT RIVER AZ PROJ AGRIC IMPT& PWR DIST ELEC SYS REVENUE
79574CEY5
2750000.00000000
PA
USD
3002352.10000000
0.136734257380
Long
DBT
MUN
US
N
2
2029-01-01
Fixed
5.00000000
N
N
N
N
N
N
Indiana Finance Authority
549300PS0PAS7NDSSI20
INDIANA ST FIN AUTH ENVRNMNTL REVENUE
455054BG0
7555000.00000000
PA
USD
7278926.70000000
0.331499638850
Long
DBT
MUN
US
N
2
2035-05-01
Floating
4.50000000
N
N
N
N
N
N
New Jersey Health Care Facilities Financing Authority
N/A
NEW JERSEY ST HLTH CARE FACS FING AUTH REVENUE
64579FWQ2
1145000.00000000
PA
USD
1145000.00000000
0.052146024012
Long
DBT
MUN
US
N
2
2036-07-01
Floating
2.23000000
N
N
N
N
N
N
Detroit City School District
N/A
DETROIT MI CITY SCH DIST
251129Z21
3860000.00000000
PA
USD
4215400.62000000
0.191979372884
Long
DBT
MUN
US
N
2
2029-05-01
Fixed
5.25000000
N
N
N
N
N
N
Central Texas Regional Mobility Authority
N/A
CENTRL TX REGL MOBILITY AUTH REVENUE
155498LT3
1000000.00000000
PA
USD
1006290.80000000
0.045828877048
Long
DBT
MUN
US
N
2
2039-01-01
Fixed
5.00000000
N
N
N
N
N
N
Virginia Small Business Financing Authority
N/A
VIRGINIA ST SMALL BUSINESS FING AUTH REVENUE
928104PB8
2800000.00000000
PA
USD
2826776.40000000
0.128738122299
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
5.00000000
N
N
N
N
N
N
State of Connecticut
5493007GRO6CU0IKP741
CONNECTICUT ST
20772JF31
4330000.00000000
PA
USD
4510188.19000000
0.205404700137
Long
DBT
MUN
US
N
2
2025-06-15
Fixed
5.00000000
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
1567016.40000000
0.071365654866
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
1567016.40000000
N
N
N
Hidalgo County Regional Mobility Authority
N/A
HIDALGO CNTY TX REGL MOBILITY AUTH TOLL & VEHICLE REGISTRATI
42934AAF7
750000.00000000
PA
USD
753928.43000000
0.034335694335
Long
DBT
MUN
US
N
2
2033-12-01
Fixed
5.00000000
N
N
N
N
N
N
Illinois Finance Authority
549300ZG6UBPNNNRN315
ILLINOIS ST FIN AUTH REVENUE
45204FGW9
1750000.00000000
PA
USD
1919581.48000000
0.087422307380
Long
DBT
MUN
US
N
2
2033-10-01
Fixed
5.00000000
N
N
N
N
N
N
Commonwealth of Massachusetts
5493001N1YCXNI1O7K10
MASSACHUSETTS ST SPL OBLG REVENUE
576004HG3
3200000.00000000
PA
USD
3052930.24000000
0.139037706204
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
2243260.00000000
0.102163397228
Long
DBT
MUN
US
N
2
2038-10-01
Fixed
4.00000000
N
N
N
N
N
N
Fairfax County Economic Development Authority
N/A
FAIRFAX CNTY VA ECON DEV AUTH REVENUE
30382EJK1
410000.00000000
PA
USD
444753.36000000
0.020255126104
Long
DBT
MUN
US
N
2
2033-08-01
Fixed
5.00000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAA9
650000.00000000
PA
USD
619476.00000000
0.028212410804
Long
DBT
CORP
XX
N
2
2026-04-20
Fixed
5.50000000
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
850403.98000000
0.038729420403
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
850403.98000000
N
N
N
County of Osceola FL Transportation Revenue
N/A
OSCEOLA CNTY FL TRANSPRTN REVENUE
688031EM1
100000.00000000
PA
USD
57181.47000000
0.002604180181
Long
DBT
MUN
US
N
2
2032-10-01
None
0.00000000
N
N
N
N
N
N
Illinois Housing Development Authority
54930053Z6M9JVHBQZ16
ILLINOIS ST HSG DEV AUTH MF HSG REVENUE
45203LDS9
125000.00000000
PA
USD
122783.13000000
0.005591835847
Long
DBT
MUN
US
N
2
2038-11-01
Fixed
7.17000000
N
N
N
N
N
N
Virginia Small Business Financing Authority
N/A
VIRGINIA ST SMALL BUSINESS FING AUTH REVENUE
928104PL6
2175000.00000000
PA
USD
2123890.98000000
0.096727048072
Long
DBT
MUN
US
N
2
2037-01-01
Fixed
5.00000000
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
4515815.64000000
0.205660987597
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
1315788.02000000
0.059924116756
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
1051810.50000000
0.047901952480
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
149728.74000000
0.006819003031
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
99891.00000000
0.004549273785
Long
DBT
MUN
US
N
2
2027-09-01
Fixed
5.00000000
N
N
N
N
N
N
Energy Northwest
N/A
ENERGY N W WA ELEC REVENUE
29270C4F9
1000000.00000000
PA
USD
901457.20000000
0.041054505499
Long
DBT
MUN
US
N
2
2042-07-01
Fixed
4.00000000
N
N
N
N
N
N
University of North Texas System
N/A
UNIV OF N TEXAS UNIV REVENUE
914729WA2
1000000.00000000
PA
USD
1059065.10000000
0.048232344223
Long
DBT
MUN
US
N
2
2036-04-15
Fixed
5.00000000
N
N
N
N
N
N
University of Connecticut
N/A
UNIV OF CONNECTICUT CT
914233Y96
1795000.00000000
PA
USD
1868319.11000000
0.085087697094
Long
DBT
MUN
US
N
2
2038-02-15
Fixed
5.00000000
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
2897724.00000000
0.131969244791
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
2897724.00000000
N
N
N
City of Detroit MI Sewage Disposal System Revenue
N/A
DETROIT MI SWR DISP SYS REVENUE
251237W66
2605000.00000000
PA
USD
2504447.78000000
0.114058510108
Long
DBT
MUN
US
N
2
2032-07-01
Floating
3.10800000
N
N
N
N
N
N
Oklahoma Development Finance Authority
549300PXGPHUWC32DJ91
OKLAHOMA ST DEV FIN AUTH
6789083U6
500000.00000000
PA
USD
487934.35000000
0.022221691119
Long
DBT
MUN
US
N
2
2023-07-06
Fixed
1.62500000
N
N
N
N
N
N
Michigan Strategic Fund
N/A
MICHIGAN ST STRATEGIC FUND LTD OBLG REVENUE
594698QF2
6015000.00000000
PA
USD
5978091.96000000
0.272256530039
Long
DBT
MUN
US
N
2
2029-06-30
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
42934ABU3
1000000.00000000
PA
USD
834748.30000000
0.038016423490
Long
DBT
MUN
US
N
2
2041-12-01
Fixed
4.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDT0
5000000.00000000
PA
USD
4875800.00000000
0.222055531773
Long
DBT
CORP
US
N
2
2025-04-07
Floating
4.35800000
N
N
N
N
N
N
Washington State Housing Finance Commission
549300YL1HU59NREG764
Washington State Housing Finance Commission
93978TS67
980892.37000000
PA
USD
49359.58000000
0.002247952702
Long
ABS-MBS
CORP
US
N
2
2035-12-20
Variable
0.72500000
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
28000.50000000
OU
Notional Amount
USD
-6339.77000000
-0.00028872820
N/A
DCR
GB
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-3265.58000000
USD
28000.50000000
USD
-3074.19000000
N
N
N
Sterling Ranch Community Authority Board
N/A
STERLING RANCH CMNTY AUTH BRD CO SUPPORTED REVENUE
85950NAL4
1050000.00000000
PA
USD
787326.54000000
0.035856723721
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
3.75000000
N
N
N
N
N
N
State of North Carolina
N/A
NORTH CAROLINA ST GRANT ANTICIPATION REVENUE
658268DD6
6710000.00000000
PA
USD
6950068.37000000
0.316522648131
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
1348581.90000000
0.061417628070
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
4995017.36000000
PA
USD
4324328.39000000
0.196940202675
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
608871.90000000
0.027729474862
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
608871.90000000
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI REVENUE
74442PMR3
335000.00000000
PA
USD
324818.45000000
0.014793004972
Long
DBT
MUN
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
Iowa Finance Authority
549300NQVL49BTHOW391
IOWA ST FIN AUTH MIDWSTRN DISASTER AREA REVENUE
46246SAW5
5000000.00000000
PA
USD
4493596.50000000
0.204649075101
Long
DBT
MUN
US
N
2
2050-12-01
Floating
4.00000000
N
N
N
N
N
N
New York State Housing Finance Agency
5493000LS7KCDB02O506
NEW YORK ST HSG FIN AGY REVENUE
64986UEB9
4025000.00000000
PA
USD
4025000.00000000
0.183308075677
Long
DBT
MUN
US
N
2
2044-05-01
Floating
2.22000000
N
N
N
N
N
N
Kentucky Municipal Power Agency
2549001MTI3IE05Z7959
KENTUCKY ST MUNI PWR AGY PWR SYS REVENUE
491501DU3
1875000.00000000
PA
USD
1897697.25000000
0.086425647482
Long
DBT
MUN
US
N
2
2023-09-01
Fixed
5.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261ANC7
1110000.00000000
PA
USD
1124510.48000000
0.051212882526
Long
DBT
MUN
US
N
2
2023-11-15
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
544445SS9
4000000.00000000
PA
USD
4014725.20000000
0.182840136841
Long
DBT
MUN
US
N
2
2037-05-15
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
999748.12000000
0.045530907835
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
999748.12000000
N
N
N
Illinois Finance Authority
549300ZG6UBPNNNRN315
ILLINOIS ST FIN AUTH REVENUE
45204E6Y9
100000.00000000
PA
USD
95387.36000000
0.004344167305
Long
DBT
MUN
US
N
2
2034-09-01
Fixed
5.00000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13062RG36
1200000.00000000
PA
USD
1200000.00000000
0.054650854860
Long
DBT
MUN
US
N
2
2040-05-01
Floating
1.80000000
N
N
N
N
N
N
Parish of St James LA
N/A
SAINT JAMES PARISH LA REVENUE
790103AY1
340000.00000000
PA
USD
346569.92000000
0.015783618664
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
1829468.84000000
0.083318363371
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
188796.58000000
0.008598245409
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
741402.75000000
0.033765245069
Long
DBT
MUN
US
N
2
2035-04-01
Fixed
5.00000000
N
N
N
N
N
N
Colorado Health Facilities Authority
5493002JB6DRFRZPEQ21
COLORADO ST HLTH FACS AUTH REVENUE
19648FPU2
1315000.00000000
PA
USD
1315000.00000000
0.059888228451
Long
DBT
MUN
US
N
2
2052-12-01
Floating
2.25000000
N
N
N
N
N
N
City of Seattle WA Municipal Light & Power Revenue
N/A
SEATTLE WA MUNI LIGHT & PWR REVENUE
812643WB6
2020000.00000000
PA
USD
1987187.32000000
0.090501238171
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
4.00000000
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
1351660.80000000
0.061557848500
Long
DBT
MUN
US
N
2
2046-10-01
Fixed
4.00000000
N
N
N
N
N
N
Alliance Bernstein
5493006YWHO7MNK2U579
AB Fixed Income Shares, Inc. - Government Money Market Portfolio
018616748
10358483.82000000
NS
USD
10358483.82000000
0.471749996516
Long
STIV
RF
US
N
1
N
N
N
Clark County School District
N/A
CLARK CNTY NV SCH DIST
181059X68
6710000.00000000
PA
USD
7155948.61000000
0.325898924060
Long
DBT
MUN
US
N
2
2028-06-15
Fixed
5.00000000
N
N
N
N
N
N
State of Connecticut
5493007GRO6CU0IKP741
CONNECTICUT ST
20772JD33
2840000.00000000
PA
USD
2949298.82000000
0.134318084792
Long
DBT
MUN
US
N
2
2028-06-15
Fixed
5.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: IS2FJA4 IRS USD R V 12MUSCPI IS2FJB5 INFLATIONZERO / Short: IS2FJA4 IRS USD P F 4.21450 IS2FJA4 INFLATIONZERO
000000000
28000000.00000000
OU
Notional Amount
USD
-16537.92000000
-0.00075317622
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
28000000.00000000
USD
-16537.92000000
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
2039549.54000000
0.092885938242
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
2039549.54000000
N
N
N
Metropolitan Washington Airports Authority Aviation Revenue
N/A
MET WASHINGTON DC ARPTS AUTH ARPT SYS REVENUE
592647EZ0
3065000.00000000
PA
USD
3166119.25000000
0.144192603001
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
2866199.46000000
0.130533542240
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
-80729.66000000
-0.00367662077
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
-80729.66000000
N
N
N
Bristol Industrial Development Board
N/A
BRISTOL TN INDL DEV BRD ST SALES TAX REVENUE
11023PAB0
1410000.00000000
PA
USD
1292215.93000000
0.058850587698
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
1937987.28000000
0.088260551300
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
1937987.28000000
N
N
N
Main Street Natural Gas Inc
549300NY5M0QVZ6X4U26
MAIN STREET NATURAL GAS INC GA GAS SUPPLY REVENUE
56035DCZ3
2075000.00000000
PA
USD
1943025.23000000
0.088489991528
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
993913.30000000
0.045265176251
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
3039994.30000000
0.138448572721
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
6097127.46000000
0.277677689901
Long
DBT
MUN
US
N
2
2039-07-01
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
3673987.24000000
0.167322119509
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
5.00000000
N
N
N
N
N
N
Illinois Finance Authority
549300ZG6UBPNNNRN315
ILLINOIS ST FIN AUTH REVENUE
45204FHA6
1350000.00000000
PA
USD
1430809.65000000
0.065162475429
Long
DBT
MUN
US
N
2
2037-10-01
Fixed
5.00000000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
ILLINOIS ST
452152SQ5
1670000.00000000
PA
USD
1680435.83000000
0.076531045539
Long
DBT
MUN
US
N
2
2023-07-01
Fixed
5.00000000
N
N
N
N
N
N
City of Atlanta GA Department of Aviation
N/A
ATLANTA GA ARPT REVENUE
04780MF53
6830000.00000000
PA
USD
6716408.90000000
0.305881239980
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
2210491.20000000
0.100671028117
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
1440843.60000000
0.065619445383
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
5990757.00000000
0.272833326092
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
419579.08000000
0.019108629502
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
8636692.00000000
0.393335500804
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
4.00000000
N
N
N
N
N
N
State of Maryland
N/A
MARYLAND ST
574193VC9
4500000.00000000
PA
USD
4647631.05000000
0.211664174964
Long
DBT
MUN
US
N
2
2029-08-01
Fixed
4.00000000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966QZY9
3120000.00000000
PA
USD
2616308.14000000
0.119152897024
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
1012248.80000000
0.046100218542
Long
DBT
MUN
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
Denver Urban Renewal Authority
54930040L61W75KRAG79
DENVER CO URBAN RENEWAL AUTH TAX INCR REVENUE
249301FH0
1640000.00000000
PA
USD
1642068.37000000
0.074783700132
Long
DBT
MUN
US
N
2
2022-12-01
Fixed
5.00000000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI HOSP REVENUE
74442CCV4
1220000.00000000
PA
USD
1116252.54000000
0.050836796292
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
700335.30000000
0.031894935694
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
2453.89000000
0.000111755988
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
1249759.42000000
0.056917017227
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
2000000.00000000
PA
USD
1513628.80000000
0.068934256550
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
161702.79000000
OU
Notional Amount
USD
-36612.21000000
-0.00166740714
N/A
DCR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-19364.83000000
USD
161702.79000000
USD
-17247.38000000
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
2804693.80000000
0.127732428159
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
2804693.80000000
N
N
N
Halifax County Industrial Development Authority
N/A
HALIFAX CNTY VA INDL DEV AUTH REVENUE
40579PAD3
5000000.00000000
PA
USD
4821156.50000000
0.219566936783
Long
DBT
MUN
US
N
2
2041-12-01
Floating
1.65000000
N
N
N
N
N
N
Maryland Economic Development Corp
549300JJ16DDBSZWSN94
MARYLAND ST ECON DEV CORP PRIV ACTIVITY REVENUE
57422JBR8
4125000.00000000
PA
USD
4038864.64000000
0.183939504367
Long
DBT
MUN
US
N
2
2039-12-31
Fixed
5.00000000
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
923662.65000000
0.042065794520
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
5000000.00000000
PA
USD
258519.50000000
0.011773593060
Long
ABS-MBS
CORP
US
N
2
2036-10-01
Variable
0.67400000
N
N
N
N
N
N
New Jersey Educational Facilities Authority
549300UTOO4X537XXG70
NEW JERSEY ST EDUCTNL FACS AUTH REVENUE
646067DZ8
600000.00000000
PA
USD
625831.86000000
0.028501871789
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
3533954.70000000
0.160944704493
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
3533954.70000000
N
N
N
Connecticut State Health & Educational Facilities Authority
549300ZOQJ5U8YBS5Q35
CONNECTICUT ST HLTH & EDUCTNL FACS AUTH REVENUE
20775DFJ6
10105000.00000000
PA
USD
10027718.98000000
0.456686178796
Long
DBT
MUN
US
N
2
2048-07-01
Floating
1.10000000
N
N
N
N
N
N
American Municipal Power Inc
EARKGGZJJEMVD66XQ486
AMERICAN MUNI PWR-OHIO INC OH REVENUE
02765UPR9
1425000.00000000
PA
USD
1503896.27000000
0.068491013980
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
866590.65000000
0.039466599863
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
2207438.43000000
0.100531997709
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
2207438.43000000
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
515655.83000000
0.023484193269
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
515655.83000000
N
N
N
University of Washington
T8YS5W0N70BYCTHPA429
UNIV OF WASHINGTON WA UNIV REVENUES
91523NXU5
2645000.00000000
PA
USD
2847379.27000000
0.129676426014
Long
DBT
MUN
US
N
2
2035-04-01
Fixed
5.00000000
N
N
N
N
N
N
County of Cook IL
5493004UMR7OX4YITE10
COOK CNTY IL
213185GD7
2560000.00000000
PA
USD
2561622.53000000
0.116662384244
Long
DBT
MUN
US
N
2
2024-11-15
Fixed
5.00000000
N
N
N
N
N
N
American Samoa Economic Development Authority
N/A
AMERICAN SAMOA AS ECON DEV AUTH GEN REVENUE
02936TAB7
1335000.00000000
PA
USD
1399925.86000000
0.063755954158
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
37825000.00000000
PA
USD
36541408.63000000
1.664182682858
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
1769570.00000000
0.080590427695
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
1721155.62000000
0.078385521650
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
5000000.00000000
PA
USD
4912921.50000000
0.223746133197
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
2471250.00000000
0.112546604227
Long
DBT
CORP
US
N
2
2024-09-13
Floating
3.20800000
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
725329.10000000
0.033033212808
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
1225803.80000000
0.055826021300
Long
DBT
MUN
US
N
2
2034-07-01
Fixed
5.00000000
N
N
N
N
N
N
Chicago Housing Authority
N/A
CHICAGO IL HSG AUTH
16753QAP2
2500000.00000000
PA
USD
2593659.00000000
0.118121401305
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
3913319.43000000
0.178221876825
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
2480716.23000000
PA
USD
1902136.05000000
0.086627800994
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
1362456.86000000
0.062049526757
Long
DBT
MUN
US
N
2
2033-02-15
Fixed
5.00000000
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
1748445.58000000
0.079628371353
Long
DBT
MUN
US
N
2
2026-12-01
Fixed
5.00000000
N
N
N
N
N
N
District of Columbia
549300HWFOZXPKGOX654
DIST OF COLUMBIA UNIV REVENUE
25484JAQ3
7700000.00000000
PA
USD
7700000.00000000
0.350676318687
Long
DBT
MUN
US
N
2
2041-04-01
Floating
2.23000000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
ILLINOIS ST
4521522V2
1730000.00000000
PA
USD
1743084.16000000
0.079384199531
Long
DBT
MUN
US
N
2
2023-10-01
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
3403829.70000000
0.155018502419
Long
DBT
MUN
US
N
2
2052-07-15
Floating
6.00000000
N
N
N
N
N
N
New York Transportation Development Corp
N/A
NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE
650116CG9
2590000.00000000
PA
USD
2580512.57000000
0.117522681606
Long
DBT
MUN
US
N
2
2028-01-01
Fixed
5.00000000
N
N
N
N
N
N
Chester County Industrial Development Authority
N/A
CHESTER CNTY PA INDL DEV AUTH
165588FK5
1000000.00000000
PA
USD
953928.80000000
0.043444186996
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
1166041.44000000
0.053104301248
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
4.00000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063DQ43
8640000.00000000
PA
USD
8046017.28000000
0.366434768810
Long
DBT
MUN
US
N
2
2042-04-01
Fixed
4.00000000
N
N
N
N
N
N
Illinois Finance Authority
549300ZG6UBPNNNRN315
ILLINOIS ST FIN AUTH REVENUE
45204E6M5
100000.00000000
PA
USD
100313.94000000
0.004568535479
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
797500.12000000
0.036320052757
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
968067.30000000
0.044088087922
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
919301.31000000
0.041867168721
Long
DBT
MUN
US
N
2
2031-06-01
Fixed
5.00000000
N
N
N
N
N
N
Wisconsin Center District
N/A
WISCONSIN CENTER DIST WI TAX REVENUE
976595JD1
750000.00000000
PA
USD
750972.53000000
0.034201075617
Long
DBT
MUN
US
N
2
2022-12-15
Fixed
5.00000000
N
N
N
N
N
N
Territory of Guam
N/A
GUAM GOVT BUSINESS PRIVILEGE TAX REVENUE
40065NBU0
1035000.00000000
PA
USD
1037745.75000000
0.047261410304
Long
DBT
MUN
US
N
2
2023-11-15
Fixed
5.00000000
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
8520794.09000000
0.388057234256
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
292348.11000000
0.013314228440
Long
DBT
MUN
US
N
2
2025-12-15
Fixed
4.00000000
N
N
N
N
N
N
District of Columbia
549300HWFOZXPKGOX654
DIST OF COLUMBIA REVENUE
25483VAE4
2500000.00000000
PA
USD
2500000.00000000
0.113855947625
Long
DBT
MUN
US
N
2
2045-11-01
Floating
2.23000000
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
19957364.00000000
0.908905836132
Long
DBT
MUN
US
N
2
2049-12-01
Floating
9.57500000
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
724041.90000000
0.032974590658
Long
DBT
MUN
US
N
2
2040-06-01
Fixed
6.25000000
N
N
N
N
N
N
Washington State Housing Finance Commission
549300YL1HU59NREG764
WASHINGTON ST HSG FIN COMMISSION MF HSG REVENUE
93978PLM7
1075000.00000000
PA
USD
1075000.00000000
0.048958057479
Long
DBT
MUN
US
N
2
2047-07-01
Floating
2.21000000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966QWM8
2500000.00000000
PA
USD
2593833.75000000
0.118129359835
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
13796874.23000000
0.628342475891
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
1333579.19000000
0.060734368964
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
5119117.00000000
0.233136766816
Long
DBT
MUN
US
N
2
2029-01-01
Fixed
5.00000000
N
N
N
N
N
N
Massachusetts Clean Water Trust/The
549300SYPEROLSQU0261
MASSACHUSETTS ST CLEAN WTR TRUST
575829GK6
1645000.00000000
PA
USD
1648560.93000000
0.075079386761
Long
DBT
MUN
US
N
2
2023-02-01
Fixed
4.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: IS2FED2 IRS USD R V 12MUSCPI IS2FEE3 INFLATIONZERO / Short: IS2FED2 IRS USD P F 4.19250 IS2FED2 INFLATIONZERO
000000000
37000000.00000000
OU
Notional Amount
USD
159559.91000000
0.007266737902
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
37000000.00000000
USD
159559.91000000
N
N
N
Central Florida Expressway Authority
N/A
CENTRL FL EXPRESSWAY AUTH SR LIEN REVENUE
153476FX9
7255000.00000000
PA
USD
7650196.54000000
0.348408150633
Long
DBT
MUN
US
N
2
2034-07-01
Fixed
5.00000000
N
N
N
N
N
N
Chicago O'Hare International Airport
N/A
CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE
167593LW0
2500000.00000000
PA
USD
2506987.50000000
0.114174174999
Long
DBT
MUN
US
N
2
2023-01-01
Fixed
5.25000000
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
614865.06000000
0.028002417627
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
2321729.75000000
0.105737096326
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
2321729.75000000
N
N
N
Oregon Health & Science University
549300XTWOAGON8L2G98
OREGON ST HLTH & SCIENCE UNIV REVENUE
685869HH5
4750000.00000000
PA
USD
4907136.65000000
0.223482677365
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
2614536.50000000
0.119072212323
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
1016209.50000000
0.046280598243
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
5.00000000
N
N
N
N
N
N
California Infrastructure & Economic Development Bank
549300C1OG9RDIM8ET06
CALIFORNIA ST INFRASTRUCTURE & ECON DEV BANK REVENUE
13034AV56
25000000.00000000
PA
USD
24774100.00000000
1.128271452829
Long
DBT
MUN
US
N
2
2050-01-01
Floating
0.85000000
N
N
N
N
N
N
Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue
54930051IHTXE1N9RB42
LOS ANGELES CNTY CA MET TRANSPRTN AUTH SALES TAX REVENUE
54466HLT1
5880000.00000000
PA
USD
5688132.66000000
0.259051093689
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
735389H35
2000000.00000000
PA
USD
2034353.20000000
0.092649284556
Long
DBT
MUN
US
N
2
2033-04-01
Fixed
5.00000000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966QXH8
2000000.00000000
PA
USD
2161724.00000000
0.098450053810
Long
DBT
MUN
US
N
2
2033-08-01
Fixed
5.00000000
N
N
N
N
N
N
Greater Orlando Aviation Authority
549300CP6PUG5S184F61
GTR ORLANDO FL AVIATION AUTH ARPT FACS REVENUE
392274W28
4420000.00000000
PA
USD
4664595.29000000
0.212436766813
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
1067677.72000000
0.048624583427
Long
DBT
MUN
US
N
2
2028-07-15
Fixed
5.00000000
N
N
N
N
N
N
University of North Texas System
N/A
UNIV OF N TEXAS UNIV REVENUE
914729WB0
1320000.00000000
PA
USD
1392560.93000000
0.063420537724
Long
DBT
MUN
US
N
2
2037-04-15
Fixed
5.00000000
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
25000000.00000000
OU
Notional Amount
USD
961451.25000000
0.043786777265
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
25000000.00000000
USD
961451.25000000
N
N
N
Kansas Development Finance Authority
549300WTL7BL8KBDPR87
KANSAS ST DEV FIN AUTH HOSP REVENUE
48542AFF3
6000000.00000000
PA
USD
6359333.40000000
0.289619172209
Long
DBT
MUN
US
N
2
2054-11-15
Floating
5.00000000
N
N
N
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
-284470.95000000
-0.01295548383
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
-284470.95000000
N
N
N
BAYLOR SCOTT & WHITE HOL
549300JQDKSBWYRGGV95
Baylor Scott & White Holdings
072863AG8
1000000.00000000
PA
USD
882280.00000000
0.040181130188
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.82700000
N
N
N
N
N
N
Virginia Small Business Financing Authority
N/A
VIRGINIA ST SMALL BUSINESS FING AUTH REVENUE
928104NX2
6500000.00000000
PA
USD
5511260.95000000
0.250995935229
Long
DBT
MUN
US
N
2
2039-01-01
Fixed
4.00000000
N
N
N
N
N
N
HACKENSACK MERIDIAN HLTH
5493001CB3OCWTEJY668
Hackensack Meridian Health Inc
404530AC1
1790000.00000000
PA
USD
1143971.10000000
0.052099165458
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
3109316.71000000
0.141605680194
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
3109316.71000000
N
N
N
Military Installation Development Authority
N/A
MILITARY INSTALLATION DEV AUTH UT TAX ALLOCATION REVENUE
599772AB6
1000000.00000000
PA
USD
755595.00000000
0.034411593898
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
1424489.82000000
0.064874655335
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
2964222.00000000
0.134997721913
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
1764286.13000000
0.080349787685
Long
DBT
MUN
US
N
2
2036-06-01
Fixed
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
2586777.66000000
0.117808008710
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
7584302.92000000
0.345407198414
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
7584302.92000000
N
N
N
Port of Seattle WA
549300T9UCDUJ3GZL429
PORT OF SEATTLE WA REVENUE
735389H43
1000000.00000000
PA
USD
1011921.20000000
0.046085298859
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
672635.60000000
0.030633425457
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
1658668.93000000
0.075539729128
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
4324394.98000000
0.196943235342
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
5552104.43000000
0.252856044477
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
329705.69000000
OU
Notional Amount
USD
-74650.86000000
-0.00339977776
N/A
DCR
GB
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-31054.87000000
USD
329705.69000000
USD
-43595.99000000
N
N
N
Clark County School District
N/A
CLARK CNTY NV SCH DIST
181059V94
10085000.00000000
PA
USD
9890340.34000000
0.450429628700
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
6308473.70000000
0.287302900474
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
6854572.80000000
0.312173552685
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
1640830.28000000
0.074727314568
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
273902.84000000
0.012474186962
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
273902.84000000
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
PUERTO RICO CMWLTH
74514L3R6
4178733.00000000
PA
USD
2123457.44000000
0.096707303629
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
13423920.16000000
0.611357260267
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
3923262.44000000
0.178674705156
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
3923262.44000000
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
2778449.09000000
0.126537181628
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
4.00000000
N
N
N
N
N
N
New Jersey Economic Development Authority
5493006JS6QWDVU4R678
NEW JERSEY ST ECON DEV AUTH SPL FAC REVENUE
64578CCC3
2130000.00000000
PA
USD
2157831.65000000
0.098272786930
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
5.00000000
N
N
N
N
N
N
Chicago Board of Education
54930099NR6T9V7LVB43
CHICAGO IL BRD OF EDU
167505WZ5
135000.00000000
PA
USD
131794.64000000
0.006002241451
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
4068286.63000000
0.185279451788
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
5114412.00000000
0.232922489923
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
2792928.77000000
0.127196620703
Long
DBT
MUN
US
N
2
2035-12-01
Fixed
5.00000000
N
N
N
N
N
N
State of Connecticut Special Tax Revenue
N/A
CONNECTICUT ST SPL TAX OBLIG REVENUE
207758A60
1000000.00000000
PA
USD
1043756.80000000
0.047535167821
Long
DBT
MUN
US
N
2
2040-05-01
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
316793.89000000
0.014427547419
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
2080960.75000000
0.094771903265
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
4340938.63000000
0.197696672521
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
4340938.63000000
N
N
N
New Jersey Turnpike Authority
5493005YN67D71KSMI84
NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE
646140DS9
1350000.00000000
PA
USD
1098154.53000000
0.050012569861
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
1720302.94000000
0.078346688574
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
921959.52000000
0.041988229928
Long
DBT
MUN
US
N
2
2039-11-15
Fixed
4.00000000
N
N
N
N
N
N
City of Houston TX Combined Utility System Revenue
N/A
HOUSTON TX UTILITY SYS REVENUE
44244CZL4
4330000.00000000
PA
USD
4332824.03000000
0.197327114332
Long
DBT
MUN
US
N
2
2022-11-15
Fixed
5.00000000
N
N
N
N
N
N
Indiana Finance Authority
549300PS0PAS7NDSSI20
INDIANA FIN AUTH EDUCTNL FACS REVENUE
45470ECA1
5000000.00000000
PA
USD
4683009.50000000
0.213275393744
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
12162092.61000000
0.553890631689
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
120510.56000000
0.005488337603
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
1043919.10000000
0.047542559350
Long
DBT
MUN
US
N
2
2026-04-01
Fixed
5.00000000
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
PUERTO RICO CMWLTH
74514L3F2
153231.00000000
PA
USD
153143.12000000
0.006974502019
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
5.37500000
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
3568475.68000000
0.162516872050
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
2044847.35000000
0.093127213113
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
2130.67000000
0.000097035780
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
4.00000000
N
N
N
N
N
N
City of Chillicothe OH
N/A
CHILLICOTHE OH HOSP FACS REVENUE
169203AH9
3385000.00000000
PA
USD
3401992.02000000
0.154934810100
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
1760359.78000000
0.080170972365
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
1920616.25000000
0.087469433267
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
3410628.59000000
0.155328140045
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
129243.74000000
0.005886067396
Long
DBT
MUN
US
N
2
2030-02-01
Fixed
5.00000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063DBG2
7635000.00000000
PA
USD
7635000.00000000
0.347716064048
Long
DBT
MUN
US
N
2
2022-11-01
Fixed
5.00000000
N
N
N
N
N
N
District of Columbia
549300HWFOZXPKGOX654
DIST OF COLUMBIA REVENUE
25483VVN1
2000000.00000000
PA
USD
1882379.40000000
0.085728036151
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
1542202.20000000
0.070235557164
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
951469.70000000
0.043332193732
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
951469.70000000
N
N
N
2023-08-15
AB BOND FUND, INC.
Joseph Mantineo
Joseph Mantineo
Treasurer and Chief Financial Officer