0001752724-23-263391.txt : 20231122
0001752724-23-263391.hdr.sgml : 20231122
20231122125526
ACCESSION NUMBER: 0001752724-23-263391
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230930
FILED AS OF DATE: 20231122
DATE AS OF CHANGE: 20231122
PERIOD START: 20230930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: BERNSTEIN SANFORD C FUND INC
CENTRAL INDEX KEY: 0000832808
IRS NUMBER: 133464161
STATE OF INCORPORATION: MD
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05555
FILM NUMBER: 231432095
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: 10153
0000832808
S000011060
New York Municipal Portfolio
C000030502
AB Intermediate New York Municipal Class A
ANIAX
C000030504
AB Intermediate New York Municipal Class C
ANMCX
C000084886
New York Municipal Class
SNNYX
C000157747
Advisor Class
ANIYX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000832808
XXXXXXXX
S000011060
C000030502
C000084886
C000030504
C000157747
BERNSTEIN SANFORD C FUND INC
811-05555
0000832808
549300GA5IHQHIM7CU60
ALLIANCEBERNSTEIN LP
1345 AVENUE OF THE AMERICAS
NEW YORK
10105
212-969-1000
New York Municipal Portfolio
S000011060
I9V72LSADV3RBJDSMF19
2023-09-30
2023-09-30
N
1346414569.94
2192117.26
1344222452.68
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
5452067.83000000
USD
N
Bloomberg 1-10 Yr Municipal Bond Blend
B12MTR
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS2C1M1 IRS USD R F 3.32000 IS2C1M1 CCPINFLATIONZERO / Short: SS2C1M1 IRS USD P V 12MUSCPI IS2C1N2 CCPINFLATIONZERO
000000000
10500000.00000000
OU
Notional Amount
USD
-476095.41000000
-0.03541790341
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2027-01-15
0.00000000
USD
0.00000000
USD
10500000.00000000
USD
-476095.41000000
N
N
N
New York Transportation Development Corp
N/A
NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE
650116AV8
2535000.00000000
PA
USD
2484624.73000000
0.184837318038
Long
DBT
MUN
US
N
2
2050-01-01
Fixed
5.25000000
N
N
N
N
N
N
New York State Thruway Authority
N/A
NEW YORK ST THRUWAY AUTH
650009S53
12775000.00000000
PA
USD
10343235.32000000
0.769458604070
Long
DBT
MUN
US
N
2
2035-01-01
Fixed
2.90000000
N
N
N
N
N
N
City of Detroit MI
549300BQRJP7MKKHOY28
DETROIT MI
2510933H1
250000.00000000
PA
USD
253116.13000000
0.018829928743
Long
DBT
MUN
US
N
2
2029-04-01
Fixed
5.00000000
N
N
N
N
N
N
Guam Government Waterworks Authority
N/A
GUAM GOVT WTRWKS AUTH WTR & WSTWTR SYS REVENUE
40065FCX0
2000000.00000000
PA
USD
2014866.60000000
0.149890860399
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
5.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
65000BJL3
325000.00000000
PA
USD
330284.47000000
0.024570670527
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
5.00000000
N
N
N
N
N
N
County of Clark Department of Aviation
549300LDD8NZB2EOVG83
CLARK CNTY NV ARPT REVENUE
18085PKE3
2065000.00000000
PA
USD
2065000.00000000
0.153620406792
Long
DBT
MUN
US
N
2
2029-07-01
Floating
4.10000000
N
N
N
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
3565000.00000000
OU
Notional Amount
USD
338197.61000000
0.025159348389
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
3565000.00000000
USD
338197.61000000
N
N
N
New York City Municipal Water Finance Authority
549300Q2EHQ6RJPQKP05
NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE
64970KYY7
54600000.00000000
PA
USD
54600000.00000000
4.061827705015
Long
DBT
MUN
US
N
2
2035-06-15
Floating
4.50000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QPP1
1390000.00000000
PA
USD
1371641.71000000
0.102039785696
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
5.25000000
N
N
N
N
N
N
New York State Urban Development Corp
54930039Y2EMGXN6LM88
NEW YORK ST URBAN DEV CORP REVENUE
650035U22
5010000.00000000
PA
USD
5136229.96000000
0.382096724374
Long
DBT
MUN
US
N
2
2028-03-15
Fixed
5.00000000
N
N
N
N
N
N
Albany County Airport Authority
N/A
ALBANY CNTY NY ARPT AUTH
012123NK7
855000.00000000
PA
USD
869384.26000000
0.064675624058
Long
DBT
MUN
US
N
2
2026-12-15
Fixed
5.00000000
N
N
N
N
N
N
Illinois Finance Authority
549300ZG6UBPNNNRN315
ILLINOIS ST FIN AUTH REVENUE
45204E6X1
200000.00000000
PA
USD
190810.52000000
0.014194861841
Long
DBT
MUN
US
N
2
2033-09-01
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
73358WYB4
8405000.00000000
PA
USD
8485493.84000000
0.631256666118
Long
DBT
MUN
US
N
2
2026-10-15
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286B1
2377000.00000000
PA
USD
2150442.19000000
0.159976660538
Long
DBT
UST
US
N
2
2029-02-15
Fixed
2.62500000
N
N
N
N
N
N
City of Rochester NY
N/A
ROCHESTER NY
771694QJ8
7000000.00000000
PA
USD
7034284.60000000
0.523297657019
Long
DBT
MUN
US
N
2
2024-08-01
Fixed
4.50000000
N
N
N
N
N
N
Guam Power Authority
549300IPOV320QCKW060
GUAM PWR AUTH REVENUE
400653HX2
1225000.00000000
PA
USD
1239456.96000000
0.092206238448
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
5.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
649903ZG9
6000000.00000000
PA
USD
6000000.00000000
0.446354692858
Long
DBT
MUN
US
N
2
2036-11-15
Floating
3.85000000
N
N
N
N
N
N
New York State Urban Development Corp
54930039Y2EMGXN6LM88
NEW YORK ST URBAN DEV CORP REVENUE
650036FC5
6830000.00000000
PA
USD
7321454.70000000
0.544660943983
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
965788.51000000
PA
USD
834478.55000000
0.062078902813
Long
DBT
MUN
US
N
2
2035-12-20
Fixed
3.50000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
65000BTA6
1000000.00000000
PA
USD
1023561.10000000
0.076145216735
Long
DBT
MUN
US
N
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
65000BJK5
620000.00000000
PA
USD
626266.65000000
0.046589509701
Long
DBT
MUN
US
N
2
2026-07-01
Fixed
5.00000000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966QQA1
4960000.00000000
PA
USD
5147665.07000000
0.382947410210
Long
DBT
MUN
US
N
2
2038-08-01
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
650028YR8
7250000.00000000
PA
USD
7563801.03000000
0.562689680931
Long
DBT
MUN
US
N
2
2039-03-15
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
650116CP9
2000000.00000000
PA
USD
1985838.00000000
0.147731351759
Long
DBT
MUN
US
N
2
2036-01-01
Fixed
5.00000000
N
N
N
N
N
N
New York City Transitional Finance Authority Future Tax Secured Revenue
N/A
NEW YORK CITY NY TRANSITIONALFIN AUTH REVENUE
64971X2X5
185000.00000000
PA
USD
185138.03000000
0.013772871419
Long
DBT
MUN
US
N
2
2023-11-01
Fixed
5.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS2OOT5 IRS USD R F 3.89650 IS2OOT5 CCPOIS / Short: SS2OOT5 IRS USD P V 00MSOFR IS2OOU6 CCPOIS
000000000
13900000.00000000
OU
Notional Amount
USD
-342936.68000000
-0.02551189941
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-07-31
0.00000000
USD
0.00000000
USD
13900000.00000000
USD
-342936.68000000
N
N
N
Triborough Bridge & Tunnel Authority
54930020ZN4LQF7K3456
TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX
89602HBA4
5000000.00000000
PA
USD
5202969.50000000
0.387061642187
Long
DBT
MUN
US
N
2
2039-05-15
Fixed
5.00000000
N
N
N
N
N
N
Colorado Health Facilities Authority
5493002JB6DRFRZPEQ21
COLORADO ST HLTH FACS AUTH REVENUE
19648FJQ8
3280000.00000000
PA
USD
3386529.81000000
0.251932245533
Long
DBT
MUN
US
N
2
2030-08-01
Fixed
5.00000000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966Q6B1
2500000.00000000
PA
USD
2676956.25000000
0.199145330794
Long
DBT
MUN
US
N
2
2036-08-01
Fixed
5.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
65000BMS4
1000000.00000000
PA
USD
981162.20000000
0.072991058737
Long
DBT
MUN
US
N
2
2037-07-01
Fixed
5.00000000
N
N
N
N
N
N
County of Nassau NY
549300ICRCGQYCPS7T40
NASSAU CNTY NY
63165TZR9
8920000.00000000
PA
USD
9298861.84000000
0.691765103421
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
5.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261AL54
3715000.00000000
PA
USD
3681102.48000000
0.273846227807
Long
DBT
MUN
US
N
2
2032-11-01
Floating
4.36400000
N
N
N
N
N
N
Long Island Power Authority
1R46U5SYJ63KQXF39168
LONG ISLAND NY PWR AUTH ELEC SYS REVENUE
542691CR9
9535000.00000000
PA
USD
9291924.25000000
0.691248999112
Long
DBT
MUN
US
N
2
2049-09-01
Floating
1.65000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
65000BND6
6000000.00000000
PA
USD
5201998.20000000
0.386989384802
Long
DBT
MUN
US
N
2
2040-05-01
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
650116FQ4
3310000.00000000
PA
USD
3271328.28000000
0.243362121609
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
5.00000000
N
N
N
N
N
N
Hudson Yards Infrastructure Corp
549300EE2HJ67TPURL87
HUDSON YARDS INFRASTRUCTURE CORP NY 2ND INDENTURE REVENUE
44420RAS9
17060000.00000000
PA
USD
17734496.10000000
1.319312593287
Long
DBT
MUN
US
N
2
2031-02-15
Fixed
5.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261AL62
3000000.00000000
PA
USD
2998752.60000000
0.223084549288
Long
DBT
MUN
US
N
2
2032-11-01
Floating
4.10800000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966HCH1
5550000.00000000
PA
USD
5550000.00000000
0.412878090894
Long
DBT
MUN
US
N
2
2027-09-01
Floating
4.06000000
N
N
N
N
N
N
New York City Housing Development Corp
549300SQWVHKBRF8D702
NEW YORK CITY NY HSG DEV CORP
64970HDM3
9700000.00000000
PA
USD
9700000.00000000
0.721606753455
Long
DBT
MUN
US
N
2
2035-04-15
Floating
3.85000000
N
N
N
N
N
N
New York City Health and Hospitals Corp
N/A
NEW YORK CITY NY HLTH & HOSP CORP
649674GS1
2490000.00000000
PA
USD
2490000.00000000
0.185237197536
Long
DBT
MUN
US
N
2
2031-02-15
Floating
4.10000000
N
N
N
N
N
N
New York State Thruway Authority
N/A
NEW YORK ST THRUWAY AUTH
650009ZU0
18900000.00000000
PA
USD
18935000.91000000
1.408621085910
Long
DBT
MUN
US
N
2
2026-01-01
Fixed
5.00000000
N
N
N
N
N
N
Town of Oyster Bay NY
N/A
OYSTER BAY NY
692160UZ5
4650000.00000000
PA
USD
4669352.37000000
0.347364557160
Long
DBT
MUN
US
N
2
2024-03-08
Fixed
5.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261APX9
9140000.00000000
PA
USD
9404260.25000000
0.699605949242
Long
DBT
MUN
US
N
2
2027-11-15
Fixed
5.00000000
N
N
N
N
N
N
Sales Tax Asset Receivable Corp
N/A
SALES TAX ASSET RECEIVABLE CORP NY
794665FN4
7065000.00000000
PA
USD
7162365.59000000
0.532825915511
Long
DBT
MUN
US
N
2
2026-10-15
Fixed
5.00000000
N
N
N
N
N
N
County of Osceola FL Transportation Revenue
N/A
OSCEOLA CNTY FL TRANSPRTN REVENUE
688031EN9
100000.00000000
PA
USD
61343.05000000
0.004563459706
Long
DBT
MUN
US
N
2
2033-10-01
None
0.00000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH OF NEW YORK & NEW JERSEY NY
73358WXY5
5850000.00000000
PA
USD
5851616.94000000
0.435316113663
Long
DBT
MUN
US
N
2
2023-10-15
Fixed
5.00000000
N
N
N
N
N
N
Suffolk Tobacco Asset Securitization Corp
N/A
SUFFOLK NY TOBACCO ASSET SECURITIZATION CORP TOBACCO SETTLEM
864809BU1
2425000.00000000
PA
USD
2306512.80000000
0.171587135403
Long
DBT
MUN
US
N
2
2036-06-01
Fixed
4.00000000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966QRK8
6000000.00000000
PA
USD
5351146.80000000
0.398084914392
Long
DBT
MUN
US
N
2
2026-08-01
Fixed
1.21600000
N
N
N
N
N
N
Build NYC Resource Corp
549300GROJFKMNLWEK84
BUILD NYC RESOURCE CORP NY REVENUE
12008EGD2
1585000.00000000
PA
USD
1188750.00000000
0.088434023522
Long
DBT
MUN
US
N
2
2023-11-01
Fixed
5.00000000
N
N
N
N
N
N
Onondaga Civic Development Corp
N/A
ONONDAGA NY CIVIC DEV CORP
682832KE9
450000.00000000
PA
USD
383333.18000000
0.028517093970
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
4.00000000
N
N
N
N
N
N
City of Ashland KY
N/A
ASHLAND KY MED CENTER REVENUE
044293BN7
350000.00000000
PA
USD
352679.01000000
0.026236655197
Long
DBT
MUN
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
New York City Transitional Finance Authority Future Tax Secured Revenue
N/A
NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE
64971XL22
1675000.00000000
PA
USD
1542120.74000000
0.114722138209
Long
DBT
MUN
US
N
2
2041-02-01
Fixed
4.00000000
N
N
N
N
N
N
Suffolk Tobacco Asset Securitization Corp
N/A
SUFFOLK NY TOBACCO ASSET SECURITIZATION CORP TOBACCO SETTLEM
864809BV9
1170000.00000000
PA
USD
1095823.05000000
0.081520960151
Long
DBT
MUN
US
N
2
2037-06-01
Fixed
4.00000000
N
N
N
N
N
N
New York City Municipal Water Finance Authority
549300Q2EHQ6RJPQKP05
NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE
64972GFS8
1845000.00000000
PA
USD
1874002.66000000
0.139411646953
Long
DBT
MUN
US
N
2
2028-06-15
Fixed
5.00000000
N
N
N
N
N
N
Antonio B Won Pat International Airport Authority
N/A
GUAM INTERNATIONAL ARPT AUTH
40064RFC8
250000.00000000
PA
USD
236898.18000000
0.017623435728
Long
DBT
MUN
US
N
2
2034-10-01
Fixed
5.12500000
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
82598.84000000
OU
Notional Amount
USD
-11885.97000000
-0.00088422641
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
-7524.48000000
USD
82598.84000000
USD
-4361.49000000
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966MRR2
1365000.00000000
PA
USD
1394915.48000000
0.103771178439
Long
DBT
MUN
US
N
2
2025-08-01
Fixed
5.00000000
N
N
N
N
N
N
New York City Transitional Finance Authority Building Aid Revenue
N/A
NEW YORK CITY NY TRANSITIONAL FIN AUTH BLDG AID REVENUE
64972HG22
2905000.00000000
PA
USD
3054652.82000000
0.227243103543
Long
DBT
MUN
US
N
2
2032-07-15
Fixed
5.00000000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966QAU4
9665000.00000000
PA
USD
9919504.58000000
0.737936236686
Long
DBT
MUN
US
N
2
2038-12-01
Fixed
5.00000000
N
N
N
N
N
N
Triborough Bridge & Tunnel Authority
54930020ZN4LQF7K3456
TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX
89602HCX3
5000000.00000000
PA
USD
5506613.50000000
0.409650462914
Long
DBT
MUN
US
N
2
2032-05-15
Fixed
5.00000000
N
N
N
N
N
N
New York State Environmental Facilities Corp
549300QJ33JJW73OQO60
NEW YORK ST ENVRNMNTL FACS CORP ST CLEAN WTR & DRINKING WTR
64986DJC0
445000.00000000
PA
USD
469755.53000000
0.034946264218
Long
DBT
MUN
US
N
2
2027-06-15
Fixed
5.00000000
N
N
N
N
N
N
Troy Capital Resource Corp
N/A
TROY NY CAPITAL RESOURCE CORP REVENUE
897579BQ0
3460000.00000000
PA
USD
3601629.56000000
0.267934042674
Long
DBT
MUN
US
N
2
2032-09-01
Fixed
5.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS2C596 IRS USD R F 3.46600 IS2C596 CCPINFLATIONZERO / Short: SS2C596 IRS USD P V 12MUSCPI IS2C5A7 CCPINFLATIONZERO
000000000
10700000.00000000
OU
Notional Amount
USD
-389734.98000000
-0.02899333954
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2027-01-15
0.00000000
USD
-9590.16000000
USD
10700000.00000000
USD
-380144.82000000
N
N
N
New York State Thruway Authority
N/A
NEW YORK ST THRUWAY AUTH
650009F73
1310000.00000000
PA
USD
1325759.56000000
0.098626500201
Long
DBT
MUN
US
N
2
2026-01-01
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
649674GT9
750000.00000000
PA
USD
750000.00000000
0.055794336607
Long
DBT
MUN
US
N
2
2026-02-15
Floating
4.10000000
N
N
N
N
N
N
New York Transportation Development Corp
N/A
NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE
650116DG8
2210000.00000000
PA
USD
2258011.59000000
0.167979011621
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 REVENUES NON ST SUPPORTED DEBT
6499075S7
1130000.00000000
PA
USD
1137102.50000000
0.084591839522
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
5.00000000
N
N
N
N
N
N
Broome County Local Development Corp
N/A
BROOME CNTY NY LOCAL DEV CORP REVENUE
114731AR3
1400000.00000000
PA
USD
1244977.44000000
0.092616920474
Long
DBT
MUN
US
N
2
2039-04-01
Fixed
4.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
64990GJH6
2975000.00000000
PA
USD
3189192.27000000
0.237251822690
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
5.00000000
N
N
N
N
N
N
Trust for Cultural Resources of The City of New York/The
N/A
NEW YORK CITY NY TRUST FOR CULTURAL RESOURCES
649717VH5
2000000.00000000
PA
USD
2155481.20000000
0.160351524831
Long
DBT
MUN
US
N
2
2032-12-01
Fixed
5.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS2JZ31 IRS USD R V 00MSOFR IS2JZ42 CCPOIS / Short: BS2JZ31 IRS USD P F 3.11950 IS2JZ31 CCPOIS
000000000
15000000.00000000
OU
Notional Amount
USD
1375222.85000000
0.102306195470
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-04-15
0.00000000
USD
0.00000000
USD
15000000.00000000
USD
1375222.85000000
N
N
N
New York City Municipal Water Finance Authority
549300Q2EHQ6RJPQKP05
NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE
64972GPE8
3725000.00000000
PA
USD
3814050.97000000
0.283736591543
Long
DBT
MUN
US
N
2
2038-06-15
Fixed
5.00000000
N
N
N
N
N
N
Antonio B Won Pat International Airport Authority
N/A
GUAM INTERNATIONAL ARPT AUTH
40064REG0
550000.00000000
PA
USD
457252.35000000
0.034016122040
Long
DBT
MUN
US
N
2
2029-10-01
Fixed
3.18900000
N
N
N
N
N
N
Broome County Local Development Corp
N/A
BROOME CNTY NY LOCAL DEV CORP REVENUE
114731AS1
1500000.00000000
PA
USD
1320221.85000000
0.098214536393
Long
DBT
MUN
US
N
2
2040-04-01
Fixed
4.00000000
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
PUERTO RICO CMWLTH
74514L3G0
3150000.00000000
PA
USD
3232415.34000000
0.240467292713
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
5.62500000
N
N
N
N
N
N
Guam Power Authority
549300IPOV320QCKW060
GUAM PWR AUTH REVENUE
400653HY0
1230000.00000000
PA
USD
1253579.84000000
0.093256874076
Long
DBT
MUN
US
N
2
2027-10-01
Fixed
5.00000000
N
N
N
N
N
N
New York Transportation Development Corp
N/A
NEW YORK TRANSPRTN DEV CORP REVENUE
65012EAA6
2000000.00000000
PA
USD
1878525.20000000
0.139748089778
Long
DBT
MUN
US
N
2
2051-06-30
Fixed
6.97100000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH OF NEW YORK & NEW JERSEY NY
73358WR71
9340000.00000000
PA
USD
9586753.46000000
0.713182066025
Long
DBT
MUN
US
N
2
2027-09-15
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
73358WPR9
10480000.00000000
PA
USD
10493617.71000000
0.780645918320
Long
DBT
MUN
US
N
2
2023-12-01
Fixed
5.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS2BYW9 IRS USD R F 2.90900 IS2BYW9 CCPINFLATIONZERO / Short: SS2BYW9 IRS USD P V 12MUSCPI IS2BYX0 CCPINFLATIONZERO
000000000
5400000.00000000
OU
Notional Amount
USD
-273242.65000000
-0.02032718985
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2032-04-15
0.00000000
USD
0.00000000
USD
5400000.00000000
USD
-273242.65000000
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
270767.82000000
OU
Notional Amount
USD
-38963.48000000
-0.00289858869
N/A
DCR
GB
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-24256.11000000
USD
270767.82000000
USD
-14707.37000000
N
N
N
Triborough Bridge & Tunnel Authority
54930020ZN4LQF7K3456
TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX
89602HCV7
2500000.00000000
PA
USD
2708041.50000000
0.201457838663
Long
DBT
MUN
US
N
2
2030-05-15
Fixed
5.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
64990EMS3
2400000.00000000
PA
USD
2407512.48000000
0.179100748927
Long
DBT
MUN
US
N
2
2028-02-15
Fixed
5.00000000
N
N
N
N
N
N
New York City Transitional Finance Authority Future Tax Secured Revenue
N/A
NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE
64971XK98
2220000.00000000
PA
USD
2060303.19000000
0.153270999594
Long
DBT
MUN
US
N
2
2040-02-01
Fixed
4.00000000
N
N
N
N
N
N
City of Ashland KY
N/A
ASHLAND KY MED CENTER REVENUE
044293BT4
275000.00000000
PA
USD
277090.88000000
0.020613469106
Long
DBT
MUN
US
N
2
2031-02-01
Fixed
5.00000000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966QYG9
3405000.00000000
PA
USD
3436959.33000000
0.255683821018
Long
DBT
MUN
US
N
2
2024-08-01
Fixed
5.00000000
N
N
N
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
3565000.00000000
OU
Notional Amount
USD
334240.00000000
0.024864932090
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
3565000.00000000
USD
334240.00000000
N
N
N
New York Liberty Development Corp
N/A
NEW YORK ST LIBERTY DEV CORP LIBERTY REVENUE
649519DH5
6470000.00000000
PA
USD
5570792.28000000
0.414424879520
Long
DBT
MUN
US
N
2
2069-09-15
Fixed
2.80000000
N
N
N
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
273700.32000000
OU
Notional Amount
USD
-39385.48000000
-0.00292998230
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
-32166.83000000
USD
273700.32000000
USD
-7218.65000000
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59259Y7Q6
1080000.00000000
PA
USD
1080000.00000000
0.080343844714
Long
DBT
MUN
US
N
2
2026-11-01
Floating
3.93000000
N
N
N
N
N
N
New York Transportation Development Corp
N/A
NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE
650116FT8
1000000.00000000
PA
USD
854001.30000000
0.063531247993
Long
DBT
MUN
US
N
2
2042-12-01
Fixed
4.00000000
N
N
N
N
N
N
Puerto Rico Commonwealth Aqueduct & Sewer Authority
N/A
PUERTO RICO CMWLTH AQUEDUCT & SWR AUTH REVENUE
745160SH5
2310000.00000000
PA
USD
2259663.48000000
0.168101899763
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
New York Liberty Development Corp
N/A
NEW YORK ST LIBERTY DEV CORP LIBERTY REVENUE
649519DC6
2000000.00000000
PA
USD
1923067.80000000
0.143061722869
Long
DBT
MUN
US
N
2
2040-11-15
Fixed
5.37500000
N
N
N
N
N
N
New York City Municipal Water Finance Authority
549300Q2EHQ6RJPQKP05
NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE
64972GSB1
8280000.00000000
PA
USD
8348428.40000000
0.621060032389
Long
DBT
MUN
US
N
2
2024-06-15
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0BK4
79012.98000000
PA
USD
79598.71000000
0.005921542959
Long
ABS-MBS
USGSE
US
N
2
2024-08-25
Floating
9.42900000
N
N
N
N
N
N
Westchester County Local Development Corp
549300KOSU8OC75V9238
WESTCHESTER CNTY NY LOCAL DEV CORP REVENUE
95737TFD3
720000.00000000
PA
USD
672557.33000000
0.050033186743
Long
DBT
MUN
US
N
2
2041-01-01
Fixed
5.00000000
N
N
N
N
N
N
Broome County Local Development Corp
N/A
BROOME CNTY NY LOCAL DEV CORP REVENUE
114731AJ1
2000000.00000000
PA
USD
2056899.40000000
0.153017783321
Long
DBT
MUN
US
N
2
2032-04-01
Fixed
5.00000000
N
N
N
N
N
N
Build NYC Resource Corp
549300GROJFKMNLWEK84
BUILD NYC RESOURCE CORP NY REVENUE
12008ETH9
375000.00000000
PA
USD
373932.19000000
0.027817731302
Long
DBT
MUN
US
N
2
2032-06-01
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
650116CJ3
24485000.00000000
PA
USD
24714723.17000000
1.838588778272
Long
DBT
MUN
US
N
2
2030-01-01
Fixed
5.00000000
N
N
N
N
N
N
Antonio B Won Pat International Airport Authority
N/A
GUAM INTERNATIONAL ARPT AUTH
40064RFA2
1025000.00000000
PA
USD
995758.08000000
0.074076881993
Long
DBT
MUN
US
N
2
2031-10-01
Fixed
5.25000000
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
PUERTO RICO CMWLTH
74514L3J4
285000.00000000
PA
USD
297631.51000000
0.022141536871
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
5.75000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
65000BQP6
3045000.00000000
PA
USD
3145433.54000000
0.233996503609
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
5.00000000
N
N
N
N
N
N
Triborough Bridge & Tunnel Authority
54930020ZN4LQF7K3456
TRIBOROUGH NY BRIDGE & TUNNELAUTH PAYROLL MOBILITY TAX
89602HEW3
7500000.00000000
PA
USD
7525839.75000000
0.559865648352
Long
DBT
MUN
US
N
2
2026-04-01
Floating
4.61400000
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
5830000.00000000
OU
Notional Amount
USD
456334.80000000
0.033947863249
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
5830000.00000000
USD
456334.80000000
N
N
N
Broome County Local Development Corp
N/A
BROOME CNTY NY LOCAL DEV CORP REVENUE
114731AL6
725000.00000000
PA
USD
689655.60000000
0.051305168919
Long
DBT
MUN
US
N
2
2034-04-01
Fixed
4.00000000
N
N
N
N
N
N
Suffolk Tobacco Asset Securitization Corp
N/A
SUFFOLK NY TOBACCO ASSET SECURITIZATION CORP TOBACCO SETTLEM
864809BT4
2300000.00000000
PA
USD
2223519.94000000
0.165413093314
Long
DBT
MUN
US
N
2
2035-06-01
Fixed
4.00000000
N
N
N
N
N
N
City of Houston TX Airport System Revenue
N/A
HOUSTON TX ARPT SYS REVENUE
4423487V4
1750000.00000000
PA
USD
1742046.43000000
0.129595099868
Long
DBT
MUN
US
N
2
2028-07-15
Fixed
5.00000000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI REVENUE
74442PMQ5
1090000.00000000
PA
USD
1079133.14000000
0.080279356876
Long
DBT
MUN
US
N
2
2027-10-01
Fixed
5.00000000
N
N
N
N
N
N
Monroe County Industrial Development Corp/NY
N/A
MONROE CNTY NY INDL DEV CORP CHRT SCH REVENUE
61075YAF4
250000.00000000
PA
USD
240052.15000000
0.017858067280
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
5.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261ANK9
5050000.00000000
PA
USD
5196008.13000000
0.386543768826
Long
DBT
MUN
US
N
2
2027-11-15
Fixed
5.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
64990FK78
4645000.00000000
PA
USD
4472885.56000000
0.332748910054
Long
DBT
MUN
US
N
2
2037-03-15
Fixed
4.00000000
N
N
N
N
N
N
Albany County Airport Authority
N/A
ALBANY CNTY NY ARPT AUTH
012123NG6
1050000.00000000
PA
USD
1050467.04000000
0.078146815499
Long
DBT
MUN
US
N
2
2023-12-15
Fixed
5.00000000
N
N
N
N
N
N
Monroe County Industrial Development Corp/NY
N/A
MONROE CNTY NY INDL DEV CORP REVENUE
61075TUF3
2455000.00000000
PA
USD
2201028.29000000
0.163739884392
Long
DBT
MUN
US
N
2
2030-01-01
Fixed
4.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
65000BJP4
300000.00000000
PA
USD
307285.11000000
0.022859691815
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
5.00000000
N
N
N
N
N
N
Washington Health Care Facilities Authority
549300ZVPWQIL3N5TL85
WASHINGTON ST HLTH CARE FACS AUTH
93978HVL6
1095000.00000000
PA
USD
1128862.77000000
0.083978865830
Long
DBT
MUN
US
N
2
2033-08-01
Fixed
5.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
64990BPY3
3745000.00000000
PA
USD
3795679.21000000
0.282369871328
Long
DBT
MUN
US
N
2
2026-07-01
Fixed
5.00000000
N
N
N
N
N
N
Build NYC Resource Corp
549300GROJFKMNLWEK84
BUILD NYC RESOURCE CORP NY REVENUE
12008ERR9
525000.00000000
PA
USD
406142.99000000
0.030213971593
Long
DBT
MUN
US
N
2
2041-06-15
Fixed
4.00000000
N
N
N
N
N
N
New York State Thruway Authority
N/A
NEW YORK ST THRUWAY AUTH
650009F99
3150000.00000000
PA
USD
3186365.81000000
0.237041555409
Long
DBT
MUN
US
N
2
2028-01-01
Fixed
5.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS2O7X0 IRS USD R F 3.80550 IS2O7X0 CCPOIS / Short: SS2O7X0 IRS USD P V 00MSOFR IS2O7Y1 CCPOIS
000000000
10200000.00000000
OU
Notional Amount
USD
-322665.01000000
-0.02400384023
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-07-31
0.00000000
USD
0.00000000
USD
10200000.00000000
USD
-322665.01000000
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966MFY0
8070000.00000000
PA
USD
8070000.00000000
0.600347061895
Long
DBT
MUN
US
N
2
2044-08-01
Floating
4.06000000
N
N
N
N
N
N
Troy Capital Resource Corp
N/A
TROY NY CAPITAL RESOURCE CORP REVENUE
897579BR8
2365000.00000000
PA
USD
2461279.39000000
0.183100601027
Long
DBT
MUN
US
N
2
2033-09-01
Fixed
5.00000000
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
45453.79000000
OU
Notional Amount
USD
-6540.81000000
-0.00048658687
N/A
DCR
GB
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-4178.86000000
USD
45453.79000000
USD
-2361.95000000
N
N
N
Build NYC Resource Corp
549300GROJFKMNLWEK84
BUILD NYC RESOURCE CORP NY REVENUE
12008ESY3
550000.00000000
PA
USD
519049.03000000
0.038613328394
Long
DBT
MUN
US
N
2
2042-07-01
Fixed
5.00000000
N
N
N
N
N
N
Dutchess County Local Development Corp
N/A
DUTCHESS CNTY NY LOCAL DEV CORP REVENUE
267045NH1
2400000.00000000
PA
USD
2364934.56000000
0.175933273193
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
5.00000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Long: IS1WUB4 IRS USD R V 01MMUNIP IS1WUC5 VANILLA / Short: IS1WUB4 IRS USD P F 1.12500 IS1WUB4 VANILLA
000000000
16980000.00000000
OU
Notional Amount
USD
2057965.25000000
0.153097074513
N/A
DIR
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
N/A
N/A
Y
2029-10-09
0.00000000
USD
0.00000000
USD
16980000.00000000
USD
2057965.25000000
N
N
N
New York Transportation Development Corp
N/A
NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE
650116DM5
1035000.00000000
PA
USD
1062419.22000000
0.079035967438
Long
DBT
MUN
US
N
2
2032-12-01
Fixed
5.00000000
N
N
N
N
N
N
New York City Transitional Finance Authority Building Aid Revenue
N/A
NEW YORK CITY NY TRANSITIONAL FIN AUTH BLDG AID REVENUE
64972HYS5
2000000.00000000
PA
USD
2047995.80000000
0.152355422714
Long
DBT
MUN
US
N
2
2034-07-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XBM5
173538.85000000
PA
USD
185226.17000000
0.013779428369
Long
ABS-MBS
USGSE
US
N
2
2028-08-25
Floating
12.17900000
N
N
N
N
N
N
State of Connecticut
5493007GRO6CU0IKP741
CONNECTICUT ST
20772KBP3
14565000.00000000
PA
USD
14801641.92000000
1.101130388834
Long
DBT
MUN
US
N
2
2025-04-15
Fixed
5.00000000
N
N
N
N
N
N
City of Ashland KY
N/A
ASHLAND KY MED CENTER REVENUE
044293BP2
375000.00000000
PA
USD
380335.50000000
0.028294089214
Long
DBT
MUN
US
N
2
2027-02-01
Fixed
5.00000000
N
N
N
N
N
N
New York City Housing Development Corp
549300SQWVHKBRF8D702
NEW YORK CITY NY HSG DEV CORP MF MTGE REVENUE
64966TAF1
250000.00000000
PA
USD
250000.00000000
0.018598112202
Long
DBT
MUN
US
N
2
2041-10-15
Floating
3.94000000
N
N
N
N
N
N
County of Albany NY
549300GBQON0LOLHN826
ALBANY CNTY NY
01212PCS3
1515000.00000000
PA
USD
1516358.50000000
0.112805622088
Long
DBT
MUN
US
N
2
2023-11-01
Fixed
5.00000000
N
N
N
N
N
N
New York City Municipal Water Finance Authority
549300Q2EHQ6RJPQKP05
NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE
64972GHA5
11465000.00000000
PA
USD
11645225.21000000
0.866316820313
Long
DBT
MUN
US
N
2
2028-06-15
Fixed
5.00000000
N
N
N
N
N
N
Hempstead Town Local Development Corp
N/A
HEMPSTEAD TOWN NY LOCAL DEV CORP EDU REVENUE
424685AZ8
4000000.00000000
PA
USD
3794253.20000000
0.282263786952
Long
DBT
MUN
US
N
2
2042-06-15
Fixed
5.25000000
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
245841.53000000
OU
Notional Amount
USD
-35376.60000000
-0.00263175190
N/A
DCR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-21377.89000000
USD
245841.53000000
USD
-13998.71000000
N
N
N
Antonio B Won Pat International Airport Authority
N/A
GUAM INTERNATIONAL ARPT AUTH
40064REF2
665000.00000000
PA
USD
569550.36000000
0.042370246000
Long
DBT
MUN
US
N
2
2028-10-01
Fixed
3.09900000
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
558153.12000000
OU
Notional Amount
USD
-80318.23000000
-0.00597506981
N/A
DCR
GB
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-63194.63000000
USD
558153.12000000
USD
-17123.60000000
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966QRM4
4000000.00000000
PA
USD
3381214.40000000
0.251536819167
Long
DBT
MUN
US
N
2
2028-08-01
Fixed
1.62300000
N
N
N
N
N
N
New York City Transitional Finance Authority Building Aid Revenue
N/A
NEW YORK CITY NY TRANSITIONAL FIN AUTH BLDG AID REVENUE
64972HF98
2065000.00000000
PA
USD
2174297.15000000
0.161751289428
Long
DBT
MUN
US
N
2
2031-07-15
Fixed
5.00000000
N
N
N
N
N
N
Guam Power Authority
549300IPOV320QCKW060
GUAM PWR AUTH REVENUE
400653JN2
1250000.00000000
PA
USD
1250000.00000000
0.092990561012
Long
DBT
MUN
US
N
2
2023-10-01
Fixed
5.00000000
N
N
N
N
N
N
New York City Municipal Water Finance Authority
549300Q2EHQ6RJPQKP05
NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE
64972GZK3
2000000.00000000
PA
USD
1881090.00000000
0.139938891531
Long
DBT
MUN
US
N
2
2039-06-15
Fixed
4.00000000
N
N
N
N
N
N
Territory of Guam
N/A
GUAM GOVT LTD OBLG REVENUE
40065HDN7
1000000.00000000
PA
USD
1004067.90000000
0.074695069852
Long
DBT
MUN
US
N
2
2030-12-01
Fixed
5.00000000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
ILLINOIS ST
452152Z61
1405000.00000000
PA
USD
1410796.47000000
0.104952604175
Long
DBT
MUN
US
N
2
2024-05-01
Fixed
5.00000000
N
N
N
N
N
N
Kentucky Economic Development Finance Authority
N/A
KENTUCKY ST ECON DEV FIN AUTH
49126PFZ8
555000.00000000
PA
USD
568705.67000000
0.042307407443
Long
DBT
MUN
US
N
2
2035-08-01
Fixed
5.00000000
N
N
N
N
N
N
Triborough Bridge & Tunnel Authority
54930020ZN4LQF7K3456
TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX
89602HAH0
10000000.00000000
PA
USD
7455072.00000000
0.554601062133
Long
DBT
MUN
US
N
2
2035-05-15
Fixed
2.51100000
N
N
N
N
N
N
Albany County Airport Authority
N/A
ALBANY CNTY NY ARPT AUTH
012123NH4
855000.00000000
PA
USD
858769.44000000
0.063885961604
Long
DBT
MUN
US
N
2
2024-12-15
Fixed
5.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
65000BJN9
500000.00000000
PA
USD
511695.80000000
0.038066303607
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0AD1
118386.34000000
PA
USD
118932.17000000
0.008847655368
Long
ABS-MBS
USGSE
US
N
2
2023-11-25
Floating
9.67900000
N
N
N
N
N
N
Guam Power Authority
549300IPOV320QCKW060
GUAM PWR AUTH REVENUE
400653HW4
2980000.00000000
PA
USD
3000058.68000000
0.223181711778
Long
DBT
MUN
US
N
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
New York City Transitional Finance Authority Future Tax Secured Revenue
N/A
NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE
64971XXT0
12575000.00000000
PA
USD
11670411.09000000
0.868190459602
Long
DBT
MUN
US
N
2
2040-02-01
Fixed
4.00000000
N
N
N
N
N
N
Broome County Local Development Corp
N/A
BROOME CNTY NY LOCAL DEV CORP REVENUE
114731AQ5
1400000.00000000
PA
USD
1259532.96000000
0.093699741251
Long
DBT
MUN
US
N
2
2038-04-01
Fixed
4.00000000
N
N
N
N
N
N
Triborough Bridge & Tunnel Authority
54930020ZN4LQF7K3456
TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX
89602HAC1
9185000.00000000
PA
USD
9025355.52000000
0.671418298511
Long
DBT
MUN
US
N
2
2045-05-15
Floating
2.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
65000BNL8
3975000.00000000
PA
USD
4071730.04000000
0.302905968568
Long
DBT
MUN
US
N
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY DEDICATED TAX FUND
59259N6G3
2060000.00000000
PA
USD
2144820.50000000
0.159558449252
Long
DBT
MUN
US
N
2
2031-11-15
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
650116FP6
2765000.00000000
PA
USD
2749923.84000000
0.204573568498
Long
DBT
MUN
US
N
2
2039-12-01
Fixed
5.00000000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
ILLINOIS ST
452152S36
2105000.00000000
PA
USD
2123619.57000000
0.157981260152
Long
DBT
MUN
US
N
2
2024-12-01
Fixed
5.00000000
N
N
N
N
N
N
Utility Debt Securitization Authority
N/A
UTILITY DEBT SECURITIZATION AUTH NY
91802RFW4
7700000.00000000
PA
USD
7681740.22000000
0.571463466086
Long
DBT
MUN
US
N
2
2025-12-15
Fixed
4.42100000
N
N
N
N
N
N
South Carolina Public Service Authority
EMBXY64GWKA9MZGFUD26
SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE
837151YT0
1000000.00000000
PA
USD
1011128.80000000
0.075220347494
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
5.00000000
N
N
N
N
N
N
HTA TRRB Custodial Trust
N/A
HTA TRRB-2007N-745190ZR2 ASSURED CUSTODIAL TRUST
44333GAA8
1580000.00000000
PA
USD
1539567.01000000
0.114532159980
Long
DBT
MUN
US
N
2
2034-07-01
Fixed
5.25000000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI REVENUE
74442PMN2
995000.00000000
PA
USD
986272.46000000
0.073371223493
Long
DBT
MUN
US
N
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
New York City Housing Development Corp
549300SQWVHKBRF8D702
NEW YORK CITY NY HSG DEV CORP
64970HDR2
2000000.00000000
PA
USD
2000000.00000000
0.148784897619
Long
DBT
MUN
US
N
2
2049-09-01
Floating
4.10000000
N
N
N
N
N
N
Monroe County Industrial Development Corp/NY
N/A
MONROE CNTY NY INDL DEV CORP REVENUE
61075TVX3
510000.00000000
PA
USD
511990.48000000
0.038088225574
Long
DBT
MUN
US
N
2
2024-12-01
Fixed
5.00000000
N
N
N
N
N
N
Dutchess County Industrial Development Agency
N/A
DUTCHESS CNTY NY INDL DEV AGY
267041GN5
740000.00000000
PA
USD
740000.00000000
0.055050412119
Long
DBT
MUN
US
N
2
2038-07-01
Floating
4.05000000
N
N
N
N
N
N
Guam Government Waterworks Authority
N/A
GUAM GOVT WTRWKS AUTH WTR & WSTWTR SYS REVENUE
40065FCU6
1250000.00000000
PA
USD
1260596.00000000
0.093778823399
Long
DBT
MUN
US
N
2
2028-07-01
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
64990FD50
5500000.00000000
PA
USD
4993256.40000000
0.371460571131
Long
DBT
MUN
US
N
2
2026-03-15
Fixed
1.18700000
N
N
N
N
N
N
County of Suffolk NY
N/A
SUFFOLK CNTY NY
86476PN79
1770000.00000000
PA
USD
1899548.96000000
0.141312098768
Long
DBT
MUN
US
N
2
2029-09-01
Fixed
5.00000000
N
N
N
N
N
N
Michigan Strategic Fund
N/A
MICHIGAN ST STRATEGIC FUND LTD OBLG REVENUE
594698QM7
1690000.00000000
PA
USD
1720252.52000000
0.127973797534
Long
DBT
MUN
US
N
2
2032-06-30
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
64990FE67
2775000.00000000
PA
USD
2818714.30000000
0.209691059272
Long
DBT
MUN
US
N
2
2025-02-15
Fixed
5.00000000
N
N
N
N
N
N
Trust for Cultural Resources of The City of New York/The
N/A
NEW YORK CITY NY TRUST FOR CULTURAL RESOURCES
649717QE8
3795000.00000000
PA
USD
3795000.00000000
0.282319343233
Long
DBT
MUN
US
N
2
2032-07-01
Floating
4.05000000
N
N
N
N
N
N
Michigan Strategic Fund
N/A
MICHIGAN ST STRATEGIC FUND LTD OBLG REVENUE
594698QG0
8600000.00000000
PA
USD
8744179.00000000
0.650500888641
Long
DBT
MUN
US
N
2
2029-12-31
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
73358WR55
3040000.00000000
PA
USD
3079565.60000000
0.229096426254
Long
DBT
MUN
US
N
2
2025-09-15
Fixed
5.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
64990EQP5
12485000.00000000
PA
USD
12534510.52000000
0.932472932215
Long
DBT
MUN
US
N
2
2028-03-15
Fixed
5.00000000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FND AUTH
6461355T6
4700000.00000000
PA
USD
4708271.06000000
0.350259813813
Long
DBT
MUN
US
N
2
2023-12-15
Fixed
5.25000000
N
N
N
N
N
N
New York State Housing Finance Agency
5493000LS7KCDB02O506
NEW YORK ST HSG FIN AGY
64986MC78
1400000.00000000
PA
USD
1400000.00000000
0.104149428333
Long
DBT
MUN
US
N
2
2035-05-01
Floating
3.85000000
N
N
N
N
N
N
New York Transportation Development Corp
N/A
NEW YORK ST TRANSPRTN DEV CORP EXEMPT FAC REVENUE
650110AC3
2075000.00000000
PA
USD
1776110.36000000
0.132129199036
Long
DBT
MUN
US
N
2
2041-10-31
Fixed
4.00000000
N
N
N
N
N
N
Hudson Yards Infrastructure Corp
549300EE2HJ67TPURL87
HUDSON YARDS INFRASTRUCTURE CORP NY 2ND INDENTURE REVENUE
44420RCB4
5000000.00000000
PA
USD
4699042.00000000
0.349573241440
Long
DBT
MUN
US
N
2
2040-02-15
Fixed
4.00000000
N
N
N
N
N
N
New York City Health and Hospitals Corp
N/A
NEW YORK CITY NY HLTH & HOSP CORP
649674GS1
1400000.00000000
PA
USD
1400000.00000000
0.104149428333
Long
DBT
MUN
US
N
2
2031-02-15
Floating
4.10000000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
6461362B6
5000000.00000000
PA
USD
5091751.50000000
0.378787862816
Long
DBT
MUN
US
N
2
2027-06-15
Fixed
5.00000000
N
N
N
N
N
N
State of Connecticut
5493007GRO6CU0IKP741
CONNECTICUT ST
20772KCK3
4715000.00000000
PA
USD
4938818.22000000
0.367410781612
Long
DBT
MUN
US
N
2
2027-06-15
Fixed
5.00000000
N
N
N
N
N
N
County of Nassau NY
549300ICRCGQYCPS7T40
NASSAU CNTY NY
63165TZS7
13255000.00000000
PA
USD
14045697.86000000
1.044893859048
Long
DBT
MUN
US
N
2
2027-10-01
Fixed
5.00000000
N
N
N
N
N
N
Chattanooga Health Educational & Housing Facility Board
N/A
CHATTANOOGA TN HLTH EDUCTNL &HSG FAC BRD REVENUE
162410EE0
1000000.00000000
PA
USD
1030924.90000000
0.076693027850
Long
DBT
MUN
US
N
2
2033-08-01
Fixed
5.00000000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
6461365B3
1500000.00000000
PA
USD
1565417.40000000
0.116455233795
Long
DBT
MUN
US
N
2
2030-06-15
Fixed
5.00000000
N
N
N
N
N
N
Monroe County Industrial Development Corp/NY
N/A
MONROE CNTY NY INDL DEV CORP REVENUE
61075TWB0
1210000.00000000
PA
USD
1229387.10000000
0.091457116904
Long
DBT
MUN
US
N
2
2028-12-01
Fixed
5.00000000
N
N
N
N
N
N
New York City Municipal Water Finance Authority
549300Q2EHQ6RJPQKP05
NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE
64972GNL4
1795000.00000000
PA
USD
1844438.25000000
0.137212278095
Long
DBT
MUN
US
N
2
2037-06-15
Fixed
5.00000000
N
N
N
N
N
N
Illinois Finance Authority
549300ZG6UBPNNNRN315
ILLINOIS ST FIN AUTH REVENUE
45204E6T0
225000.00000000
PA
USD
219708.77000000
0.016344673425
Long
DBT
MUN
US
N
2
2029-09-01
Fixed
5.00000000
N
N
N
N
N
N
Triborough Bridge & Tunnel Authority
54930020ZN4LQF7K3456
TRIBOROUGH NY BRIDGE & TUNNEL AUTH REVENUES
89602RGS8
2535000.00000000
PA
USD
2599561.13000000
0.193387718291
Long
DBT
MUN
US
N
2
2025-11-01
Fixed
5.00000000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
6461364B4
3360000.00000000
PA
USD
3502522.80000000
0.260561248104
Long
DBT
MUN
US
N
2
2030-12-15
Fixed
5.00000000
N
N
N
N
N
N
Territory of Guam
N/A
GUAM GOVT LTD OBLG REVENUE
40065HDJ6
1150000.00000000
PA
USD
1160857.15000000
0.086359006106
Long
DBT
MUN
US
N
2
2026-12-01
Fixed
5.00000000
N
N
N
N
N
N
Municipal Electric Authority of Georgia
JA0WNILDDF2KUPS83B16
MUNI ELEC AUTH OF GEORGIA
626207Y32
565000.00000000
PA
USD
582028.99000000
0.043298561844
Long
DBT
MUN
US
N
2
2032-01-01
Fixed
5.00000000
N
N
N
N
N
N
Territory of Guam
N/A
GUAM GOVT BUSINESS PRIVILEGE TAX REVENUE
40065NCC9
3730000.00000000
PA
USD
3676197.73000000
0.273481351443
Long
DBT
MUN
US
N
2
2031-11-15
Fixed
5.00000000
N
N
N
N
N
N
New York City Transitional Finance Authority Future Tax Secured Revenue
N/A
NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE
64971WED8
2425000.00000000
PA
USD
2430496.99000000
0.180810622910
Long
DBT
MUN
US
N
2
2029-02-01
Fixed
5.00000000
N
N
N
N
N
N
Onondaga Civic Development Corp
N/A
ONONDAGA NY CIVIC DEV CORP
682832KD1
350000.00000000
PA
USD
314080.10000000
0.023365187761
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
4.00000000
N
N
N
N
N
N
Build NYC Resource Corp
549300GROJFKMNLWEK84
BUILD NYC RESOURCE CORP NY REVENUE
12008ERZ1
1050000.00000000
PA
USD
1008969.05000000
0.075059678402
Long
DBT
MUN
US
N
2
2036-06-01
Fixed
5.00000000
N
N
N
N
N
N
Sales Tax Asset Receivable Corp
N/A
SALES TAX ASSET RECEIVABLE CORP NY
794665FM6
6075000.00000000
PA
USD
6158722.01000000
0.458162411862
Long
DBT
MUN
US
N
2
2025-10-15
Fixed
5.00000000
N
N
N
N
N
N
County of Osceola FL Transportation Revenue
N/A
OSCEOLA CNTY FL TRANSPRTN REVENUE
688031EK5
100000.00000000
PA
USD
71308.33000000
0.005304801289
Long
DBT
MUN
US
N
2
2030-10-01
None
0.00000000
N
N
N
N
N
N
Colorado Health Facilities Authority
5493002JB6DRFRZPEQ21
COLORADO ST HLTH FACS AUTH REVENUE
19648FKG8
3000000.00000000
PA
USD
3097435.80000000
0.230425834193
Long
DBT
MUN
US
N
2
2030-08-01
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
73358W3U6
3135000.00000000
PA
USD
3220568.26000000
0.239585959420
Long
DBT
MUN
US
N
2
2035-11-01
Fixed
5.00000000
N
N
N
N
N
N
Onondaga Civic Development Corp
N/A
ONONDAGA NY CIVIC DEV CORP
682832KC3
300000.00000000
PA
USD
277224.42000000
0.020623403473
Long
DBT
MUN
US
N
2
2034-07-01
Fixed
4.00000000
N
N
N
N
N
N
New York State Housing Finance Agency
5493000LS7KCDB02O506
NEW YORK ST HSG FIN AGY
64986MC78
3073000.00000000
PA
USD
3073000.00000000
0.228607995192
Long
DBT
MUN
US
N
2
2035-05-01
Floating
3.85000000
N
N
N
N
N
N
Washington Health Care Facilities Authority
549300ZVPWQIL3N5TL85
WASHINGTON ST HLTH CARE FACS AUTH
93978HVK8
580000.00000000
PA
USD
597815.92000000
0.044472990226
Long
DBT
MUN
US
N
2
2032-08-01
Fixed
5.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
65000BPY8
5000.00000000
PA
USD
5192.17000000
0.000386258240
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
5.00000000
N
N
N
N
N
N
South Carolina Public Service Authority
EMBXY64GWKA9MZGFUD26
SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE
837151XD6
1500000.00000000
PA
USD
1502562.75000000
0.111779322462
Long
DBT
MUN
US
N
2
2043-12-01
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
650116DK9
1010000.00000000
PA
USD
1036993.36000000
0.077144475449
Long
DBT
MUN
US
N
2
2030-12-01
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
650116DL7
400000.00000000
PA
USD
410639.00000000
0.030548440786
Long
DBT
MUN
US
N
2
2031-12-01
Fixed
5.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
65000BMX3
1630000.00000000
PA
USD
1531005.37000000
0.113895238615
Long
DBT
MUN
US
N
2
2042-07-01
Fixed
5.00000000
N
N
N
N
N
N
Build NYC Resource Corp
549300GROJFKMNLWEK84
BUILD NYC RESOURCE CORP NY REVENUE
12008EJF4
650000.00000000
PA
USD
650000.00000000
0.048355091726
Long
DBT
MUN
US
N
2
2045-04-01
Floating
4.05000000
N
N
N
N
N
N
Territory of Guam
N/A
GUAM GOVT BUSINESS PRIVILEGE TAX REVENUE
40065NCN5
1000000.00000000
PA
USD
997024.90000000
0.074171123835
Long
DBT
MUN
US
N
2
2030-01-01
Fixed
5.00000000
N
N
N
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
27600000.00000000
OU
Notional Amount
USD
4909384.22000000
0.365221114274
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
27600000.00000000
USD
4909384.22000000
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XAX2
78711.19000000
PA
USD
81072.53000000
0.006031184037
Long
ABS-MBS
USGSE
US
N
2
2025-05-25
Floating
9.42900000
N
N
N
N
N
N
Niagara Area Development Corp
N/A
NIAGARA NY AREA DEV CORP SOLID WASTE DISP FAC REVENUE
653542AC4
1000000.00000000
PA
USD
836092.40000000
0.062198961067
Long
DBT
MUN
US
N
2
2042-11-01
Fixed
4.75000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261APY7
7400000.00000000
PA
USD
7664475.26000000
0.570179083433
Long
DBT
MUN
US
N
2
2028-11-15
Fixed
5.00000000
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
PUERTO RICO CMWLTH
74514L3Q8
467514.00000000
PA
USD
451621.84000000
0.033597254613
Long
DBT
MUN
US
N
2
2024-07-01
None
0.00000000
N
N
N
N
N
N
New York Transportation Development Corp
N/A
NEW YORK ST TRANSPRTN DEV CORP EXEMPT FAC REVENUE
650110AB5
500000.00000000
PA
USD
470716.20000000
0.035017730812
Long
DBT
MUN
US
N
2
2034-10-31
Fixed
4.00000000
N
N
N
N
N
N
Volusia County School Board
N/A
VOLUSIA CNTY FL SCH BRD COPS
92884EHD2
1000000.00000000
PA
USD
1006723.20000000
0.074892604121
Long
DBT
MUN
US
N
2
2026-08-01
Fixed
5.00000000
N
N
N
N
N
N
Puerto Rico Highway & Transportation Authority
549300J6QBXVWJXB7Y41
PUERTO RICO CMWLTH HIGHWAY & TRANSPRTN AUTH RESTRUCTURED TOL
745197AB9
1265000.00000000
PA
USD
815925.00000000
0.060698658795
Long
DBT
MUN
US
N
2
2032-07-01
None
0.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS2D890 IRS USD R F 3.32300 IS2D890 CCPINFLATIONZERO / Short: SS2D890 IRS USD P V 12MUSCPI IS2D8A1 CCPINFLATIONZERO
000000000
8430000.00000000
OU
Notional Amount
USD
-380697.11000000
-0.02832099026
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2027-01-15
0.00000000
USD
0.00000000
USD
8430000.00000000
USD
-380697.11000000
N
N
N
Parish of St James LA
N/A
SAINT JAMES PARISH LA REVENUE
790103AU9
345000.00000000
PA
USD
364050.56000000
0.027082612648
Long
DBT
MUN
US
N
2
2038-06-01
Floating
6.10000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
64990CPN5
1400000.00000000
PA
USD
1397262.02000000
0.103945743296
Long
DBT
MUN
US
N
2
2023-12-01
Fixed
5.00000000
N
N
N
N
N
N
Antonio B Won Pat International Airport Authority
N/A
GUAM INTERNATIONAL ARPT AUTH
40064RFD6
265000.00000000
PA
USD
250782.49000000
0.018656323549
Long
DBT
MUN
US
N
2
2035-10-01
Fixed
5.25000000
N
N
N
N
N
N
City of Detroit MI
549300BQRJP7MKKHOY28
DETROIT MI
2510933L2
1005000.00000000
PA
USD
1011828.17000000
0.075272375341
Long
DBT
MUN
US
N
2
2032-04-01
Fixed
5.00000000
N
N
N
N
N
N
Chicago Board of Education
54930099NR6T9V7LVB43
CHICAGO IL BRD OF EDU
167505SF4
8160000.00000000
PA
USD
8171631.26000000
0.607907660202
Long
DBT
MUN
US
N
2
2023-12-01
Fixed
5.00000000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966G4P4
2550000.00000000
PA
USD
2550000.00000000
0.189700744465
Long
DBT
MUN
US
N
2
2038-04-01
Floating
4.50000000
N
N
N
N
N
N
New York State Thruway Authority
N/A
NEW YORK ST THRUWAY AUTH
650009ZV8
15000000.00000000
PA
USD
15025936.50000000
1.117816211895
Long
DBT
MUN
US
N
2
2027-01-01
Fixed
5.00000000
N
N
N
N
N
N
Triborough Bridge & Tunnel Authority
54930020ZN4LQF7K3456
TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX
89602HCY1
1000000.00000000
PA
USD
1088005.60000000
0.080939400902
Long
DBT
MUN
US
N
2
2033-05-15
Fixed
5.00000000
N
N
N
N
N
N
Vauxmont Metropolitan District
549300M7XL6MB0OW8D56
VAUXMONT MET DIST CO
92242SBE2
160000.00000000
PA
USD
160965.92000000
0.011974648963
Long
DBT
MUN
US
N
2
2050-12-01
Fixed
5.00000000
N
N
N
N
N
N
Illinois Finance Authority
549300ZG6UBPNNNRN315
ILLINOIS ST FIN AUTH REVENUE
45204E6W3
365000.00000000
PA
USD
350770.29000000
0.026094660842
Long
DBT
MUN
US
N
2
2032-09-01
Fixed
5.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261AJM0
1210000.00000000
PA
USD
1234104.65000000
0.091808067001
Long
DBT
MUN
US
N
2
2027-11-15
Fixed
5.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
65000BNC8
2500000.00000000
PA
USD
2191533.00000000
0.163033506517
Long
DBT
MUN
US
N
2
2039-05-01
Fixed
4.00000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH OF NEW YORK & NEW JERSEY NY
73358W3V4
5365000.00000000
PA
USD
5471464.13000000
0.407035615205
Long
DBT
MUN
US
N
2
2036-11-01
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
650116CF1
2165000.00000000
PA
USD
2185774.91000000
0.162605148101
Long
DBT
MUN
US
N
2
2027-01-01
Fixed
5.00000000
N
N
N
N
N
N
Nassau County Local Economic Assistance Corp
549300FCI13UFG0Y6Y37
NASSAU CNTY NY LOCAL ECON ASSISTANCE CORP EDL REVENUE
63165CAA0
750000.00000000
PA
USD
700750.88000000
0.052130573968
Long
DBT
MUN
US
N
2
2033-07-01
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
650116DR4
1050000.00000000
PA
USD
1059206.61000000
0.078796973513
Long
DBT
MUN
US
N
2
2036-12-01
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
650116FS0
2645000.00000000
PA
USD
2576893.63000000
0.191701427458
Long
DBT
MUN
US
N
2
2042-12-01
Fixed
5.00000000
N
N
N
N
N
N
Triborough Bridge & Tunnel Authority
54930020ZN4LQF7K3456
TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX
89602HDB0
1000000.00000000
PA
USD
1068707.90000000
0.079503797743
Long
DBT
MUN
US
N
2
2036-05-15
Fixed
5.00000000
N
N
N
N
N
N
Build NYC Resource Corp
549300GROJFKMNLWEK84
BUILD NYC RESOURCE CORP NY REVENUE
12008EGG5
2100000.00000000
PA
USD
1575000.00000000
0.117168106875
Long
DBT
MUN
US
N
2
2029-11-01
Fixed
5.25000000
N
N
N
N
N
N
County of Nassau NY
549300ICRCGQYCPS7T40
NASSAU CNTY NY
63165TMJ1
10190000.00000000
PA
USD
10241162.97000000
0.761865191998
Long
DBT
MUN
US
N
2
2025-04-01
Fixed
5.00000000
N
N
N
N
N
N
County of Osceola FL Transportation Revenue
N/A
OSCEOLA CNTY FL TRANSPRTN REVENUE
688031EP4
110000.00000000
PA
USD
63698.11000000
0.004738658387
Long
DBT
MUN
US
N
2
2034-10-01
None
0.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS2CQM6 IRS USD R F 3.29000 IS2CQM6 CCPINFLATIONZERO / Short: SS2CQM6 IRS USD P V 12MUSCPI IS2CQN7 CCPINFLATIONZERO
000000000
27050000.00000000
OU
Notional Amount
USD
-885090.88000000
-0.06584407798
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2029-01-15
0.00000000
USD
0.00000000
USD
27050000.00000000
USD
-885090.88000000
N
N
N
New York City Health and Hospitals Corp
N/A
NEW YORK CITY NY HLTH & HOSP CORP
649674GR3
9350000.00000000
PA
USD
9350000.00000000
0.695569396371
Long
DBT
MUN
US
N
2
2031-02-15
Floating
4.10000000
N
N
N
N
N
N
Triborough Bridge & Tunnel Authority
54930020ZN4LQF7K3456
TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX
89602HAV9
15035000.00000000
PA
USD
15323938.12000000
1.139985282156
Long
DBT
MUN
US
N
2
2050-05-15
Floating
5.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261APZ4
1790000.00000000
PA
USD
1852486.57000000
0.137811012329
Long
DBT
MUN
US
N
2
2029-11-15
Fixed
5.00000000
N
N
N
N
N
N
New York City Transitional Finance Authority Future Tax Secured Revenue
N/A
NEW YORK CITY NY TRANSITIONALFIN AUTH REVENUE
64971X3A4
6585000.00000000
PA
USD
6590069.79000000
0.490251429505
Long
DBT
MUN
US
N
2
2023-11-01
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
64990FW91
2000000.00000000
PA
USD
1858524.00000000
0.138260151531
Long
DBT
MUN
US
N
2
2040-03-15
Fixed
4.00000000
N
N
N
N
N
N
Suffolk Tobacco Asset Securitization Corp
N/A
SUFFOLK NY TOBACCO ASSET SECURITIZATION CORP TOBACCO SETTLEM
864809BS6
2275000.00000000
PA
USD
2388659.23000000
0.177698209491
Long
DBT
MUN
US
N
2
2034-06-01
Fixed
5.00000000
N
N
N
N
N
N
New York State Urban Development Corp
54930039Y2EMGXN6LM88
NEW YORK ST URBAN DEV CORP REVENUE
650036DH6
4650000.00000000
PA
USD
4187732.81000000
0.311535698697
Long
DBT
MUN
US
N
2
2043-03-15
Fixed
4.00000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH OF NEW YORK & NEW JERSEY NY
73358WTQ7
7500000.00000000
PA
USD
7522301.25000000
0.559602410672
Long
DBT
MUN
US
N
2
2027-09-01
Fixed
5.00000000
N
N
N
N
N
N
New York City Transitional Finance Authority Future Tax Secured Revenue
N/A
NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE
64971XRN0
2580000.00000000
PA
USD
2716200.01000000
0.202064770201
Long
DBT
MUN
US
N
2
2027-11-01
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
73358XBU5
2750000.00000000
PA
USD
2750760.10000000
0.204635779927
Long
DBT
MUN
US
N
2
2023-10-15
Fixed
5.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY DEDICATED TAX FUND
59260XAP3
11605000.00000000
PA
USD
10922427.55000000
0.812546132392
Long
DBT
MUN
US
N
2
2038-11-15
Fixed
4.00000000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI REVENUE
74442PMS1
275000.00000000
PA
USD
271363.46000000
0.020187392306
Long
DBT
MUN
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
65000BK98
4250000.00000000
PA
USD
4600855.78000000
0.342268928094
Long
DBT
MUN
US
N
2
2036-08-01
Fixed
5.00000000
N
N
N
N
N
N
Parish of St James LA
N/A
SAINT JAMES PARISH LA REVENUE
790103AX3
460000.00000000
PA
USD
485400.74000000
0.036110149702
Long
DBT
MUN
US
N
2
2040-12-01
Floating
6.10000000
N
N
N
N
N
N
Triborough Bridge & Tunnel Authority
54930020ZN4LQF7K3456
TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX
89602HDT1
20025000.00000000
PA
USD
20209366.17000000
1.503424238280
Long
DBT
MUN
US
N
2
2024-08-15
Fixed
5.00000000
N
N
N
N
N
N
Corning City School District
N/A
CORNING NY CITY SCH DIST
219417TX0
17000000.00000000
PA
USD
17127455.80000000
1.274153378843
Long
DBT
MUN
US
N
2
2024-06-21
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
73358W5J9
3000000.00000000
PA
USD
3168653.40000000
0.235723885855
Long
DBT
MUN
US
N
2
2033-07-15
Fixed
5.00000000
N
N
N
N
N
N
Washington Health Care Facilities Authority
549300ZVPWQIL3N5TL85
WASHINGTON ST HLTH CARE FACS AUTH
93978HWD3
1500000.00000000
PA
USD
1543531.95000000
0.114827121576
Long
DBT
MUN
US
N
2
2034-08-01
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
73358WJ54
6925000.00000000
PA
USD
7078883.89000000
0.526615507417
Long
DBT
MUN
US
N
2
2028-10-15
Fixed
5.00000000
N
N
N
N
N
N
Monroe County Industrial Development Corp/NY
N/A
MONROE CNTY NY INDL DEV CORP CHRT SCH REVENUE
61075YAG2
2000000.00000000
PA
USD
1864971.80000000
0.138739819163
Long
DBT
MUN
US
N
2
2042-07-01
Fixed
5.62500000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS20V36 IRS USD R V 12MUSCPI IS20V47 CCPINFLATIONZERO / Short: BS20V36 IRS USD P F .73500 IS20V36 CCPINFLATIONZERO
000000000
23260000.00000000
OU
Notional Amount
USD
4954612.13000000
0.368585729253
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
23260000.00000000
USD
4954612.13000000
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261ANL7
4020000.00000000
PA
USD
4153928.71000000
0.309020928918
Long
DBT
MUN
US
N
2
2028-11-15
Fixed
5.00000000
N
N
N
N
N
N
Guam Government Waterworks Authority
N/A
GUAM GOVT WTRWKS AUTH WTR & WSTWTR SYS REVENUE
40065FCW2
1000000.00000000
PA
USD
1007857.30000000
0.074976972597
Long
DBT
MUN
US
N
2
2030-07-01
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
73358WUR3
3455000.00000000
PA
USD
3455954.96000000
0.257096952450
Long
DBT
MUN
US
N
2
2023-10-15
Fixed
5.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
649903ZG9
16090000.00000000
PA
USD
16090000.00000000
1.196974501349
Long
DBT
MUN
US
N
2
2036-11-15
Floating
3.85000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261AQB6
39930000.00000000
PA
USD
41231662.10000000
3.067324312117
Long
DBT
MUN
US
N
2
2031-11-15
Fixed
5.00000000
N
N
N
N
N
N
Jefferson County Industrial Development Agency
N/A
JEFFERSON CNTY NY INDL DEV AGY SOL WST DISP REVENUE
473300AF8
1250000.00000000
PA
USD
250000.00000000
0.018598112202
Long
DBT
MUN
US
N
3
2024-01-01
Fixed
5.25000000
Y
N
N
N
N
N
New York Transportation Development Corp
N/A
NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE
650116FF8
2035000.00000000
PA
USD
2095401.85000000
0.155882074862
Long
DBT
MUN
US
N
2
2031-12-01
Fixed
5.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261AL96
1655000.00000000
PA
USD
1637679.27000000
0.121830971260
Long
DBT
MUN
US
N
2
2026-11-01
Floating
3.98800000
N
N
N
N
N
N
Broome County Local Development Corp
N/A
BROOME CNTY NY LOCAL DEV CORP REVENUE
114731AM4
2220000.00000000
PA
USD
1793466.52000000
0.133420366281
Long
DBT
MUN
US
N
2
2035-04-01
Fixed
3.00000000
N
N
N
N
N
N
Westchester County Local Development Corp
549300KOSU8OC75V9238
WESTCHESTER CNTY NY LOCAL DEV CORP REVENUE
95737TFB7
520000.00000000
PA
USD
514772.28000000
0.038295170488
Long
DBT
MUN
US
N
2
2032-01-01
Fixed
5.00000000
N
N
N
N
N
N
New York City Transitional Finance Authority Future Tax Secured Revenue
N/A
NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE
64971WEC0
7110000.00000000
PA
USD
7126349.45000000
0.530146586659
Long
DBT
MUN
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
City of Sparks NV
N/A
SPARKS NV TOURISM IMPT DIST #1 REVENUE
846562AD8
695000.00000000
PA
USD
634916.07000000
0.047232961236
Long
DBT
MUN
US
N
2
2028-06-15
Fixed
2.75000000
N
N
N
N
N
N
Westchester County Local Development Corp
549300KOSU8OC75V9238
WESTCHESTER CNTY NY LOCAL DEV CORP REVENUE
95737TFC5
530000.00000000
PA
USD
509596.27000000
0.037910114429
Long
DBT
MUN
US
N
2
2037-01-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XAM6
68813.62000000
PA
USD
69413.26000000
0.005163822391
Long
ABS-MBS
USGSE
US
N
2
2024-07-25
Floating
8.32900000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XCL6
70961.17000000
PA
USD
74945.05000000
0.005575345795
Long
ABS-MBS
USGSE
US
N
2
2028-10-25
Floating
10.72900000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966Q6G0
2550000.00000000
PA
USD
2643542.16000000
0.196659574814
Long
DBT
MUN
US
N
2
2041-08-01
Fixed
5.00000000
N
N
N
N
N
N
Dutchess County Local Development Corp
N/A
DUTCHESS CNTY NY LOCAL DEV CORP REVENUE
267045NL2
4755000.00000000
PA
USD
4425872.69000000
0.329251507529
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
5.91800000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966MJH3
1260000.00000000
PA
USD
1271826.36000000
0.094614277381
Long
DBT
MUN
US
N
2
2024-08-01
Fixed
5.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
65000BL30
5000000.00000000
PA
USD
5318074.00000000
0.395624547811
Long
DBT
MUN
US
N
2
2038-08-01
Fixed
5.00000000
N
N
N
N
N
N
South Carolina Public Service Authority
EMBXY64GWKA9MZGFUD26
SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE
837151YR4
2125000.00000000
PA
USD
1926063.24000000
0.143284560986
Long
DBT
MUN
US
N
2
2038-12-01
Fixed
4.00000000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI REVENUE
74442PMP7
1050000.00000000
PA
USD
1038525.71000000
0.077258470718
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
5.00000000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966MFY0
1850000.00000000
PA
USD
1850000.00000000
0.137626030298
Long
DBT
MUN
US
N
2
2044-08-01
Floating
4.06000000
N
N
N
N
N
N
Triborough Bridge & Tunnel Authority
54930020ZN4LQF7K3456
TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX
89602HDF1
1750000.00000000
PA
USD
1810261.60000000
0.134669793410
Long
DBT
MUN
US
N
2
2041-05-15
Fixed
5.00000000
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
PUERTO RICO CMWLTH
74514L3H8
760000.00000000
PA
USD
785313.93000000
0.058421426337
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
5.62500000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
64990FXN9
6475000.00000000
PA
USD
6506781.24000000
0.484055390313
Long
DBT
MUN
US
N
2
2024-03-15
Fixed
5.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH SALES TAX REVENUE
64990ASP1
4350000.00000000
PA
USD
3914919.53000000
0.291240450730
Long
DBT
MUN
US
N
2
2043-03-15
Fixed
4.00000000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
ILLINOIS ST
4521522G5
2910000.00000000
PA
USD
2932064.20000000
0.218123435905
Long
DBT
MUN
US
N
2
2024-10-01
Fixed
5.00000000
N
N
N
N
N
N
Chattanooga Health Educational & Housing Facility Board
N/A
CHATTANOOGA TN HLTH EDUCTNL &HSG FAC BRD REVENUE
162410EC4
1500000.00000000
PA
USD
1545294.90000000
0.114958271744
Long
DBT
MUN
US
N
2
2031-08-01
Fixed
5.00000000
N
N
N
N
N
N
Municipal Electric Authority of Georgia
JA0WNILDDF2KUPS83B16
MUNI ELEC AUTH OF GEORGIA
626207Y24
905000.00000000
PA
USD
934317.20000000
0.069506144473
Long
DBT
MUN
US
N
2
2031-01-01
Fixed
5.00000000
N
N
N
N
N
N
New York City Transitional Finance Authority Future Tax Secured Revenue
N/A
NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE
64971WGS3
1655000.00000000
PA
USD
1666227.85000000
0.123954770036
Long
DBT
MUN
US
N
2
2027-08-01
Fixed
5.00000000
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
PUERTO RICO CMWLTH
74514L3T2
948256.91000000
PA
USD
491908.27000000
0.036594260795
Long
DBT
MUN
US
N
2
2043-11-01
Variable
1.00000000
N
N
N
N
N
N
Triborough Bridge & Tunnel Authority
54930020ZN4LQF7K3456
TRIBOROUGH NY BRIDGE & TUNNEL AUTH REVENUES
89602RFC4
12600000.00000000
PA
USD
12600000.00000000
0.937344855003
Long
DBT
MUN
US
N
2
2031-01-01
Floating
4.50000000
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
64971WCB4
6345000.00000000
PA
USD
6373822.16000000
0.474164238760
Long
DBT
MUN
US
N
2
2026-11-01
Fixed
5.00000000
N
N
N
N
N
N
State of Connecticut
5493007GRO6CU0IKP741
CONNECTICUT ST
20772KEN5
4025000.00000000
PA
USD
4232879.58000000
0.314894277473
Long
DBT
MUN
US
N
2
2027-09-15
Fixed
5.00000000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966Q6H8
2500000.00000000
PA
USD
2579487.50000000
0.191894391799
Long
DBT
MUN
US
N
2
2042-08-01
Fixed
5.00000000
N
N
N
N
N
N
Howard Bend Levee District
N/A
HOWARD BEND MO LEVEE DIST
442499CC1
120000.00000000
PA
USD
120568.52000000
0.008969387452
Long
DBT
MUN
US
N
2
2025-03-01
Fixed
5.75000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
64990CPP0
1700000.00000000
PA
USD
1684040.23000000
0.125279876603
Long
DBT
MUN
US
N
2
2024-12-01
Fixed
5.00000000
N
N
N
N
N
N
Suffolk County Economic Development Corp
5493003FN78GO4R0BJ89
SUFFOLK CNTY NY ECON DEV CORPREVENUE
86476RDJ0
1000000.00000000
PA
USD
968349.60000000
0.072037898048
Long
DBT
MUN
US
N
2
2034-12-01
Fixed
5.00000000
N
N
N
N
N
N
New York State Environmental Facilities Corp
549300QJ33JJW73OQO60
NEW YORK ST ENVRNMNTL FACS CORP SOL WST DISP REVENUE
649852AT7
1800000.00000000
PA
USD
1773695.16000000
0.131949526394
Long
DBT
MUN
US
N
2
2050-09-01
Floating
5.12500000
N
N
N
N
N
N
City of Fort Wayne IN
N/A
FORT WAYNE IN ECON DEV SOLID WST FAC REVENUE
34924CAB1
31638.31000000
PA
USD
3.16000000
0.000000235080
Long
DBT
MUN
US
N
2
2029-12-01
Fixed
10.75000000
Y
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
64971WPD6
20000000.00000000
PA
USD
20301006.00000000
1.510241549642
Long
DBT
MUN
US
N
2
2026-11-01
Fixed
5.00000000
N
N
N
N
N
N
Colorado Health Facilities Authority
5493002JB6DRFRZPEQ21
COLORADO ST HLTH FACS AUTH REVENUE
19648FJT2
2750000.00000000
PA
USD
2835043.48000000
0.210905826959
Long
DBT
MUN
US
N
2
2033-08-01
Fixed
5.00000000
N
N
N
N
N
N
Washington Health Care Facilities Authority
549300ZVPWQIL3N5TL85
WASHINGTON ST HLTH CARE FACS AUTH
93978HVM4
1020000.00000000
PA
USD
1049601.73000000
0.078082442969
Long
DBT
MUN
US
N
2
2034-08-01
Fixed
5.00000000
N
N
N
N
N
N
Albany County Airport Authority
N/A
ALBANY CNTY NY ARPT AUTH
012123NJ0
855000.00000000
PA
USD
863088.30000000
0.064207252176
Long
DBT
MUN
US
N
2
2025-12-15
Fixed
5.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
64990CPZ8
2700000.00000000
PA
USD
2553576.84000000
0.189966834351
Long
DBT
MUN
US
N
2
2034-12-01
Fixed
5.00000000
N
N
N
N
N
N
Washington Health Care Facilities Authority
549300ZVPWQIL3N5TL85
WASHINGTON ST HLTH CARE FACS AUTH
93978HWC5
1500000.00000000
PA
USD
1546387.35000000
0.115039541775
Long
DBT
MUN
US
N
2
2033-08-01
Fixed
5.00000000
N
N
N
N
N
N
Suffolk Tobacco Asset Securitization Corp
N/A
SUFFOLK NY TOBACCO ASSET SECURITIZATION CORP TOBACCO SETTLEM
864809CC0
2345000.00000000
PA
USD
2129993.75000000
0.158455451012
Long
DBT
MUN
US
N
2
2050-06-01
Fixed
4.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS2DII9 IRS USD R F 3.06350 IS2DII9 CCPINFLATIONZERO / Short: SS2DII9 IRS USD P V 12MUSCPI IS2DIJ0 CCPINFLATIONZERO
000000000
5600000.00000000
OU
Notional Amount
USD
-212755.98000000
-0.01582743835
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation Based on US CPI Urban Consumers NSA
2032-01-15
0.00000000
USD
0.00000000
USD
5600000.00000000
USD
-212755.98000000
N
N
N
Build NYC Resource Corp
549300GROJFKMNLWEK84
BUILD NYC RESOURCE CORP NY REVENUE
12008ESA5
800000.00000000
PA
USD
730617.04000000
0.054352390747
Long
DBT
MUN
US
N
2
2041-06-01
Fixed
5.00000000
N
N
N
N
N
N
Territory of Guam
N/A
GUAM GOVT
40065BCQ4
250000.00000000
PA
USD
246393.95000000
0.018329849312
Long
DBT
MUN
US
N
2
2031-11-15
Fixed
5.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS2CQK4 IRS USD R F 3.72000 IS2CQK4 CCPINFLATIONZERO / Short: SS2CQK4 IRS USD P V 12MUSCPI IS2CQL5 CCPINFLATIONZERO
000000000
16830000.00000000
OU
Notional Amount
USD
-571642.06000000
-0.04252585268
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
16830000.00000000
USD
-571642.06000000
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
6461363J8
11680000.00000000
PA
USD
11912420.32000000
0.886194118856
Long
DBT
MUN
US
N
2
2028-06-15
Fixed
5.00000000
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
4375000.00000000
OU
Notional Amount
USD
729175.26000000
0.054245133202
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
4375000.00000000
USD
729175.26000000
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
64990FZU1
1000000.00000000
PA
USD
937448.10000000
0.069739059791
Long
DBT
MUN
US
N
2
2039-03-15
Fixed
4.00000000
N
N
N
N
N
N
Kentucky Economic Development Finance Authority
N/A
KENTUCKY ST ECON DEV FIN AUTH
49126PFY1
1635000.00000000
PA
USD
1682449.83000000
0.125161562853
Long
DBT
MUN
US
N
2
2034-08-01
Fixed
5.00000000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
646136Z95
5090000.00000000
PA
USD
5116983.62000000
0.380664942011
Long
DBT
MUN
US
N
2
2024-06-15
Fixed
5.00000000
N
N
N
N
N
N
Mission Economic Development Corp
N/A
MISSION TX ECON DEV CORP REVENUE
605156AC2
4540000.00000000
PA
USD
4345227.64000000
0.323252124775
Long
DBT
MUN
US
N
2
2031-10-01
Fixed
4.62500000
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
64971W6V7
1220000.00000000
PA
USD
1247590.91000000
0.092811342907
Long
DBT
MUN
US
N
2
2032-05-01
Fixed
5.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
64990GUM2
1000000.00000000
PA
USD
1035399.60000000
0.077025911740
Long
DBT
MUN
US
N
2
2026-07-01
Fixed
5.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS2DIG7 IRS USD R V 12MUSCPI IS2DIH8 CCPINFLATIONZERO / Short: BS2DIG7 IRS USD P F 4.02750 IS2DIG7 CCPINFLATIONZERO
000000000
4070000.00000000
OU
Notional Amount
USD
144153.50000000
0.010723931869
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
4070000.00000000
USD
144153.50000000
N
N
N
Michigan Strategic Fund
N/A
MICHIGAN ST STRATEGIC FUND LTD OBLG REVENUE
594698QJ4
4000000.00000000
PA
USD
4066525.60000000
0.302518797531
Long
DBT
MUN
US
N
2
2030-12-31
Fixed
5.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS23XF1 IRS USD R V 12MUSCPI IS23XG2 CCPINFLATIONZERO / Short: BS23XF1 IRS USD P F 1.57200 IS23XF1 CCPINFLATIONZERO
000000000
4375000.00000000
OU
Notional Amount
USD
734954.46000000
0.054675062043
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
4375000.00000000
USD
734954.46000000
N
N
N
County of Osceola FL Transportation Revenue
N/A
OSCEOLA CNTY FL TRANSPRTN REVENUE
688031EM1
100000.00000000
PA
USD
64429.63000000
0.004793077951
Long
DBT
MUN
US
N
2
2032-10-01
None
0.00000000
N
N
N
N
N
N
HTA TRRB Custodial Trust
N/A
HTA TRRB-2007N-745190ZS0 ASSURED CUSTODIAL TR
40445GAA1
1515000.00000000
PA
USD
1520989.70000000
0.113150148397
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
5.25000000
N
N
N
N
N
N
Build NYC Resource Corp
549300GROJFKMNLWEK84
BUILD NYC RESOURCE CORP NY REVENUE
12008ETJ5
1855000.00000000
PA
USD
1862975.20000000
0.138591287199
Long
DBT
MUN
US
N
2
2042-06-01
Fixed
5.75000000
N
N
N
N
N
N
New York City Health and Hospitals Corp
N/A
NEW YORK CITY NY HLTH & HOSP CORP
649674GU6
990000.00000000
PA
USD
990000.00000000
0.073648524321
Long
DBT
MUN
US
N
2
2026-02-15
Floating
4.10000000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI REVENUE
74442PML6
260000.00000000
PA
USD
260000.00000000
0.019342036690
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
145000.00000000
PA
USD
142622.22000000
0.010610016200
Long
DBT
MUN
US
N
2
2027-09-01
Fixed
5.00000000
N
N
N
N
N
N
Colorado Health Facilities Authority
5493002JB6DRFRZPEQ21
COLORADO ST HLTH FACS AUTH REVENUE
19648FKH6
2000000.00000000
PA
USD
2060393.20000000
0.153277695659
Long
DBT
MUN
US
N
2
2031-08-01
Fixed
5.00000000
N
N
N
N
N
N
Niagara Falls City School District
N/A
NIAGARA FALLS NY CITY SCH DIST
653420MD8
3660000.00000000
PA
USD
3704655.29000000
0.275598379019
Long
DBT
MUN
US
N
2
2025-06-15
Fixed
5.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
65000BAK4
1400000.00000000
PA
USD
1408406.16000000
0.104774783161
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
4.00000000
N
N
N
N
N
N
Tricolor Auto Securitization Trust
N/A
Tricolor Auto Securitization Trust 2023-1
89616KAA2
619104.98000000
PA
USD
617749.39000000
0.045955889872
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
6.48000000
N
N
N
N
N
N
Territory of Guam
N/A
GUAM GOVT LTD OBLG REVENUE
40065HDQ0
925000.00000000
PA
USD
929736.46000000
0.069165372007
Long
DBT
MUN
US
N
2
2032-12-01
Fixed
5.00000000
N
N
N
N
N
N
Washington State Housing Finance Commission
549300YL1HU59NREG764
Washington State Housing Finance Commission
93978TS67
965788.44000000
PA
USD
43855.49000000
0.003262517294
Long
ABS-MBS
CORP
US
N
2
2035-12-20
Variable
0.72600000
N
N
N
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
Long: IS1PDS1 CDS USD R F 3.00000 IS1PDS1 CMBX / Short: IS1PDS1 CDS USD P V 01MEVENT IS1PDT2 CMBX
000000000
18083.77000000
OU
Notional Amount
USD
-2602.26000000
-0.00019358849
N/A
DCR
GB
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-2061.13000000
USD
18083.77000000
USD
-541.13000000
N
N
N
Trust for Cultural Resources of The City of New York/The
N/A
NEW YORK CITY NY TRUST FOR CULTURAL RESOURCES
649717UE3
7175000.00000000
PA
USD
7428155.53000000
0.552598680016
Long
DBT
MUN
US
N
2
2026-12-01
Fixed
5.00000000
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
6400000.00000000
OU
Notional Amount
USD
439867.71000000
0.032722836099
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
6400000.00000000
USD
439867.71000000
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI REVENUE
74442PMR3
900000.00000000
PA
USD
890612.10000000
0.066254815058
Long
DBT
MUN
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
New York Liberty Development Corp
N/A
NEW YORK ST LIBERTY DEV CORP LIBERTY REVENUE
649519DG7
22240000.00000000
PA
USD
19168865.06000000
1.426018812718
Long
DBT
MUN
US
N
2
2069-09-15
Fixed
2.62500000
N
N
N
N
N
N
Municipal Electric Authority of Georgia
JA0WNILDDF2KUPS83B16
MUNI ELEC AUTH OF GEORGIA
6262072L7
1185000.00000000
PA
USD
1204966.66000000
0.089640420571
Long
DBT
MUN
US
N
2
2035-01-01
Fixed
5.00000000
N
N
N
N
N
N
Troy Capital Resource Corp
N/A
TROY NY CAPITAL RESOURCE CORP REVENUE
897579BP2
2570000.00000000
PA
USD
2675312.18000000
0.199023024400
Long
DBT
MUN
US
N
2
2031-09-01
Fixed
5.00000000
N
N
N
N
N
N
Illinois Finance Authority
549300ZG6UBPNNNRN315
ILLINOIS ST FIN AUTH REVENUE
45204E6Y9
100000.00000000
PA
USD
94365.35000000
0.007020069469
Long
DBT
MUN
US
N
2
2034-09-01
Fixed
5.00000000
N
N
N
N
N
N
Parish of St James LA
N/A
SAINT JAMES PARISH LA REVENUE
790103AY1
240000.00000000
PA
USD
243729.70000000
0.018131649230
Long
DBT
MUN
US
N
2
2041-08-01
Floating
5.85000000
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
8530000.00000000
PA
USD
8530000.00000000
0.634567588347
Long
DBT
MUN
US
N
2
2032-07-01
Floating
4.05000000
N
N
N
N
N
N
Build NYC Resource Corp
549300GROJFKMNLWEK84
BUILD NYC RESOURCE CORP NY REVENUE
12008EJF4
1360000.00000000
PA
USD
1360000.00000000
0.101173730381
Long
DBT
MUN
US
N
2
2045-04-01
Floating
4.05000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
64990FRE6
11415000.00000000
PA
USD
11445320.52000000
0.851445420896
Long
DBT
MUN
US
N
2
2029-02-15
Fixed
5.00000000
N
N
N
N
N
N
New York State Housing Finance Agency
5493000LS7KCDB02O506
NEW YORK ST HSG FIN AGY REVENUE
64986UEB9
5790000.00000000
PA
USD
5790000.00000000
0.430732278608
Long
DBT
MUN
US
N
2
2044-05-01
Floating
3.80000000
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
649717VJ1
1160000.00000000
PA
USD
1165267.33000000
0.086687090196
Long
DBT
MUN
US
N
2
2033-12-01
Fixed
4.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
64990FW83
2000000.00000000
PA
USD
1874896.20000000
0.139478119582
Long
DBT
MUN
US
N
2
2039-03-15
Fixed
4.00000000
N
N
N
N
N
N
Metropolitan Pier & Exposition Authority
254900I3VDCQ58UGBR15
MET PIER & EXPOSITION AUTH IL REVENUE
592250CQ5
2000000.00000000
PA
USD
2044948.20000000
0.152128704287
Long
DBT
MUN
US
N
2
2028-12-15
Fixed
5.00000000
N
N
N
N
N
N
Trust for Cultural Resources of The City of New York/The
N/A
NEW YORK CITY NY TRUST FOR CULTURAL RESOURCES
649717MW2
10930000.00000000
PA
USD
10930000.00000000
0.813109465491
Long
DBT
MUN
US
N
2
2034-02-01
Floating
4.00000000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966Q6F2
1000000.00000000
PA
USD
1041526.90000000
0.077481736592
Long
DBT
MUN
US
N
2
2040-08-01
Fixed
5.00000000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966ME39
7690000.00000000
PA
USD
7955284.24000000
0.591813075591
Long
DBT
MUN
US
N
2
2026-08-01
Fixed
5.00000000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966QZY9
4950000.00000000
PA
USD
4292023.73000000
0.319294155624
Long
DBT
MUN
US
N
2
2027-08-01
Fixed
1.39600000
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
PUERTO RICO CMWLTH
74514L3K1
675000.00000000
PA
USD
605025.86000000
0.045009355318
Long
DBT
MUN
US
N
2
2033-07-01
Fixed
4.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS2L7B9 IRS USD R F 4.21700 IS2L7B9 CCPOIS / Short: SS2L7B9 IRS USD P V 00MSOFR IS2L7C0 CCPOIS
000000000
33300000.00000000
OU
Notional Amount
USD
-527743.50000000
-0.03926013130
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-01-15
0.00000000
USD
0.00000000
USD
33300000.00000000
USD
-527743.50000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS2EQS8 IRS USD R F 3.73500 IS2EQS8 CCPINFLATIONZERO / Short: SS2EQS8 IRS USD P V 12MUSCPI IS2EQT9 CCPINFLATIONZERO
000000000
10810000.00000000
OU
Notional Amount
USD
36504.72000000
0.002715675513
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2029-01-15
0.00000000
USD
0.00000000
USD
10810000.00000000
USD
36504.72000000
N
N
N
Broome County Local Development Corp
N/A
BROOME CNTY NY LOCAL DEV CORP REVENUE
114731AN2
2000000.00000000
PA
USD
1573898.20000000
0.117086141275
Long
DBT
MUN
US
N
2
2036-04-01
Fixed
3.00000000
N
N
N
N
N
N
Utility Debt Securitization Authority
N/A
UTILITY DEBT SECURITIZATION AUTH NY
91802RAD1
2800000.00000000
PA
USD
2803444.28000000
0.208555085091
Long
DBT
MUN
US
N
2
2026-06-15
Fixed
5.00000000
N
N
N
N
N
N
Chattanooga Health Educational & Housing Facility Board
N/A
CHATTANOOGA TN HLTH EDUCTNL &HSG FAC BRD REVENUE
162410EF7
1000000.00000000
PA
USD
1029021.30000000
0.076551414384
Long
DBT
MUN
US
N
2
2034-08-01
Fixed
5.00000000
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
105570.10000000
OU
Notional Amount
USD
-15191.53000000
-0.00113013511
N/A
DCR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-12355.33000000
USD
105570.10000000
USD
-2836.20000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SS2FIW9 IRS USD R F 2.53950 IS2FIW9 CCPOIS / Short: SS2FIW9 IRS USD P V 00MSOFR IS2FIX0 CCPOIS
000000000
25000000.00000000
OU
Notional Amount
USD
-1969335.54000000
-0.14650369334
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2027-01-15
0.00000000
USD
0.00000000
USD
25000000.00000000
USD
-1969335.54000000
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
6461365F4
2360000.00000000
PA
USD
2438415.72000000
0.181399716627
Long
DBT
MUN
US
N
2
2034-06-15
Fixed
5.00000000
N
N
N
N
N
N
Trust for Cultural Resources of The City of New York/The
N/A
NEW YORK CITY NY TRUST FOR CULTURAL RESOURCES
649717VG7
1800000.00000000
PA
USD
1942480.08000000
0.144505849915
Long
DBT
MUN
US
N
2
2031-12-01
Fixed
5.00000000
N
N
N
N
N
N
Territory of Guam
N/A
GUAM GOVT BUSINESS PRIVILEGE TAX REVENUE
40065NBW6
1555000.00000000
PA
USD
1551244.83000000
0.115400901607
Long
DBT
MUN
US
N
2
2025-11-15
Fixed
5.00000000
N
N
N
N
N
N
Niagara Falls City School District
N/A
NIAGARA FALLS NY CITY SCH DIST
653420MC0
4055000.00000000
PA
USD
4073432.81000000
0.303032641798
Long
DBT
MUN
US
N
2
2024-06-15
Fixed
5.00000000
N
N
N
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
7130000.00000000
OU
Notional Amount
USD
682147.78000000
0.050746643804
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
7130000.00000000
USD
682147.78000000
N
N
N
New York Transportation Development Corp
N/A
NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE
650116BN5
1070000.00000000
PA
USD
1062958.76000000
0.079076105140
Long
DBT
MUN
US
N
2
2026-08-01
Fixed
5.00000000
N
N
N
N
N
N
Triborough Bridge & Tunnel Authority
54930020ZN4LQF7K3456
TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX
89602HDA2
1000000.00000000
PA
USD
1078737.60000000
0.080249931687
Long
DBT
MUN
US
N
2
2035-05-15
Fixed
5.00000000
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
796000.00000000
PA
USD
770582.84000000
0.057325544478
Long
DBT
MUN
US
N
2
2024-07-01
None
0.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
65000BMU9
1500000.00000000
PA
USD
1443071.10000000
0.107353592935
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
5.00000000
N
N
N
N
N
N
Colorado Health Facilities Authority
5493002JB6DRFRZPEQ21
COLORADO ST HLTH FACS AUTH REVENUE
19648FJU9
4000000.00000000
PA
USD
4116085.20000000
0.306205657537
Long
DBT
MUN
US
N
2
2034-08-01
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
650116CL8
2355000.00000000
PA
USD
2372738.80000000
0.176513849718
Long
DBT
MUN
US
N
2
2032-01-01
Fixed
5.00000000
N
N
N
N
N
N
New York City Transitional Finance Authority Future Tax Secured Revenue
N/A
NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE
64971WGB0
5000000.00000000
PA
USD
5033110.00000000
0.374425378029
Long
DBT
MUN
US
N
2
2029-08-01
Fixed
5.00000000
N
N
N
N
N
N
Triborough Bridge & Tunnel Authority
54930020ZN4LQF7K3456
TRIBOROUGH NY BRIDGE & TUNNEL AUTH REVENUES
89602RGJ8
5040000.00000000
PA
USD
5018356.22000000
0.373327808205
Long
DBT
MUN
US
N
2
2032-01-01
Floating
3.94400000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
64990EQQ3
2010000.00000000
PA
USD
2016809.48000000
0.150035396000
Long
DBT
MUN
US
N
2
2029-03-15
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
649674GU6
1430000.00000000
PA
USD
1430000.00000000
0.106381201798
Long
DBT
MUN
US
N
2
2026-02-15
Floating
4.10000000
N
N
N
N
N
N
Westchester County Local Development Corp
549300KOSU8OC75V9238
WESTCHESTER CNTY NY LOCAL DEV CORP REVENUE
95737TFA9
520000.00000000
PA
USD
523051.93000000
0.038911113927
Long
DBT
MUN
US
N
2
2027-01-01
Fixed
5.00000000
N
N
N
N
N
N
New York City Transitional Finance Authority Future Tax Secured Revenue
N/A
NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE
64971WR51
2200000.00000000
PA
USD
2257827.00000000
0.167965279518
Long
DBT
MUN
US
N
2
2031-08-01
Fixed
5.00000000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966HCH1
600000.00000000
PA
USD
600000.00000000
0.044635469285
Long
DBT
MUN
US
N
2
2027-09-01
Floating
4.06000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
65000BJQ2
320000.00000000
PA
USD
328056.29000000
0.024404910760
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
5.00000000
N
N
N
N
N
N
Build NYC Resource Corp
549300GROJFKMNLWEK84
BUILD NYC RESOURCE CORP NY REVENUE
12008EGF7
1750000.00000000
PA
USD
1312500.00000000
0.097640089062
Long
DBT
MUN
US
N
2
2025-11-01
Fixed
5.00000000
N
N
N
N
N
N
Washington Health Care Facilities Authority
549300ZVPWQIL3N5TL85
WASHINGTON ST HLTH CARE FACS AUTH
93978HWB7
1585000.00000000
PA
USD
1633686.60000000
0.121533946761
Long
DBT
MUN
US
N
2
2032-08-01
Fixed
5.00000000
N
N
N
N
N
N
New York City Municipal Water Finance Authority
549300Q2EHQ6RJPQKP05
NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE
64972GEZ3
3000000.00000000
PA
USD
3012607.80000000
0.224115271545
Long
DBT
MUN
US
N
2
2029-06-15
Fixed
5.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
65000BJH2
555000.00000000
PA
USD
556263.90000000
0.041381833705
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
5.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
65000BQB7
5000.00000000
PA
USD
5339.93000000
0.000397250469
Long
DBT
MUN
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
New York Liberty Development Corp
N/A
NEW YORK ST LIBERTY DEV CORP LIBERTY REVENUE
649519DD4
3260000.00000000
PA
USD
3275861.53000000
0.243699361178
Long
DBT
MUN
US
N
2
2044-11-15
Fixed
7.25000000
N
N
N
N
N
N
Hudson Yards Infrastructure Corp
549300EE2HJ67TPURL87
HUDSON YARDS INFRASTRUCTURE CORP NY 2ND INDENTURE REVENUE
44420RAT7
5590000.00000000
PA
USD
5808870.30000000
0.432136086435
Long
DBT
MUN
US
N
2
2032-02-15
Fixed
5.00000000
N
N
N
N
N
N
New York City Transitional Finance Authority Building Aid Revenue
N/A
NEW YORK CITY NY TRANSITIONAL FIN AUTH BLDG AID REVENUE
64972HY48
13185000.00000000
PA
USD
13864233.19000000
1.031394257874
Long
DBT
MUN
US
N
2
2032-07-15
Fixed
5.00000000
N
N
N
N
N
N
Territory of Guam
N/A
GUAM GOVT BUSINESS PRIVILEGE TAX REVENUE
40065NBU0
1865000.00000000
PA
USD
1864877.84000000
0.138732829248
Long
DBT
MUN
US
N
2
2023-11-15
Fixed
5.00000000
N
N
N
N
N
N
Territory of Guam
N/A
GUAM GOVT LTD OBLG REVENUE
40065HDM9
620000.00000000
PA
USD
623476.96000000
0.046381977830
Long
DBT
MUN
US
N
2
2029-12-01
Fixed
5.00000000
N
N
N
N
N
N
Puerto Rico Commonwealth Aqueduct & Sewer Authority
N/A
PUERTO RICO CMWLTH AQUEDUCT & SWR AUTH REVENUE
745160SG7
3490000.00000000
PA
USD
3479858.06000000
0.258875162593
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
5.00000000
N
N
N
N
N
N
Antonio B Won Pat International Airport Authority
N/A
GUAM INTERNATIONAL ARPT AUTH
40064RFB0
525000.00000000
PA
USD
508103.72000000
0.037799079980
Long
DBT
MUN
US
N
2
2033-10-01
Fixed
5.37500000
N
N
N
N
N
N
Broome County Local Development Corp
N/A
BROOME CNTY NY LOCAL DEV CORP REVENUE
114731AK8
1000000.00000000
PA
USD
1028609.10000000
0.076520749817
Long
DBT
MUN
US
N
2
2033-04-01
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
73358W5K6
10195000.00000000
PA
USD
10739986.98000000
0.798973931627
Long
DBT
MUN
US
N
2
2034-07-15
Fixed
5.00000000
N
N
N
N
N
N
Nassau County Local Economic Assistance Corp
549300FCI13UFG0Y6Y37
NASSAU CNTY NY LOCAL ECON ASSISTANCE CORP REVENUE
63166LDB4
4550000.00000000
PA
USD
4566316.76000000
0.339699485817
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
5.00000000
N
N
N
N
N
N
New York Liberty Development Corp
N/A
NEW YORK ST LIBERTY DEV CORP LIBERTY REVENUE
649519EL5
20000000.00000000
PA
USD
14266566.00000000
1.061324780846
Long
DBT
MUN
US
N
2
2042-02-15
Fixed
3.00000000
N
N
N
N
N
N
Central Plains Energy Project
SVQOT7V5CPLIGNP5BE29
CENTRL PLAINS ENERGY PROJ NE GAS PROJ REVENUE
154871CU9
10000000.00000000
PA
USD
9950655.00000000
0.740253592711
Long
DBT
MUN
US
N
2
2053-05-01
Floating
5.00000000
N
N
N
N
N
N
Antonio B Won Pat International Airport Authority
N/A
GUAM INTERNATIONAL ARPT AUTH
40064REH8
450000.00000000
PA
USD
365514.21000000
0.027191497156
Long
DBT
MUN
US
N
2
2030-10-01
Fixed
3.33900000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
65000BQS0
2130000.00000000
PA
USD
2252833.05000000
0.167593767349
Long
DBT
MUN
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
65000BZD3
1315000.00000000
PA
USD
1347254.45000000
0.100225557705
Long
DBT
MUN
US
N
2
2025-10-01
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
562551.87000000
OU
Notional Amount
USD
-80951.21000000
-0.00602215874
N/A
DCR
GB
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-51782.47000000
USD
562551.87000000
USD
-29168.74000000
N
N
N
Triborough Bridge & Tunnel Authority
54930020ZN4LQF7K3456
TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX
89602HCZ8
1590000.00000000
PA
USD
1724961.90000000
0.128324139844
Long
DBT
MUN
US
N
2
2034-05-15
Fixed
5.00000000
N
N
N
N
N
N
New York City Housing Development Corp
549300SQWVHKBRF8D702
NEW YORK CITY NY HSG DEV CORP MF MTGE REVENUE
64966TBV5
6800000.00000000
PA
USD
6800000.00000000
0.505868651906
Long
DBT
MUN
US
N
2
2048-11-01
Floating
4.05000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
65000BA24
3380000.00000000
PA
USD
3462250.95000000
0.257565326564
Long
DBT
MUN
US
N
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
Suffolk County Economic Development Corp
5493003FN78GO4R0BJ89
SUFFOLK CNTY NY ECON DEV CORPREVENUE
86476RDH4
500000.00000000
PA
USD
496568.70000000
0.036940961595
Long
DBT
MUN
US
N
2
2029-12-01
Fixed
5.00000000
N
N
N
N
N
N
Broome County Local Development Corp
N/A
BROOME CNTY NY LOCAL DEV CORP REVENUE
114731AP7
1500000.00000000
PA
USD
1145392.05000000
0.085208519446
Long
DBT
MUN
US
N
2
2037-04-01
Fixed
3.00000000
N
N
N
N
N
N
Puerto Rico Commonwealth Aqueduct & Sewer Authority
N/A
PUERTO RICO CMWLTH AQUEDUCT & SWR AUTH REVENUE
745160UD1
250000.00000000
PA
USD
240582.15000000
0.017897495278
Long
DBT
MUN
US
N
2
2037-07-01
Fixed
5.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
64990CPR6
1500000.00000000
PA
USD
1462197.60000000
0.108776460107
Long
DBT
MUN
US
N
2
2026-12-01
Fixed
5.00000000
N
N
N
N
N
N
Kentucky Economic Development Finance Authority
N/A
KENTUCKY ST ECON DEV FIN AUTH
49126PFX3
1000000.00000000
PA
USD
1030924.90000000
0.076693027850
Long
DBT
MUN
US
N
2
2033-08-01
Fixed
5.00000000
N
N
N
N
N
N
New York City Housing Development Corp
549300SQWVHKBRF8D702
NEW YORK CITY NY HSG DEV CORP
64970HDM3
400000.00000000
PA
USD
400000.00000000
0.029756979523
Long
DBT
MUN
US
N
2
2035-04-15
Floating
3.85000000
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
PUERTO RICO CMWLTH
74514L3R6
2420000.00000000
PA
USD
1426266.20000000
0.106103435272
Long
DBT
MUN
US
N
2
2033-07-01
None
0.00000000
N
N
N
N
N
N
New York Transportation Development Corp
N/A
NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE
650116EY8
1230000.00000000
PA
USD
1160147.44000000
0.086306209042
Long
DBT
MUN
US
N
2
2026-08-01
Fixed
2.25000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
65000BJR0
280000.00000000
PA
USD
287152.01000000
0.021361941204
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
5.00000000
N
N
N
N
N
N
Dutchess County Industrial Development Agency
N/A
DUTCHESS CNTY NY INDL DEV AGY
267041GN5
850000.00000000
PA
USD
850000.00000000
0.063233581488
Long
DBT
MUN
US
N
2
2038-07-01
Floating
4.05000000
N
N
N
N
N
N
Tennergy Corp/TN
5493008K3JJFBSC4C235
TENNERGY CORP TN GAS REVENUE
880397BG8
4735000.00000000
PA
USD
4747182.21000000
0.353154509548
Long
DBT
MUN
US
N
2
2050-02-01
Floating
5.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS2NHV5 IRS USD R F 3.41100 IS2NHV5 CCPOIS / Short: SS2NHV5 IRS USD P V 00MSOFR IS2NHW6 CCPOIS
000000000
8000000.00000000
OU
Notional Amount
USD
-455435.13000000
-0.03388093459
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-04-30
0.00000000
USD
0.00000000
USD
8000000.00000000
USD
-455435.13000000
N
N
N
New York Liberty Development Corp
N/A
NEW YORK ST LIBERTY DEV CORP LIBERTY REVENUE
649519DF9
20000000.00000000
PA
USD
17340338.00000000
1.289990207009
Long
DBT
MUN
US
N
2
2069-09-15
Fixed
2.45000000
N
N
N
N
N
N
American Samoa Economic Development Authority
N/A
AMERICAN SAMOA AS ECON DEV AUTH GEN REVENUE
02936TAF8
1055000.00000000
PA
USD
1091609.77000000
0.081207523935
Long
DBT
MUN
US
N
2
2028-09-01
Fixed
6.50000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
64990GLY6
1000000.00000000
PA
USD
819834.20000000
0.060989473756
Long
DBT
MUN
US
N
2
2036-07-01
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
73358W5L4
5095000.00000000
PA
USD
5339330.73000000
0.397205888010
Long
DBT
MUN
US
N
2
2035-07-15
Fixed
5.00000000
N
N
N
N
N
N
Howard Bend Levee District
N/A
HOWARD BEND MO LEVEE DIST
442499CE7
275000.00000000
PA
USD
276371.21000000
0.020559931092
Long
DBT
MUN
US
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
PUERTO RICO CMWLTH
74514L3F2
870000.00000000
PA
USD
878932.38000000
0.065385932086
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
5.37500000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS2CZ96 IRS USD R V 12MUSCPI IS2CZA7 CCPINFLATIONZERO / Short: BS2CZ96 IRS USD P F 2.98850 IS2CZ96 CCPINFLATIONZERO
000000000
5150000.00000000
OU
Notional Amount
USD
253092.17000000
0.018828146300
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
5150000.00000000
USD
253092.17000000
N
N
N
Lendbuzz Securitization Trust
N/A
Lendbuzz Securitization Trust 2023-1
52608LAB6
1908361.52000000
PA
USD
1900424.64000000
0.141377242748
Long
ABS-O
CORP
US
N
2
2028-08-15
Fixed
6.92000000
N
N
N
N
N
N
New York Transportation Development Corp
N/A
NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE
650116FB7
2115000.00000000
PA
USD
2160947.74000000
0.160758194128
Long
DBT
MUN
US
N
2
2027-12-01
Fixed
5.00000000
N
N
N
N
N
N
City of Ashland KY
N/A
ASHLAND KY MED CENTER REVENUE
044293BS6
210000.00000000
PA
USD
215772.19000000
0.016051821599
Long
DBT
MUN
US
N
2
2030-02-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XCB8
36919.51000000
PA
USD
38765.49000000
0.002883859730
Long
ABS-MBS
USGSE
US
N
2
2028-09-25
Floating
11.42900000
N
N
N
N
N
N
Niagara Area Development Corp
N/A
NIAGARA NY AREA DEV CORP SOLID WASTE DISP FAC REVENUE
653542AD2
3400000.00000000
PA
USD
3337291.76000000
0.248269306419
Long
DBT
MUN
US
N
2
2024-11-01
Fixed
3.50000000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
6461365X5
2900000.00000000
PA
USD
2996358.30000000
0.222906431448
Long
DBT
MUN
US
N
2
2034-06-15
Fixed
5.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
64990FRD8
40000.00000000
PA
USD
40149.16000000
0.002986794330
Long
DBT
MUN
US
N
2
2029-02-15
Fixed
5.00000000
N
N
N
N
N
N
2023-10-26
BERNSTEIN SANFORD C FUND INC
Joseph Mantineo
Joseph Mantineo
Treasurer and Chief Financial Officer