0001752724-23-263393.txt : 20231122
0001752724-23-263393.hdr.sgml : 20231122
20231122125527
ACCESSION NUMBER: 0001752724-23-263393
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: 231432098
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
S000011055
Diversified Municipal Portfolio
C000030490
AB Intermediate Diversified Municipal Class A
AIDAX
C000030492
AB Intermediate Diversified Municipal Class C
AIMCX
C000084883
Diversified Municipal Class
SNDPX
C000157746
Advisor Class
AIDYX
C000202546
AB Intermediate Diversified Municipal Class Z
AIDZX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000832808
XXXXXXXX
S000011055
C000084883
C000202546
C000030492
C000030490
C000157746
BERNSTEIN SANFORD C FUND INC
811-05555
0000832808
549300GA5IHQHIM7CU60
ALLIANCEBERNSTEIN LP
1345 AVENUE OF THE AMERICAS
NEW YORK
10105
212-969-1000
Diversified Municipal Portfolio
S000011055
549300CH4E4VI6GTTS83
2023-09-30
2023-09-30
N
4990920172.56
40241799.11
4950678373.45
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
30402688.20000000
0.00000000
0.00000000
0.00000000
USD
N
Bloomberg 1-10 Yr Municipal Bond Blend
B12MTR
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAG2
5000000.00000000
PA
USD
4626750.00000000
0.093456889157
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
American Municipal Power Inc
EARKGGZJJEMVD66XQ486
AMERICAN MUNI PWR-OHIO INC OH REVENUE
02765URF3
1000000.00000000
PA
USD
943779.20000000
0.019063633886
Long
DBT
MUN
US
N
2
2036-02-15
Fixed
4.00000000
N
N
N
N
N
N
Michigan Strategic Fund
N/A
MICHIGAN ST STRATEGIC FUND LTD OBLG REVENUE
594698QC9
5770000.00000000
PA
USD
5851808.79000000
0.118202160362
Long
DBT
MUN
US
N
2
2027-12-31
Fixed
5.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS2C1M1 IRS USD R F 3.32000 IS2C1M1 CCPINFLATIONZERO / Short: SS2C1M1 IRS USD P V 12MUSCPI IS2C1N2 CCPINFLATIONZERO
000000000
40000000.00000000
OU
Notional Amount
USD
-1813696.80000000
-0.03663531870
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
40000000.00000000
USD
-1813696.80000000
N
N
N
County of Washington OH
N/A
WASHINGTON CNTY OH HOSP REVENUE
938154DV0
5000000.00000000
PA
USD
4743239.00000000
0.095809879822
Long
DBT
MUN
US
N
2
2037-12-01
Fixed
6.37500000
N
N
N
N
N
N
City of El Paso TX Water & Sewer Revenue
N/A
EL PASO TX WTR & SWR REVENUE
283822VZ4
4275000.00000000
PA
USD
4466668.77000000
0.090223368053
Long
DBT
MUN
US
N
2
2037-03-01
Fixed
5.00000000
N
N
N
N
N
N
Bloomfield Hills School District
N/A
BLOOMFIELD HILLS MI SCH DIST
093887NU7
635000.00000000
PA
USD
673639.12000000
0.013607006337
Long
DBT
MUN
US
N
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
City of Austin TX Water & Wastewater System Revenue
N/A
AUSTIN TX WTR & WSTWTR SYS REVENUE
052476Q50
4730000.00000000
PA
USD
4793444.44000000
0.096823992156
Long
DBT
MUN
US
N
2
2024-11-15
Fixed
5.00000000
N
N
N
N
N
N
Delaware State Economic Development Authority
N/A
DELAWARE ST ECON DEV AUTH CHRT SCH REVENUE
246372AM8
1000000.00000000
PA
USD
936572.30000000
0.018918059897
Long
DBT
MUN
US
N
2
2050-09-01
Fixed
5.00000000
N
N
N
N
N
N
Energy Northwest
N/A
ENERGY N W WA ELEC REVENUE
29270C4L6
12825000.00000000
PA
USD
11901043.40000000
0.240392174612
Long
DBT
MUN
US
N
2
2042-07-01
Fixed
4.00000000
N
N
N
N
N
N
Main Street Natural Gas Inc
549300NY5M0QVZ6X4U26
MAIN STREET NATURAL GAS INC GA GAS SUPPLY REVENUE
56035DCH3
5350000.00000000
PA
USD
5315652.47000000
0.107372203747
Long
DBT
MUN
US
N
2
2049-08-01
Floating
4.00000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063DLS5
16225000.00000000
PA
USD
17157851.51000000
0.346575766303
Long
DBT
MUN
US
N
2
2036-04-01
Fixed
5.00000000
N
N
N
N
N
N
Town of Stratford CT
N/A
STRATFORD CT
8628116F8
3890000.00000000
PA
USD
4023534.75000000
0.081272392316
Long
DBT
MUN
US
N
2
2032-01-01
Fixed
5.00000000
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
12710000.00000000
OU
Notional Amount
USD
1205748.00000000
0.024355207691
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
12710000.00000000
USD
1205748.00000000
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QPP1
5150000.00000000
PA
USD
5081981.89000000
0.102652232818
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
5.25000000
N
N
N
N
N
N
Clark County School District
N/A
CLARK CNTY NV SCH DIST
181059VS2
26915000.00000000
PA
USD
27068786.93000000
0.546769248335
Long
DBT
MUN
US
N
2
2024-06-15
Fixed
5.00000000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
6461366E6
4000000.00000000
PA
USD
4214234.80000000
0.085124390681
Long
DBT
MUN
US
N
2
2028-12-15
Fixed
5.00000000
N
N
N
N
N
N
Chicago Board of Education
54930099NR6T9V7LVB43
CHICAGO IL BRD OF EDU
167505YL4
2200000.00000000
PA
USD
1807932.50000000
0.036518884153
Long
DBT
MUN
US
N
2
2041-12-01
Fixed
4.00000000
N
N
N
N
N
N
Tarrant County Housing Finance Corp
54930055IA4O4ZTEN156
TARRANT CNTY TX HSG FIN CORP
876394RN9
270000.00000000
PA
USD
270000.00000000
0.005453798038
Long
DBT
MUN
US
N
2
2036-02-15
Floating
4.04000000
N
N
N
N
N
N
NOVANT HEALTH INC
549300ZUXEGFGE8EP917
Novant Health Inc
66988AAG9
19100000.00000000
PA
USD
13491858.00000000
0.272525439591
Long
DBT
CORP
US
N
2
2036-11-01
Fixed
2.63700000
N
N
N
N
N
N
Florida Municipal Power Agency
549300M3I10QJUPNU131
FLORIDA ST MUNI PWR AGY
342816G33
1015000.00000000
PA
USD
1033631.44000000
0.020878581924
Long
DBT
MUN
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
New Jersey Economic Development Authority
5493006JS6QWDVU4R678
NEW JERSEY ST ECON DEV AUTH REVENUE
64577B6A7
4930000.00000000
PA
USD
5054357.77000000
0.102094246257
Long
DBT
MUN
US
N
2
2026-04-01
Floating
5.25000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447P7J4
4400000.00000000
PA
USD
4448940.76000000
0.089865275511
Long
DBT
MUN
US
N
2
2024-12-01
Fixed
5.00000000
N
N
N
N
N
N
City of Houston TX Combined Utility System Revenue
N/A
HOUSTON TX UTILITY SYS REVENUE
4424354Q3
6065000.00000000
PA
USD
6099398.86000000
0.123203294576
Long
DBT
MUN
US
N
2
2028-05-15
Fixed
5.00000000
N
N
N
N
N
N
Foursight Capital Automobile Receivables Trust
N/A
Foursight Capital Automobile Receivables Trust 2023-1
35105NAB5
1103431.14000000
PA
USD
1097902.51000000
0.022176809462
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
5.43000000
N
N
N
N
N
N
County of Franklin OH
549300VCBUC1RZE7KL42
FRANKLIN CNTY OH HOSP FACS REVENUE
353187DT1
1000000.00000000
PA
USD
1045247.80000000
0.021113223706
Long
DBT
MUN
US
N
2
2031-11-01
Fixed
5.00000000
N
N
N
N
N
N
City of Rochester NY
N/A
ROCHESTER NY
771694QJ8
6000000.00000000
PA
USD
6029386.80000000
0.121789103334
Long
DBT
MUN
US
N
2
2024-08-01
Fixed
4.50000000
N
N
N
N
N
N
City of Phoenix Civic Improvement Corp
N/A
PHOENIX AZ CIVIC IMPT CORP WTR SYS REVENUE
71883RQE6
850000.00000000
PA
USD
922440.74000000
0.018632612955
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
5.00000000
N
N
N
N
N
N
Suffolk Tobacco Asset Securitization Corp
N/A
SUFFOLK NY TOBACCO ASSET SECURITIZATION CORP TOBACCO SETTLEM
864809BR8
2395000.00000000
PA
USD
2519768.48000000
0.050897438490
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
5.00000000
N
N
N
N
N
N
City & County of Denver CO Airport System Revenue
N/A
DENVER CITY & CNTY CO ARPT REVENUE
249182LB0
24320000.00000000
PA
USD
25092383.74000000
0.506847382261
Long
DBT
MUN
US
N
2
2028-12-01
Fixed
5.00000000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
6461366H9
3195000.00000000
PA
USD
3372066.58000000
0.068113222585
Long
DBT
MUN
US
N
2
2031-12-15
Fixed
5.00000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447PYP0
2460000.00000000
PA
USD
2452212.87000000
0.049532865700
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
5.00000000
N
N
N
N
N
N
Hidalgo County Regional Mobility Authority
N/A
HIDALGO CNTY TX REGL MOBILITY AUTH TOLL & VEHICLE REGISTRATI
42934AAD2
500000.00000000
PA
USD
517924.20000000
0.010461681428
Long
DBT
MUN
US
N
2
2031-12-01
Fixed
5.00000000
N
N
N
N
N
N
Washington State Housing Finance Commission
549300YL1HU59NREG764
WASHINGTON ST HSG FIN COMMISSION
93978TS59
4828942.25000000
PA
USD
4172392.50000000
0.084279207519
Long
DBT
MUN
US
N
2
2035-12-20
Fixed
3.50000000
N
N
N
N
N
N
State of Washington
549300X3TODFMUKLQ364
WASHINGTON ST
93974EQF6
5220000.00000000
PA
USD
5271972.93000000
0.106489909711
Long
DBT
MUN
US
N
2
2024-08-01
Fixed
5.00000000
N
N
N
N
N
N
County of Broward FL Airport System Revenue
N/A
BROWARD CNTY FL ARPT SYS REVENUE
114894QU5
5000000.00000000
PA
USD
5000000.00000000
0.100996259963
Long
DBT
MUN
US
N
2
2023-10-01
Fixed
5.00000000
N
N
N
N
N
N
Pennsylvania Higher Educational Facilities Authority
N/A
PENNSYLVANIA ST HGR EDUCTNL FACS AUTH REVENUE
70917SS61
2720000.00000000
PA
USD
2472293.68000000
0.049938483042
Long
DBT
MUN
US
N
2
2042-08-15
Fixed
4.00000000
N
N
N
N
N
N
Geisinger Authority
N/A
GEISINGER PA AUTH HLTH SYS REVENUE
368497JY0
2500000.00000000
PA
USD
2591083.00000000
0.052337938450
Long
DBT
MUN
US
N
2
2043-04-01
Floating
5.00000000
N
N
N
N
N
N
Oklahoma Development Finance Authority
549300PXGPHUWC32DJ91
OKLAHOMA ST DEV FIN AUTH HLTHSYS REVENUE
67884XCV7
4245000.00000000
PA
USD
3867934.48000000
0.078129383252
Long
DBT
MUN
US
N
2
2037-08-15
Fixed
5.50000000
N
N
N
N
N
N
State of North Carolina
N/A
NORTH CAROLINA ST
6582564Z2
7500000.00000000
PA
USD
7656802.50000000
0.154661683155
Long
DBT
MUN
US
N
2
2025-06-01
Fixed
5.00000000
N
N
N
N
N
N
Maryland Economic Development Corp
549300JJ16DDBSZWSN94
MARYLAND ST ECON DEV CORP PRIV ACTIVITY REVENUE
57422JBH0
10000000.00000000
PA
USD
10077673.00000000
0.203561456426
Long
DBT
MUN
US
N
2
2028-11-12
Fixed
5.00000000
N
N
N
N
N
N
Polk County Industrial Development Authority
549300UTRO4TAORRAL04
POLK CNTY FL INDL DEV AUTH
731120NQ0
2000000.00000000
PA
USD
1954556.00000000
0.039480569177
Long
DBT
MUN
US
N
2
2033-01-01
Fixed
5.87500000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS2KLP8 IRS USD R F 3.38900 IS2KLP8 CCPOIS / Short: SS2KLP8 IRS USD P V 00MSOFR IS2KLQ9 CCPOIS
000000000
20000000.00000000
OU
Notional Amount
USD
-938551.01000000
-0.01895802835
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-01-15
0.00000000
USD
0.00000000
USD
20000000.00000000
USD
-938551.01000000
N
N
N
Kentucky Asset Liability Commission
N/A
KENTUCKY ST ASSET/LIABILITY COMMISSION AGY FUND REVENUE
49118NFY6
11545000.00000000
PA
USD
11635922.65000000
0.235036933774
Long
DBT
MUN
US
N
2
2024-09-01
Fixed
5.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59259YZ77
5000000.00000000
PA
USD
5066347.50000000
0.102336429834
Long
DBT
MUN
US
N
2
2027-11-15
Fixed
5.00000000
N
N
N
N
N
N
Utah Transit Authority
N/A
UTAH ST TRANSIT AUTH SALES TAX REVENUE
917567BN8
2000000.00000000
PA
USD
2039774.20000000
0.041201913073
Long
DBT
MUN
US
N
2
2027-06-15
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
25800000.00000000
OU
Notional Amount
USD
-636529.95000000
-0.01285742886
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-07-31
0.00000000
USD
0.00000000
USD
25800000.00000000
USD
-636529.95000000
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447P7M7
2720000.00000000
PA
USD
2785311.82000000
0.056261215330
Long
DBT
MUN
US
N
2
2027-12-01
Fixed
5.50000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447TL27
1000000.00000000
PA
USD
968012.00000000
0.019553118319
Long
DBT
MUN
US
N
2
2036-06-01
Fixed
4.00000000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
6461365E7
3885000.00000000
PA
USD
4021813.77000000
0.081237629807
Long
DBT
MUN
US
N
2
2033-06-15
Fixed
5.00000000
N
N
N
N
N
N
Spokane County School District No 81 Spokane
N/A
SPOKANE CNTY WA SCH DIST #81 SPOKANE
848712PU3
10000000.00000000
PA
USD
8873964.00000000
0.179247435009
Long
DBT
MUN
US
N
2
2031-12-01
Fixed
3.00000000
N
N
N
N
N
N
Colorado Health Facilities Authority
5493002JB6DRFRZPEQ21
COLORADO ST HLTH FACS AUTH REVENUE
19648FJQ8
1000000.00000000
PA
USD
1032478.60000000
0.020855295418
Long
DBT
MUN
US
N
2
2030-08-01
Fixed
5.00000000
N
N
N
N
N
N
Montgomery County Higher Education and Health Authority
N/A
MONTGOMERY CNTY PA HGR EDU & HLTH AUTH
613603ZZ5
1710000.00000000
PA
USD
1770530.41000000
0.035763389912
Long
DBT
MUN
US
N
2
2030-09-01
Fixed
5.00000000
N
N
N
N
N
N
County of Nassau NY
549300ICRCGQYCPS7T40
NASSAU CNTY NY
63165TZR9
8840000.00000000
PA
USD
9215463.97000000
0.186145478959
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
5.00000000
N
N
N
N
N
N
Chandler Industrial Development Authority
N/A
CHANDLER AZ INDL DEV AUTH INDL DEV REVENUE
158862CB6
11680000.00000000
PA
USD
11810351.14000000
0.238560258798
Long
DBT
MUN
US
N
2
2052-09-01
Floating
5.00000000
N
N
N
N
N
N
Virginia Commonwealth Transportation Board
N/A
VIRGINIA ST CMWLTH TRANSPRTN BRD TRANSPRTN REVENUE
927793J26
4000000.00000000
PA
USD
4026333.20000000
0.081328918913
Long
DBT
MUN
US
N
2
2024-05-15
Fixed
5.00000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447PZJ3
17895000.00000000
PA
USD
17959173.26000000
0.362761866258
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
5.00000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063DUC0
460000.00000000
PA
USD
493713.08000000
0.009972634914
Long
DBT
MUN
US
N
2
2035-03-01
Fixed
5.00000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCP6
7730000.00000000
PA
USD
5699870.10000000
0.115133112475
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
4.25000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH OF NEW YORK & NEW JERSEY NY
73358XAS1
2980000.00000000
PA
USD
2759157.27000000
0.055732912984
Long
DBT
MUN
US
N
2
2037-07-15
Fixed
4.00000000
N
N
N
N
N
N
Indiana Finance Authority
549300PS0PAS7NDSSI20
INDIANA ST FIN AUTH HLTH FAC REVENUE
45471CBK3
750000.00000000
PA
USD
748822.20000000
0.015125648315
Long
DBT
MUN
US
N
2
2025-04-01
Fixed
5.00000000
N
N
N
N
N
N
Illinois Finance Authority
549300ZG6UBPNNNRN315
ILLINOIS ST FIN AUTH REVENUE
45204E6Q6
300000.00000000
PA
USD
295289.82000000
0.005964633485
Long
DBT
MUN
US
N
2
2026-09-01
Fixed
5.00000000
N
N
N
N
N
N
Harris County Hospital District
N/A
HARRIS CNTY TX HOSP DIST REVENUE
41415WCE0
2465000.00000000
PA
USD
2507278.69000000
0.050645154075
Long
DBT
MUN
US
N
2
2027-02-15
Fixed
5.00000000
N
N
N
N
N
N
City of Philadelphia PA Water & Wastewater Revenue
N/A
PHILADELPHIA PA WTR & WSTWTR REVENUE
7178932Q3
1500000.00000000
PA
USD
1605969.90000000
0.032439390702
Long
DBT
MUN
US
N
2
2037-09-01
Fixed
5.00000000
N
N
N
N
N
N
Pennsylvania Economic Development Financing Authority
N/A
PENNSYLVANIA ST ECON DEV FING AUTH REVENUE
70869PJU2
6000000.00000000
PA
USD
6021424.20000000
0.121628264770
Long
DBT
MUN
US
N
2
2027-12-31
Fixed
5.00000000
N
N
N
N
N
N
District of Columbia
549300HWFOZXPKGOX654
DIST OF COLUMBIA REVENUE
25483VAE4
4470000.00000000
PA
USD
4470000.00000000
0.090290656407
Long
DBT
MUN
US
N
2
2045-11-01
Floating
4.05000000
N
N
N
N
N
N
City of Atlanta GA Department of Aviation
N/A
ATLANTA GA ARPT REVENUE
04780MA33
1250000.00000000
PA
USD
1109674.75000000
0.022414599905
Long
DBT
MUN
US
N
2
2042-07-01
Fixed
4.00000000
N
N
N
N
N
N
Greater Orlando Aviation Authority
549300CP6PUG5S184F61
GTR ORLANDO FL AVIATION AUTH ARPT FACS REVENUE
392274W36
6250000.00000000
PA
USD
6473818.13000000
0.130766283762
Long
DBT
MUN
US
N
2
2030-10-01
Fixed
5.00000000
N
N
N
N
N
N
Washington State Housing Finance Commission
549300YL1HU59NREG764
WASHINGTON ST HSG FIN COMMISSION MF HSG REVENUE
93978PNZ6
6440000.00000000
PA
USD
6440000.00000000
0.130083182832
Long
DBT
MUN
US
N
2
2047-11-01
Floating
4.12000000
N
N
N
N
N
N
Tobacco Settlement Financing Corp
N/A
TOBACCO SETTLEMENT FING CORP NJ
888808HL9
2620000.00000000
PA
USD
2690608.74000000
0.054348283952
Long
DBT
MUN
US
N
2
2035-06-01
Fixed
5.00000000
N
N
N
N
N
N
Michigan Strategic Fund
N/A
MICHIGAN ST STRATEGIC FUND LTD OBLG REVENUE
594698QA3
5770000.00000000
PA
USD
5818900.75000000
0.117537442569
Long
DBT
MUN
US
N
2
2026-12-31
Fixed
5.00000000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
6461363Y5
8605000.00000000
PA
USD
8973340.47000000
0.181254765369
Long
DBT
MUN
US
N
2
2027-12-15
Fixed
5.00000000
N
N
N
N
N
N
Pennsylvania Economic Development Financing Authority
N/A
PENNSYLVANIA ST ECON DEV FING AUTH UPMC REVENUE
70870JBX5
1150000.00000000
PA
USD
1218540.92000000
0.024613615106
Long
DBT
MUN
US
N
2
2030-04-15
Fixed
5.00000000
N
N
N
N
N
N
Railsplitter Tobacco Settlement Authority
N/A
RAILSPLITTER IL TOBACCO SETTLEMENT AUTH
75076PAW5
10020000.00000000
PA
USD
10082013.78000000
0.203649136935
Long
DBT
MUN
US
N
2
2024-06-01
Fixed
5.00000000
N
N
N
N
N
N
Irving Hospital Authority
N/A
IRVING TX HOSP AUTH
463794JW8
600000.00000000
PA
USD
609233.34000000
0.012306057756
Long
DBT
MUN
US
N
2
2029-10-15
Fixed
5.00000000
N
N
N
N
N
N
Harris County Cultural Education Facilities Finance Corp
N/A
HARRIS CNTY TX CULTURAL EDU FACS FIN CORP REVENUE
414009QV5
5000000.00000000
PA
USD
4402017.50000000
0.088917460758
Long
DBT
MUN
US
N
2
2042-10-01
Fixed
4.00000000
N
N
N
N
N
N
California Community Choice Financing Authority
549300X8VKJ215S2R571
CALIFORNIA CMNTY CHOICE FING AUTH CLEAN ENERGY PROJ REVENUE
13013JCC8
5000000.00000000
PA
USD
4969555.50000000
0.100381303836
Long
DBT
MUN
US
N
2
2053-07-01
Floating
5.18800000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447PD57
7770000.00000000
PA
USD
7805222.19000000
0.157659649874
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
5.00000000
N
N
N
N
N
N
Virginia Small Business Financing Authority
N/A
VIRGINIA ST SMALL BUSINESS FING AUTH REVENUE
928104MU9
1600000.00000000
PA
USD
1614309.12000000
0.032607836708
Long
DBT
MUN
US
N
2
2034-01-01
Fixed
5.00000000
N
N
N
N
N
N
Health & Educational Facilities Authority of the State of Missouri
549300IWTBCMX5JB3277
MISSOURI ST HLTH & EDUCTNL FACS AUTH HLTH FACS REVENUE
60637ATE2
2000000.00000000
PA
USD
1969862.20000000
0.039789742968
Long
DBT
MUN
US
N
2
2034-07-01
Fixed
4.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59259YS75
4065000.00000000
PA
USD
4069819.46000000
0.082207308837
Long
DBT
MUN
US
N
2
2027-11-15
Fixed
5.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp Enhanced Receipt
N/A
FEDERAL HOME LOAN MORTGAGE CORP ENHANCED RECEIPT
3137ERAD4
5516593.30000000
PA
USD
4618878.07000000
0.093297882059
Long
DBT
USGSE
US
N
2
2035-11-15
Fixed
3.87000000
N
N
N
N
N
N
Greater Asheville Regional Airport Authority
N/A
GTR ASHEVILLE REGL ARPT AUTH NC ARPT SYS REVENUE
39160CBK2
1000000.00000000
PA
USD
1023394.80000000
0.020671809453
Long
DBT
MUN
US
N
2
2042-07-01
Fixed
5.25000000
N
N
N
N
N
N
Virginia Small Business Financing Authority
N/A
VIRGINIA ST SMALL BUSINESS FING AUTH REVENUE
928104MT2
1750000.00000000
PA
USD
1766678.55000000
0.035685585221
Long
DBT
MUN
US
N
2
2033-01-01
Fixed
5.00000000
N
N
N
N
N
N
County of Osceola FL Transportation Revenue
N/A
OSCEOLA CNTY FL TRANSPRTN REVENUE
688031EN9
1210000.00000000
PA
USD
742250.91000000
0.014992913172
Long
DBT
MUN
US
N
2
2033-10-01
None
0.00000000
N
N
N
N
N
N
Pennsylvania Economic Development Financing Authority
N/A
PENNSYLVANIA ST ECON DEV FING AUTH UPMC REVENUE
70870JEM6
15140000.00000000
PA
USD
14981101.16000000
0.302607037458
Long
DBT
MUN
US
N
2
2047-11-15
Floating
1.17000000
N
N
N
N
N
N
North Broward Hospital District
549300HZL14T4Q7UDP41
NORTH BROWARD FL HOSP DIST
657883DD3
3180000.00000000
PA
USD
3242479.05000000
0.065495651411
Long
DBT
MUN
US
N
2
2030-01-01
Fixed
5.00000000
N
N
N
N
N
N
State of Connecticut
5493007GRO6CU0IKP741
CONNECTICUT ST
20772KJD2
2565000.00000000
PA
USD
2653092.62000000
0.053590486391
Long
DBT
MUN
US
N
2
2040-01-15
Fixed
5.00000000
N
N
N
N
N
N
County of Pasco FL
N/A
PASCO CNTY FL HOSP REVENUE
70252CAA9
25000000.00000000
PA
USD
25519807.50000000
0.515481022497
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
5.00000000
N
N
N
N
N
N
North Broward Hospital District
549300HZL14T4Q7UDP41
NORTH BROWARD FL HOSP DIST
657883DC5
3000000.00000000
PA
USD
3061032.30000000
0.061830562785
Long
DBT
MUN
US
N
2
2029-01-01
Fixed
5.00000000
N
N
N
N
N
N
Philadelphia Authority for Industrial Development
549300DIY68KQZEW7M79
PHILADELPHIA PA AUTH FOR INDL DEV UNIV REVENUE
71780TAS2
1810000.00000000
PA
USD
1868100.46000000
0.037734231939
Long
DBT
MUN
US
N
2
2032-11-01
Fixed
5.00000000
N
N
N
N
N
N
New Jersey Economic Development Authority
5493006JS6QWDVU4R678
NEW JERSEY ST ECON DEV AUTH SPL FAC REVENUE
64578CBZ3
1500000.00000000
PA
USD
1500000.00000000
0.030298877989
Long
DBT
MUN
US
N
2
2023-10-01
Fixed
5.00000000
N
N
N
N
N
N
Vauxmont Metropolitan District
549300M7XL6MB0OW8D56
VAUXMONT MET DIST CO
92242SAF0
270000.00000000
PA
USD
278598.15000000
0.005627474236
Long
DBT
MUN
US
N
2
2026-12-15
Fixed
5.00000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447P7L9
4500000.00000000
PA
USD
4599903.60000000
0.092914611958
Long
DBT
MUN
US
N
2
2026-12-01
Fixed
5.50000000
N
N
N
N
N
N
Allegheny County Hospital Development Authority
54930046B973R604OG22
ALLEGHENY CNTY PA HOSP DEV AUTH
01728A5V4
10000000.00000000
PA
USD
9894521.00000000
0.199861923025
Long
DBT
MUN
US
N
2
2047-11-15
Floating
4.68000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447TK36
2000000.00000000
PA
USD
2109646.80000000
0.042613287328
Long
DBT
MUN
US
N
2
2029-06-01
Fixed
5.00000000
N
N
N
N
N
N
County of Allen OH Hospital Facilities Revenue
N/A
ALLEN CNTY OH HOSP FACS REVENUE
01757LFS0
8465000.00000000
PA
USD
8786347.48000000
0.177477646843
Long
DBT
MUN
US
N
2
2027-08-01
Fixed
5.00000000
N
N
N
N
N
N
Virginia Small Business Financing Authority
N/A
VIRGINIA ST SMALL BUSINESS FING AUTH REVENUE
928104MR6
1250000.00000000
PA
USD
1262190.88000000
0.025495311647
Long
DBT
MUN
US
N
2
2031-01-01
Fixed
5.00000000
N
N
N
N
N
N
Greater Asheville Regional Airport Authority
N/A
GTR ASHEVILLE REGL ARPT AUTH NC ARPT SYS REVENUE
39160CAM9
1200000.00000000
PA
USD
1244832.96000000
0.025144694647
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
5.25000000
N
N
N
N
N
N
County of Broward FL Airport System Revenue
N/A
BROWARD CNTY FL ARPT SYS REVENUE
114894YG7
1070000.00000000
PA
USD
1101275.78000000
0.022244946993
Long
DBT
MUN
US
N
2
2031-10-01
Fixed
5.00000000
N
N
N
N
N
N
County of Loudoun VA
N/A
LOUDOUN CNTY VA
54589TJX1
3300000.00000000
PA
USD
3343826.64000000
0.067542796921
Long
DBT
MUN
US
N
2
2024-12-01
Fixed
5.00000000
N
N
N
N
N
N
Patriots Energy Group Financing Agency
5493008X0DFBVFH4HL19
PATRIOTS ENERGY GROUP FING AGY SC GAS SPLY REVENUE
70342PAK0
48725000.00000000
PA
USD
48580939.67000000
0.981298642435
Long
DBT
MUN
US
N
2
2048-10-01
Floating
4.00000000
N
N
N
N
N
N
Tobacco Settlement Financing Corp
N/A
TOBACCO SETTLEMENT FING CORP NJ
888808HD7
2140000.00000000
PA
USD
2214419.36000000
0.044729614670
Long
DBT
MUN
US
N
2
2028-06-01
Fixed
5.00000000
N
N
N
N
N
N
Port of Seattle WA
549300T9UCDUJ3GZL429
PORT OF SEATTLE WA REVENUE
735389P93
5000000.00000000
PA
USD
5216206.00000000
0.105363459439
Long
DBT
MUN
US
N
2
2033-08-01
Fixed
5.00000000
N
N
N
N
N
N
New Hope Cultural Education Facilities Finance Corp
N/A
NEW HOPE CULTURAL EDU FACS FIN CORP TX HOSP REVENUE
645424AJ1
2750000.00000000
PA
USD
2857852.80000000
0.057726488865
Long
DBT
MUN
US
N
2
2028-08-15
Fixed
5.00000000
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
246819.02000000
OU
Notional Amount
USD
-35517.26000000
-0.00071742208
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
-22484.40000000
USD
246819.02000000
USD
-13032.86000000
N
N
N
Private Colleges & Universities Authority
N/A
PRIV CLGS & UNIVS AUTH GA
74265L2Y3
25000000.00000000
PA
USD
26830362.50000000
0.541953253192
Long
DBT
MUN
US
N
2
2033-09-01
Fixed
5.00000000
N
N
N
N
N
N
St Tammany Parish Finance Authority
N/A
SAINT TAMMANY LA PUBLIC TRUST FING AUTH
793499BC7
1200000.00000000
PA
USD
1159753.92000000
0.023426161679
Long
DBT
MUN
US
N
2
2029-11-15
Fixed
5.25000000
N
N
N
N
N
N
Michigan Strategic Fund
N/A
MICHIGAN ST STRATEGIC FUND LTD OBLG REVENUE
594698QB1
7635000.00000000
PA
USD
7719763.77000000
0.155933453714
Long
DBT
MUN
US
N
2
2027-06-30
Fixed
5.00000000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966QLX6
1260000.00000000
PA
USD
1271826.36000000
0.025689941136
Long
DBT
MUN
US
N
2
2024-08-01
Fixed
5.00000000
N
N
N
N
N
N
Metropolitan Water Reclamation District of Greater Chicago
254900GOGQEZEWCZ4D37
CHICAGO IL MET WTR RECLAMATION DIST GREATER CHICAGO
167560QX2
8350000.00000000
PA
USD
8451404.07000000
0.170712040501
Long
DBT
MUN
US
N
2
2044-12-01
Fixed
5.00000000
N
N
N
N
N
N
Wisconsin Center District
N/A
WISCONSIN CENTER DIST WI TAX REVENUE
976595FH6
2140000.00000000
PA
USD
1566789.87000000
0.031647983403
Long
DBT
MUN
US
N
2
2030-12-15
None
0.00000000
N
N
N
N
N
N
Montana Facility Finance Authority
N/A
MONTANA ST FAC FIN AUTH REVENUE
61204KKR1
2500000.00000000
PA
USD
2514628.00000000
0.050793604639
Long
DBT
MUN
US
N
2
2025-02-15
Fixed
5.00000000
N
N
N
N
N
N
Washington State Housing Finance Commission
549300YL1HU59NREG764
Washington State Housing Finance Commission
93978T4N6
10000000.00000000
PA
USD
1088482.00000000
0.021986522207
Long
ABS-MBS
CORP
US
N
2
2037-04-20
Variable
1.44800000
N
N
N
N
N
N
Massachusetts Development Finance Agency
549300UZSVMFXJK08K70
MASSACHUSETTS ST DEV FIN AGY REVENUE
57584YYV5
950000.00000000
PA
USD
1016976.52000000
0.020542164998
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI REVENUE
74442PTU9
2510000.00000000
PA
USD
2440272.45000000
0.049291678148
Long
DBT
MUN
US
N
2
2026-06-01
Fixed
2.75000000
N
N
N
N
N
N
Connecticut State Health & Educational Facilities Authority
549300ZOQJ5U8YBS5Q35
CONNECTICUT ST HLTH & EDUCTNL FACS AUTH REV
20774Y4G9
1100000.00000000
PA
USD
1097249.56000000
0.022163620361
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
Port Beaumont Navigation District
549300G8PKBXALUKJY33
PORT BEAUMONT TX NAV DIST DOCK& WHARF FAC REVENUE
73360CAC8
1360000.00000000
PA
USD
1051379.01000000
0.021237069562
Long
DBT
MUN
US
N
2
2035-01-01
Fixed
3.62500000
N
N
N
N
N
N
Florida Municipal Power Agency
549300M3I10QJUPNU131
FLORIDA ST MUNI PWR AGY
342816F91
1750000.00000000
PA
USD
1780779.53000000
0.035970414469
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
5.00000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447TDY6
3000000.00000000
PA
USD
2966740.20000000
0.059925932896
Long
DBT
MUN
US
N
2
2024-10-01
Fixed
4.00000000
N
N
N
N
N
N
Massachusetts Development Finance Agency
549300UZSVMFXJK08K70
MASSACHUSETTS ST DEV FIN AGY REVENUE
57584X8G9
7565000.00000000
PA
USD
7709786.54000000
0.155731921131
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
5.00000000
N
N
N
N
N
N
Pittsburgh Water & Sewer Authority
54930034DVH6W22T1E86
PITTSBURGH PA WTR & SWR AUTH
725304XD6
26000000.00000000
PA
USD
25736656.40000000
0.519861208072
Long
DBT
MUN
US
N
2
2040-09-01
Floating
4.35000000
N
N
N
N
N
N
Wisconsin Center District
N/A
WISCONSIN CENTER DIST WI TAX REVENUE
976595FK9
2800000.00000000
PA
USD
1862447.16000000
0.037620039507
Long
DBT
MUN
US
N
2
2032-12-15
None
0.00000000
N
N
N
N
N
N
Pennsylvania Economic Development Financing Authority
N/A
PENNSYLVANIA ST ECON DEV FING AUTH REVENUE
70869PHX8
1015000.00000000
PA
USD
951109.71000000
0.019211704704
Long
DBT
MUN
US
N
2
2042-06-30
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
39500000.00000000
OU
Notional Amount
USD
-1438741.28000000
-0.02906149766
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
-35407.06000000
USD
39500000.00000000
USD
-1403334.22000000
N
N
N
Health & Educational Facilities Authority of the State of Missouri
549300IWTBCMX5JB3277
MISSOURI ST HLTH & EDUCTNL FACS AUTH HLTH FACS REVENUE
60637ATK8
5000000.00000000
PA
USD
4610616.50000000
0.093131004525
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
4.00000000
N
N
N
N
N
N
City of Atlanta GA Department of Aviation
N/A
ATLANTA GA ARPT REVENUE
04780MZT9
3000000.00000000
PA
USD
3135415.50000000
0.063333047786
Long
DBT
MUN
US
N
2
2034-07-01
Fixed
5.00000000
N
N
N
N
N
N
Greater Asheville Regional Airport Authority
N/A
GTR ASHEVILLE REGL ARPT AUTH NC ARPT SYS REVENUE
39160CAJ6
1740000.00000000
PA
USD
1803996.33000000
0.036439376463
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
Philadelphia Authority for Industrial Development
549300DIY68KQZEW7M79
PHILADELPHIA PA AUTH FOR INDL DEV UNIV REVENUE
71780TAR4
1685000.00000000
PA
USD
1738163.60000000
0.035109604560
Long
DBT
MUN
US
N
2
2031-11-01
Fixed
5.00000000
N
N
N
N
N
N
Philadelphia Authority for Industrial Development
549300DIY68KQZEW7M79
PHILADELPHIA PA AUTH FOR INDL DEV UNIV REVENUE
71780TAQ6
1750000.00000000
PA
USD
1807386.00000000
0.036507845262
Long
DBT
MUN
US
N
2
2030-11-01
Fixed
5.00000000
N
N
N
N
N
N
City of Philadelphia PA
549300IVFOPB4AG7UL47
PHILADELPHIA PA
717813XE4
1020000.00000000
PA
USD
1078198.34000000
0.021778799967
Long
DBT
MUN
US
N
2
2030-02-01
Fixed
5.00000000
N
N
N
N
N
N
California Infrastructure & Economic Development Bank
549300C1OG9RDIM8ET06
CALIFORNIA ST INFRASTRUCTURE & ECON DEV BANK REVENUE
13034A2R0
23560000.00000000
PA
USD
23416076.67000000
0.472987233337
Long
DBT
MUN
US
N
2
2050-01-01
Floating
3.65000000
N
N
N
N
N
N
Tobacco Settlement Financing Corp
N/A
TOBACCO SETTLEMENT FING CORP NJ
888808HC9
4000000.00000000
PA
USD
4110058.40000000
0.083020105326
Long
DBT
MUN
US
N
2
2027-06-01
Fixed
5.00000000
N
N
N
N
N
N
Chicago Board of Education
54930099NR6T9V7LVB43
CHICAGO IL BRD OF EDU
167505US3
1000000.00000000
PA
USD
1013333.00000000
0.020468568619
Long
DBT
MUN
US
N
2
2026-12-01
Fixed
5.00000000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
ILLINOIS ST
4521525N7
9000000.00000000
PA
USD
8678656.80000000
0.175302375661
Long
DBT
MUN
US
N
2
2033-11-01
Fixed
4.00000000
N
N
N
N
N
N
Greater Asheville Regional Airport Authority
N/A
GTR ASHEVILLE REGL ARPT AUTH NC ARPT SYS REVENUE
39160CAL1
1250000.00000000
PA
USD
1279913.75000000
0.025853300365
Long
DBT
MUN
US
N
2
2037-07-01
Fixed
5.00000000
N
N
N
N
N
N
Metropolitan Water Reclamation District of Greater Chicago
254900GOGQEZEWCZ4D37
CHICAGO IL MET WTR RECLAMATION DIST GREATER CHICAGO
167560MS7
4835000.00000000
PA
USD
5521047.82000000
0.111521036179
Long
DBT
MUN
US
N
2
2035-12-01
Fixed
5.25000000
N
N
N
N
N
N
City of Houston TX
549300C64URYS0WQQY42
HOUSTON TX
442331T95
16370000.00000000
PA
USD
16626393.49000000
0.335840711833
Long
DBT
MUN
US
N
2
2025-03-01
Fixed
5.00000000
N
N
N
N
N
N
Vauxmont Metropolitan District
549300M7XL6MB0OW8D56
VAUXMONT MET DIST CO
92242SBB8
285000.00000000
PA
USD
300240.09000000
0.006064625236
Long
DBT
MUN
US
N
2
2033-12-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XAP9
133373.28000000
PA
USD
138029.25000000
0.002788087603
Long
ABS-MBS
USGSE
US
N
2
2024-11-25
Floating
10.32900000
N
N
N
N
N
N
Montana Facility Finance Authority
N/A
MONTANA ST FAC FIN AUTH REVENUE
61204KKT7
6950000.00000000
PA
USD
7088176.43000000
0.143175861878
Long
DBT
MUN
US
N
2
2027-02-15
Fixed
5.00000000
N
N
N
N
N
N
Montgomery County Higher Education and Health Authority
N/A
MONTGOMERY CNTY PA HGR EDU & HLTH AUTH
613603YJ2
1750000.00000000
PA
USD
1797376.88000000
0.036305668524
Long
DBT
MUN
US
N
2
2027-09-01
Fixed
5.00000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063D3R7
1000000.00000000
PA
USD
1040332.30000000
0.021013934283
Long
DBT
MUN
US
N
2
2033-03-01
Fixed
6.00000000
N
N
N
N
N
N
Massachusetts Development Finance Agency
549300UZSVMFXJK08K70
MASSACHUSETTS ST DEV FIN AGY REVENUE
57584YB65
315000.00000000
PA
USD
333127.97000000
0.006728935811
Long
DBT
MUN
US
N
2
2030-10-01
Fixed
5.00000000
N
N
N
N
N
N
Chicago O'Hare International Airport
N/A
CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE
1675933F7
3160000.00000000
PA
USD
2882303.62000000
0.058220377139
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
4.00000000
N
N
N
N
N
N
Town of Stratford CT
N/A
STRATFORD CT
8628116D3
2035000.00000000
PA
USD
2103121.01000000
0.042481471252
Long
DBT
MUN
US
N
2
2030-01-01
Fixed
5.00000000
N
N
N
N
N
N
Washington Health Care Facilities Authority
549300ZVPWQIL3N5TL85
WASHINGTON ST HLTH CARE FACS AUTH
93978HSJ5
8005000.00000000
PA
USD
8123429.97000000
0.164087209008
Long
DBT
MUN
US
N
2
2030-08-15
Fixed
5.00000000
N
N
N
N
N
N
City of Atlanta GA Department of Aviation
N/A
ATLANTA GA ARPT REVENUE
04780MZR3
1000000.00000000
PA
USD
1050989.20000000
0.021229195692
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
5.00000000
N
N
N
N
N
N
Montgomery County Higher Education and Health Authority
N/A
MONTGOMERY CNTY PA HGR EDU & HLTH AUTH
613603YM5
3000000.00000000
PA
USD
3078021.90000000
0.062173739997
Long
DBT
MUN
US
N
2
2030-09-01
Fixed
5.00000000
N
N
N
N
N
N
Greater Asheville Regional Airport Authority
N/A
GTR ASHEVILLE REGL ARPT AUTH NC ARPT SYS REVENUE
39160CBE6
1400000.00000000
PA
USD
1436552.88000000
0.029017293623
Long
DBT
MUN
US
N
2
2037-07-01
Fixed
5.00000000
N
N
N
N
N
N
Illinois Municipal Electric Agency
N/A
ILLINOIS ST MUNI ELEC AGY PWR SPLY
452024HX3
12885000.00000000
PA
USD
13094303.94000000
0.264495144952
Long
DBT
MUN
US
N
2
2029-02-01
Fixed
5.00000000
N
N
N
N
N
N
Hidalgo County Regional Mobility Authority
N/A
HIDALGO CNTY TX REGL MOBILITY AUTH TOLL & VEHICLE REGISTRATI
42934AAE0
350000.00000000
PA
USD
361790.21000000
0.007307891620
Long
DBT
MUN
US
N
2
2032-12-01
Fixed
5.00000000
N
N
N
N
N
N
Commonwealth of Pennsylvania
N/A
PENNSYLVANIA ST
70914PK27
14415000.00000000
PA
USD
15016748.41000000
0.303327085244
Long
DBT
MUN
US
N
2
2027-01-01
Fixed
5.00000000
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
PUERTO RICO CMWLTH
74514L3G0
4709041.00000000
PA
USD
4832246.47000000
0.097607764138
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
5.62500000
N
N
N
N
N
N
County of Clark Department of Aviation
549300LDD8NZB2EOVG83
CLARK CNTY NV ARPT REVENUE
18085PMX9
6815000.00000000
PA
USD
6815000.00000000
0.137657902330
Long
DBT
MUN
US
N
2
2040-07-01
Floating
4.00000000
N
N
N
N
N
N
Maricopa County Special Health Care District
N/A
MARICOPA CNTY AZ SPL HLTH CARE DIST
56756TAJ3
6000000.00000000
PA
USD
6366239.40000000
0.128593273886
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
State of Connecticut
5493007GRO6CU0IKP741
CONNECTICUT ST
20772J3T7
17000000.00000000
PA
USD
17198588.90000000
0.347398631109
Long
DBT
MUN
US
N
2
2024-10-15
Fixed
5.00000000
N
N
N
N
N
N
City of Atlanta GA Department of Aviation
N/A
ATLANTA GA ARPT REVENUE
04780MF20
2765000.00000000
PA
USD
2819915.94000000
0.056960192670
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
5.00000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447TJ87
1290000.00000000
PA
USD
1322189.89000000
0.026707246770
Long
DBT
MUN
US
N
2
2026-06-01
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
650116AR7
2095000.00000000
PA
USD
1991433.05000000
0.040225458003
Long
DBT
MUN
US
N
2
2046-07-01
Fixed
5.00000000
N
N
N
N
N
N
City of Bridgeport CT
N/A
BRIDGEPORT CT
108152DN6
495000.00000000
PA
USD
520868.06000000
0.010521145198
Long
DBT
MUN
US
N
2
2027-08-15
Fixed
5.00000000
N
N
N
N
N
N
City of Salt Lake City UT Airport Revenue
N/A
SALT LAKE CITY UT ARPT REVENUE
795576LD7
17000000.00000000
PA
USD
16746591.20000000
0.338268615667
Long
DBT
MUN
US
N
2
2043-07-01
Fixed
5.00000000
N
N
N
N
N
N
Suffolk Tobacco Asset Securitization Corp
N/A
SUFFOLK NY TOBACCO ASSET SECURITIZATION CORP TOBACCO SETTLEM
864809BM9
2080000.00000000
PA
USD
2194788.34000000
0.044333082750
Long
DBT
MUN
US
N
2
2029-06-01
Fixed
5.00000000
N
N
N
N
N
N
Multnomah County School District No 1 Portland/OR
N/A
MULTNOMAH CNTY OR SCH DIST #1J PORTLAND
625517KS5
5000000.00000000
PA
USD
5036145.00000000
0.101726361926
Long
DBT
MUN
US
N
2
2024-06-15
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
18300000.00000000
OU
Notional Amount
USD
-925988.97000000
-0.01870428454
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
18300000.00000000
USD
-925988.97000000
N
N
N
County of Broward FL Airport System Revenue
N/A
BROWARD CNTY FL ARPT SYS REVENUE
114894ZM3
1250000.00000000
PA
USD
1154882.25000000
0.023327757589
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
2.38400000
N
N
N
N
N
N
City of Bridgeport CT
N/A
BRIDGEPORT CT
108152AD1
1420000.00000000
PA
USD
1420924.42000000
0.028701610422
Long
DBT
MUN
US
N
2
2023-11-01
Fixed
5.00000000
N
N
N
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
Long: IS1N8C4 CDS USD R F 3.00000 IS1N8C4 CMBX / Short: IS1N8C4 CDS USD P V 01MEVENT IS1N8D5 CMBX
000000000
582590.64000000
OU
Notional Amount
USD
-83834.79000000
-0.00169340004
N/A
DCR
GB
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-52155.74000000
USD
582590.64000000
USD
-31679.05000000
N
N
N
Triborough Bridge & Tunnel Authority
54930020ZN4LQF7K3456
TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX
89602HCV7
7000000.00000000
PA
USD
7582516.20000000
0.153161155462
Long
DBT
MUN
US
N
2
2030-05-15
Fixed
5.00000000
N
N
N
N
N
N
Philadelphia Authority for Industrial Development
549300DIY68KQZEW7M79
PHILADELPHIA PA AUTH FOR INDL DEV UNIV REVENUE
71780TAY9
1000000.00000000
PA
USD
871075.20000000
0.017595067469
Long
DBT
MUN
US
N
2
2038-11-01
Fixed
4.00000000
N
N
N
N
N
N
Arizona Industrial Development Authority
N/A
ARIZONA ST INDL DEV AUTH ECON DEV REVENUE
040523AC6
2000000.00000000
PA
USD
120000.00000000
0.002423910239
Long
DBT
MUN
US
Y
2
2026-07-01
Fixed
6.50000000
Y
N
N
N
N
N
Washington Health Care Facilities Authority
549300ZVPWQIL3N5TL85
WASHINGTON ST HLTH CARE FACS AUTH
93978HNX9
8590000.00000000
PA
USD
8686129.83000000
0.175453325277
Long
DBT
MUN
US
N
2
2028-08-15
Fixed
5.00000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447PYK1
4990000.00000000
PA
USD
4967584.42000000
0.100341489494
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
5.00000000
N
N
N
N
N
N
Indiana Finance Authority
549300PS0PAS7NDSSI20
INDIANA ST FIN AUTH HLTH FAC REVENUE
45471CBN7
875000.00000000
PA
USD
861610.23000000
0.017403882155
Long
DBT
MUN
US
N
2
2028-04-01
Fixed
5.00000000
N
N
N
N
N
N
Pennsylvania Economic Development Financing Authority
N/A
PENNSYLVANIA ST ECON DEV FING AUTH T/E PRIVATE ACTIVITY REV
70868YAR0
5000000.00000000
PA
USD
5201465.00000000
0.105065702266
Long
DBT
MUN
US
N
2
2040-06-30
Fixed
5.50000000
N
N
N
N
N
N
Medford Hospital Facilities Authority
N/A
MEDFORD OR HOSP FACS AUTH REVENUE
584283GR0
500000.00000000
PA
USD
523861.85000000
0.010581617517
Long
DBT
MUN
US
N
2
2033-08-15
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
12710000.00000000
OU
Notional Amount
USD
1191638.25000000
0.024070201295
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
12710000.00000000
USD
1191638.25000000
N
N
N
County of Ward ND
N/A
WARD CNTY ND HLTH CARE FACS REVENUE
934023EQ1
3000000.00000000
PA
USD
2769326.70000000
0.055938327863
Long
DBT
MUN
US
N
2
2030-06-01
Fixed
5.00000000
N
N
N
N
N
N
Central Texas Turnpike System
N/A
TEXAS ST TRANSPRTN COMMISSION CENTRAL TX TURNPIKE SYS REVENU
88283KBC1
1000000.00000000
PA
USD
1001769.80000000
0.020235000628
Long
DBT
MUN
US
N
2
2025-08-15
Fixed
5.00000000
N
N
N
N
N
N
New York Liberty Development Corp
N/A
NEW YORK ST LIBERTY DEV CORP LIBERTY REVENUE
649519DH5
11555000.00000000
PA
USD
9949073.39000000
0.200963840498
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
819634.68000000
OU
Notional Amount
USD
-117945.43000000
-0.00238240946
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
-96328.15000000
USD
819634.68000000
USD
-21617.28000000
N
N
N
Philadelphia Authority for Industrial Development
549300DIY68KQZEW7M79
PHILADELPHIA PA AUTH FOR INDL DEV CHRT SCH REVENUE
71780CBC3
3445000.00000000
PA
USD
3164158.43000000
0.063913633472
Long
DBT
MUN
US
N
2
2040-08-01
Fixed
5.00000000
N
N
N
N
N
N
State of Hawaii Harbor System Revenue
N/A
HAWAII ST HARBOR SYS REVENUE
41981THF3
2765000.00000000
PA
USD
2600542.22000000
0.052529007619
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
4.00000000
N
N
N
N
N
N
Port of Seattle WA
549300T9UCDUJ3GZL429
PORT OF SEATTLE WA REVENUE
735389H27
1500000.00000000
PA
USD
1548668.85000000
0.031281952354
Long
DBT
MUN
US
N
2
2032-04-01
Fixed
5.00000000
N
N
N
N
N
N
CSCDA Community Improvement Authority
N/A
CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE
126292BK6
6545000.00000000
PA
USD
4339193.63000000
0.087648465577
Long
DBT
MUN
US
N
2
2048-10-01
Fixed
4.00000000
N
N
N
N
N
N
Pennsylvania Economic Development Financing Authority
N/A
PENNSYLVANIA ST ECON DEV FING AUTH T/E PRIVATE ACTIVITY REV
70868YAP4
3350000.00000000
PA
USD
3520456.04000000
0.071110578681
Long
DBT
MUN
US
N
2
2038-06-30
Fixed
5.50000000
N
N
N
N
N
N
South Broward Hospital District
N/A
SOUTH BROWARD FL HOSP DIST
836753JU8
3350000.00000000
PA
USD
3415784.29000000
0.068996287626
Long
DBT
MUN
US
N
2
2027-05-01
Fixed
5.00000000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI HOTEL REVENUE
74447DAE7
6955000.00000000
PA
USD
6337955.18000000
0.128021953799
Long
DBT
MUN
US
N
2
2042-02-01
Fixed
5.50000000
N
N
N
N
N
N
Hospitals & Higher Education Facilities Authority of Philadelphia/The
N/A
PHILADELPHIA PA HOSPS & HGR EDU FACS AUTH
717825QB2
10000000.00000000
PA
USD
9249432.00000000
0.186831607757
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
4.00000000
N
N
N
N
N
N
New York Liberty Development Corp
N/A
NEW YORK ST LIBERTY DEV CORP LIBERTY REVENUE
649519DC6
400000.00000000
PA
USD
384613.56000000
0.007768906218
Long
DBT
MUN
US
N
2
2040-11-15
Fixed
5.37500000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAA0
6500000.00000000
PA
USD
5492110.00000000
0.110936513861
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.87500000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0BK4
39790.71000000
PA
USD
40085.68000000
0.000809700751
Long
ABS-MBS
USGSE
US
N
2
2024-08-25
Floating
9.42900000
N
N
N
N
N
N
Montgomery County Higher Education and Health Authority
N/A
MONTGOMERY CNTY PA HGR EDU & HLTH AUTH
613603XC8
2250000.00000000
PA
USD
2229057.68000000
0.045025297784
Long
DBT
MUN
US
N
2
2027-12-01
Fixed
5.00000000
N
N
N
N
N
N
New Jersey Turnpike Authority
5493005YN67D71KSMI84
NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE
6461397E9
14830000.00000000
PA
USD
15556371.92000000
0.314227076503
Long
DBT
MUN
US
N
2
2030-01-01
Fixed
5.00000000
N
N
N
N
N
N
Philadelphia Authority for Industrial Development
549300DIY68KQZEW7M79
PHILADELPHIA PA AUTH FOR INDL DEV UNIV REVENUE
71780TAN3
1000000.00000000
PA
USD
1030439.50000000
0.020814107123
Long
DBT
MUN
US
N
2
2028-11-01
Fixed
5.00000000
N
N
N
N
N
N
State of Connecticut
5493007GRO6CU0IKP741
CONNECTICUT ST
20772JSH6
6360000.00000000
PA
USD
6385086.38000000
0.128973968784
Long
DBT
MUN
US
N
2
2028-03-01
Fixed
5.00000000
N
N
N
N
N
N
Metropolitan Washington Airports Authority Aviation Revenue
N/A
MET WASHINGTON DC ARPTS AUTH ARPT SYS REVENUE
592647EB3
3750000.00000000
PA
USD
3795177.75000000
0.076659751729
Long
DBT
MUN
US
N
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
New Jersey Health Care Facilities Financing Authority
N/A
NEW JERSEY ST HLTH CARE FACS FING AUTH REVENUE
64579FWP4
2270000.00000000
PA
USD
2270000.00000000
0.045852302023
Long
DBT
MUN
US
N
2
2036-07-01
Floating
3.90000000
N
N
N
N
N
N
State of Maryland Department of Transportation
N/A
MARYLAND ST DEPT OF TRANSPRTN
57421FAS6
1000000.00000000
PA
USD
1037972.00000000
0.020966257989
Long
DBT
MUN
US
N
2
2034-08-01
Fixed
5.00000000
N
N
N
N
N
N
Arizona Health Facilities Authority
N/A
ARIZONA ST HLTH FACS AUTH
040507PD1
1270000.00000000
PA
USD
1271546.73000000
0.025684292819
Long
DBT
MUN
US
N
2
2023-12-01
Fixed
5.00000000
N
N
N
N
N
N
City of Atlanta GA Department of Aviation
N/A
ATLANTA GA ARPT REVENUE
04780MZN2
1250000.00000000
PA
USD
1301687.00000000
0.026293103728
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
5.00000000
N
N
N
N
N
N
Pennsylvania Economic Development Financing Authority
N/A
PENNSYLVANIA ST ECON DEV FING AUTH REVENUE
70869PJT5
4500000.00000000
PA
USD
4510754.10000000
0.091113858742
Long
DBT
MUN
US
N
2
2026-12-31
Fixed
5.00000000
N
N
N
N
N
N
Gilbert Water Resource Municipal Property Corp
N/A
GILBERT AZ WTR RESOURCE MUNI PROPERTY CORP UTILITY SYS REVEN
37530ACB2
1805000.00000000
PA
USD
1941881.81000000
0.039224560020
Long
DBT
MUN
US
N
2
2037-07-15
Fixed
5.00000000
N
N
N
N
N
N
State of Arizona Lottery Revenue
N/A
ARIZONA ST LOTTERY REVENUE
040624BL1
5500000.00000000
PA
USD
5757160.20000000
0.116290329641
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
5.00000000
N
N
N
N
N
N
City & County of Denver CO Airport System Revenue
N/A
DENVER CITY & CNTY CO ARPT REVENUE
249182KY1
10000000.00000000
PA
USD
10092158.00000000
0.203854042591
Long
DBT
MUN
US
N
2
2025-12-01
Fixed
5.00000000
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
PUERTO RICO CMWLTH
74514L3J4
624415.00000000
PA
USD
652089.76000000
0.013171725384
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
5.75000000
N
N
N
N
N
N
Massachusetts Development Finance Agency
549300UZSVMFXJK08K70
MASSACHUSETTS ST DEV FIN AGY REVENUE
57584YNW5
1625000.00000000
PA
USD
1730499.88000000
0.034954803149
Long
DBT
MUN
US
N
2
2033-10-01
Fixed
5.00000000
N
N
N
N
N
N
Greater Asheville Regional Airport Authority
N/A
GTR ASHEVILLE REGL ARPT AUTH NC ARPT SYS REVENUE
39160CAP2
3220000.00000000
PA
USD
3314731.76000000
0.066955102108
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
5.25000000
N
N
N
N
N
N
Triborough Bridge & Tunnel Authority
54930020ZN4LQF7K3456
TRIBOROUGH NY BRIDGE & TUNNELAUTH PAYROLL MOBILITY TAX
89602HEW3
14000000.00000000
PA
USD
14048234.20000000
0.283763822657
Long
DBT
MUN
US
N
2
2026-04-01
Floating
4.61400000
N
N
N
N
N
N
Greater Asheville Regional Airport Authority
N/A
GTR ASHEVILLE REGL ARPT AUTH NC ARPT SYS REVENUE
39160CBJ5
1000000.00000000
PA
USD
1028148.90000000
0.020767838717
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
5.25000000
N
N
N
N
N
N
Philadelphia Authority for Industrial Development
549300DIY68KQZEW7M79
PHILADELPHIA PA AUTH FOR INDL DEV UNIV REVENUE
71780TAT0
1750000.00000000
PA
USD
1808480.80000000
0.036529959403
Long
DBT
MUN
US
N
2
2033-11-01
Fixed
5.00000000
N
N
N
N
N
N
State of Wisconsin
549300VTAT608CNZ5827
WISCONSIN ST
97705MWY7
3170000.00000000
PA
USD
3190173.56000000
0.064439119638
Long
DBT
MUN
US
N
2
2024-05-01
Fixed
5.00000000
N
N
N
N
N
N
Massachusetts Development Finance Agency
549300UZSVMFXJK08K70
MASSACHUSETTS ST DEV FIN AGY REVENUE
57584X8L8
9000000.00000000
PA
USD
9395235.00000000
0.189776719295
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
5.00000000
N
N
N
N
N
N
Triborough Bridge & Tunnel Authority
54930020ZN4LQF7K3456
TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX
89602HAG2
14725000.00000000
PA
USD
11148167.92000000
0.225184653072
Long
DBT
MUN
US
N
2
2034-05-15
Fixed
2.41100000
N
N
N
N
N
N
City of Glendale AZ
5493002BC35ZY7XRQ949
GLENDALE AZ SENIOR EXCISE TAX REVENUE
378307AG7
9010000.00000000
PA
USD
9086430.93000000
0.183539108069
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac Multifamily
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
35833JAJ6
1947682.43000000
PA
USD
1355406.42000000
0.027378195830
Long
ABS-MBS
USGSE
US
N
2
2038-06-25
Fixed
2.04600000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS2AU39 IRS USD R V 12MUSCPI IS2AU40 CCPINFLATIONZERO / Short: BS2AU39 IRS USD P F 2.68000 IS2AU39 CCPINFLATIONZERO
000000000
22000000.00000000
OU
Notional Amount
USD
1722018.10000000
0.034783477537
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
22000000.00000000
USD
1722018.10000000
N
N
N
County of Miami-Dade FL Aviation Revenue
N/A
MIAMI-DADE CNTY FL AVIATION REVENUE
59333PQ35
1725000.00000000
PA
USD
1725000.00000000
0.034843709687
Long
DBT
MUN
US
N
2
2023-10-01
Fixed
5.00000000
N
N
N
N
N
N
Chicago O'Hare International Airport
N/A
CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE
1675932J0
2200000.00000000
PA
USD
2183313.22000000
0.044101293909
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
5.00000000
N
N
N
N
N
N
City of Los Angeles Department of Airports
N/A
LOS ANGELES CA DEPT OF ARPTS ARPT REVENUE
544445FY0
5840000.00000000
PA
USD
5942414.91000000
0.120032336212
Long
DBT
MUN
US
N
2
2036-05-15
Fixed
5.00000000
N
N
N
N
N
N
Dallas Fort Worth International Airport
N/A
DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE
235036V80
11585000.00000000
PA
USD
11589421.99000000
0.234097655225
Long
DBT
MUN
US
N
2
2028-11-01
Fixed
5.25000000
N
N
N
N
N
N
JEA Water & Sewer System Revenue
N/A
JEA FL WTR & SWR REVENUE
46615SAM0
1565000.00000000
PA
USD
1573239.26000000
0.031778256257
Long
DBT
MUN
US
N
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
California Housing Finance Agency
549300BOPCVLBA552Z14
CALIFORNIA HSG FIN AGY MUNI CTFS
13033DAJ4
3887697.29000000
PA
USD
3403180.19000000
0.068741694234
Long
DBT
MUN
US
N
2
2036-08-20
Fixed
3.25000000
N
N
N
N
N
N
City of Houston TX Airport System Revenue
N/A
HOUSTON TX ARPT SYS REVENUE
4423487V4
9135000.00000000
PA
USD
9093482.34000000
0.183681541276
Long
DBT
MUN
US
N
2
2028-07-15
Fixed
5.00000000
N
N
N
N
N
N
Arizona Health Facilities Authority
N/A
ARIZONA ST HLTH FACS AUTH
040507PE9
1500000.00000000
PA
USD
1515154.65000000
0.030604990583
Long
DBT
MUN
US
N
2
2024-12-01
Fixed
5.00000000
N
N
N
N
N
N
WPPI Energy
5493000UBF6PCV5RXZ13
WPPI ENERGY WI PWR SPLY REVENUE
92937NBC7
1000000.00000000
PA
USD
1005043.60000000
0.020301128940
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
5.00000000
N
N
N
N
N
N
New Jersey Health Care Facilities Financing Authority
N/A
NEW JERSEY ST HLTH CARE FACS FING AUTH
645793BK5
1000000.00000000
PA
USD
1000000.00000000
0.020199251992
Long
DBT
MUN
US
N
2
2035-07-01
Floating
3.90000000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI REVENUE
74442PMQ5
3720000.00000000
PA
USD
3682913.09000000
0.074392089572
Long
DBT
MUN
US
N
2
2027-10-01
Fixed
5.00000000
N
N
N
N
N
N
Hidalgo County Regional Mobility Authority
N/A
HIDALGO CNTY TX REGL MOBILITY AUTH TOLL & VEHICLE REGISTRATI
42934AAC4
500000.00000000
PA
USD
517497.95000000
0.010453071497
Long
DBT
MUN
US
N
2
2030-12-01
Fixed
5.00000000
N
N
N
N
N
N
North Texas Tollway Authority
PQGZGRE0F2WPMYQQ1B78
N TX TOLLWAY AUTH REVENUE
66285WPE0
3200000.00000000
PA
USD
3226622.72000000
0.065175365406
Long
DBT
MUN
US
N
2
2026-01-01
Fixed
5.00000000
N
N
N
N
N
N
New Hope Cultural Education Facilities Finance Corp
N/A
NEW HOPE CULTURAL EDU FACS FIN CORP TX HOSP REVENUE
645424AF9
2500000.00000000
PA
USD
2545219.75000000
0.051411535106
Long
DBT
MUN
US
N
2
2025-08-15
Fixed
5.00000000
N
N
N
N
N
N
City of Atlanta GA Department of Aviation
N/A
ATLANTA GA ARPT REVENUE
04780ME62
1565000.00000000
PA
USD
1637546.36000000
0.033077211575
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI EDUCTNL FAC REVENUE
74443DHG9
6000000.00000000
PA
USD
5607711.60000000
0.113271579710
Long
DBT
MUN
US
N
2
2042-03-01
Fixed
5.25000000
N
N
N
N
N
N
Columbus Regional Airport Authority
N/A
COLUMBUS OH REGL ARPT AUTH CAPITAL FUNDING REVENUE
199544AB3
1560000.00000000
PA
USD
1560000.00000000
0.031510833108
Long
DBT
MUN
US
N
2
2036-12-01
Floating
3.85000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
64990FK78
19200000.00000000
PA
USD
18488568.96000000
0.373455263406
Long
DBT
MUN
US
N
2
2037-03-15
Fixed
4.00000000
N
N
N
N
N
N
City & County of Denver CO Airport System Revenue
N/A
DENVER CITY & CNTY CO ARPT REVENUE
249182JV9
4085000.00000000
PA
USD
4089906.09000000
0.082613043738
Long
DBT
MUN
US
N
2
2023-11-15
Fixed
5.00000000
N
N
N
N
N
N
Illinois Finance Authority
549300ZG6UBPNNNRN315
ILLINOIS ST FIN AUTH REVENUE
45204E6P8
350000.00000000
PA
USD
345666.72000000
0.006982209182
Long
DBT
MUN
US
N
2
2025-09-01
Fixed
5.00000000
N
N
N
N
N
N
State of Connecticut Special Tax Revenue
N/A
CONNECTICUT ST SPL TAX OBLIG REVENUE
207758H55
1060000.00000000
PA
USD
1002235.41000000
0.020244405602
Long
DBT
MUN
US
N
2
2039-11-01
Fixed
4.00000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447TW58
5595000.00000000
PA
USD
5118764.23000000
0.103395208572
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
4.00000000
N
N
N
N
N
N
North Texas Tollway Authority
PQGZGRE0F2WPMYQQ1B78
N TX TOLLWAY AUTH REVENUE
66285WPF7
2100000.00000000
PA
USD
2117412.36000000
0.042770145832
Long
DBT
MUN
US
N
2
2027-01-01
Fixed
5.00000000
N
N
N
N
N
N
Cobb County Kennestone Hospital Authority
549300TB04LETJYNFR44
COBB CNTY GA KENNESTONE HOSP AUTH
190813SM8
225000.00000000
PA
USD
235979.64000000
0.004766612213
Long
DBT
MUN
US
N
2
2030-04-01
Fixed
5.00000000
N
N
N
N
N
N
Consolidated Govt of the City of Baton Rouge & Parish of E Baton Rouge Sales Tax
N/A
E BATON ROUGE PARISH LA SALES TAX REVENUE
270764EM1
2535000.00000000
PA
USD
2567181.83000000
0.051855152695
Long
DBT
MUN
US
N
2
2028-08-01
Fixed
5.00000000
N
N
N
N
N
N
Commonwealth of Pennsylvania
N/A
PENNSYLVANIA ST
70914PJ94
6065000.00000000
PA
USD
6234906.73000000
0.125940452190
Long
DBT
MUN
US
N
2
2026-01-01
Fixed
5.00000000
N
N
N
N
N
N
Railsplitter Tobacco Settlement Authority
N/A
RAILSPLITTER IL TOBACCO SETTLEMENT AUTH
75076PAX3
12450000.00000000
PA
USD
12661994.87000000
0.255762825109
Long
DBT
MUN
US
N
2
2025-06-01
Fixed
5.00000000
N
N
N
N
N
N
New Hope Cultural Education Facilities Finance Corp
N/A
NEW HOPE CULTURAL ED FACS FIN CORP TX RETIREMENT FAC REVENUE
64542UFW9
840000.00000000
PA
USD
698974.92000000
0.014118770545
Long
DBT
MUN
US
N
2
2032-01-01
Fixed
4.00000000
N
N
N
N
N
N
City of Philadelphia PA Water & Wastewater Revenue
N/A
PHILADELPHIA PA WTR & WSTWTR REVENUE
717893ZZ7
7750000.00000000
PA
USD
7923617.05000000
0.160051137486
Long
DBT
MUN
US
N
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
6461362C4
975000.00000000
PA
USD
994401.53000000
0.020086167086
Long
DBT
MUN
US
N
2
2028-06-15
Fixed
5.00000000
N
N
N
N
N
N
Commonwealth of Massachusetts Transportation Fund Revenue
N/A
MASSACHUSETTS ST TRANSPRTN FUND REVENUE
57604TJY3
10340000.00000000
PA
USD
10854064.47000000
0.219243983374
Long
DBT
MUN
US
N
2
2041-06-01
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
135383.90000000
OU
Notional Amount
USD
-19481.74000000
-0.00039351657
N/A
DCR
GB
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-12446.71000000
USD
135383.90000000
USD
-7035.03000000
N
N
N
South Dakota Health & Educational Facilities Authority
549300ZW6LKR8UI2C378
SOUTH DAKOTA ST HLTH & EDUCTNL FACS AUTH
83755VC85
3400000.00000000
PA
USD
3473656.58000000
0.070165264595
Long
DBT
MUN
US
N
2
2029-09-01
Fixed
5.00000000
N
N
N
N
N
N
Port of Seattle WA
549300T9UCDUJ3GZL429
PORT OF SEATTLE WA REVENUE
735389Q92
5000000.00000000
PA
USD
4419013.50000000
0.089260767245
Long
DBT
MUN
US
N
2
2041-08-01
Fixed
4.00000000
N
N
N
N
N
N
New Jersey Economic Development Authority
5493006JS6QWDVU4R678
NEW JERSEY ST ECON DEV AUTH REV
64577XEU6
3000000.00000000
PA
USD
3053290.20000000
0.061674178156
Long
DBT
MUN
US
N
2
2027-06-15
Fixed
5.00000000
N
N
N
N
N
N
City of Dallas TX
N/A
DALLAS TX
235219VF6
2000000.00000000
PA
USD
2090548.20000000
0.042227509894
Long
DBT
MUN
US
N
2
2039-02-15
Fixed
5.00000000
N
N
N
N
N
N
Cobb County Kennestone Hospital Authority
549300TB04LETJYNFR44
COBB CNTY GA KENNESTONE HOSP AUTH
190813SN6
250000.00000000
PA
USD
260137.30000000
0.005254578875
Long
DBT
MUN
US
N
2
2031-04-01
Fixed
5.00000000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
ILLINOIS ST
452152VT5
3500000.00000000
PA
USD
3507689.85000000
0.070852711192
Long
DBT
MUN
US
N
2
2024-02-01
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
57160000.00000000
OU
Notional Amount
USD
6927755.82000000
0.139935485551
N/A
DIR
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
N/A
N/A
Y
2029-10-09
0.00000000
USD
0.00000000
USD
57160000.00000000
USD
6927755.82000000
N
N
N
Freddie Mac Multifamily
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
3137H9JQ3
3747605.69000000
PA
USD
256759.71000000
0.005186354083
Long
ABS-MBS
USGSE
US
N
2
2036-09-25
Variable
1.00400000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XBM5
282223.75000000
PA
USD
301230.67000000
0.006084634211
Long
ABS-MBS
USGSE
US
N
2
2028-08-25
Floating
12.17900000
N
N
N
N
N
N
South Jersey Transportation Authority
549300W8SZI2CAOKT956
S JERSEY NJ TRANSPRTN AUTH TRANSPRTN SYS REVENUE
838536MG2
450000.00000000
PA
USD
475843.59000000
0.009611684583
Long
DBT
MUN
US
N
2
2036-11-01
Fixed
5.00000000
N
N
N
N
N
N
Infirmary Health System Special Care Facilities Financing Authority of Mobile
N/A
INFIRMARY HLTH SYS AL SPL CARE FACS FING AUTH REVENUE
45663NBZ4
1000000.00000000
PA
USD
867677.50000000
0.017526436470
Long
DBT
MUN
US
N
2
2039-02-01
Fixed
4.00000000
N
N
N
N
N
N
Commonwealth of Pennsylvania
N/A
PENNSYLVANIA ST
70914PD82
9575000.00000000
PA
USD
9677266.75000000
0.195473549683
Long
DBT
MUN
US
N
2
2024-09-15
Fixed
5.00000000
N
N
N
N
N
N
University of Illinois
549300VD8PPC4Q5HK850
UNIV OF ILLINOIS IL REVENUES
914353WV5
200000.00000000
PA
USD
200000.00000000
0.004039850398
Long
DBT
MUN
US
N
2
2026-10-01
Floating
4.05000000
N
N
N
N
N
N
Sacramento County Water Financing Authority
N/A
SACRAMENTO CNTY CA WTR FING AUTH REVENUE
78615RCV3
15000000.00000000
PA
USD
12285367.50000000
0.248155233955
Long
DBT
MUN
US
N
2
2039-06-01
Floating
4.37000000
N
N
N
N
N
N
Health & Educational Facilities Authority of the State of Missouri
549300IWTBCMX5JB3277
MISSOURI ST HLTH & EDUCTNL FACS AUTH HLTH FACS REVENUE
60637ATD4
4000000.00000000
PA
USD
3947181.60000000
0.079730115799
Long
DBT
MUN
US
N
2
2033-07-01
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
73358W3W2
2915000.00000000
PA
USD
2679942.56000000
0.054132835095
Long
DBT
MUN
US
N
2
2037-11-01
Fixed
4.00000000
N
N
N
N
N
N
City of Salt Lake City UT Airport Revenue
N/A
SALT LAKE CITY UT ARPT REVENUE
795576JM0
3365000.00000000
PA
USD
3478091.93000000
0.070254855347
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
5.00000000
N
N
N
N
N
N
Michigan Strategic Fund
N/A
MICHIGAN ST STRATEGIC FUND LTD OBLG REVENUE
594698PW6
3210000.00000000
PA
USD
3205963.43000000
0.064758063201
Long
DBT
MUN
US
N
2
2024-12-31
Fixed
5.00000000
N
N
N
N
N
N
State of Oregon Department of Administrative Services
N/A
OREGON ST DEPT OF ADMIN SVCS COPS
68608VDM3
10000.00000000
PA
USD
10007.04000000
0.000202134722
Long
DBT
MUN
US
N
2
2023-11-01
Fixed
5.00000000
N
N
N
N
N
N
Virginia Small Business Financing Authority
N/A
VIRGINIA ST SMALL BUSINESS FING AUTH REVENUE
928104MP0
1400000.00000000
PA
USD
1422036.84000000
0.028724080474
Long
DBT
MUN
US
N
2
2029-01-01
Fixed
5.00000000
N
N
N
N
N
N
New Hope Cultural Education Facilities Finance Corp
N/A
NEW HOPE CULTURAL EDU FACS FIN CORP TX HOSP REVENUE
645424AG7
2000000.00000000
PA
USD
2058620.40000000
0.041582592216
Long
DBT
MUN
US
N
2
2026-08-15
Fixed
5.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: IS1N5S9 CDS USD R F 3.00000 IS1N5S9 CMBX / Short: IS1N5S9 CDS USD P V 01MEVENT IS1N5T0 CMBX
000000000
962838.58000000
OU
Notional Amount
USD
-138552.47000000
-0.00279865625
N/A
DCR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-83758.09000000
USD
962838.58000000
USD
-54794.38000000
N
N
N
New Jersey Economic Development Authority
5493006JS6QWDVU4R678
NEW JERSEY ST ECON DEV AUTH REVENUE
645918Z63
1000000.00000000
PA
USD
1002633.70000000
0.020252450762
Long
DBT
MUN
US
N
2
2026-01-01
Fixed
5.50000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59259YP45
9505000.00000000
PA
USD
9514580.09000000
0.192187400842
Long
DBT
MUN
US
N
2
2026-11-15
Fixed
5.00000000
N
N
N
N
N
N
Black Belt Energy Gas District
549300I8V0Z68JQCB679
BLACK BELT ENERGY GAS DIST AL GAS PROJECT REVENUE
09182TCR6
11435000.00000000
PA
USD
11662128.83000000
0.235566279008
Long
DBT
MUN
US
N
2
2049-06-01
Floating
5.50000000
N
N
N
N
N
N
Washington Health Care Facilities Authority
549300ZVPWQIL3N5TL85
WASHINGTON ST HLTH CARE FACS AUTH
93978HSF3
2175000.00000000
PA
USD
2208783.19000000
0.044615768251
Long
DBT
MUN
US
N
2
2027-08-15
Fixed
5.00000000
N
N
N
N
N
N
Massachusetts Development Finance Agency
549300UZSVMFXJK08K70
MASSACHUSETTS ST DEV FIN AGY REVENUE
57584YNS4
1000000.00000000
PA
USD
1064402.70000000
0.021500138358
Long
DBT
MUN
US
N
2
2029-10-01
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
64971XNE4
41825000.00000000
PA
USD
43828187.46000000
0.885296602886
Long
DBT
MUN
US
N
2
2036-11-01
Fixed
5.00000000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAE3
4513000.00000000
PA
USD
4139233.34000000
0.083609417291
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
1.54700000
N
N
N
N
N
N
Louisiana Local Government Environmental Facilities & Community Development Auth
5493004WIZ1HV87IVF85
LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH REVE
54628CJ94
20275000.00000000
PA
USD
20188995.48000000
0.407802607179
Long
DBT
MUN
US
N
2
2046-12-01
Floating
4.00000000
N
N
N
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
Long: IS1PCY0 CDS USD R F 3.00000 IS1PCY0 CMBX / Short: IS1PCY0 CDS USD P V 01MEVENT IS1PCZ1 CMBX
000000000
1668594.42000000
OU
Notional Amount
USD
-240110.73000000
-0.00485005714
N/A
DCR
GB
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-188919.81000000
USD
1668594.42000000
USD
-51190.92000000
N
N
N
County of Allen OH Hospital Facilities Revenue
N/A
ALLEN CNTY OH HOSP FACS REVENUE
01757LGU4
1565000.00000000
PA
USD
1658007.64000000
0.033490514126
Long
DBT
MUN
US
N
2
2029-12-01
Fixed
5.00000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447TJ79
610000.00000000
PA
USD
618499.92000000
0.012493235741
Long
DBT
MUN
US
N
2
2025-06-01
Fixed
5.00000000
N
N
N
N
N
N
Philadelphia Authority for Industrial Development
549300DIY68KQZEW7M79
PHILADELPHIA PA AUTH FOR INDL DEV UNIV REVENUE
71780TAU7
2110000.00000000
PA
USD
2182006.70000000
0.044074903183
Long
DBT
MUN
US
N
2
2034-11-01
Fixed
5.00000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063CKS8
30965000.00000000
PA
USD
31225211.28000000
0.630725911169
Long
DBT
MUN
US
N
2
2025-05-01
Fixed
5.00000000
N
N
N
N
N
N
BAYLOR SCOTT & WHITE HOL
549300JQDKSBWYRGGV95
Baylor Scott & White Holdings
072863AH6
5000000.00000000
PA
USD
3874500.00000000
0.078262001845
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
1.77700000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
6461363L3
3050000.00000000
PA
USD
3110213.41000000
0.062823984419
Long
DBT
MUN
US
N
2
2029-06-15
Fixed
5.00000000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
6461364D0
5230000.00000000
PA
USD
5419633.52000000
0.109472543178
Long
DBT
MUN
US
N
2
2032-12-15
Fixed
5.00000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063D5R5
10000000.00000000
PA
USD
10625891.00000000
0.214635049955
Long
DBT
MUN
US
N
2
2043-09-01
Fixed
5.00000000
N
N
N
N
N
N
Indiana Finance Authority
549300PS0PAS7NDSSI20
INDIANA ST FIN AUTH HLTH FAC REVENUE
45471CBL1
790000.00000000
PA
USD
787289.59000000
0.015902660819
Long
DBT
MUN
US
N
2
2026-04-01
Fixed
5.00000000
N
N
N
N
N
N
Village of Brookfield IL
N/A
BROOKFIELD IL
112732AA0
575000.00000000
PA
USD
575000.00000000
0.011614569895
Long
DBT
MUN
US
N
2
2038-06-01
Floating
3.85000000
N
N
N
N
N
N
County of Prince George's MD
549300NSQ1W50I0VU811
PRINCE GEORGES CNTY MD
7417015G7
10000000.00000000
PA
USD
10093641.00000000
0.203883998082
Long
DBT
MUN
US
N
2
2024-07-15
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
64971XAN8
4860000.00000000
PA
USD
4983229.19000000
0.100657502146
Long
DBT
MUN
US
N
2
2033-08-01
Fixed
5.00000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447TK28
1000000.00000000
PA
USD
1047088.70000000
0.021150408509
Long
DBT
MUN
US
N
2
2028-06-01
Fixed
5.00000000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
ILLINOIS ST
452153EZ8
10000000.00000000
PA
USD
10504719.00000000
0.212187466193
Long
DBT
MUN
US
N
2
2033-05-01
Fixed
5.00000000
N
N
N
N
N
N
Wisconsin Health & Educational Facilities Authority
549300ISNGXS0VHGVD41
WISCONSIN ST HLTH & EDUCTNL FACS AUTH REVENUE
97712JEG4
4000000.00000000
PA
USD
3921196.40000000
0.079205234196
Long
DBT
MUN
US
N
2
2054-08-15
Floating
4.16000000
N
N
N
N
N
N
Orange County School Board
549300SEFJ368NVQXL34
ORANGE CNTY FL SCH BRD COPS
684517QB4
21280000.00000000
PA
USD
21476267.57000000
0.433804540508
Long
DBT
MUN
US
N
2
2029-08-01
Fixed
5.00000000
N
N
N
N
N
N
North Texas Tollway Authority
PQGZGRE0F2WPMYQQ1B78
N TX TOLLWAY AUTH REVENUE
66285WPG5
5975000.00000000
PA
USD
6025728.35000000
0.121715205381
Long
DBT
MUN
US
N
2
2028-01-01
Fixed
5.00000000
N
N
N
N
N
N
Pennsylvania Turnpike Commission
549300J8LLBYEYEXZJ24
PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE
709224L72
5890000.00000000
PA
USD
6212734.30000000
0.125492585689
Long
DBT
MUN
US
N
2
2030-12-01
Fixed
5.00000000
N
N
N
N
N
N
South Carolina Public Service Authority
EMBXY64GWKA9MZGFUD26
SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE
837151YW3
6350000.00000000
PA
USD
6362131.04000000
0.128510288087
Long
DBT
MUN
US
N
2
2043-12-01
Fixed
5.00000000
N
N
N
N
N
N
Harris County Cultural Education Facilities Finance Corp
N/A
HARRIS CNTY TX CULTURAL EDU FACS FIN CORP REVENUE
414009RU6
1500000.00000000
PA
USD
1498500.15000000
0.030268582140
Long
DBT
MUN
US
N
2
2049-07-01
Floating
4.83000000
N
N
N
N
N
N
California Community Choice Financing Authority
549300X8VKJ215S2R571
CALIFORNIA CMNTY CHOICE FING AUTH CLEAN ENERGY PROJ REVENUE
13013JDC7
5000000.00000000
PA
USD
4965611.50000000
0.100301637986
Long
DBT
MUN
US
N
2
2054-02-01
Floating
5.22800000
N
N
N
N
N
N
City of Houston TX Hotel Occupancy Tax & Special Revenue
N/A
HOUSTON TX HOTEL OCCUPANCY TAX & SPL REVENUE
44237NHK1
2000000.00000000
PA
USD
2010202.00000000
0.040604576754
Long
DBT
MUN
US
N
2
2025-09-01
Fixed
5.00000000
N
N
N
N
N
N
County of Frederick MD
N/A
FREDERICK CNTY MD
35569PKA0
165000.00000000
PA
USD
173842.75000000
0.003511493514
Long
DBT
MUN
US
N
2
2027-08-01
Fixed
5.00000000
N
N
N
N
N
N
State of Maryland Department of Transportation
N/A
MARYLAND ST DEPT OF TRANSPRTN
57421FAJ6
1500000.00000000
PA
USD
1520730.60000000
0.030717620602
Long
DBT
MUN
US
N
2
2026-08-01
Fixed
5.00000000
N
N
N
N
N
N
Southeast Energy Authority A Cooperative District
25490090A3RLJHITY273
SOUTHEAST ENERGY AUTH AL COMMODITY SPLY REVENUE
84136FBT3
13025000.00000000
PA
USD
13109528.34000000
0.264802666444
Long
DBT
MUN
US
N
2
2054-01-01
Floating
5.25000000
N
N
N
N
N
N
California Housing Finance Agency
549300BOPCVLBA552Z14
CALIFORNIA HSG FIN AGY MUNI CTFS
13033DAH8
9751399.81000000
PA
USD
480030.21000000
0.009696251175
Long
DBT
MUN
US
N
2
2035-03-25
Variable
0.84100000
N
N
N
N
N
N
Port of Portland OR Airport Revenue
N/A
PORT OF PORTLAND OR ARPT REVENUE
7352402L6
11255000.00000000
PA
USD
10420322.45000000
0.210482719012
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
4.00000000
N
N
N
N
N
N
South Dakota Health & Educational Facilities Authority
549300ZW6LKR8UI2C378
SOUTH DAKOTA ST HLTH & EDUCTNL FACS AUTH
83755VC93
3625000.00000000
PA
USD
3700347.44000000
0.074744250401
Long
DBT
MUN
US
N
2
2030-09-01
Fixed
5.00000000
N
N
N
N
N
N
State of Connecticut
5493007GRO6CU0IKP741
CONNECTICUT ST
20772JT51
14500000.00000000
PA
USD
14885137.40000000
0.300668641288
Long
DBT
MUN
US
N
2
2029-03-15
Fixed
5.00000000
N
N
N
N
N
N
Chicago O'Hare International Airport
N/A
CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE
167593Z62
800000.00000000
PA
USD
827024.08000000
0.016705267795
Long
DBT
MUN
US
N
2
2030-01-01
Fixed
5.00000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447TDZ3
12065000.00000000
PA
USD
11554517.79000000
0.233392616494
Long
DBT
MUN
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
Vauxmont Metropolitan District
549300M7XL6MB0OW8D56
VAUXMONT MET DIST CO
92242SAN3
822000.00000000
PA
USD
593616.18000000
0.011990602806
Long
DBT
MUN
US
N
2
2050-12-15
Fixed
3.25000000
N
N
N
N
N
N
City of Philadelphia PA Water & Wastewater Revenue
N/A
PHILADELPHIA PA WTR & WSTWTR REVENUE
717893ZY0
7000000.00000000
PA
USD
7075217.10000000
0.142914093105
Long
DBT
MUN
US
N
2
2024-10-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0AD1
210321.24000000
PA
USD
211290.95000000
0.004267919142
Long
ABS-MBS
USGSE
US
N
2
2023-11-25
Floating
9.67900000
N
N
N
N
N
N
City of Philadelphia PA Airport Revenue
N/A
PHILADELPHIA PA ARPT REVENUE
717817XJ4
10350000.00000000
PA
USD
10631314.04000000
0.214744591307
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
Washington State Housing Finance Commission
549300YL1HU59NREG764
WASHINGTON ST HSG FIN COMMISSION MF HSG REVENUE
93978PNZ6
1000000.00000000
PA
USD
1000000.00000000
0.020199251992
Long
DBT
MUN
US
N
2
2047-11-01
Floating
4.12000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261AQE0
8500000.00000000
PA
USD
8751321.20000000
0.176770142187
Long
DBT
MUN
US
N
2
2033-11-15
Fixed
5.00000000
N
N
N
N
N
N
Philadelphia Authority for Industrial Development
549300DIY68KQZEW7M79
PHILADELPHIA PA AUTH FOR INDL DEV UNIV REVENUE
71780TAM5
835000.00000000
PA
USD
856124.08000000
0.017293066028
Long
DBT
MUN
US
N
2
2027-11-01
Fixed
5.00000000
N
N
N
N
N
N
Vauxmont Metropolitan District
549300M7XL6MB0OW8D56
VAUXMONT MET DIST CO
92242SAV5
305000.00000000
PA
USD
317505.27000000
0.006413368957
Long
DBT
MUN
US
N
2
2027-12-01
Fixed
5.00000000
N
N
N
N
N
N
Montgomery County Higher Education and Health Authority
N/A
MONTGOMERY CNTY PA HGR EDU & HLTH AUTH
613603A33
1200000.00000000
PA
USD
1239076.44000000
0.025028417249
Long
DBT
MUN
US
N
2
2032-09-01
Fixed
5.00000000
N
N
N
N
N
N
Ohio Higher Educational Facility Commission
5493007MQT6NGNN6BR81
OHIO ST HGR EDUCTNL FAC COMMISSION
67756DN36
3030000.00000000
PA
USD
3316737.99000000
0.066995626453
Long
DBT
MUN
US
N
2
2032-10-01
Fixed
5.00000000
N
N
N
N
N
N
PEFA Inc
549300RSE249DJNRHY07
PEFA INC IA GAS PROJ REVENUE
70556CAB0
14000000.00000000
PA
USD
13966323.00000000
0.282109277688
Long
DBT
MUN
US
N
2
2049-09-01
Floating
5.00000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20753VCZ9
813000.00000000
PA
USD
847290.63000000
0.017114636946
Long
ABS-MBS
USGSE
US
N
2
2040-02-25
Floating
9.07900000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI HOSP REVENUE
74442CDJ0
615000.00000000
PA
USD
484098.60000000
0.009778429610
Long
DBT
MUN
US
N
2
2035-02-01
Fixed
4.00000000
N
N
N
N
N
N
Massachusetts Development Finance Agency
549300UZSVMFXJK08K70
MASSACHUSETTS ST DEV FIN AGY REVENUE
57584YB24
325000.00000000
PA
USD
332118.25000000
0.006708540223
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
5.00000000
N
N
N
N
N
N
State of Minnesota
N/A
MINNESOTA ST
60412AB36
12000000.00000000
PA
USD
12122414.40000000
0.244863703225
Long
DBT
MUN
US
N
2
2024-08-01
Fixed
5.00000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447TWX7
48585000.00000000
PA
USD
49128714.74000000
0.992363289109
Long
DBT
MUN
US
N
2
2036-05-15
Fixed
5.00000000
N
N
N
N
N
N
Hidalgo County Regional Mobility Authority
N/A
HIDALGO CNTY TX REGL MOBILITY AUTH TOLL & VEHICLE REGISTRATI
42934AAA8
200000.00000000
PA
USD
205259.04000000
0.004146079072
Long
DBT
MUN
US
N
2
2028-12-01
Fixed
5.00000000
N
N
N
N
N
N
Wisconsin Health & Educational Facilities Authority
549300ISNGXS0VHGVD41
WISCONSIN ST HLTH & EDUCTNL FACS AUTH REVENUE
97712JGV9
5000000.00000000
PA
USD
5102597.00000000
0.103068642620
Long
DBT
MUN
US
N
2
2054-08-15
Floating
5.00000000
N
N
N
N
N
N
City of Bridgeport CT
N/A
BRIDGEPORT CT
108152GR4
260000.00000000
PA
USD
273587.26000000
0.005526258006
Long
DBT
MUN
US
N
2
2027-08-15
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
7015000.00000000
PA
USD
6976750.71000000
0.140925145681
Long
DBT
MUN
US
N
2
2039-12-01
Fixed
5.00000000
N
N
N
N
N
N
Regents of the University of California Medical Center Pooled Revenue
N/A
UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE
913366KL3
5000000.00000000
PA
USD
5362414.50000000
0.108316761774
Long
DBT
MUN
US
N
2
2038-05-15
Fixed
5.00000000
N
N
N
N
N
N
Virginia Small Business Financing Authority
N/A
VIRGINIA ST SMALL BUSINESS FING AUTH REVENUE
928104NV6
7250000.00000000
PA
USD
6577085.45000000
0.132852206381
Long
DBT
MUN
US
N
2
2037-01-01
Fixed
4.00000000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
ILLINOIS ST
452152S36
8590000.00000000
PA
USD
8665981.99000000
0.175046353979
Long
DBT
MUN
US
N
2
2024-12-01
Fixed
5.00000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447TK93
1000000.00000000
PA
USD
982649.10000000
0.019848776791
Long
DBT
MUN
US
N
2
2035-06-01
Fixed
4.00000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447TH97
5000000.00000000
PA
USD
4349187.50000000
0.087850334275
Long
DBT
MUN
US
N
2
2039-06-01
Fixed
3.26700000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI HOSP REVENUE
74442CDK7
3335000.00000000
PA
USD
2589578.14000000
0.052307541404
Long
DBT
MUN
US
N
2
2036-02-01
Fixed
4.00000000
N
N
N
N
N
N
South Carolina Public Service Authority
EMBXY64GWKA9MZGFUD26
SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE
837151YT0
1200000.00000000
PA
USD
1213354.56000000
0.024508854513
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
5.00000000
N
N
N
N
N
N
Hillsborough County School Board
549300E7JND1K3JLOI29
HILLSBOROUGH CNTY FL SCH BRD SALES TAX REVENUE
432337ET6
2650000.00000000
PA
USD
2650000.00000000
0.053528017780
Long
DBT
MUN
US
N
2
2023-10-01
Fixed
5.00000000
N
N
N
N
N
N
Massachusetts Bay Transportation Authority Assessment Revenue
N/A
MASSACHUSETTS BAY MA TRANSPRTN AUTH REVENUE
575577NV9
2290000.00000000
PA
USD
2156249.57000000
0.043554628423
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
4.00000000
N
N
N
N
N
N
HTA TRRB Custodial Trust
N/A
HTA TRRB-2007N-745190ZR2 ASSURED CUSTODIAL TRUST
44333GAA8
5100000.00000000
PA
USD
4969488.45000000
0.100379949476
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
3360000.00000000
PA
USD
3330528.10000000
0.067274176360
Long
DBT
MUN
US
N
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
Kentucky Economic Development Finance Authority
N/A
KENTUCKY ST ECON DEV FIN AUTH
49126KLC3
1260000.00000000
PA
USD
1245955.79000000
0.025167374973
Long
DBT
MUN
US
N
2
2041-08-15
Fixed
5.00000000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI POLL CONTROL REVENUE
74447HAB4
5315000.00000000
PA
USD
5189923.17000000
0.104832565933
Long
DBT
MUN
US
N
2
2046-10-01
Floating
3.30000000
N
N
N
N
N
N
City of Phoenix Civic Improvement Corp
N/A
PHOENIX AZ CIVIC IMPT CORP WTR SYS REVENUE
71883RPT4
400000.00000000
PA
USD
432493.32000000
0.008736041555
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
5.00000000
N
N
N
N
N
N
Wisconsin Center District
N/A
WISCONSIN CENTER DIST WI TAX REVENUE
976595FM5
2500000.00000000
PA
USD
1499739.75000000
0.030293621133
Long
DBT
MUN
US
N
2
2034-12-15
None
0.00000000
N
N
N
N
N
N
City of Fayetteville AR Sales & Use Tax Revenue
N/A
FAYETTEVILLE AR SALES & USE TAX CAPITAL IMPT
312673FR2
3000000.00000000
PA
USD
2809454.70000000
0.056748883447
Long
DBT
MUN
US
N
2
2032-11-01
Fixed
2.87500000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063D5Z7
1450000.00000000
PA
USD
1452773.71000000
0.029344942256
Long
DBT
MUN
US
N
2
2024-11-01
Fixed
5.00000000
N
N
N
N
N
N
State of Connecticut
5493007GRO6CU0IKP741
CONNECTICUT ST
20772J7H9
2515000.00000000
PA
USD
2666447.26000000
0.053860240129
Long
DBT
MUN
US
N
2
2028-04-15
Fixed
5.00000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063D6R4
15995000.00000000
PA
USD
16009214.76000000
0.323374163142
Long
DBT
MUN
US
N
2
2025-11-01
Fixed
5.00000000
N
N
N
N
N
N
Oklahoma Development Finance Authority
549300PXGPHUWC32DJ91
OKLAHOMA ST DEV FIN AUTH
6789084D3
4000000.00000000
PA
USD
3509912.00000000
0.070897596960
Long
DBT
MUN
US
N
2
2045-11-01
Fixed
4.38000000
N
N
N
N
N
N
Virginia Small Business Financing Authority
N/A
VIRGINIA ST SMALL BUSINESS FING AUTH REVENUE
928104NH7
2000000.00000000
PA
USD
1893563.80000000
0.038248572360
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
4.00000000
N
N
N
N
N
N
Hamilton County Convention Facilities Authority
N/A
HAMILTON CNTY OH CONVENTION FACS AUTH REVENUE
407277CJ9
1280000.00000000
PA
USD
1281350.40000000
0.025882319620
Long
DBT
MUN
US
N
2
2023-12-01
Fixed
5.00000000
N
N
N
N
N
N
City of Tempe AZ
N/A
TEMPE AZ COPS
87971LAP0
5000000.00000000
PA
USD
3776416.00000000
0.076280778413
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
2.07100000
N
N
N
N
N
N
Metropolitan Washington Airports Authority Aviation Revenue
N/A
MET WASHINGTON DC ARPTS AUTH ARPT SYS REVENUE
592647GD7
5000000.00000000
PA
USD
5145763.50000000
0.103940573631
Long
DBT
MUN
US
N
2
2032-10-01
Fixed
5.00000000
N
N
N
N
N
N
Village of Brookfield IL
N/A
BROOKFIELD IL
112732AA0
6165000.00000000
PA
USD
6165000.00000000
0.124528388534
Long
DBT
MUN
US
N
2
2038-06-01
Floating
3.85000000
N
N
N
N
N
N
Washington Economic Development Finance Authority
549300TQ7IXFA28IYO51
WASHINGTON ST ECON DEV FIN AUTH ENVRNMNYL FACS REVENUE
93975YAN1
31200000.00000000
PA
USD
31124592.72000000
0.628693491520
Long
DBT
MUN
US
N
2
2042-12-01
Floating
3.90000000
N
N
N
N
N
N
California Housing Finance Agency
549300BOPCVLBA552Z14
CALIFORNIA HSG FIN AGY MUNI CTFS
13033DAE5
3369876.11000000
PA
USD
2955190.95000000
0.059692646685
Long
DBT
MUN
US
N
2
2035-11-20
Fixed
3.50000000
N
N
N
N
N
N
Irving Hospital Authority
N/A
IRVING TX HOSP AUTH
463794JY4
1020000.00000000
PA
USD
1030308.12000000
0.020811453345
Long
DBT
MUN
US
N
2
2031-10-15
Fixed
5.00000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447PYN5
1600000.00000000
PA
USD
1595691.52000000
0.032231775115
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
5.00000000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI HOTEL REVENUE
74447DAB3
2000000.00000000
PA
USD
1869185.80000000
0.037756154995
Long
DBT
MUN
US
N
2
2042-02-01
Fixed
5.00000000
N
N
N
N
N
N
Massachusetts Development Finance Agency
549300UZSVMFXJK08K70
MASSACHUSETTS ST DEV FIN AGY REVENUE
57584YNV7
1055000.00000000
PA
USD
1122586.15000000
0.022675400527
Long
DBT
MUN
US
N
2
2032-10-01
Fixed
5.00000000
N
N
N
N
N
N
Consolidated Govt of the City of Baton Rouge & Parish of E Baton Rouge Sales Tax
N/A
E BATON ROUGE PARISH LA SALES TAX REVENUE
270764EL3
6450000.00000000
PA
USD
6543223.79000000
0.132168226178
Long
DBT
MUN
US
N
2
2027-08-01
Fixed
5.00000000
N
N
N
N
N
N
Wisconsin Health & Educational Facilities Authority
549300ISNGXS0VHGVD41
WISCONSIN ST HLTH & EDUCTNL FACS AUTH REVENUE
97712JBP7
2500000.00000000
PA
USD
2434680.50000000
0.049178724941
Long
DBT
MUN
US
N
2
2034-10-15
Fixed
4.00000000
N
N
N
N
N
N
New Jersey Economic Development Authority
5493006JS6QWDVU4R678
NEW JERSEY ST ECON DEV AUTH SPL FAC REVENUE
64578CAH4
3920000.00000000
PA
USD
3904067.16000000
0.078859236361
Long
DBT
MUN
US
N
2
2029-09-15
Fixed
5.25000000
N
N
N
N
N
N
New Jersey Health Care Facilities Financing Authority
N/A
NEW JERSEY ST HLTH CARE FACS FING AUTH
645793BK5
1995000.00000000
PA
USD
1995000.00000000
0.040297507725
Long
DBT
MUN
US
N
2
2035-07-01
Floating
3.90000000
N
N
N
N
N
N
County of Osceola FL Transportation Revenue
N/A
OSCEOLA CNTY FL TRANSPRTN REVENUE
688031EL3
905000.00000000
PA
USD
613870.10000000
0.012399716840
Long
DBT
MUN
US
N
2
2031-10-01
None
0.00000000
N
N
N
N
N
N
Providence Public Building Authority
N/A
PROVIDENCE RI PUBLIC BLDGS AUTH REVENUE
74381MCL7
2195000.00000000
PA
USD
2277210.21000000
0.045997942872
Long
DBT
MUN
US
N
2
2032-09-15
Fixed
5.00000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAH0
2300000.00000000
PA
USD
1978759.00000000
0.039969451673
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
City & County of Denver CO Airport System Revenue
N/A
DENVER CITY & CNTY CO ARPT REVENUE
249182LA2
8865000.00000000
PA
USD
9081286.50000000
0.183435194431
Long
DBT
MUN
US
N
2
2027-12-01
Fixed
5.00000000
N
N
N
N
N
N
Florida Municipal Power Agency
549300M3I10QJUPNU131
FLORIDA ST MUNI PWR AGY
342816S22
3000000.00000000
PA
USD
2678221.20000000
0.054098064910
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
1.42500000
N
N
N
N
N
N
CSCDA Community Improvement Authority
N/A
CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE
126292AL5
12800000.00000000
PA
USD
9074467.84000000
0.183297462599
Long
DBT
MUN
US
N
2
2046-10-01
Fixed
3.50000000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
6461362B6
12830000.00000000
PA
USD
13065434.35000000
0.263912000829
Long
DBT
MUN
US
N
2
2027-06-15
Fixed
5.00000000
N
N
N
N
N
N
City of Philadelphia PA
549300IVFOPB4AG7UL47
PHILADELPHIA PA
717813VM8
12310000.00000000
PA
USD
12762713.79000000
0.257797271954
Long
DBT
MUN
US
N
2
2028-08-01
Fixed
5.00000000
N
N
N
N
N
N
Commonwealth of Pennsylvania
N/A
PENNSYLVANIA ST
70914PJ78
1000000.00000000
PA
USD
1002048.30000000
0.020240626120
Long
DBT
MUN
US
N
2
2024-01-01
Fixed
5.00000000
N
N
N
N
N
N
Tobacco Settlement Financing Corp
N/A
TOBACCO SETTLEMENT FING CORP NJ
888808HB1
3000000.00000000
PA
USD
3058907.40000000
0.061787641394
Long
DBT
MUN
US
N
2
2026-06-01
Fixed
5.00000000
N
N
N
N
N
N
Michigan Strategic Fund
N/A
MICHIGAN ST STRATEGIC FUND LTD OBLG REVENUE
594698QD7
4645000.00000000
PA
USD
4719447.27000000
0.095329304672
Long
DBT
MUN
US
N
2
2028-06-30
Fixed
5.00000000
N
N
N
N
N
N
California Housing Finance Agency
549300BOPCVLBA552Z14
California Housing Finance Agency
13033DAK1
7945410.84000000
PA
USD
412923.00000000
0.008340735730
Long
DBT
MUN
US
N
2
2036-08-20
Variable
0.78900000
N
N
N
N
N
N
Cape Girardeau County Industrial Development Authority
N/A
CAPE GIRARDEAU CNTY MO INDL DEV AUTH HLTH CARE FACS REVENUE
139404GN1
1375000.00000000
PA
USD
1376348.88000000
0.027801217856
Long
DBT
MUN
US
N
2
2028-03-01
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
650116CH7
27145000.00000000
PA
USD
27382445.46000000
0.553104916022
Long
DBT
MUN
US
N
2
2029-01-01
Fixed
5.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261AM20
8980000.00000000
PA
USD
8952943.26000000
0.180842756984
Long
DBT
MUN
US
N
2
2035-11-01
Floating
3.88800000
N
N
N
N
N
N
Illinois Finance Authority
549300ZG6UBPNNNRN315
ILLINOIS ST FIN AUTH REVENUE
45204E6T0
575000.00000000
PA
USD
561477.96000000
0.011341434802
Long
DBT
MUN
US
N
2
2029-09-01
Fixed
5.00000000
N
N
N
N
N
N
City of Atlanta GA Airport Passenger Facility Charge
N/A
ATLANTA GA ARPT PASSENGER FAC CHARGE REVENUE
04780TCS1
12250000.00000000
PA
USD
12241467.88000000
0.247268494468
Long
DBT
MUN
US
N
2
2028-01-01
Fixed
5.00000000
N
N
N
N
N
N
Greeneville Health & Educational Facilities Board
N/A
GREENEVILLE TN HLTH & EDUCTNLFACS BRD HOSP REVENUE
396649EY7
1800000.00000000
PA
USD
1800000.00000000
0.036358653586
Long
DBT
MUN
US
N
2
2045-07-01
Floating
3.85000000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
6461364B4
5885000.00000000
PA
USD
6134626.99000000
0.123914876452
Long
DBT
MUN
US
N
2
2030-12-15
Fixed
5.00000000
N
N
N
N
N
N
New Jersey Economic Development Authority
5493006JS6QWDVU4R678
NEW JERSEY ST ECON DEV AUTH REVENUE
645918Z71
1000000.00000000
PA
USD
1002910.60000000
0.020258043935
Long
DBT
MUN
US
N
2
2027-01-01
Fixed
5.50000000
N
N
N
N
N
N
West Virginia Hospital Finance Authority
N/A
WEST VIRGINIA ST HOSP FIN AUTH
956622P40
590000.00000000
PA
USD
590000.00000000
0.011917558675
Long
DBT
MUN
US
N
2
2034-06-01
Floating
3.85000000
N
N
N
N
N
N
City of Whiting IN
N/A
WHITING IN ENVRNMNTL FACS REVENUE
96634RAU6
9670000.00000000
PA
USD
9819059.18000000
0.198337650707
Long
DBT
MUN
US
N
2
2044-12-01
Floating
5.00000000
N
N
N
N
N
N
Bloomfield Hills School District
N/A
BLOOMFIELD HILLS MI SCH DIST
093887NY9
1100000.00000000
PA
USD
1217024.38000000
0.024582982132
Long
DBT
MUN
US
N
2
2032-05-01
Fixed
5.00000000
N
N
N
N
N
N
City of Salt Lake City UT Airport Revenue
N/A
SALT LAKE CITY UT ARPT REVENUE
795576JP3
5000000.00000000
PA
USD
5215205.50000000
0.105343250088
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
5.00000000
N
N
N
N
N
N
Michigan Strategic Fund
N/A
MICHIGAN ST STRATEGIC FUND LTD OBLG REVENUE
594698PY2
2200000.00000000
PA
USD
2208844.88000000
0.044617014343
Long
DBT
MUN
US
N
2
2025-12-31
Fixed
5.00000000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
ILLINOIS ST
452152XW6
5000000.00000000
PA
USD
5004349.50000000
0.101084116609
Long
DBT
MUN
US
N
2
2027-05-01
Fixed
5.00000000
N
N
N
N
N
N
Chicago Board of Education
54930099NR6T9V7LVB43
CHICAGO IL BRD OF EDU
167505XN1
3750000.00000000
PA
USD
3641052.00000000
0.073546526866
Long
DBT
MUN
US
N
2
2037-12-01
Fixed
5.00000000
N
N
N
N
N
N
Chicago Board of Education Dedicated Capital Improvement Tax
N/A
CHICAGO IL BRD OF EDU DEDICATED CAPITAL IMPT TAX
167510AX4
2125000.00000000
PA
USD
2278973.04000000
0.046033550719
Long
DBT
MUN
US
N
2
2034-04-01
Fixed
5.25000000
N
N
N
N
N
N
Washington Health Care Facilities Authority
549300ZVPWQIL3N5TL85
WASHINGTON ST HLTH CARE FACS AUTH
93978HNZ4
6400000.00000000
PA
USD
6442324.48000000
0.130130135590
Long
DBT
MUN
US
N
2
2030-08-15
Fixed
5.00000000
N
N
N
N
N
N
Connecticut State Health & Educational Facilities Authority
549300ZOQJ5U8YBS5Q35
CONNECTICUT ST HLTH & EDUCTNL FACS AUTH REV
20774Y4F1
1100000.00000000
PA
USD
1096538.41000000
0.022149255663
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
5.00000000
N
N
N
N
N
N
California Community Choice Financing Authority
549300X8VKJ215S2R571
CALIFORNIA CMNTY CHOICE FING AUTH CLEAN ENERGY PROJ REVENUE
13013JCS3
10000000.00000000
PA
USD
10290623.00000000
0.207862887138
Long
DBT
MUN
US
N
2
2054-05-01
Floating
5.50000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447TK51
745000.00000000
PA
USD
794577.66000000
0.016049874382
Long
DBT
MUN
US
N
2
2031-06-01
Fixed
5.00000000
N
N
N
N
N
N
Chicago Board of Education Dedicated Capital Improvement Tax
N/A
CHICAGO IL BRD OF EDU DEDICATED CAPITAL IMPT TAX
167510BC9
1250000.00000000
PA
USD
1287827.38000000
0.026013149771
Long
DBT
MUN
US
N
2
2039-04-01
Fixed
5.25000000
N
N
N
N
N
N
State of Connecticut Special Tax Revenue
N/A
CONNECTICUT ST SPL TAX OBLIG REVENUE
207758D42
3835000.00000000
PA
USD
3570446.36000000
0.072120345751
Long
DBT
MUN
US
N
2
2040-05-01
Fixed
4.00000000
N
N
N
N
N
N
City of Atlanta GA Department of Aviation
N/A
ATLANTA GA ARPT REVENUE
04780MZS1
1400000.00000000
PA
USD
1465483.74000000
0.029601675355
Long
DBT
MUN
US
N
2
2033-07-01
Fixed
5.00000000
N
N
N
N
N
N
Durham County Industrial Facilities & Pollution Control Financing Authority
N/A
DURHAM CNTY NC INDL FACS & POLL CONTROL FING AUTH REVENUE
266711AU4
1100000.00000000
PA
USD
1100000.00000000
0.022219177191
Long
DBT
MUN
US
N
2
2037-09-01
Floating
4.05000000
N
N
N
N
N
N
County of Osceola FL Transportation Revenue
N/A
OSCEOLA CNTY FL TRANSPRTN REVENUE
688031EK5
735000.00000000
PA
USD
524116.23000000
0.010586755803
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
2000000.00000000
PA
USD
2064957.20000000
0.041710590836
Long
DBT
MUN
US
N
2
2030-08-01
Fixed
5.00000000
N
N
N
N
N
N
Connecticut State Health & Educational Facilities Authority
549300ZOQJ5U8YBS5Q35
CONNECTICUT ST HLTH & EDUCTNL FACS AUTH REV
20774Y4H7
1200000.00000000
PA
USD
1194494.28000000
0.024127890965
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
5.00000000
N
N
N
N
N
N
Chicago O'Hare International Airport
N/A
CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE
1675932G6
1850000.00000000
PA
USD
1843260.82000000
0.037232489791
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
5.00000000
N
N
N
N
N
N
City of Whiting IN
N/A
WHITING IN ENVRNMNTL FACS REVENUE
96634RAW2
14460000.00000000
PA
USD
14083238.92000000
0.284470891818
Long
DBT
MUN
US
N
2
2045-11-01
Floating
4.40000000
N
N
N
N
N
N
North Texas Tollway Authority
PQGZGRE0F2WPMYQQ1B78
N TX TOLLWAY AUTH REVENUE
66285WH25
900000.00000000
PA
USD
902064.60000000
0.018221030169
Long
DBT
MUN
US
N
2
2024-01-01
Fixed
5.00000000
N
N
N
N
N
N
South Carolina Public Service Authority
EMBXY64GWKA9MZGFUD26
SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE
837151PQ6
1000000.00000000
PA
USD
1010320.30000000
0.020407714333
Long
DBT
MUN
US
N
2
2034-12-01
Fixed
5.00000000
N
N
N
N
N
N
Illinois Municipal Electric Agency
N/A
ILLINOIS ST MUNI ELEC AGY PWR SPLY
452024HW5
13565000.00000000
PA
USD
13763831.70000000
0.278019104893
Long
DBT
MUN
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
California Housing Finance Agency
549300BOPCVLBA552Z14
CALIFORNIA HSG FIN AGY MUNI CTFS
13033DAC9
10354696.04000000
PA
USD
9851048.80000000
0.198983817103
Long
DBT
MUN
US
N
2
2033-03-20
Fixed
4.00000000
N
N
N
N
N
N
Pennsylvania Economic Development Financing Authority
N/A
PENNSYLVANIA ST ECON DEV FING AUTH REVENUE
70869PJH1
8540000.00000000
PA
USD
8547793.60000000
0.172659036907
Long
DBT
MUN
US
N
2
2026-06-30
Fixed
5.00000000
N
N
N
N
N
N
South Carolina Public Service Authority
EMBXY64GWKA9MZGFUD26
SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE
837151XD6
1800000.00000000
PA
USD
1803075.30000000
0.036420772346
Long
DBT
MUN
US
N
2
2043-12-01
Fixed
5.00000000
N
N
N
N
N
N
Ohio Higher Educational Facility Commission
5493007MQT6NGNN6BR81
OHIO ST HGR EDUCTNL FAC COMMISSION
67756DN69
1335000.00000000
PA
USD
1406669.88000000
0.028413679376
Long
DBT
MUN
US
N
2
2038-10-01
Fixed
5.00000000
N
N
N
N
N
N
Iowa Finance Authority
549300NQVL49BTHOW391
IOWA ST FIN AUTH REVENUE
46246K5F5
865000.00000000
PA
USD
865000.00000000
0.017472352973
Long
DBT
MUN
US
N
2
2041-11-15
Floating
4.05000000
N
N
N
N
N
N
Centerra Metropolitan District No 1
549300SHE5ZPSMGZH793
CENTERRA CO MET DIST #1 SPL REVENUE
15200XAE3
3680000.00000000
PA
USD
3549999.95000000
0.071707343564
Long
DBT
MUN
US
N
2
2029-12-01
Fixed
5.00000000
N
N
N
N
N
N
Colorado Health Facilities Authority
5493002JB6DRFRZPEQ21
COLORADO ST HLTH FACS AUTH REVENUE
19648FPE8
2280000.00000000
PA
USD
2366165.53000000
0.047794773796
Long
DBT
MUN
US
N
2
2027-11-01
Fixed
5.00000000
N
N
N
N
N
N
State of Connecticut
5493007GRO6CU0IKP741
CONNECTICUT ST
20772JN65
1570000.00000000
PA
USD
1607625.99000000
0.032472842481
Long
DBT
MUN
US
N
2
2027-11-15
Fixed
5.00000000
N
N
N
N
N
N
Louisiana Local Government Environmental Facilities & Community Development Auth
5493004WIZ1HV87IVF85
LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH
54627RAR1
8000000.00000000
PA
USD
7877861.60000000
0.159126911621
Long
DBT
MUN
US
N
2
2031-06-01
Fixed
5.08100000
N
N
N
N
N
N
Illinois Finance Authority
549300ZG6UBPNNNRN315
ILLINOIS ST FIN AUTH REVENUE
45204E6V5
1000000.00000000
PA
USD
967601.60000000
0.019544828546
Long
DBT
MUN
US
N
2
2031-09-01
Fixed
5.00000000
N
N
N
N
N
N
Halifax Hospital Medical Center
549300H6HDJUXLEMUW23
HALIFAX FL HOSP MED CTR
405815HE4
1000000.00000000
PA
USD
1000000.00000000
0.020199251992
Long
DBT
MUN
US
N
2
2048-06-01
Floating
4.10000000
N
N
N
N
N
N
Grand Parkway Transportation Corp
N/A
GRAND PARKWAY TRANSPRTN CORP TX SYS TOLL REVENUE
38611TAC1
2425000.00000000
PA
USD
2425000.00000000
0.048983186082
Long
DBT
MUN
US
N
2
2051-10-01
Fixed
5.25000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447P7V7
5675000.00000000
PA
USD
5682651.60000000
0.114785311654
Long
DBT
MUN
US
N
2
2023-12-01
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
87590000.00000000
OU
Notional Amount
USD
15580179.86000000
0.314707979083
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
87590000.00000000
USD
15580179.86000000
N
N
N
Sterling Ranch Community Authority Board
N/A
STERLING RANCH CMNTY AUTH BRD CO SUPPORTED REVENUE
85950NAP5
1630000.00000000
PA
USD
1618440.37000000
0.032691284868
Long
DBT
MUN
US
N
2
2032-12-01
Fixed
5.80000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XAX2
219266.88000000
PA
USD
225844.89000000
0.004561897844
Long
ABS-MBS
USGSE
US
N
2
2025-05-25
Floating
9.42900000
N
N
N
N
N
N
FHLMC Multifamily VRD Certificates
N/A
FEDERAL HOME LOAN MTGE CORP VA MF VARIABLE RATE CTFS
31350ACN6
4745000.00000000
PA
USD
3766621.81000000
0.076082943101
Long
DBT
USGSE
US
N
2
2035-06-15
Fixed
2.65000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063D3P1
2000000.00000000
PA
USD
1993054.40000000
0.040258208060
Long
DBT
MUN
US
N
2
2029-03-01
Fixed
5.10000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261APY7
1610000.00000000
PA
USD
1667541.24000000
0.033683085714
Long
DBT
MUN
US
N
2
2028-11-15
Fixed
5.00000000
N
N
N
N
N
N
Orange County Health Facilities Authority
N/A
ORANGE CNTY FL HLTH FACS AUTH REVENUE
68450LGL3
1000000.00000000
PA
USD
882068.40000000
0.017817121886
Long
DBT
MUN
US
N
2
2036-08-01
Fixed
4.00000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447PD65
16525000.00000000
PA
USD
16611204.32000000
0.335533901961
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
5.00000000
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
PUERTO RICO CMWLTH
74514L3Q8
15370.00000000
PA
USD
14847.53000000
0.000299908999
Long
DBT
MUN
US
N
2
2024-07-01
None
0.00000000
N
N
N
N
N
N
Dallas Fort Worth International Airport
N/A
DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE
23503CDJ3
6500000.00000000
PA
USD
6703835.45000000
0.135412461571
Long
DBT
MUN
US
N
2
2028-11-01
Fixed
5.00000000
N
N
N
N
N
N
New Jersey Turnpike Authority
5493005YN67D71KSMI84
NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE
646139ZX6
14770000.00000000
PA
USD
15225638.25000000
0.307546503761
Long
DBT
MUN
US
N
2
2026-01-01
Fixed
5.25000000
N
N
N
N
N
N
City of Atlanta GA Department of Aviation
N/A
ATLANTA GA ARPT REVENUE
04780MZV4
2400000.00000000
PA
USD
2483186.16000000
0.050158502990
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
5.00000000
N
N
N
N
N
N
Main Street Natural Gas Inc
549300NY5M0QVZ6X4U26
MAIN STREET NATURAL GAS INC GA GAS SUPPLY REVENUE
56035DAW2
8000000.00000000
PA
USD
7997380.80000000
0.161541110060
Long
DBT
MUN
US
N
2
2048-08-01
Floating
4.00000000
N
N
N
N
N
N
Puerto Rico Highway & Transportation Authority
549300J6QBXVWJXB7Y41
PUERTO RICO CMWLTH HIGHWAY & TRANSPRTN AUTH RESTRUCTURED TOL
745197AB9
1945000.00000000
PA
USD
1254525.00000000
0.025340466606
Long
DBT
MUN
US
N
2
2032-07-01
None
0.00000000
N
N
N
N
N
N
New York City Transitional Finance Authority Future Tax Secured Revenue
N/A
NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE
64971XND6
10000000.00000000
PA
USD
10555869.00000000
0.213220657932
Long
DBT
MUN
US
N
2
2035-11-01
Fixed
5.00000000
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
31450000.00000000
OU
Notional Amount
USD
-1420275.71000000
-0.02868850696
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
31450000.00000000
USD
-1420275.71000000
N
N
N
City of Glendale AZ
5493002BC35ZY7XRQ949
GLENDALE AZ COPS
37828AAF6
2900000.00000000
PA
USD
2420564.17000000
0.048893585634
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
2.06200000
N
N
N
N
N
N
Town of Stratford CT
N/A
STRATFORD CT
8628116E1
3890000.00000000
PA
USD
4023778.27000000
0.081277311238
Long
DBT
MUN
US
N
2
2031-01-01
Fixed
5.00000000
N
N
N
N
N
N
City of Overland Park KS Sales Tax Revenue
N/A
OVERLAND PARK KS SALES TAX SPL OBLIG REVENUE
69030SAF4
1610000.00000000
PA
USD
1590783.36000000
0.032132633954
Long
DBT
MUN
US
N
2
2042-11-15
Fixed
6.50000000
N
N
N
N
N
N
Midwest Consortium of Municipal Utilities
549300Y8IWSINB3PZJ72
MIDWEST CONSORTIUM OF MUNI UTILITIES MN REVENUE
59831LAB0
420000.00000000
PA
USD
420000.00000000
0.008483685836
Long
DBT
MUN
US
N
2
2035-10-01
Floating
3.80000000
N
N
N
N
N
N
JEA Water & Sewer System Revenue
N/A
JEA FL WTR & SWR REVENUE
46613P3F1
22290000.00000000
PA
USD
23101844.15000000
0.466639971481
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
5.00000000
N
N
N
N
N
N
Parish of St James LA
N/A
SAINT JAMES PARISH LA REVENUE
790103AU9
3030000.00000000
PA
USD
3197313.57000000
0.064583342500
Long
DBT
MUN
US
N
2
2038-06-01
Floating
6.10000000
N
N
N
N
N
N
Central Plains Energy Project
SVQOT7V5CPLIGNP5BE29
CENTRL PLAINS ENERGY PROJ NE GAS PROJ REVENUE
154871CW5
5000000.00000000
PA
USD
5058156.50000000
0.102170977761
Long
DBT
MUN
US
N
2
2054-05-01
Floating
5.00000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: BS2P5R3 CDS USD R V 03MEVENT IS2P5S4 CCPCDX / Short: BS2P5R3 CDS USD P F 5.00000 IS2P5R3 CCPCDX
000000000
44900000.00000000
OU
Notional Amount
USD
-427838.08000000
-0.00864200918
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.NA.HY.S41
2I65BRZP8
Y
buy protection
2028-12-20
0.00000000
USD
-430362.97000000
USD
44900000.00000000
USD
2524.89000000
N
N
N
New Hope Cultural Education Facilities Finance Corp
N/A
NEW HOPE CULTURAL ED FACS FIN CORP TX RETIREMENT FAC REVENUE
64542UFG4
875000.00000000
PA
USD
767530.14000000
0.015503534709
Long
DBT
MUN
US
N
2
2035-01-01
Fixed
5.00000000
N
N
N
N
N
N
JEA Water & Sewer System Revenue
N/A
JEA FL WTR & SWR REVENUE
46615SBA5
1495000.00000000
PA
USD
1502367.51000000
0.030346699920
Long
DBT
MUN
US
N
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
Hillsborough County School Board
549300E7JND1K3JLOI29
HILLSBOROUGH CNTY FL SCH BRD COPS
43232VSU6
1480000.00000000
PA
USD
1495228.90000000
0.030202505337
Long
DBT
MUN
US
N
2
2026-07-01
Fixed
5.00000000
N
N
N
N
N
N
Louisiana Offshore Terminal Authority
N/A
LOUISIANA ST OFFSHORE TERMINAL AUTH DEEPWATER PORT REVENUE
546510FH6
400000.00000000
PA
USD
400000.00000000
0.008079700797
Long
DBT
MUN
US
N
2
2033-09-01
Floating
4.05000000
N
N
N
N
N
N
New Jersey Turnpike Authority
5493005YN67D71KSMI84
NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE
6461397F6
15220000.00000000
PA
USD
15959191.26000000
0.322363725860
Long
DBT
MUN
US
N
2
2031-01-01
Fixed
5.00000000
N
N
N
N
N
N
Vauxmont Metropolitan District
549300M7XL6MB0OW8D56
VAUXMONT MET DIST CO
92242SBE2
300000.00000000
PA
USD
301811.10000000
0.006096358463
Long
DBT
MUN
US
N
2
2050-12-01
Fixed
5.00000000
N
N
N
N
N
N
Southeast Alabama Gas Supply District/The
549300BL04JIB2GJZ178
S E ALABAMA ST GAS SPLY DIST GAS SPLY REVENUE
84131TAQ5
52335000.00000000
PA
USD
51989845.44000000
1.050155989102
Long
DBT
MUN
US
N
2
2049-06-01
Floating
4.00000000
N
N
N
N
N
N
Indiana Finance Authority
549300PS0PAS7NDSSI20
INDIANA FIN AUTH IN WSTWTR UTIL REVENUE
45505MPB6
1425000.00000000
PA
USD
1479163.54000000
0.029877997082
Long
DBT
MUN
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
Kentucky Public Energy Authority
N/A
KENTUCKY ST PUBLIC ENERGY AUTH GAS SPLY REVENUE
74440DBD5
24850000.00000000
PA
USD
24617553.10000000
0.497256158509
Long
DBT
MUN
US
N
2
2049-01-01
Floating
4.00000000
N
N
N
N
N
N
City of Bridgeport CT
N/A
BRIDGEPORT CT
108152BF5
2605000.00000000
PA
USD
2706262.34000000
0.054664474963
Long
DBT
MUN
US
N
2
2027-08-15
Fixed
5.00000000
N
N
N
N
N
N
County of Palm Beach FL
N/A
PALM BEACH CNTY FL REVENUE
696547CN6
1920000.00000000
PA
USD
1920000.00000000
0.038782563825
Long
DBT
MUN
US
N
2
2032-07-01
Floating
3.93000000
N
N
N
N
N
N
Metropolitan Water Reclamation District of Greater Chicago
254900GOGQEZEWCZ4D37
CHICAGO IL MET WTR RECLAMATION DIST GREATER CHICAGO
167560RT0
7660000.00000000
PA
USD
7753024.57000000
0.156605296994
Long
DBT
MUN
US
N
2
2039-12-01
Fixed
5.00000000
N
N
N
N
N
N
City of Atlanta GA Department of Aviation
N/A
ATLANTA GA ARPT REVENUE
04780MZQ5
1725000.00000000
PA
USD
1811983.47000000
0.036600710717
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
5.00000000
N
N
N
N
N
N
Wisconsin Department of Transportation
N/A
WISCONSIN ST TRANSPRTN REVENUE
9771233C0
7100000.00000000
PA
USD
7524715.61000000
0.151993626779
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
5.00000000
N
N
N
N
N
N
City of Phoenix Civic Improvement Corp
N/A
PHOENIX AZ CIVIC IMPT CORP WTR SYS REVENUE
71883RPR8
500000.00000000
PA
USD
545115.45000000
0.011010924339
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
5.00000000
N
N
N
N
N
N
State of Maryland Department of Transportation
N/A
MARYLAND ST DEPT OF TRANSPRTN
57421FAL1
1050000.00000000
PA
USD
1081058.37000000
0.021836570434
Long
DBT
MUN
US
N
2
2028-08-01
Fixed
5.00000000
N
N
N
N
N
N
Tennergy Corp/TN
5493008K3JJFBSC4C235
TENNERGY CORP TN GAS REVENUE
880397CF9
21150000.00000000
PA
USD
21481132.86000000
0.433902815727
Long
DBT
MUN
US
N
2
2053-10-01
Floating
5.50000000
N
N
N
N
N
N
Manatee County School District
N/A
MANATEE CNTY FL SCH BRD COPS
56185NFS2
7795000.00000000
PA
USD
8008780.99000000
0.161771385371
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI EXEMPT FACS REVENUE
74443QAB8
1000000.00000000
PA
USD
1000824.80000000
0.020215912335
Long
DBT
MUN
US
N
2
2024-01-01
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
20115000.00000000
PA
USD
20308019.52000000
0.410206803756
Long
DBT
MUN
US
N
2
2027-01-01
Fixed
5.00000000
N
N
N
N
N
N
Hidalgo County Regional Mobility Authority
N/A
HIDALGO CNTY TX REGL MOBILITY AUTH TOLL & VEHICLE REGISTRATI
42934AAB6
500000.00000000
PA
USD
515203.00000000
0.010406715224
Long
DBT
MUN
US
N
2
2029-12-01
Fixed
5.00000000
N
N
N
N
N
N
Cape Girardeau County Industrial Development Authority
N/A
CAPE GIRARDEAU CNTY MO INDL DEV AUTH HLTH CARE FACS REVENUE
139404GK7
1445000.00000000
PA
USD
1445782.47000000
0.029203724438
Long
DBT
MUN
US
N
2
2025-03-01
Fixed
5.00000000
N
N
N
N
N
N
Capital Trust Agency Inc
549300F49UWS7X0OGQ59
CAPITAL TRUST AGY FL EDUCTNL FACS LEASE REVENUE
14054DAH0
510000.00000000
PA
USD
492306.67000000
0.009944226485
Long
DBT
MUN
US
N
2
2030-12-15
Fixed
5.00000000
N
N
N
N
N
N
Indiana Finance Authority
549300PS0PAS7NDSSI20
INDIANA FIN AUTH IN WSTWTR UTIL REVENUE
45505MPA8
1175000.00000000
PA
USD
1214154.53000000
0.024525013309
Long
DBT
MUN
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
Tobacco Settlement Finance Authority
N/A
TOBACCO SETTLEMENT FIN AUTH WV ASSET BACKED
88880LAW3
15920000.00000000
PA
USD
14415558.41000000
0.291183496938
Long
DBT
MUN
US
N
2
2049-06-01
Fixed
4.87500000
N
N
N
N
N
N
Medford Hospital Facilities Authority
N/A
MEDFORD OR HOSP FACS AUTH REVENUE
584283GT6
755000.00000000
PA
USD
786721.02000000
0.015891176130
Long
DBT
MUN
US
N
2
2035-08-15
Fixed
5.00000000
N
N
N
N
N
N
New Jersey Health Care Facilities Financing Authority
N/A
NEW JERSEY ST HLTH CARE FACS FING AUTH REVENUE
64579FWQ2
6170000.00000000
PA
USD
6170000.00000000
0.124629384794
Long
DBT
MUN
US
N
2
2036-07-01
Floating
3.90000000
N
N
N
N
N
N
City of Atlanta GA Department of Aviation
N/A
ATLANTA GA ARPT REVENUE
04780ME88
2535000.00000000
PA
USD
2610351.35000000
0.052727144708
Long
DBT
MUN
US
N
2
2037-07-01
Fixed
5.00000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447PD81
5110000.00000000
PA
USD
5128324.97000000
0.103588328369
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
5.00000000
N
N
N
N
N
N
Wisconsin Department of Transportation
N/A
WISCONSIN ST TRANSPRTN REVENUE
9771233A4
2520000.00000000
PA
USD
2634233.11000000
0.053209538396
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
5.00000000
N
N
N
N
N
N
New Hope Cultural Education Facilities Finance Corp
N/A
NEW HOPE CULTURAL EDU FACS FIN CORP TX STUDENT HSG REV
64542RFA4
1130000.00000000
PA
USD
1178418.92000000
0.023803180718
Long
DBT
MUN
US
N
2
2028-04-01
Fixed
5.00000000
N
N
N
N
N
N
State of Maryland Department of Transportation
N/A
MARYLAND ST DEPT OF TRANSPRTN
57421FAM9
700000.00000000
PA
USD
724531.15000000
0.014634987275
Long
DBT
MUN
US
N
2
2029-08-01
Fixed
5.00000000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
6461364A6
38555000.00000000
PA
USD
40374688.05000000
0.815538498047
Long
DBT
MUN
US
N
2
2029-12-15
Fixed
5.00000000
N
N
N
N
N
N
City of Overland Park KS Sales Tax Revenue
N/A
OVERLAND PARK KS SALES TAX SPL OBLIG REVENUE
69030SAE7
215000.00000000
PA
USD
215106.04000000
0.004344981107
Long
DBT
MUN
US
N
2
2034-11-15
Fixed
6.00000000
N
N
N
N
N
N
New Jersey Turnpike Authority
5493005YN67D71KSMI84
NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE
6461396M2
7235000.00000000
PA
USD
7498508.83000000
0.151464269426
Long
DBT
MUN
US
N
2
2029-01-01
Fixed
5.00000000
N
N
N
N
N
N
SUTTER HEALTH
549300MJCC12LU768G81
Sutter Health
86944BAH6
4000000.00000000
PA
USD
2786280.00000000
0.056280771842
Long
DBT
CORP
US
N
2
2040-08-15
Fixed
3.16100000
N
N
N
N
N
N
Intermountain Power Agency
N/A
INTERMOUNTAIN PWR AGY UT PWR SPLY REVENUE
45884AF57
5000000.00000000
PA
USD
5261742.50000000
0.106283262678
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
5.00000000
N
N
N
N
N
N
State of Nevada Department of Business & Industry
N/A
DIRECTOR OF THE ST OF NEVADA DEPT OF BUSINESS & INDUSTRY
25457VBS4
2500000.00000000
PA
USD
2485124.50000000
0.050197656008
Long
DBT
MUN
US
N
2
2050-01-01
Floating
3.70000000
N
N
N
N
N
N
Pennsylvania Turnpike Commission
549300J8LLBYEYEXZJ24
PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE
709224XC8
7025000.00000000
PA
USD
7307044.62000000
0.147596835601
Long
DBT
MUN
US
N
2
2028-06-01
Fixed
5.00000000
N
N
N
N
N
N
Washington Health Care Facilities Authority
549300ZVPWQIL3N5TL85
WASHINGTON ST HLTH CARE FACS AUTH
93978HSD8
2000000.00000000
PA
USD
2007574.80000000
0.040551509279
Long
DBT
MUN
US
N
2
2025-08-15
Fixed
5.00000000
N
N
N
N
N
N
CMFA Special Finance Agency VIII
N/A
CMFA SPL FIN AGY VIII CA ESSENTIAL HSG REVENUE
12574VAB8
2425000.00000000
PA
USD
1862374.05000000
0.037618562740
Long
DBT
MUN
US
N
2
2047-08-01
Fixed
4.00000000
N
N
N
N
N
N
Indiana Finance Authority
549300PS0PAS7NDSSI20
INDIANA ST FIN AUTH POLL CONTROL REVENUE
45505VAE6
1895000.00000000
PA
USD
1630109.89000000
0.032927000443
Long
DBT
MUN
US
N
2
2030-11-01
Fixed
2.50000000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI REVENUE
74442PTT2
1420000.00000000
PA
USD
1303737.64000000
0.026334525122
Long
DBT
MUN
US
N
2
2027-06-01
Fixed
2.25000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447TL43
1000000.00000000
PA
USD
943845.90000000
0.019064981176
Long
DBT
MUN
US
N
2
2038-06-01
Fixed
4.00000000
N
N
N
N
N
N
New Hampshire Business Finance Authority
N/A
NATIONAL FIN AUTH NH MUNI CTFS
63607WAC8
24606583.36000000
PA
USD
22785324.63000000
0.460246513936
Long
DBT
MUN
US
N
2
2036-09-20
Fixed
4.37500000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447P7K1
3000000.00000000
PA
USD
3054131.10000000
0.061691163707
Long
DBT
MUN
US
N
2
2025-12-01
Fixed
5.00000000
N
N
N
N
N
N
California Housing Finance Agency
549300BOPCVLBA552Z14
CALIFORNIA HSG FIN AGY MUNI CTFS
13033DAG0
16090084.45000000
PA
USD
14882612.11000000
0.300617632319
Long
DBT
MUN
US
N
2
2035-03-25
Fixed
3.75000000
N
N
N
N
N
N
County of Osceola FL Transportation Revenue
N/A
OSCEOLA CNTY FL TRANSPRTN REVENUE
688031EP4
1260000.00000000
PA
USD
729632.86000000
0.014738038001
Long
DBT
MUN
US
N
2
2034-10-01
None
0.00000000
N
N
N
N
N
N
State of Arizona Lottery Revenue
N/A
ARIZONA ST LOTTERY REVENUE
040624BH0
2000000.00000000
PA
USD
2014912.80000000
0.040699731390
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
5.00000000
N
N
N
N
N
N
New Hampshire Business Finance Authority
N/A
NATIONAL FIN AUTH NH MUNI CTFS
63607WAD6
20000000.00000000
PA
USD
445698.00000000
0.009002766214
Long
DBT
MUN
US
N
2
2036-09-20
Variable
0.35000000
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
94820000.00000000
OU
Notional Amount
USD
-3102562.55000000
-0.06266944277
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
94820000.00000000
USD
-3102562.55000000
N
N
N
New Jersey Turnpike Authority
5493005YN67D71KSMI84
NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE
6461394X0
40000000.00000000
PA
USD
40274480.00000000
0.813514370393
Long
DBT
MUN
US
N
2
2028-01-01
Fixed
5.00000000
N
N
N
N
N
N
Industrial Development Authority of the County of Pima/The
549300QDTQ25545R4K19
PIMA CNTY AZ INDL DEV AUTH SENIOR LIVING REVENUE
72178AAM4
2500000.00000000
PA
USD
2459333.75000000
0.049676702150
Long
DBT
MUN
US
N
2
2029-11-15
Fixed
5.12500000
N
N
N
N
N
N
Montana Facility Finance Authority
N/A
MONTANA ST FAC FIN AUTH REVENUE
61204KKS9
3190000.00000000
PA
USD
3227297.16000000
0.065188988590
Long
DBT
MUN
US
N
2
2026-02-15
Fixed
5.00000000
N
N
N
N
N
N
State of Texas
549300X9CH74QB747L76
TEXAS ST
882724VS3
2335000.00000000
PA
USD
2332922.78000000
0.047123295112
Long
DBT
MUN
US
N
2
2026-08-01
Fixed
4.00000000
N
N
N
N
N
N
University of California
N/A
UNIV OF CALIFORNIA CA REVENUES
91412HPS6
5000000.00000000
PA
USD
5299950.50000000
0.107055035698
Long
DBT
MUN
US
N
2
2042-05-15
Fixed
5.00000000
N
N
N
N
N
N
Illinois Housing Development Authority
54930053Z6M9JVHBQZ16
ILLINOIS ST HSG DEV AUTH MF HSG REVENUE
45203LAQ6
14500000.00000000
PA
USD
14500000.00000000
0.292889153893
Long
DBT
MUN
US
N
2
2041-01-01
Floating
4.12000000
N
N
N
N
N
N
City of Houston TX Combined Utility System Revenue
N/A
HOUSTON TX UTILITY SYS REVENUE
4424354P5
10785000.00000000
PA
USD
10844205.34000000
0.219044836322
Long
DBT
MUN
US
N
2
2027-05-15
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
64990FW91
6990000.00000000
PA
USD
6495541.38000000
0.131205077163
Long
DBT
MUN
US
N
2
2040-03-15
Fixed
4.00000000
N
N
N
N
N
N
City of Philadelphia PA Water & Wastewater Revenue
N/A
PHILADELPHIA PA WTR & WSTWTR REVENUE
717893A27
2675000.00000000
PA
USD
2768591.30000000
0.055923473333
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
5.00000000
N
N
N
N
N
N
New Jersey Turnpike Authority
5493005YN67D71KSMI84
NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE
6461397D1
10000000.00000000
PA
USD
10537170.00000000
0.212842952119
Long
DBT
MUN
US
N
2
2029-01-01
Fixed
5.00000000
N
N
N
N
N
N
Grand Valley State University
5493004492FRREYG5M95
GRAND VLY MI ST UNIV REVENUE
386545HC4
400000.00000000
PA
USD
400000.00000000
0.008079700797
Long
DBT
MUN
US
N
2
2031-12-01
Floating
3.90000000
N
N
N
N
N
N
City of Phoenix Civic Improvement Corp
N/A
PHOENIX AZ CIVIC IMPT CORP WTR SYS REVENUE
71883RPS6
650000.00000000
PA
USD
705395.86000000
0.014248468730
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
5.00000000
N
N
N
N
N
N
Allegheny County Sanitary Authority
N/A
ALLEGHENY CNTY PA SAN AUTH
017357ZS6
3500000.00000000
PA
USD
3505460.70000000
0.070807684029
Long
DBT
MUN
US
N
2
2023-12-01
Fixed
5.00000000
N
N
N
N
N
N
City of Minneapolis MN
54930069TEI1INHRHS55
MINNEAPOLIS MN HSG DEV REVENUE
603901BS7
805000.00000000
PA
USD
805000.00000000
0.016260397854
Long
DBT
MUN
US
N
2
2026-09-01
Floating
3.90000000
N
N
N
N
N
N
Virginia Small Business Financing Authority
N/A
VIRGINIA ST SMALL BUSINESS FING AUTH ENVIRONMENTAL FACS REVE
92810RAA5
18000000.00000000
PA
USD
17984777.40000000
0.363279050734
Long
DBT
MUN
US
N
2
2052-11-01
Floating
3.50000000
N
N
N
N
N
N
CSCDA Community Improvement Authority
N/A
CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE
126292BS9
7000000.00000000
PA
USD
5242349.00000000
0.105891528484
Long
DBT
MUN
US
N
2
2043-07-01
Fixed
3.37500000
N
N
N
N
N
N
State of Nevada Department of Business & Industry
N/A
DIRECTOR OF THE ST OF NEVADA DEPT OF BUSINESS & INDUSTRY
25457VBT2
3075000.00000000
PA
USD
3071224.52000000
0.062036438005
Long
DBT
MUN
US
N
2
2050-01-01
Variable
8.12500000
N
N
N
N
N
N
Massachusetts Development Finance Agency
549300UZSVMFXJK08K70
MASSACHUSETTS ST DEV FIN AGY REVENUE
57584YB73
375000.00000000
PA
USD
388207.88000000
0.007841508793
Long
DBT
MUN
US
N
2
2031-10-01
Fixed
5.00000000
N
N
N
N
N
N
Black Belt Energy Gas District
549300I8V0Z68JQCB679
BLACK BELT ENERGY GAS DIST AL GAS PREPAY REVENUE
09182RAG6
8140000.00000000
PA
USD
8138742.37000000
0.164396508035
Long
DBT
MUN
US
N
2
2048-12-01
Floating
4.54800000
N
N
N
N
N
N
Southeast Energy Authority A Cooperative District
25490090A3RLJHITY273
SOUTHEAST ENERGY AUTH AL COMMODITY SPLY REVENUE
84136FAV9
44385000.00000000
PA
USD
41281849.36000000
0.833862477946
Long
DBT
MUN
US
N
2
2051-12-01
Floating
4.00000000
N
N
N
N
N
N
State of Louisiana Gasoline & Fuels Tax Revenue
N/A
LOUISIANA ST GAS & FUELS TAX REVENUE
546475VU5
10340000.00000000
PA
USD
10096870.41000000
0.203949229748
Long
DBT
MUN
US
N
2
2043-05-01
Floating
4.21700000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS2N7V5 IRS USD R F 3.36900 IS2N7V5 CCPOIS / Short: SS2N7V5 IRS USD P V 00MSOFR IS2N7W6 CCPOIS
000000000
11900000.00000000
OU
Notional Amount
USD
-713930.76000000
-0.01442086732
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-04-30
0.00000000
USD
0.00000000
USD
11900000.00000000
USD
-713930.76000000
N
N
N
Buckeye Tobacco Settlement Financing Authority
N/A
BUCKEYE OH TOBACCO SETTLEMENT FING AUTH
118217CT3
2000000.00000000
PA
USD
1917450.60000000
0.038731067852
Long
DBT
MUN
US
N
2
2037-06-01
Fixed
4.00000000
N
N
N
N
N
N
University of Connecticut
N/A
UNIV OF CONNECTICUT CT
9142333H2
7065000.00000000
PA
USD
7392469.11000000
0.149322346400
Long
DBT
MUN
US
N
2
2040-05-01
Fixed
5.00000000
N
N
N
N
N
N
Pennsylvania Turnpike Commission
549300J8LLBYEYEXZJ24
PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE
709225FK7
1000000.00000000
PA
USD
1058506.90000000
0.021381047609
Long
DBT
MUN
US
N
2
2036-12-01
Fixed
5.00000000
N
N
N
N
N
N
Greeneville Health & Educational Facilities Board
N/A
GREENEVILLE TN HLTH & EDUCTNLFACS BRD HOSP REVENUE
396649EY7
3160000.00000000
PA
USD
3160000.00000000
0.063829636296
Long
DBT
MUN
US
N
2
2045-07-01
Floating
3.85000000
N
N
N
N
N
N
OCHSNER LSU HEALTH SYST
N/A
Ochsner LSU Health System of North Louisiana
67555JAA4
10000000.00000000
PA
USD
7051700.00000000
0.142439065276
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
2.51000000
N
N
N
N
N
N
Freddie Mac Multifamily
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
3137H9JP5
2057213.60000000
PA
USD
114088.75000000
0.002304507410
Long
ABS-MBS
USGSE
US
N
2
2036-07-25
Variable
0.96000000
N
N
N
N
N
N
California State University
N/A
CALIFORNIA ST UNIV REVENUE
13077DQP0
5000000.00000000
PA
USD
3618927.50000000
0.073099628515
Long
DBT
MUN
US
N
2
2035-11-01
Fixed
2.37400000
N
N
N
N
N
N
Pennsylvania Higher Educational Facilities Authority
N/A
PENNSYLVANIA ST HGR EDUCTNL FACS AUTH REVENUE
70917TCW9
1345000.00000000
PA
USD
1245786.21000000
0.025163949584
Long
DBT
MUN
US
N
2
2040-08-15
Fixed
4.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS2ODT8 IRS USD R F 4.01600 IS2ODT8 CCPOIS / Short: SS2ODT8 IRS USD P V 00MSOFR IS2ODU9 CCPOIS
000000000
56600000.00000000
OU
Notional Amount
USD
-1039508.56000000
-0.02099729535
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-07-31
0.00000000
USD
0.00000000
USD
56600000.00000000
USD
-1039508.56000000
N
N
N
Philadelphia Authority for Industrial Development
549300DIY68KQZEW7M79
PHILADELPHIA PA AUTH FOR INDL DEV UNIV REVENUE
71780TAX1
1350000.00000000
PA
USD
1191570.08000000
0.024068824312
Long
DBT
MUN
US
N
2
2037-11-01
Fixed
4.00000000
N
N
N
N
N
N
Arlington Higher Education Finance Corp
N/A
ARLINGTON TX HGR EDU FIN CORP EDU REVENUE
041807CC0
1000000.00000000
PA
USD
972583.90000000
0.019645467280
Long
DBT
MUN
US
N
2
2042-06-01
Fixed
6.00000000
N
N
N
N
N
N
Indiana Finance Authority
549300PS0PAS7NDSSI20
INDIANA ST FIN AUTH HLTH FAC REVENUE
45471CBJ6
715000.00000000
PA
USD
713842.70000000
0.014419088580
Long
DBT
MUN
US
N
2
2024-04-01
Fixed
5.00000000
N
N
N
N
N
N
Puerto Rico Housing Finance Authority
N/A
PUERTO RICO HSG FIN AUTH MF HSG COLLATERALIZED REVENUE
74528CAA9
2250000.00000000
PA
USD
2295065.25000000
0.046358601324
Long
DBT
MUN
US
N
2
2027-03-01
Floating
5.00000000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI REVENUE
74442PMS1
835000.00000000
PA
USD
823958.13000000
0.016643337899
Long
DBT
MUN
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
Washington State Convention Center Public Facilities District
N/A
WASHINGTON ST CONVENTION CENTER PUBLIC FACS DIST
93976ACR1
7015000.00000000
PA
USD
6454552.01000000
0.130377122549
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
4.00000000
N
N
N
N
N
N
Parish of St James LA
N/A
SAINT JAMES PARISH LA REVENUE
790103AX3
2595000.00000000
PA
USD
2738293.31000000
0.055311476598
Long
DBT
MUN
US
N
2
2040-12-01
Floating
6.10000000
N
N
N
N
N
N
City of Philadelphia PA
549300IVFOPB4AG7UL47
PHILADELPHIA PA
717813VR7
8010000.00000000
PA
USD
8289633.91000000
0.167444404275
Long
DBT
MUN
US
N
2
2032-08-01
Fixed
5.00000000
N
N
N
N
N
N
Triborough Bridge & Tunnel Authority
54930020ZN4LQF7K3456
TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX
89602HDT1
16720000.00000000
PA
USD
16873937.70000000
0.340840919710
Long
DBT
MUN
US
N
2
2024-08-15
Fixed
5.00000000
N
N
N
N
N
N
Kentucky Turnpike Authority
N/A
KENTUCKY ST TURNPIKE AUTH ECON DEV ROAD REVENUE
491552J63
2515000.00000000
PA
USD
2557603.35000000
0.051661674563
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
5.00000000
N
N
N
N
N
N
State of Wisconsin
549300VTAT608CNZ5827
WISCONSIN ST GEN FUND ANNUAL APPROP REVENUE
977100GN0
9000000.00000000
PA
USD
9158908.50000000
0.185003100769
Long
DBT
MUN
US
N
2
2025-05-01
Fixed
5.00000000
N
N
N
N
N
N
Arkansas Development Finance Authority
N/A
ARKANSAS ST DEV FIN AUTH INDL DEV REVENUE
04108WCF7
1900000.00000000
PA
USD
1946817.14000000
0.039324249994
Long
DBT
MUN
US
N
2
2048-07-01
Fixed
12.00000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH OF NEW YORK & NEW JERSEY NY
73358W5J9
5910000.00000000
PA
USD
6242247.20000000
0.126088724193
Long
DBT
MUN
US
N
2
2033-07-15
Fixed
5.00000000
N
N
N
N
N
N
Town of Stratford CT
N/A
STRATFORD CT
8628116G6
3555000.00000000
PA
USD
3674919.75000000
0.074230630083
Long
DBT
MUN
US
N
2
2033-01-01
Fixed
5.00000000
N
N
N
N
N
N
California Community Housing Agency
N/A
CALIFORNIA CMNTY HSG AGY ESSENTIAL HSG REVENUE
13013FAM6
18035000.00000000
PA
USD
13370236.43000000
0.270068774851
Long
DBT
MUN
US
N
2
2047-08-01
Fixed
4.00000000
N
N
N
N
N
N
Maryland Health & Higher Educational Facilities Authority
N/A
MARYLAND ST HLTH & HGR EDUCTNL FACS AUTH REVENUE
5742186Y4
1500000.00000000
PA
USD
1579899.90000000
0.031912796203
Long
DBT
MUN
US
N
2
2029-04-15
Fixed
5.00000000
N
N
N
N
N
N
Philadelphia Authority for Industrial Development
549300DIY68KQZEW7M79
PHILADELPHIA PA AUTH FOR INDL DEV UNIV REVENUE
71780TAV5
1700000.00000000
PA
USD
1556453.36000000
0.031439193633
Long
DBT
MUN
US
N
2
2035-11-01
Fixed
4.00000000
N
N
N
N
N
N
State of Wisconsin
549300VTAT608CNZ5827
WISCONSIN ST GEN FUND ANNUAL APPROP REVENUE
977100GR1
12000000.00000000
PA
USD
12550036.80000000
0.253501355840
Long
DBT
MUN
US
N
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
California State Public Works Board
N/A
CALIFORNIA ST PUBLIC WKS BRD LEASE REVENUE
13068LNN1
1225000.00000000
PA
USD
1241151.87000000
0.025070339383
Long
DBT
MUN
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS20V36 IRS USD R V 12MUSCPI IS20V47 CCPINFLATIONZERO / Short: BS20V36 IRS USD P F .73500 IS20V36 CCPINFLATIONZERO
000000000
87240000.00000000
OU
Notional Amount
USD
18582990.66000000
0.375362511118
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
87240000.00000000
USD
18582990.66000000
N
N
N
Illinois State Toll Highway Authority
549300ISBFGI8MJJKM98
ILLINOIS ST TOLL HIGHWAY AUTH
452252PU7
27195000.00000000
PA
USD
28149155.61000000
0.568591887547
Long
DBT
MUN
US
N
2
2041-01-01
Fixed
5.00000000
N
N
N
N
N
N
New Jersey Health Care Facilities Financing Authority
N/A
NEW JERSEY ST HLTH CARE FACS FING AUTH REVENUE
64579FWQ2
9880000.00000000
PA
USD
9880000.00000000
0.199568609687
Long
DBT
MUN
US
N
2
2036-07-01
Floating
3.90000000
N
N
N
N
N
N
City of Austin TX Airport System Revenue
N/A
AUSTIN TX ARPT SYS REVENUE
052398GC2
3200000.00000000
PA
USD
3228652.48000000
0.065216365040
Long
DBT
MUN
US
N
2
2025-11-15
Fixed
5.00000000
N
N
N
N
N
N
City of Salt Lake City UT Airport Revenue
N/A
SALT LAKE CITY UT ARPT REVENUE
795576JN8
7670000.00000000
PA
USD
7964458.97000000
0.160876113720
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
5.00000000
N
N
N
N
N
N
South Carolina Public Service Authority
EMBXY64GWKA9MZGFUD26
SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE
837151WY1
1690000.00000000
PA
USD
1544173.45000000
0.031191148636
Long
DBT
MUN
US
N
2
2037-12-01
Fixed
4.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261AQB6
5505000.00000000
PA
USD
5684455.29000000
0.114821744843
Long
DBT
MUN
US
N
2
2031-11-15
Fixed
5.00000000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
ILLINOIS ST
452152P88
55545000.00000000
PA
USD
56000902.25000000
1.131176336364
Long
DBT
MUN
US
N
2
2024-11-01
Fixed
5.00000000
N
N
N
N
N
N
Commonwealth of Massachusetts
5493001N1YCXNI1O7K10
MASSACHUSETTS ST
57582RPE0
4435000.00000000
PA
USD
4591759.95000000
0.092750116319
Long
DBT
MUN
US
N
2
2036-02-01
Fixed
5.00000000
N
N
N
N
N
N
New Hampshire Business Finance Authority
N/A
NATIONAL FIN AUTH NH MUNI CTFS
63607WAA2
9020682.86000000
PA
USD
8390672.05000000
0.169485299125
Long
DBT
MUN
US
N
2
2034-01-20
Fixed
4.12500000
N
N
N
N
N
N
DeForest Area School District/WI
N/A
DEFOREST WI AREA SCH DIST
240307NF1
1810000.00000000
PA
USD
1819794.09000000
0.036758479398
Long
DBT
MUN
US
N
2
2024-04-01
Fixed
5.00000000
N
N
N
N
N
N
Delaware River & Bay Authority
549300DIIIT0MBXYHJ34
DELAWARE RIVER & BAY AUTH DE REVENUE
246317FM8
3250000.00000000
PA
USD
3257215.98000000
0.065793326374
Long
DBT
MUN
US
N
2
2026-01-01
Fixed
5.00000000
N
N
N
N
N
N
City of Bridgeport CT
N/A
BRIDGEPORT CT
108152BC2
2245000.00000000
PA
USD
2265286.94000000
0.045757101736
Long
DBT
MUN
US
N
2
2024-08-15
Fixed
5.00000000
N
N
N
N
N
N
City & County of Denver CO Airport System Revenue
N/A
DENVER CITY & CNTY CO ARPT REVENUE
249182KW5
14315000.00000000
PA
USD
14323342.78000000
0.289320810190
Long
DBT
MUN
US
N
2
2023-12-01
Fixed
5.00000000
N
N
N
N
N
N
Cobb County Kennestone Hospital Authority
549300TB04LETJYNFR44
COBB CNTY GA KENNESTONE HOSP AUTH
190813SK2
250000.00000000
PA
USD
259646.38000000
0.005244662658
Long
DBT
MUN
US
N
2
2028-04-01
Fixed
5.00000000
N
N
N
N
N
N
Cobb County Kennestone Hospital Authority
549300TB04LETJYNFR44
COBB CNTY GA KENNESTONE HOSP AUTH
190813SL0
300000.00000000
PA
USD
313475.49000000
0.006331970416
Long
DBT
MUN
US
N
2
2029-04-01
Fixed
5.00000000
N
N
N
N
N
N
Illinois Educational Facilities Authority
N/A
ILLINOIS ST EDUCTNL FACS AUTH
452001L81
100000.00000000
PA
USD
100000.00000000
0.002019925199
Long
DBT
MUN
US
N
2
2029-01-01
Floating
4.10000000
N
N
N
N
N
N
County of Allen OH Hospital Facilities Revenue
N/A
ALLEN CNTY OH HOSP FACS REVENUE
01757LFR2
10000000.00000000
PA
USD
10266501.00000000
0.207375640782
Long
DBT
MUN
US
N
2
2026-08-01
Fixed
5.00000000
N
N
N
N
N
N
City of Glendale AZ
5493002BC35ZY7XRQ949
GLENDALE AZ COPS
37828AAK5
5000000.00000000
PA
USD
3831715.50000000
0.077397786948
Long
DBT
MUN
US
N
2
2033-07-01
Fixed
2.54200000
N
N
N
N
N
N
Southeast Energy Authority A Cooperative District
25490090A3RLJHITY273
SOUTHEAST ENERGY AUTH AL COMMODITY SPLY REVENUE
84136GAK1
7000000.00000000
PA
USD
7070610.40000000
0.142821041211
Long
DBT
MUN
US
N
2
2054-01-01
Floating
5.00000000
N
N
N
N
N
N
Ohio Higher Educational Facility Commission
5493007MQT6NGNN6BR81
OHIO ST HGR EDUCTNL FAC COMMISSION
67756DN51
1270000.00000000
PA
USD
1347264.77000000
0.027213740590
Long
DBT
MUN
US
N
2
2037-10-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XAM6
238727.07000000
PA
USD
240807.31000000
0.004864127536
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
122053.21000000
PA
USD
128905.48000000
0.002603794273
Long
ABS-MBS
USGSE
US
N
2
2028-10-25
Floating
10.72900000
N
N
N
N
N
N
City of Atlanta GA Department of Aviation
N/A
ATLANTA GA ARPT REVENUE
04780MZP7
1315000.00000000
PA
USD
1374087.42000000
0.027755538056
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
5.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp Enhanced Receipt
N/A
FEDERAL HOME LOAN MORTGAGE CORP ENHANCED RECEIPT
3137ERAE2
5037314.80000000
PA
USD
4199803.29000000
0.084832884974
Long
DBT
USGSE
US
N
2
2051-11-01
Fixed
3.87000000
N
N
N
N
N
N
Iowa Finance Authority
549300NQVL49BTHOW391
IOWA ST FIN AUTH REVENUE
46246K5F5
950000.00000000
PA
USD
950000.00000000
0.019189289393
Long
DBT
MUN
US
N
2
2041-11-15
Floating
4.05000000
N
N
N
N
N
N
Dutchess County Local Development Corp
N/A
DUTCHESS CNTY NY LOCAL DEV CORP REVENUE
267045NL2
4695000.00000000
PA
USD
4370025.72000000
0.088271250732
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
5.91800000
N
N
N
N
N
N
Montgomery County Higher Education and Health Authority
N/A
MONTGOMERY CNTY PA HGR EDU & HLTH AUTH
613603YL7
3000000.00000000
PA
USD
3093304.50000000
0.062482437085
Long
DBT
MUN
US
N
2
2029-09-01
Fixed
5.00000000
N
N
N
N
N
N
Maryland Health & Higher Educational Facilities Authority
N/A
MARYLAND ST HLTH & HGR EDUCTNL FACS AUTH REVENUE
5742187A5
1365000.00000000
PA
USD
1439637.24000000
0.029079595388
Long
DBT
MUN
US
N
2
2031-04-15
Fixed
5.00000000
N
N
N
N
N
N
Massachusetts Development Finance Agency
549300UZSVMFXJK08K70
MASSACHUSETTS ST DEV FIN AGY REVENUE
57584YNU9
1010000.00000000
PA
USD
1074256.20000000
0.021699171688
Long
DBT
MUN
US
N
2
2031-10-01
Fixed
5.00000000
N
N
N
N
N
N
Philadelphia Authority for Industrial Development
549300DIY68KQZEW7M79
PHILADELPHIA PA AUTH FOR INDL DEV UNIV REVENUE
71780TAP8
1000000.00000000
PA
USD
1033589.20000000
0.020877728707
Long
DBT
MUN
US
N
2
2029-11-01
Fixed
5.00000000
N
N
N
N
N
N
Greater Asheville Regional Airport Authority
N/A
GTR ASHEVILLE REGL ARPT AUTH NC ARPT SYS REVENUE
39160CAR8
1140000.00000000
PA
USD
1164472.38000000
0.023521471042
Long
DBT
MUN
US
N
2
2042-07-01
Fixed
5.25000000
N
N
N
N
N
N
Philadelphia Gas Works Co
549300H8UJ7V5WU5IA90
PHILADELPHIA PA GAS WKS REVENUE
71783MBB0
10950000.00000000
PA
USD
10950000.00000000
0.221181809319
Long
DBT
MUN
US
N
2
2031-08-01
Floating
3.85000000
N
N
N
N
N
N
Iowa Finance Authority
549300NQVL49BTHOW391
IOWA ST FIN AUTH REVENUE
46247SAS3
5460000.00000000
PA
USD
5811565.03000000
0.117389266512
Long
DBT
MUN
US
N
2
2038-08-01
Fixed
5.00000000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI REVENUE
74442PMP7
3605000.00000000
PA
USD
3565604.92000000
0.072022552285
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
5.00000000
N
N
N
N
N
N
Oakland University
549300O12XLW6O082V10
OAKLAND UNIV MI REVENUE
673588DL0
750000.00000000
PA
USD
750000.00000000
0.015149438994
Long
DBT
MUN
US
N
2
2031-03-01
Floating
4.10000000
N
N
N
N
N
N
Health & Educational Facilities Authority of the State of Missouri
549300IWTBCMX5JB3277
MISSOURI ST HLTH & EDUCTNL FACS AUTH HLTH FACS REVENUE
60637ATL6
1500000.00000000
PA
USD
1376369.10000000
0.027801626285
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
4.00000000
N
N
N
N
N
N
City Of South Miami Health Facilities Authority Inc
N/A
S MIAMI FL HLTH FACS AUTH
838810DV8
5000000.00000000
PA
USD
5111098.00000000
0.103240356461
Long
DBT
MUN
US
N
2
2031-08-15
Fixed
5.00000000
N
N
N
N
N
N
Salem Hospital Facility Authority
N/A
SALEM OR HOSP FAC AUTH REVENUE
794458FT1
2205000.00000000
PA
USD
2231050.53000000
0.045065551863
Long
DBT
MUN
US
N
2
2038-05-15
Fixed
5.00000000
N
N
N
N
N
N
County of Washington OH
N/A
WASHINGTON CNTY OH HOSP REVENUE
938154DT5
695000.00000000
PA
USD
662555.80000000
0.013383131563
Long
DBT
MUN
US
N
2
2027-12-01
Fixed
5.50000000
N
N
N
N
N
N
Port of Seattle WA
549300T9UCDUJ3GZL429
PORT OF SEATTLE WA REVENUE
735389F37
4695000.00000000
PA
USD
4752035.33000000
0.095987559108
Long
DBT
MUN
US
N
2
2025-05-01
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
64990EQN0
2015000.00000000
PA
USD
2024890.22000000
0.040901267811
Long
DBT
MUN
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
Bloomfield Hills School District
N/A
BLOOMFIELD HILLS MI SCH DIST
093887NT0
600000.00000000
PA
USD
627707.04000000
0.012679212678
Long
DBT
MUN
US
N
2
2027-05-01
Fixed
5.00000000
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
PUERTO RICO CMWLTH
74514L3H8
1982000.00000000
PA
USD
2048016.06000000
0.041368392480
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
5.62500000
N
N
N
N
N
N
Duval County Public Schools
254900RS6MO5WEO2WC42
DUVAL CNTY FL SCH BRD COPS
267169FT2
4280000.00000000
PA
USD
4354285.82000000
0.087953316526
Long
DBT
MUN
US
N
2
2026-07-01
Fixed
5.00000000
N
N
N
N
N
N
Kentucky Public Energy Authority
N/A
KENTUCKY ST PUBLIC ENERGY AUTH GAS SPLY REVENUE
74440DBR4
36475000.00000000
PA
USD
35939339.09000000
0.725947766729
Long
DBT
MUN
US
N
2
2049-12-01
Floating
4.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp Enhanced Receipt
N/A
FEDERAL HOME LOAN MORTGAGE CORP ENHANCED RECEIPT
3137ERAB8
23650926.72000000
PA
USD
20157682.48000000
0.407170108001
Long
DBT
USGSE
US
N
2
2035-11-15
Fixed
3.87000000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
64613CAS7
6635000.00000000
PA
USD
7078318.19000000
0.142976732804
Long
DBT
MUN
US
N
2
2034-06-15
Fixed
5.00000000
N
N
N
N
N
N
Hidalgo County Regional Mobility Authority
N/A
HIDALGO CNTY TX REGL MOBILITY AUTH TOLL & VEHICLE REGISTRATI
42934AAH3
595000.00000000
PA
USD
602289.29000000
0.012165793141
Long
DBT
MUN
US
N
2
2035-12-01
Fixed
5.00000000
N
N
N
N
N
N
Chicago Board of Education
54930099NR6T9V7LVB43
CHICAGO IL BRD OF EDU
167505TE6
7000000.00000000
PA
USD
7009977.80000000
0.141596308045
Long
DBT
MUN
US
N
2
2023-12-01
Fixed
5.00000000
N
N
N
N
N
N
Missouri Joint Municipal Electric Utility Commission
N/A
MISSOURI JT MUNI ELEC UTILITY COMMISSION PWR PROJ REVENUE
606092GS7
2630000.00000000
PA
USD
2659894.42000000
0.053727877663
Long
DBT
MUN
US
N
2
2025-01-01
Fixed
5.00000000
N
N
N
N
N
N
City of Phoenix Civic Improvement Corp
N/A
PHOENIX AZ CIVIC IMPT CORP WTR SYS REVENUE
71883RPU1
490000.00000000
PA
USD
529954.06000000
0.010704675602
Long
DBT
MUN
US
N
2
2033-07-01
Fixed
5.00000000
N
N
N
N
N
N
Commonwealth of Pennsylvania
N/A
PENNSYLVANIA ST
70914PJ86
2145000.00000000
PA
USD
2175377.92000000
0.043941006785
Long
DBT
MUN
US
N
2
2025-01-01
Fixed
5.00000000
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
PUERTO RICO CMWLTH
74514L3T2
4414197.54000000
PA
USD
2289864.97000000
0.046253559558
Long
DBT
MUN
US
N
2
2043-11-01
Variable
1.00000000
N
N
N
N
N
N
Halifax Hospital Medical Center
549300H6HDJUXLEMUW23
HALIFAX FL HOSP MED CTR
405815HE4
9455000.00000000
PA
USD
9455000.00000000
0.190983927590
Long
DBT
MUN
US
N
2
2048-06-01
Floating
4.10000000
N
N
N
N
N
N
Vauxmont Metropolitan District
549300M7XL6MB0OW8D56
VAUXMONT MET DIST CO
92242SAS2
485000.00000000
PA
USD
489735.25000000
0.009892285724
Long
DBT
MUN
US
N
2
2024-12-01
Fixed
5.00000000
N
N
N
N
N
N
Chicago Board of Education
54930099NR6T9V7LVB43
CHICAGO IL BRD OF EDU
167505PT7
2265000.00000000
PA
USD
2174160.59000000
0.043916417629
Long
DBT
MUN
US
N
2
2033-12-01
Fixed
5.00000000
N
N
N
N
N
N
Main Street Natural Gas Inc
549300NY5M0QVZ6X4U26
MAIN STREET NATURAL GAS INC GA GAS SUPPLY REVENUE
56035DDP4
10000000.00000000
PA
USD
9428033.00000000
0.190439214362
Long
DBT
MUN
US
N
2
2052-08-01
Floating
4.00000000
N
N
N
N
N
N
School District of Philadelphia/The
254900HSKDHZKBZCUL90
PHILADELPHIA PA SCH DIST
717883SM5
8360000.00000000
PA
USD
8422858.00000000
0.170135431240
Long
DBT
MUN
US
N
2
2024-09-01
Fixed
5.00000000
N
N
N
N
N
N
South Jersey Transportation Authority
549300W8SZI2CAOKT956
S JERSEY NJ TRANSPRTN AUTH TRANSPRTN SYS REVENUE
838536MH0
400000.00000000
PA
USD
418918.16000000
0.008461833478
Long
DBT
MUN
US
N
2
2037-11-01
Fixed
5.00000000
N
N
N
N
N
N
Ohio Higher Educational Facility Commission
5493007MQT6NGNN6BR81
OHIO ST HGR EDUCTNL FAC COMMISSION
67756DM86
1425000.00000000
PA
USD
1504646.81000000
0.030392740075
Long
DBT
MUN
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
Massachusetts Development Finance Agency
549300UZSVMFXJK08K70
MASSACHUSETTS ST DEV FIN AGY REVENUE
57584YB81
245000.00000000
PA
USD
253309.52000000
0.005116662826
Long
DBT
MUN
US
N
2
2032-10-01
Fixed
5.00000000
N
N
N
N
N
N
Tarrant Regional Water District Water Supply System Revenue
N/A
TARRANT TX REGL WTR DIST WTR REVENUE
876443KP6
38020000.00000000
PA
USD
38166312.37000000
0.770930961192
Long
DBT
MUN
US
N
2
2044-03-01
Fixed
5.00000000
N
N
N
N
N
N
Pennsylvania Economic Development Financing Authority
N/A
PENNSYLVANIA ST ECON DEV FING AUTH REVENUE
70869PJV0
10790000.00000000
PA
USD
10822571.77000000
0.218607854391
Long
DBT
MUN
US
N
2
2028-06-30
Fixed
5.00000000
N
N
N
N
N
N
Maryland Health & Higher Educational Facilities Authority
N/A
MARYLAND ST HLTH & HGR EDUCTNL FACS AUTH REVENUE
574215RC5
1500000.00000000
PA
USD
1500000.00000000
0.030298877989
Long
DBT
MUN
US
N
2
2035-04-01
Floating
3.92000000
N
N
N
N
N
N
City of Atlanta GA Department of Aviation
N/A
ATLANTA GA ARPT REVENUE
04780MZW2
2500000.00000000
PA
USD
2567209.50000000
0.051855711608
Long
DBT
MUN
US
N
2
2037-07-01
Fixed
5.00000000
N
N
N
N
N
N
Howard Bend Levee District
N/A
HOWARD BEND MO LEVEE DIST
442499CC1
845000.00000000
PA
USD
849003.36000000
0.017149232811
Long
DBT
MUN
US
N
2
2025-03-01
Fixed
5.75000000
N
N
N
N
N
N
Indianapolis Local Public Improvement Bond Bank
549300LX8ESJHDSESB87
INDIANAPOLIS IN LOCAL PUBLIC IMPT BOND BANK
45528URQ6
11570000.00000000
PA
USD
11483688.96000000
0.231961927108
Long
DBT
MUN
US
N
2
2025-01-01
Fixed
4.00000000
N
N
N
N
N
N
Massachusetts Development Finance Agency
549300UZSVMFXJK08K70
MASSACHUSETTS ST DEV FIN AGY REVENUE
57584YPW3
1425000.00000000
PA
USD
1402583.90000000
0.028331145636
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
Pennsylvania Economic Development Financing Authority
N/A
PENNSYLVANIA ST ECON DEV FING AUTH REVENUE
70869PJW8
8910000.00000000
PA
USD
8937207.58000000
0.180524908019
Long
DBT
MUN
US
N
2
2028-12-31
Fixed
5.00000000
N
N
N
N
N
N
Main Street Natural Gas Inc
549300NY5M0QVZ6X4U26
MAIN STREET NATURAL GAS INC GA GAS SUPPLY REVENUE
56035DGC0
5000000.00000000
PA
USD
4964677.50000000
0.100282771884
Long
DBT
MUN
US
N
2
2053-12-01
Floating
5.25800000
N
N
N
N
N
N
Massachusetts Development Finance Agency
549300UZSVMFXJK08K70
MASSACHUSETTS ST DEV FIN AGY REVENUE
57584YQB8
2000000.00000000
PA
USD
1916011.00000000
0.038701989009
Long
DBT
MUN
US
N
2
2033-07-01
Fixed
5.00000000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
ILLINOIS ST
452152Q20
1675000.00000000
PA
USD
1729465.47000000
0.034933908841
Long
DBT
MUN
US
N
2
2028-11-01
Fixed
5.00000000
N
N
N
N
N
N
City of San Antonio TX Electric & Gas Systems Revenue
5493002G2FEH20Q4GQ04
SAN ANTONIO TX ELEC & GAS REVENUE
79625GDN0
2200000.00000000
PA
USD
2342710.04000000
0.047320990443
Long
DBT
MUN
US
N
2
2035-02-01
Fixed
5.00000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063D5D6
10000000.00000000
PA
USD
10832139.00000000
0.218801105280
Long
DBT
MUN
US
N
2
2037-09-01
Fixed
5.00000000
N
N
N
N
N
N
City of Fort Wayne IN
N/A
FORT WAYNE IN ECON DEV SOLID WST FAC REVENUE
34924CAB1
159363.34000000
PA
USD
15.94000000
0.000000321976
Long
DBT
MUN
US
N
2
2029-12-01
Fixed
10.75000000
Y
N
N
N
N
N
South Carolina Jobs-Economic Development Authority
5493006X47I9VG3DL112
SOUTH CAROLINA ST JOBS-ECON DEV AUTH SOL WST DISP REVENUE
83704DAK2
1445000.00000000
PA
USD
1235674.27000000
0.024959695960
Long
DBT
MUN
US
N
2
2031-06-01
Fixed
6.00000000
N
N
N
N
N
N
Utah Transit Authority
N/A
UTAH ST TRANSIT AUTH SALES TAX REVENUE
917567BP3
2150000.00000000
PA
USD
2192757.27000000
0.044292056655
Long
DBT
MUN
US
N
2
2028-06-15
Fixed
5.00000000
N
N
N
N
N
N
New Jersey Economic Development Authority
5493006JS6QWDVU4R678
NEW JERSEY ST ECON DEV AUTH SPL FAC REVENUE
64578CCA7
2000000.00000000
PA
USD
2004217.60000000
0.040483696350
Long
DBT
MUN
US
N
2
2024-10-01
Fixed
5.00000000
N
N
N
N
N
N
Irving Hospital Authority
N/A
IRVING TX HOSP AUTH
463794JT5
600000.00000000
PA
USD
608232.42000000
0.012285839921
Long
DBT
MUN
US
N
2
2026-10-15
Fixed
5.00000000
N
N
N
N
N
N
Hospitals & Higher Education Facilities Authority of Philadelphia/The
N/A
PHILADELPHIA PA HOSPS & HGR EDU FACS AUTH
717825QC0
10000000.00000000
PA
USD
9096422.00000000
0.183740920209
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
4.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp Enhanced Receipt
N/A
FEDERAL HOME LOAN MORTGAGE CORP ENHANCED RECEIPT
3137ERAF9
3384293.14000000
PA
USD
2809724.10000000
0.056754325125
Long
DBT
USGSE
US
N
2
2035-11-15
Fixed
3.87000000
N
N
N
N
N
N
New Jersey Turnpike Authority
5493005YN67D71KSMI84
NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE
6461394Y8
30900000.00000000
PA
USD
31102920.30000000
0.628255724847
Long
DBT
MUN
US
N
2
2029-01-01
Fixed
5.00000000
N
N
N
N
N
N
Irving Hospital Authority
N/A
IRVING TX HOSP AUTH
463794JX6
1000000.00000000
PA
USD
1013259.00000000
0.020467073874
Long
DBT
MUN
US
N
2
2030-10-15
Fixed
5.00000000
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
PUERTO RICO CMWLTH
74514L3P0
102835.00000000
PA
USD
79283.75000000
0.001601472445
Long
DBT
MUN
US
N
2
2046-07-01
Fixed
4.00000000
N
N
N
N
N
N
Philadelphia Authority for Industrial Development
549300DIY68KQZEW7M79
PHILADELPHIA PA AUTH FOR INDL DEV CHRT SCH REVENUE
71780CBB5
920000.00000000
PA
USD
911215.10000000
0.018405863424
Long
DBT
MUN
US
N
2
2030-08-01
Fixed
5.00000000
N
N
N
N
N
N
County of Ward ND
N/A
WARD CNTY ND HLTH CARE FACS REVENUE
934023EN8
2000000.00000000
PA
USD
1885218.40000000
0.038080001522
Long
DBT
MUN
US
N
2
2028-06-01
Fixed
5.00000000
N
N
N
N
N
N
New Jersey Turnpike Authority
5493005YN67D71KSMI84
NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE
6461395P6
14720000.00000000
PA
USD
14755214.66000000
0.298044299123
Long
DBT
MUN
US
N
2
2024-01-01
Fixed
5.00000000
N
N
N
N
N
N
San Francisco City & County Airport Comm-San Francisco International Airport
54930055TIDYHNDP4F84
SAN FRANCISCO CALIF CITY &CNTY ARPTS COMMN INTL ARPT REV
79766DTB5
9645000.00000000
PA
USD
9867134.00000000
0.199308726111
Long
DBT
MUN
US
N
2
2037-05-01
Fixed
5.00000000
N
N
N
N
N
N
Chicago O'Hare International Airport
N/A
CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE
1675932H4
2000000.00000000
PA
USD
1985577.60000000
0.040107182293
Long
DBT
MUN
US
N
2
2041-01-01
Fixed
5.00000000
N
N
N
N
N
N
Wisconsin Health & Educational Facilities Authority
549300ISNGXS0VHGVD41
WISCONSIN ST HLTH & EDUCTNL FACS AUTH REVENUE
97712JBQ5
1000000.00000000
PA
USD
956206.50000000
0.019314656050
Long
DBT
MUN
US
N
2
2035-10-15
Fixed
4.00000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2023-1
337955AC2
1887892.50000000
PA
USD
1878541.39000000
0.037945130915
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
5.38000000
N
N
N
N
N
N
City of Philadelphia PA
549300IVFOPB4AG7UL47
PHILADELPHIA PA
717813VN6
9970000.00000000
PA
USD
10317949.01000000
0.208414852100
Long
DBT
MUN
US
N
2
2029-08-01
Fixed
5.00000000
N
N
N
N
N
N
City of Los Angeles CA
549300E7TO710PTXPJ65
LOS ANGELES CA
544351RJ0
25000000.00000000
PA
USD
25295860.00000000
0.510957450511
Long
DBT
MUN
US
N
2
2024-06-27
Fixed
5.00000000
N
N
N
N
N
N
FHLMC Multifamily VRD Certificates
N/A
FEDERAL HOME LOAN MTGE CORP VA MF VARIABLE RATE CTFS
31350ABY3
9395000.00000000
PA
USD
7513537.57000000
0.151767838732
Long
DBT
USGSE
US
N
2
2033-09-15
Fixed
2.60000000
N
N
N
N
N
N
Massachusetts Development Finance Agency
549300UZSVMFXJK08K70
MASSACHUSETTS ST DEV FIN AGY REVENUE
57584YB32
440000.00000000
PA
USD
454608.57000000
0.009182753063
Long
DBT
MUN
US
N
2
2027-10-01
Fixed
5.00000000
N
N
N
N
N
N
City of Tampa FL
N/A
TAMPA FL CAPITAL IMPT CIGARETTE TAX ALLOCATION
875146AS1
650000.00000000
PA
USD
374309.91000000
0.007560780195
Long
DBT
MUN
US
N
2
2034-09-01
None
0.00000000
N
N
N
N
N
N
County of Miami-Dade FL Water & Sewer System Revenue
N/A
MIAMI-DADE CNTY FL WTR & SWR REVENUE
59334DMH4
2490000.00000000
PA
USD
2360195.30000000
0.047674179616
Long
DBT
MUN
US
N
2
2038-10-01
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
20800000.00000000
OU
Notional Amount
USD
-790236.51000000
-0.01596218639
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
20800000.00000000
USD
-790236.51000000
N
N
N
CSCDA Community Improvement Authority
N/A
CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE
126292BP5
13250000.00000000
PA
USD
9960205.20000000
0.201188694733
Long
DBT
MUN
US
N
2
2047-05-01
Fixed
3.60000000
N
N
N
N
N
N
Main Street Natural Gas Inc
549300NY5M0QVZ6X4U26
MAIN STREET NATURAL GAS INC GA GAS SUPPLY REVENUE
56035DEN8
22965000.00000000
PA
USD
22775692.62000000
0.460051954539
Long
DBT
MUN
US
N
2
2053-06-01
Floating
5.00000000
N
N
N
N
N
N
Territory of Guam
N/A
GUAM GOVT
40065BCQ4
855000.00000000
PA
USD
842667.31000000
0.017021249340
Long
DBT
MUN
US
N
2
2031-11-15
Fixed
5.00000000
N
N
N
N
N
N
State of Connecticut Special Tax Revenue
N/A
CONNECTICUT ST SPL TAX OBLIG REVENUE
207758ZZ9
1000000.00000000
PA
USD
987591.10000000
0.019948601494
Long
DBT
MUN
US
N
2
2036-05-01
Fixed
4.00000000
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
52790000.00000000
OU
Notional Amount
USD
-1793047.19000000
-0.03621821202
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
52790000.00000000
USD
-1793047.19000000
N
N
N
Maryland Health & Higher Educational Facilities Authority
N/A
MARYLAND ST HLTH & HGR EDUCTNL FACS AUTH REVENUE
574215RC5
2100000.00000000
PA
USD
2100000.00000000
0.042418429184
Long
DBT
MUN
US
N
2
2035-04-01
Floating
3.92000000
N
N
N
N
N
N
Orange County Health Facilities Authority
N/A
ORANGE CNTY FL HLTH FACS AUTH REVENUE
68450LFX8
5000000.00000000
PA
USD
5000000.00000000
0.100996259963
Long
DBT
MUN
US
N
2
2023-10-01
Fixed
5.00000000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
6461366W6
1810000.00000000
PA
USD
1905427.91000000
0.038488218507
Long
DBT
MUN
US
N
2
2035-06-15
Fixed
5.00000000
N
N
N
N
N
N
Alabama Federal Aid Highway Finance Authority
N/A
ALABAMA FEDERAL AID HIGHWAY FIN AUTH SPL OBLIG REVENUE
010268AK6
1390000.00000000
PA
USD
1404922.21000000
0.028378377749
Long
DBT
MUN
US
N
2
2025-09-01
Fixed
5.00000000
N
N
N
N
N
N
City of Las Vegas NV
N/A
LAS VEGAS NV
5176964X5
2930000.00000000
PA
USD
3016820.30000000
0.060937513456
Long
DBT
MUN
US
N
2
2026-09-01
Fixed
5.00000000
N
N
N
N
N
N
New Jersey Economic Development Authority
5493006JS6QWDVU4R678
NEW JERSEY ST ECON DEV AUTH SPL FAC REVENUE
64578CCB5
2750000.00000000
PA
USD
2762927.75000000
0.055809073859
Long
DBT
MUN
US
N
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
Delaware River & Bay Authority
549300DIIIT0MBXYHJ34
DELAWARE RIVER & BAY AUTH DE REVENUE
246317FN6
2220000.00000000
PA
USD
2224765.45000000
0.044938597949
Long
DBT
MUN
US
N
2
2027-01-01
Fixed
5.00000000
N
N
N
N
N
N
Great Lakes Water Authority Water Supply System Revenue
N/A
GREAT LAKES MI WTR AUTH WTR SPLY SYS REVENUE
39081JAE8
9805000.00000000
PA
USD
9977721.94000000
0.201542519778
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
5.00000000
N
N
N
N
N
N
Central Plains Energy Project
SVQOT7V5CPLIGNP5BE29
CENTRL PLAINS ENERGY PROJ NE GAS PROJ REVENUE
154871CT2
17480000.00000000
PA
USD
17539017.72000000
0.354275038630
Long
DBT
MUN
US
N
2
2050-03-01
Floating
5.00000000
N
N
N
N
N
N
Montgomery County Higher Education and Health Authority
N/A
MONTGOMERY CNTY PA HGR EDU & HLTH AUTH
613603YK9
1500000.00000000
PA
USD
1552117.80000000
0.031351618564
Long
DBT
MUN
US
N
2
2028-09-01
Fixed
5.00000000
N
N
N
N
N
N
Hidalgo County Regional Mobility Authority
N/A
HIDALGO CNTY TX REGL MOBILITY AUTH TOLL & VEHICLE REGISTRATI
42934AAM2
1000000.00000000
PA
USD
879836.60000000
0.017772041195
Long
DBT
MUN
US
N
2
2039-12-01
Fixed
4.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS23W54 IRS USD R V 12MUSCPI IS23W65 CCPINFLATIONZERO / Short: BS23W54 IRS USD P F 1.58700 IS23W54 CCPINFLATIONZERO
000000000
16275000.00000000
OU
Notional Amount
USD
2712531.95000000
0.054791116396
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
16275000.00000000
USD
2712531.95000000
N
N
N
Hidalgo County Regional Mobility Authority
N/A
HIDALGO CNTY TX REGL MOBILITY AUTH TOLL & VEHICLE REGISTRATI
42934AAG5
750000.00000000
PA
USD
765943.20000000
0.015471479708
Long
DBT
MUN
US
N
2
2034-12-01
Fixed
5.00000000
N
N
N
N
N
N
Virginia Small Business Financing Authority
N/A
VIRGINIA ST SMALL BUSINESS FING AUTH REVENUE
928104NL8
5030000.00000000
PA
USD
4712794.12000000
0.095194916019
Long
DBT
MUN
US
N
2
2032-01-01
Fixed
4.00000000
N
N
N
N
N
N
City of Phoenix Civic Improvement Corp
N/A
PHOENIX AZ CIVIC IMPT CORP WTR SYS REVENUE
71883RQF3
825000.00000000
PA
USD
892017.47000000
0.018018085658
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
59259YS67
4205000.00000000
PA
USD
4209985.45000000
0.085038556990
Long
DBT
MUN
US
N
2
2026-11-15
Fixed
5.00000000
N
N
N
N
N
N
County of Miami-Dade FL Aviation Revenue
N/A
MIAMI-DADE CNTY FL AVIATION REVENUE
59333PQ43
1610000.00000000
PA
USD
1616376.41000000
0.032649594420
Long
DBT
MUN
US
N
2
2024-10-01
Fixed
5.00000000
N
N
N
N
N
N
North Texas Tollway Authority
PQGZGRE0F2WPMYQQ1B78
N TX TOLLWAY AUTH REVENUE
66285WH41
1845000.00000000
PA
USD
1848960.48000000
0.037347618660
Long
DBT
MUN
US
N
2
2024-01-01
Fixed
5.00000000
N
N
N
N
N
N
Board of Regents of the University of Texas System
TEHUYFNKZR6XVWLGEU86
UNIV OF TEXAS TX UNIV REVENUES
91514ALA1
1895000.00000000
PA
USD
1721638.96000000
0.034775819193
Long
DBT
MUN
US
N
2
2042-08-15
Fixed
4.00000000
N
N
N
N
N
N
South Carolina Public Service Authority
EMBXY64GWKA9MZGFUD26
SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE
837151XY0
5475000.00000000
PA
USD
5167032.89000000
0.104370199399
Long
DBT
MUN
US
N
2
2035-12-01
Fixed
4.00000000
N
N
N
N
N
N
State of Connecticut
5493007GRO6CU0IKP741
CONNECTICUT ST
20772JG48
7345000.00000000
PA
USD
7443918.05000000
0.150361576504
Long
DBT
MUN
US
N
2
2032-06-15
Fixed
5.00000000
N
N
N
N
N
N
City of Minneapolis MN
54930069TEI1INHRHS55
MINNEAPOLIS MN HLTH CARE SYS REVENUE
60374VEG4
6140000.00000000
PA
USD
6140000.00000000
0.124023407235
Long
DBT
MUN
US
N
2
2048-11-15
Floating
4.10000000
N
N
N
N
N
N
Medford Hospital Facilities Authority
N/A
MEDFORD OR HOSP FACS AUTH REVENUE
584283GN9
415000.00000000
PA
USD
438749.45000000
0.008862410702
Long
DBT
MUN
US
N
2
2030-08-15
Fixed
5.00000000
N
N
N
N
N
N
State of Maryland Department of Transportation
N/A
MARYLAND ST DEPT OF TRANSPRTN
57421FAR8
1000000.00000000
PA
USD
1039766.80000000
0.021002511606
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 ST PERSONAL INCOME TAX REVENUE
64990FZU1
1825000.00000000
PA
USD
1710842.78000000
0.034557744433
Long
DBT
MUN
US
N
2
2039-03-15
Fixed
4.00000000
N
N
N
N
N
N
Commonwealth of Massachusetts
5493001N1YCXNI1O7K10
MASSACHUSETTS ST SPL OBLG REVENUE
576004HG3
5462034.22000000
PA
USD
5256386.99000000
0.106175085382
Long
DBT
MUN
US
N
2
2031-07-15
Fixed
4.11000000
N
N
N
N
N
N
Mission Economic Development Corp
N/A
MISSION TX ECON DEV CORP REVENUE
605156AC2
10680000.00000000
PA
USD
10221813.05000000
0.206472977618
Long
DBT
MUN
US
N
2
2031-10-01
Fixed
4.62500000
N
N
N
N
N
N
Legacy Denton Public Facility Corp
N/A
LEGACY DENTON PUB FAC CORP MF HSG REVENUE
52474GAA0
15000000.00000000
PA
USD
15073800.00000000
0.304479484687
Long
DBT
MUN
US
N
2
2043-04-01
Floating
5.00000000
N
N
N
N
N
N
Freddie Mac Multifamily
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
35833JAK3
4875643.65000000
PA
USD
3374603.62000000
0.068164468895
Long
ABS-MBS
USGSE
US
N
2
2038-01-25
Fixed
2.03200000
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
15240000.00000000
OU
Notional Amount
USD
539778.70000000
0.010903125981
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
15240000.00000000
USD
539778.70000000
N
N
N
Florida Keys Aqueduct Authority
549300EMJ277J3MYQ645
FLORIDA KEYS AQUEDUCT AUTH FL WTR REVENUE
340765HC3
385000.00000000
PA
USD
385000.00000000
0.007776712017
Long
DBT
MUN
US
N
2
2035-09-01
Floating
4.13000000
N
N
N
N
N
N
Chicago O'Hare International Airport
N/A
CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE
167593Z96
890000.00000000
PA
USD
930199.08000000
0.018789325620
Long
DBT
MUN
US
N
2
2033-01-01
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
16275000.00000000
OU
Notional Amount
USD
2734030.58000000
0.055225372641
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
16275000.00000000
USD
2734030.58000000
N
N
N
County of Osceola FL Transportation Revenue
N/A
OSCEOLA CNTY FL TRANSPRTN REVENUE
688031EM1
500000.00000000
PA
USD
322148.15000000
0.006507151660
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
5425000.00000000
PA
USD
5446448.28000000
0.110014181272
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
5.25000000
N
N
N
N
N
N
Pennsylvania Higher Educational Facilities Authority
N/A
PENNSYLVANIA ST HGR EDUCTNL FACS AUTH REVENUE
70917TCL3
750000.00000000
PA
USD
802668.30000000
0.016213299258
Long
DBT
MUN
US
N
2
2030-08-15
Fixed
5.00000000
N
N
N
N
N
N
SCAGO Educational Facilities Corp for Pickens School District
N/A
SCAGO SC EDUCTNL FACS CORP FOR PICKENS SCH DIST
80585TCC3
3000000.00000000
PA
USD
3045993.30000000
0.061526786234
Long
DBT
MUN
US
N
2
2026-12-01
Fixed
5.00000000
N
N
N
N
N
N
Florida Gulf Coast University Financing Corp
N/A
FLORIDA ST GULF COAST UNIV FING CORP CAPITAL IMPT REVENUE
34073XCL0
80000.00000000
PA
USD
80000.00000000
0.001615940159
Long
DBT
MUN
US
N
2
2039-02-01
Floating
3.90000000
N
N
N
N
N
N
Chicago O'Hare International Airport
N/A
CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE
167593VJ8
3020000.00000000
PA
USD
3085801.87000000
0.062330889571
Long
DBT
MUN
US
N
2
2027-01-01
Fixed
5.00000000
N
N
N
N
N
N
County of Clark NV
N/A
CLARK CNTY NV
180848SL8
6550000.00000000
PA
USD
6596511.55000000
0.133244599071
Long
DBT
MUN
US
N
2
2024-06-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0EW5
106857.46000000
PA
USD
108141.37000000
0.002184374783
Long
ABS-MBS
USGSE
US
N
2
2027-10-25
Floating
8.72900000
N
N
N
N
N
N
County of Allen OH Hospital Facilities Revenue
N/A
ALLEN CNTY OH HOSP FACS REVENUE
01757LFT8
1955000.00000000
PA
USD
2038691.99000000
0.041180053241
Long
DBT
MUN
US
N
2
2028-08-01
Fixed
5.00000000
N
N
N
N
N
N
Illinois Finance Authority
549300ZG6UBPNNNRN315
ILLINOIS ST FIN AUTH REVENUE
45203H4W9
1250000.00000000
PA
USD
1269756.00000000
0.025648121413
Long
DBT
MUN
US
N
2
2028-11-15
Fixed
5.00000000
N
N
N
N
N
N
Hidalgo County Regional Mobility Authority
N/A
HIDALGO CNTY TX REGL MOBILITY AUTH TOLL & VEHICLE REGISTRATI
42934AAJ9
1000000.00000000
PA
USD
1003842.00000000
0.020276857518
Long
DBT
MUN
US
N
2
2036-12-01
Fixed
5.00000000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI REVENUE
74442PML6
895000.00000000
PA
USD
895000.00000000
0.018078330533
Long
DBT
MUN
US
N
2
2023-10-01
Fixed
5.00000000
N
N
N
N
N
N
City of Atlanta GA Department of Aviation
N/A
ATLANTA GA ARPT REVENUE
04780ME70
2845000.00000000
PA
USD
2954078.44000000
0.059670174815
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
5.00000000
N
N
N
N
N
N
Columbus Regional Airport Authority
N/A
COLUMBUS OH REGL ARPT AUTH CAPITAL FUNDING REVENUE
199544AB3
5500000.00000000
PA
USD
5500000.00000000
0.111095885959
Long
DBT
MUN
US
N
2
2036-12-01
Floating
3.85000000
N
N
N
N
N
N
Umatilla County School District No 6R Umatilla
N/A
UMATILLA CNTY OR SCH DIST #6 R UMATILLA
904115FH0
2000000.00000000
PA
USD
704101.00000000
0.014222313527
Long
DBT
MUN
US
N
2
2043-06-15
None
0.00000000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966LRN3
1130000.00000000
PA
USD
1139318.43000000
0.023013380067
Long
DBT
MUN
US
N
2
2027-08-01
Fixed
5.00000000
N
N
N
N
N
N
Hillsborough County Aviation Authority
N/A
HILLSBOROUGH CNTY FL AVIATIONAUTH
432308L93
2020000.00000000
PA
USD
2034052.33000000
0.041086335579
Long
DBT
MUN
US
N
2
2040-10-01
Fixed
5.00000000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI HOSP REVENUE
74442CDP6
3945000.00000000
PA
USD
2900792.03000000
0.058593829192
Long
DBT
MUN
US
N
2
2040-02-01
Fixed
4.00000000
N
N
N
N
N
N
Great Lakes Water Authority Water Supply System Revenue
N/A
GREAT LAKES MI WTR AUTH WTR SPLY SYS REVENUE
39081JAD0
2700000.00000000
PA
USD
2718748.26000000
0.054916681208
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
5.00000000
N
N
N
N
N
N
Illinois Finance Authority
549300ZG6UBPNNNRN315
ILLINOIS ST FIN AUTH REVENUE
45204E6R4
455000.00000000
PA
USD
447538.68000000
0.009039946573
Long
DBT
MUN
US
N
2
2027-09-01
Fixed
5.00000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063D6A1
7470000.00000000
PA
USD
7484289.36000000
0.151177046768
Long
DBT
MUN
US
N
2
2025-11-01
Fixed
5.00000000
N
N
N
N
N
N
City of Detroit MI Sewage Disposal System Revenue
N/A
DETROIT MI SWR DISP SYS REVENUE
251237W66
14000000.00000000
PA
USD
12992677.60000000
0.262442368901
Long
DBT
MUN
US
N
2
2032-07-01
Floating
4.29100000
N
N
N
N
N
N
Tricolor Auto Securitization Trust
N/A
Tricolor Auto Securitization Trust 2023-1
89616KAA2
1702538.68000000
PA
USD
1698810.80000000
0.034314707437
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
6.48000000
N
N
N
N
N
N
Village Community Development District No 15
N/A
VILLAGE CDD NO 15 SPL ASSMNT REVENUE
92708KAC1
1000000.00000000
PA
USD
963507.80000000
0.019462136849
Long
DBT
MUN
US
N
2
2038-05-01
Fixed
4.85000000
N
N
N
N
N
N
City of El Paso TX Water & Sewer Revenue
N/A
EL PASO TX WTR & SWR REVENUE
283822WC4
3880000.00000000
PA
USD
3999383.33000000
0.080784551697
Long
DBT
MUN
US
N
2
2039-03-01
Fixed
5.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDT0
10000000.00000000
PA
USD
10012900.00000000
0.202253090277
Long
DBT
CORP
US
N
2
2025-04-07
Floating
6.57900000
N
N
N
N
N
N
Washington State Housing Finance Commission
549300YL1HU59NREG764
Washington State Housing Finance Commission
93978TS67
3187101.87000000
PA
USD
144723.11000000
0.002923298568
Long
ABS-MBS
CORP
US
N
2
2035-12-20
Variable
0.72600000
N
N
N
N
N
N
City of Kansas City MO
549300EGAE3I3XU7XE19
KANSAS CITY MO SPL OBLG
485106YZ5
4000000.00000000
PA
USD
4155606.00000000
0.083940132776
Long
DBT
MUN
US
N
2
2037-09-01
Fixed
5.00000000
N
N
N
N
N
N
Kentucky Public Energy Authority
N/A
KENTUCKY ST PUBLIC ENERGY AUTH GAS SPLY REVENUE
74440DCC6
10895000.00000000
PA
USD
10733297.50000000
0.216804580914
Long
DBT
MUN
US
N
2
2049-12-01
Floating
4.00000000
N
N
N
N
N
N
Illinois Development Finance Authority
N/A
ILLINOIS ST DEV FIN AUTH
451908C62
508000.00000000
PA
USD
508000.00000000
0.010261220012
Long
DBT
MUN
US
N
2
2026-08-01
Floating
3.85000000
N
N
N
N
N
N
Manatee County School District
N/A
MANATEE CNTY FL SCH BRD COPS
56185NFT0
6215000.00000000
PA
USD
6391972.13000000
0.129113055784
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
5.00000000
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
54740.06000000
OU
Notional Amount
USD
-7877.09000000
-0.00015911132
N/A
DCR
GB
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-6239.07000000
USD
54740.06000000
USD
-1638.02000000
N
N
N
Massachusetts Port Authority
254900JRR8IDSSKWCL90
MASSACHUSETTS ST PORT AUTH
575896YC3
8615000.00000000
PA
USD
8907901.39000000
0.179932944902
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
5.00000000
N
N
N
N
N
N
Medford Hospital Facilities Authority
N/A
MEDFORD OR HOSP FACS AUTH REVENUE
584283GS8
875000.00000000
PA
USD
916870.94000000
0.018520107161
Long
DBT
MUN
US
N
2
2034-08-15
Fixed
5.00000000
N
N
N
N
N
N
Florida Keys Aqueduct Authority
549300EMJ277J3MYQ645
FLORIDA KEYS AQUEDUCT AUTH FL WTR REVENUE
340765HC3
10350000.00000000
PA
USD
10350000.00000000
0.209062258124
Long
DBT
MUN
US
N
2
2035-09-01
Floating
4.13000000
N
N
N
N
N
N
New Hampshire Business Finance Authority
N/A
NATIONAL FIN AUTH NH MUNI CTFS
63607WAE4
9877634.19000000
PA
USD
8849448.53000000
0.178752240853
Long
DBT
MUN
US
N
2
2036-10-20
Fixed
4.00000000
N
N
N
N
N
N
Pennsylvania Economic Development Financing Authority
N/A
PENNSYLVANIA ST ECON DEV FING AUTH UPMC REVENUE
70870JBW7
3000000.00000000
PA
USD
3159799.80000000
0.063825592406
Long
DBT
MUN
US
N
2
2029-04-15
Fixed
5.00000000
N
N
N
N
N
N
New Jersey Health Care Facilities Financing Authority
N/A
NEW JERSEY ST HLTH CARE FACS FING AUTH REVENUE
64579FWP4
13460000.00000000
PA
USD
13460000.00000000
0.271881931821
Long
DBT
MUN
US
N
2
2036-07-01
Floating
3.90000000
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
23500000.00000000
OU
Notional Amount
USD
1615139.25000000
0.032624604714
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
23500000.00000000
USD
1615139.25000000
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI REVENUE
74442PMR3
3525000.00000000
PA
USD
3488230.73000000
0.070459651523
Long
DBT
MUN
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
Metropolitan Nashville Airport Authority/The
549300IC0HNF8TDXEE63
MET NASHVILLE TN ARPT AUTH ARPT REVENUE
592190QU9
2500000.00000000
PA
USD
2636519.00000000
0.053255711664
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
5.50000000
N
N
N
N
N
N
Gilbert Water Resource Municipal Property Corp
N/A
GILBERT AZ WTR RESOURCE MUNI PROPERTY CORP UTILITY SYS REVEN
37530ACC0
5500000.00000000
PA
USD
5870501.45000000
0.118579738111
Long
DBT
MUN
US
N
2
2038-07-15
Fixed
5.00000000
N
N
N
N
N
N
Iowa Finance Authority
549300NQVL49BTHOW391
IOWA ST FIN AUTH MIDWSTRN DISASTER AREA REVENUE
46246SAW5
5450000.00000000
PA
USD
5079675.77000000
0.102605650919
Long
DBT
MUN
US
N
2
2050-12-01
Floating
4.00000000
N
N
N
N
N
N
Florida Gulf Coast University Financing Corp
N/A
FLORIDA ST GULF COAST UNIV FING CORP CAPITAL IMPT REVENUE
34073XCL0
1460000.00000000
PA
USD
1460000.00000000
0.029490907909
Long
DBT
MUN
US
N
2
2039-02-01
Floating
3.90000000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
6461364E8
7230000.00000000
PA
USD
7477309.38000000
0.151036056393
Long
DBT
MUN
US
N
2
2033-12-15
Fixed
5.00000000
N
N
N
N
N
N
LAD Auto Receivables Trust
N/A
LAD Auto Receivables Trust 2023-1
505710AB9
1581912.60000000
PA
USD
1577986.77000000
0.031874152408
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
5.68000000
N
N
N
N
N
N
County of Cuyahoga OH
549300GHDK9DGLUNJU89
CUYAHOGA CNTY OH HOSP REVENUE
2322655H7
2710000.00000000
PA
USD
2707595.96000000
0.054691413090
Long
DBT
MUN
US
N
2
2027-02-15
Fixed
5.00000000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI REVENUE
74442PQU2
3750000.00000000
PA
USD
3485231.25000000
0.070399064271
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
5.00000000
N
N
N
N
N
N
City of Philadelphia PA
549300IVFOPB4AG7UL47
PHILADELPHIA PA
717813VP1
4000000.00000000
PA
USD
4141644.40000000
0.083658118899
Long
DBT
MUN
US
N
2
2030-08-01
Fixed
5.00000000
N
N
N
N
N
N
Massachusetts Development Finance Agency
549300UZSVMFXJK08K70
MASSACHUSETTS ST DEV FIN AGY REVENUE
57584YB57
295000.00000000
PA
USD
309880.57000000
0.006259355721
Long
DBT
MUN
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
Pennsylvania Turnpike Commission
549300J8LLBYEYEXZJ24
PENNSYLVANIA ST TURNPIKE COMMISSION REGISTRATION FEE REVENUE
709222DS9
24000000.00000000
PA
USD
24000139.20000000
0.484784859560
Long
DBT
MUN
US
N
2
2041-07-15
Floating
5.32000000
N
N
N
N
N
N
Illinois Finance Authority
549300ZG6UBPNNNRN315
ILLINOIS ST FIN AUTH REVENUE
45204E6Y9
600000.00000000
PA
USD
566192.10000000
0.011436656904
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
2250000.00000000
PA
USD
2284965.90000000
0.046154602008
Long
DBT
MUN
US
N
2
2041-08-01
Floating
5.85000000
N
N
N
N
N
N
State of Arizona Lottery Revenue
N/A
ARIZONA ST LOTTERY REVENUE
040624BJ6
5000000.00000000
PA
USD
5094001.00000000
0.102895009849
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
5.00000000
N
N
N
N
N
N
Ohio Higher Educational Facility Commission
5493007MQT6NGNN6BR81
OHIO ST HGR EDUCTNL FAC COMMISSION
67756DM94
4560000.00000000
PA
USD
4917431.04000000
0.099328428733
Long
DBT
MUN
US
N
2
2030-10-01
Fixed
5.00000000
N
N
N
N
N
N
City of Phoenix Civic Improvement Corp
N/A
PHOENIX AZ CIVIC IMPT CORP WTR SYS REVENUE
71883RQD8
600000.00000000
PA
USD
654138.54000000
0.013213109207
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
5.00000000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI HOSP REVENUE
74442CEC4
3375000.00000000
PA
USD
3011642.10000000
0.060832917689
Long
DBT
MUN
US
N
2
2031-02-01
Fixed
5.00000000
N
N
N
N
N
N
Lake Orion Community School District
N/A
LAKE ORION MI CMNTY SCH DIST
510336RH5
2915000.00000000
PA
USD
2934049.53000000
0.059265605815
Long
DBT
MUN
US
N
2
2024-05-01
Fixed
5.00000000
N
N
N
N
N
N
Municipality of Anchorage AK
N/A
ANCHORAGE AK
0331613K4
2730000.00000000
PA
USD
2757841.09000000
0.055706327132
Long
DBT
MUN
US
N
2
2024-09-01
Fixed
5.00000000
N
N
N
N
N
N
Utah Transit Authority
N/A
UTAH ST TRANSIT AUTH SALES TAX REVENUE
917567BM0
1305000.00000000
PA
USD
1329387.06000000
0.026852624220
Long
DBT
MUN
US
N
2
2026-06-15
Fixed
5.00000000
N
N
N
N
N
N
South Carolina Public Service Authority
EMBXY64GWKA9MZGFUD26
SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE
837151XZ7
3650000.00000000
PA
USD
3392385.92000000
0.068523658054
Long
DBT
MUN
US
N
2
2036-12-01
Fixed
4.00000000
N
N
N
N
N
N
CSCDA Community Improvement Authority
N/A
CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE
126292BE0
5500000.00000000
PA
USD
3901286.95000000
0.078803078198
Long
DBT
MUN
US
N
2
2046-10-01
Fixed
4.00000000
N
N
N
N
N
N
Southeast Alabama Gas Supply District/The
549300BL04JIB2GJZ178
S E ALABAMA ST GAS SPLY DIST GAS SPLY REVENUE
84131TAF9
23985000.00000000
PA
USD
23887788.80000000
0.482515465518
Long
DBT
MUN
US
N
2
2049-04-01
Floating
4.00000000
N
N
N
N
N
N
City of Riverside CA Electric Revenue
N/A
RIVERSIDE CA ELEC REVENUE
768874UN7
5230000.00000000
PA
USD
5647820.52000000
0.114081749892
Long
DBT
MUN
US
N
2
2033-10-01
Fixed
5.00000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063D6Q6
18550000.00000000
PA
USD
18569796.56000000
0.375096000168
Long
DBT
MUN
US
N
2
2024-11-01
Fixed
5.00000000
N
N
N
N
N
N
City & County of Denver CO Airport System Revenue
N/A
DENVER CITY & CNTY CO ARPT REVENUE
249182LF1
1620000.00000000
PA
USD
1657500.25000000
0.033480265227
Long
DBT
MUN
US
N
2
2032-12-01
Fixed
5.00000000
N
N
N
N
N
N
Orange County School Board
549300SEFJ368NVQXL34
ORANGE CNTY FL SCH BRD COPS
684517QA6
25075000.00000000
PA
USD
25306269.23000000
0.511167709171
Long
DBT
MUN
US
N
2
2028-08-01
Fixed
5.00000000
N
N
N
N
N
N
Washington Health Care Facilities Authority
549300ZVPWQIL3N5TL85
WASHINGTON ST HLTH CARE FACS AUTH
93978HSG1
3700000.00000000
PA
USD
3755465.22000000
0.075857588328
Long
DBT
MUN
US
N
2
2028-08-15
Fixed
5.00000000
N
N
N
N
N
N
Kentucky Economic Development Finance Authority
N/A
KENTUCKY ST ECON DEV FIN AUTH
49126KJW2
8780000.00000000
PA
USD
8774790.83000000
0.177244211158
Long
DBT
MUN
US
N
2
2028-06-01
Fixed
5.00000000
N
N
N
N
N
N
New Jersey Turnpike Authority
5493005YN67D71KSMI84
NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE
6461394W2
5040000.00000000
PA
USD
5073609.74000000
0.102483121650
Long
DBT
MUN
US
N
2
2027-01-01
Fixed
5.00000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447PD73
25000000.00000000
PA
USD
25155307.50000000
0.508118395145
Long
DBT
MUN
US
N
2
2026-07-01
Fixed
5.00000000
N
N
N
N
N
N
State of Connecticut
5493007GRO6CU0IKP741
CONNECTICUT ST
20772JV25
2805000.00000000
PA
USD
2818120.95000000
0.056923935214
Long
DBT
MUN
US
N
2
2024-03-15
Fixed
5.00000000
N
N
N
N
N
N
JEA Electric System Revenue
N/A
JEA FL ELEC SYS REVENUE
46613SFX3
1185000.00000000
PA
USD
1232021.87000000
0.024885920212
Long
DBT
MUN
US
N
2
2030-10-01
Fixed
5.00000000
N
N
N
N
N
N
Montgomery County Higher Education and Health Authority
N/A
MONTGOMERY CNTY PA HGR EDU & HLTH AUTH
613603YH6
1400000.00000000
PA
USD
1426001.92000000
0.028804172124
Long
DBT
MUN
US
N
2
2026-09-01
Fixed
5.00000000
N
N
N
N
N
N
City of Atlanta GA Department of Aviation
N/A
ATLANTA GA ARPT REVENUE
04780MF46
7460000.00000000
PA
USD
7547702.74000000
0.152457949611
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
5.00000000
N
N
N
N
N
N
City of Los Angeles Department of Airports
N/A
LOS ANGELES CA DEPT OF ARPTS ARPT REVENUE
544445NT2
5215000.00000000
PA
USD
5260654.20000000
0.106261279832
Long
DBT
MUN
US
N
2
2039-05-15
Fixed
5.00000000
N
N
N
N
N
N
Patriots Energy Group Financing Agency
5493008X0DFBVFH4HL19
PATRIOTS ENERGY GROUP FING AGY SC GAS SPLY REVENUE
70342PAN4
7000000.00000000
PA
USD
7045672.90000000
0.142317322365
Long
DBT
MUN
US
N
2
2054-10-01
Floating
5.25000000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
ILLINOIS ST
4521526L0
1500000.00000000
PA
USD
1564923.75000000
0.031610289175
Long
DBT
MUN
US
N
2
2039-05-01
Fixed
5.50000000
N
N
N
N
N
N
Port of Portland OR Airport Revenue
N/A
PORT OF PORTLAND OR ARPT REVENUE
7352402N2
7170000.00000000
PA
USD
6505087.90000000
0.131397909726
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
4.00000000
N
N
N
N
N
N
Massachusetts Development Finance Agency
549300UZSVMFXJK08K70
MASSACHUSETTS ST DEV FIN AGY REVENUE
57584YQA0
2000000.00000000
PA
USD
1923052.20000000
0.038844215982
Long
DBT
MUN
US
N
2
2032-07-01
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
64990FW83
3500000.00000000
PA
USD
3281068.35000000
0.066275126406
Long
DBT
MUN
US
N
2
2039-03-15
Fixed
4.00000000
N
N
N
N
N
N
Montana Facility Finance Authority
N/A
MONTANA ST FAC FIN AUTH REVENUE
61204KKU4
2375000.00000000
PA
USD
2407726.08000000
0.048634265819
Long
DBT
MUN
US
N
2
2028-02-15
Fixed
5.00000000
N
N
N
N
N
N
Pennsylvania Economic Development Financing Authority
N/A
PENNSYLVANIA ST ECON DEV FING AUTH REVENUE
70869PJJ7
12450000.00000000
PA
USD
12480310.77000000
0.252092942190
Long
DBT
MUN
US
N
2
2027-06-30
Fixed
5.00000000
N
N
N
N
N
N
HTA TRRB Custodial Trust
N/A
HTA TRRB 2005L-745190UR7 ASSURED CUSTODIAL TRUST
40444FAA4
4260000.00000000
PA
USD
4157619.85000000
0.083980811039
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
5.25000000
N
N
N
N
N
N
Maine Municipal Bond Bank
N/A
MAINE ST MUNI BOND BANK
56045RQB8
1000000.00000000
PA
USD
1010361.00000000
0.020408536442
Long
DBT
MUN
US
N
2
2025-09-01
Fixed
5.00000000
N
N
N
N
N
N
Connecticut State Health & Educational Facilities Authority
549300ZOQJ5U8YBS5Q35
CONNECTICUT ST HLTH & EDUCTNL FACS AUTH REV
20774Y4E4
1000000.00000000
PA
USD
995850.00000000
0.020115425096
Long
DBT
MUN
US
N
2
2026-07-01
Fixed
5.00000000
N
N
N
N
N
N
Virginia Small Business Financing Authority
N/A
VIRGINIA ST SMALL BUSINESS FING AUTH REVENUE
928104MQ8
1650000.00000000
PA
USD
1677768.18000000
0.033889662253
Long
DBT
MUN
US
N
2
2030-01-01
Fixed
5.00000000
N
N
N
N
N
N
Tennessee Energy Acquisition Corp
549300OJ2Z8PGEY46K92
TENNESSEE ST ENERGY ACQUISITION CORP GAS REVENUE
880443JF4
43555000.00000000
PA
USD
43453756.40000000
0.877733375551
Long
DBT
MUN
US
N
2
2053-05-01
Floating
5.00000000
N
N
N
N
N
N
Triborough Bridge & Tunnel Authority
54930020ZN4LQF7K3456
TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX
89602HAJ6
2000000.00000000
PA
USD
1466127.00000000
0.029614668726
Long
DBT
MUN
US
N
2
2036-05-15
Fixed
2.59100000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH OF NEW YORK & NEW JERSEY NY
73358WPW8
3450000.00000000
PA
USD
3455666.97000000
0.069801887929
Long
DBT
MUN
US
N
2
2028-12-01
Fixed
5.00000000
N
N
N
N
N
N
Pennsylvania Turnpike Commission
549300J8LLBYEYEXZJ24
PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE
709224L64
8000000.00000000
PA
USD
8458016.00000000
0.170845596542
Long
DBT
MUN
US
N
2
2029-12-01
Fixed
5.00000000
N
N
N
N
N
N
Las Vegas Valley Water District
N/A
LAS VEGAS VLY NV WTR DIST
517845BM4
4590000.00000000
PA
USD
4729057.26000000
0.095523419282
Long
DBT
MUN
US
N
2
2028-06-01
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
649717MW2
450000.00000000
PA
USD
450000.00000000
0.009089663396
Long
DBT
MUN
US
N
2
2034-02-01
Floating
4.00000000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
ILLINOIS ST
452152H20
1100000.00000000
PA
USD
1128030.42000000
0.022785370708
Long
DBT
MUN
US
N
2
2029-02-01
Fixed
5.00000000
N
N
N
N
N
N
Indiana Finance Authority
549300PS0PAS7NDSSI20
INDIANA ST FIN AUTH HLTH FAC REVENUE
45471CBM9
830000.00000000
PA
USD
824443.48000000
0.016653141606
Long
DBT
MUN
US
N
2
2027-04-01
Fixed
5.00000000
N
N
N
N
N
N
New Jersey Economic Development Authority
5493006JS6QWDVU4R678
NEW JERSEY ST ECON DEV AUTH LEASE REVENUE
64577FBT1
1000000.00000000
PA
USD
1000573.70000000
0.020210840303
Long
DBT
MUN
US
N
2
2025-06-15
Fixed
5.00000000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966QZY9
18750000.00000000
PA
USD
16257665.63000000
0.328392684873
Long
DBT
MUN
US
N
2
2027-08-01
Fixed
1.39600000
N
N
N
N
N
N
Hospital Facilities Authority of Multnomah County Oregon
549300GAP0JIG7V33754
MULTNOMAH CNTY OR HOSP FACS AUTH REVENUE
62551PCE5
220000.00000000
PA
USD
220984.28000000
0.004463717158
Long
DBT
MUN
US
N
2
2024-10-01
Fixed
5.00000000
N
N
N
N
N
N
Vauxmont Metropolitan District
549300M7XL6MB0OW8D56
VAUXMONT MET DIST CO
92242SAY9
385000.00000000
PA
USD
406054.15000000
0.008201990098
Long
DBT
MUN
US
N
2
2030-12-01
Fixed
5.00000000
N
N
N
N
N
N
Pennsylvania Turnpike Commission
549300J8LLBYEYEXZJ24
PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE
709224XE4
6255000.00000000
PA
USD
6475187.26000000
0.130793939164
Long
DBT
MUN
US
N
2
2030-06-01
Fixed
5.00000000
N
N
N
N
N
N
County of Broward FL Convention Center Hotel Revenue
N/A
BROWARD CNTY FL CONVENTION CTR HOTEL REVENUE
115012AJ5
2685000.00000000
PA
USD
2903876.37000000
0.058656130553
Long
DBT
MUN
US
N
2
2035-01-01
Fixed
5.00000000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI HOSP REVENUE
74442CDM3
3575000.00000000
PA
USD
2689295.54000000
0.054321758295
Long
DBT
MUN
US
N
2
2038-02-01
Fixed
4.00000000
N
N
N
N
N
N
CSCDA Community Improvement Authority
N/A
CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE
126292AN1
3000000.00000000
PA
USD
2126223.60000000
0.042948126289
Long
DBT
MUN
US
N
2
2045-07-01
Fixed
3.10000000
N
N
N
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
40500000.00000000
OU
Notional Amount
USD
136766.07000000
0.002762572311
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
40500000.00000000
USD
136766.07000000
N
N
N
State of California
N/A
CALIFORNIA ST
13063CKT6
50000000.00000000
PA
USD
50303945.00000000
1.016102061280
Long
DBT
MUN
US
N
2
2026-05-01
Fixed
5.00000000
N
N
N
N
N
N
FHLMC Multifamily VRD Certificates
N/A
FEDERAL HOME LOAN MTGE CORP VA MF VARIABLE RATE CTFS
31350ACE6
9455000.00000000
PA
USD
7576141.17000000
0.153032384624
Long
DBT
USGSE
US
N
2
2035-06-15
Fixed
2.62500000
N
N
N
N
N
N
Greater Asheville Regional Airport Authority
N/A
GTR ASHEVILLE REGL ARPT AUTH NC ARPT SYS REVENUE
39160CBD8
650000.00000000
PA
USD
670981.48000000
0.013553323996
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
5.00000000
N
N
N
N
N
N
Montgomery County Higher Education and Health Authority
N/A
MONTGOMERY CNTY PA HGR EDU & HLTH AUTH
613603XE4
2750000.00000000
PA
USD
2632795.55000000
0.053180500759
Long
DBT
MUN
US
N
2
2032-12-01
Fixed
5.00000000
N
N
N
N
N
N
Johnstown Plaza Metropolitan District
N/A
JOHNSTOWN PLAZA MET DIST CO
479706AA1
2312000.00000000
PA
USD
1742074.43000000
0.035188600401
Long
DBT
MUN
US
N
2
2046-12-01
Fixed
4.25000000
N
N
N
N
N
N
School District of Philadelphia/The
254900HSKDHZKBZCUL90
PHILADELPHIA PA SCH DIST
717883SZ6
24200000.00000000
PA
USD
24381957.38000000
0.492497301193
Long
DBT
MUN
US
N
2
2024-09-01
Fixed
5.00000000
N
N
N
N
N
N
Health & Educational Facilities Authority of the State of Missouri
549300IWTBCMX5JB3277
MISSOURI ST HLTH & EDUCTNL FACS AUTH HLTH FACS REVENUE
60637ATF9
1500000.00000000
PA
USD
1465059.45000000
0.029593105014
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
4.00000000
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
316221.61000000
OU
Notional Amount
USD
-45504.29000000
-0.00091915262
N/A
DCR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-37008.78000000
USD
316221.61000000
USD
-8495.51000000
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI HOSP REVENUE
74442CED2
2545000.00000000
PA
USD
2239904.89000000
0.045244403312
Long
DBT
MUN
US
N
2
2032-02-01
Fixed
5.00000000
N
N
N
N
N
N
Denton Independent School District
5493005I9W678SUI0Z07
DENTON TX INDEP SCH DIST
249002ED4
1220000.00000000
PA
USD
1253985.91000000
0.025329577391
Long
DBT
MUN
US
N
2
2027-08-15
Fixed
5.00000000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
ILLINOIS ST
452152XU0
18120000.00000000
PA
USD
18151019.63000000
0.366637019430
Long
DBT
MUN
US
N
2
2025-05-01
Fixed
5.00000000
N
N
N
N
N
N
Infirmary Health System Special Care Facilities Financing Authority of Mobile
N/A
INFIRMARY HLTH SYS AL SPL CARE FACS FING AUTH REVENUE
45663NCA8
2680000.00000000
PA
USD
2289009.98000000
0.046236289399
Long
DBT
MUN
US
N
2
2040-02-01
Fixed
4.00000000
N
N
N
N
N
N
National Finance Authority
N/A
National Finance Authority
63607WAF1
9877634.20000000
PA
USD
476793.40000000
0.009630870035
Long
ABS-MBS
CORP
US
N
2
2036-10-01
Variable
0.69700000
N
N
N
N
N
N
Washington Health Care Facilities Authority
549300ZVPWQIL3N5TL85
WASHINGTON ST HLTH CARE FACS AUTH
93978HNY7
16560000.00000000
PA
USD
16697183.04000000
0.337270607792
Long
DBT
MUN
US
N
2
2029-08-15
Fixed
5.00000000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI REVENUE
74442PZS7
165000.00000000
PA
USD
159386.57000000
0.003219489491
Long
DBT
MUN
US
N
2
2025-04-01
Fixed
3.00000000
N
N
N
N
N
N
Colorado Health Facilities Authority
5493002JB6DRFRZPEQ21
COLORADO ST HLTH FACS AUTH REVENUE
19648FKM5
1995000.00000000
PA
USD
2044266.33000000
0.041292650739
Long
DBT
MUN
US
N
2
2035-08-01
Fixed
5.00000000
N
N
N
N
N
N
Bloomfield Hills School District
N/A
BLOOMFIELD HILLS MI SCH DIST
093887NV5
700000.00000000
PA
USD
750936.55000000
0.015168356603
Long
DBT
MUN
US
N
2
2029-05-01
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
25420000.00000000
OU
Notional Amount
USD
2432005.12000000
0.049124684266
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
25420000.00000000
USD
2432005.12000000
N
N
N
Puerto Rico Sales Tax Financing Corp Sales Tax Revenue
N/A
PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE
74529JQB4
2938000.00000000
PA
USD
2844186.43000000
0.057450438413
Long
DBT
MUN
US
N
2
2024-07-01
None
0.00000000
N
N
N
N
N
N
Massachusetts Development Finance Agency
549300UZSVMFXJK08K70
MASSACHUSETTS ST DEV FIN AGY REVENUE
57584YB40
500000.00000000
PA
USD
521644.05000000
0.010536819616
Long
DBT
MUN
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
Municipality of Anchorage AK
N/A
ANCHORAGE AK
0331612W9
4375000.00000000
PA
USD
4419617.13000000
0.089272960120
Long
DBT
MUN
US
N
2
2024-09-01
Fixed
5.00000000
N
N
N
N
N
N
Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue
54930051IHTXE1N9RB42
LOS ANGELES CNTY CA MET TRANSPRTN AUTH SALES TAX REVENUE
54466HLS3
6165000.00000000
PA
USD
6174985.45000000
0.124730087155
Long
DBT
MUN
US
N
2
2037-06-01
Fixed
4.00000000
N
N
N
N
N
N
State of Connecticut
5493007GRO6CU0IKP741
CONNECTICUT ST
20772J3U4
3025000.00000000
PA
USD
3091883.05000000
0.062453724858
Long
DBT
MUN
US
N
2
2025-10-15
Fixed
5.00000000
N
N
N
N
N
N
City of Glendale AZ
5493002BC35ZY7XRQ949
GLENDALE AZ COPS
37828AAL3
10000000.00000000
PA
USD
7540603.00000000
0.152314540173
Long
DBT
MUN
US
N
2
2034-07-01
Fixed
2.64200000
N
N
N
N
N
N
Washington State Housing Finance Commission
549300YL1HU59NREG764
WASHINGTON ST HSG FIN COMMISSION MF HSG REVENUE
93978PJT5
2955000.00000000
PA
USD
2955000.00000000
0.059688789638
Long
DBT
MUN
US
N
2
2044-12-15
Floating
4.09000000
N
N
N
N
N
N
County of Allen OH Hospital Facilities Revenue
N/A
ALLEN CNTY OH HOSP FACS REVENUE
01757LGT7
5400000.00000000
PA
USD
5676044.76000000
0.114651858428
Long
DBT
MUN
US
N
2
2028-12-01
Fixed
5.00000000
N
N
N
N
N
N
South Carolina Public Service Authority
EMBXY64GWKA9MZGFUD26
SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE
837151PL7
1435000.00000000
PA
USD
1456770.39000000
0.029425672203
Long
DBT
MUN
US
N
2
2030-12-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac Multifamily
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
35833TAA3
7374282.21000000
PA
USD
5262477.30000000
0.106298105088
Long
ABS-MBS
USGSE
US
N
2
2041-07-25
Fixed
2.34000000
N
N
N
N
N
N
City of Dallas TX
N/A
DALLAS TX
235219VJ8
7250000.00000000
PA
USD
7490729.00000000
0.151307122679
Long
DBT
MUN
US
N
2
2042-02-15
Fixed
5.00000000
N
N
N
N
N
N
Florida Development Finance Corp
549300HC854CNBLMWC48
FLORIDA ST DEV FIN CORP SENIOR LIVING REVENUE
34061WAN4
3765000.00000000
PA
USD
3121934.99000000
0.063060751567
Long
DBT
MUN
US
N
2
2040-06-01
Fixed
5.12500000
N
N
N
N
N
N
City of Bridgeport CT
N/A
BRIDGEPORT CT
108152AU3
1085000.00000000
PA
USD
1107369.99000000
0.022368045477
Long
DBT
MUN
US
N
2
2025-08-15
Fixed
5.00000000
N
N
N
N
N
N
Kentucky Turnpike Authority
N/A
KENTUCKY ST TURNPIKE AUTH ECON DEV ROAD REVENUE
491552J55
3420000.00000000
PA
USD
3441496.07000000
0.069515646349
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
5.00000000
N
N
N
N
N
N
City of Philadelphia PA
549300IVFOPB4AG7UL47
PHILADELPHIA PA
717813VL0
12000000.00000000
PA
USD
12511898.40000000
0.252730988688
Long
DBT
MUN
US
N
2
2027-08-01
Fixed
5.00000000
N
N
N
N
N
N
City & County of Denver CO Airport System Revenue
N/A
DENVER CITY & CNTY CO ARPT REVENUE
249182KZ8
16080000.00000000
PA
USD
16345180.10000000
0.330160411705
Long
DBT
MUN
US
N
2
2026-12-01
Fixed
5.00000000
N
N
N
N
N
N
Sumter County Industrial Development Authority/AL
N/A
SUMTER CNTY AL INDL DEV AUTH EXEMPT FACS REVENUE
86651LAA2
6480000.00000000
PA
USD
4551456.10000000
0.091936008697
Long
DBT
MUN
US
N
2
2052-07-15
Floating
6.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261AQA8
56065000.00000000
PA
USD
57946961.89000000
1.170485285426
Long
DBT
MUN
US
N
2
2030-11-15
Fixed
5.00000000
N
N
N
N
N
N
Comanche County Hospital Authority
N/A
COMANCHE CNTY OK HOSP AUTH REVENUE
199875HK4
1235000.00000000
PA
USD
1210733.61000000
0.024455913284
Long
DBT
MUN
US
N
2
2026-07-01
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
650116CG9
22110000.00000000
PA
USD
22364881.87000000
0.451753884678
Long
DBT
MUN
US
N
2
2028-01-01
Fixed
5.00000000
N
N
N
N
N
N
Chester County Industrial Development Authority
N/A
CHESTER CNTY PA INDL DEV AUTH
165588FK5
950000.00000000
PA
USD
927069.85000000
0.018726117514
Long
DBT
MUN
US
N
2
2032-10-15
Fixed
5.00000000
N
N
N
N
N
N
Pennsylvania Higher Educational Facilities Authority
N/A
PENNSYLVANIA ST HGR EDUCTNL FACS AUTH REVENUE
70917TCU3
1065000.00000000
PA
USD
1008567.67000000
0.020372312517
Long
DBT
MUN
US
N
2
2038-08-15
Fixed
4.00000000
N
N
N
N
N
N
Greater Asheville Regional Airport Authority
N/A
GTR ASHEVILLE REGL ARPT AUTH NC ARPT SYS REVENUE
39160CBF3
420000.00000000
PA
USD
427347.82000000
0.008632106304
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
5.00000000
N
N
N
N
N
N
Kentucky Economic Development Finance Authority
N/A
KENTUCKY ST ECON DEV FIN AUTH
49126KKP5
1000000.00000000
PA
USD
1026150.00000000
0.020727462432
Long
DBT
MUN
US
N
2
2029-08-15
Fixed
5.00000000
N
N
N
N
N
N
Hospitals & Higher Education Facilities Authority of Philadelphia/The
N/A
PHILADELPHIA PA HOSPS & HGR EDU FACS AUTH
717903K80
6000000.00000000
PA
USD
6013288.80000000
0.121463935775
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
5.00000000
N
N
N
N
N
N
City of Bridgeport CT
N/A
BRIDGEPORT CT
108152AJ8
1000000.00000000
PA
USD
1041888.10000000
0.021045360280
Long
DBT
MUN
US
N
2
2028-11-01
Fixed
5.00000000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI REVENUE
74442PZN8
20000.00000000
PA
USD
19715.39000000
0.000398236130
Long
DBT
MUN
US
N
2
2025-04-01
Fixed
3.00000000
N
N
N
N
N
N
County of Carroll KY
N/A
CARROLL CNTY KY ENVRNMNTL FACS REVENUE
14483RAR8
3835000.00000000
PA
USD
3421014.82000000
0.069101940419
Long
DBT
MUN
US
N
2
2034-10-01
Floating
1.75000000
N
N
N
N
N
N
Allegheny County Hospital Development Authority
54930046B973R604OG22
ALLEGHENY CNTY PA HOSP DEV AUTH
01728A4Q6
5290000.00000000
PA
USD
5563135.93000000
0.112371184519
Long
DBT
MUN
US
N
2
2030-07-15
Fixed
5.00000000
N
N
N
N
N
N
Pennsylvania Higher Educational Facilities Authority
N/A
PENNSYLVANIA ST HGR EDUCTNL FACS AUTH REVENUE
70917TCK5
825000.00000000
PA
USD
876911.48000000
0.017712955959
Long
DBT
MUN
US
N
2
2029-08-15
Fixed
5.00000000
N
N
N
N
N
N
Indiana Finance Authority
549300PS0PAS7NDSSI20
INDIANA FIN AUTH IN WSTWTR UTIL REVENUE
45505MPG5
800000.00000000
PA
USD
842868.88000000
0.017025320903
Long
DBT
MUN
US
N
2
2034-10-01
Fixed
5.00000000
N
N
N
N
N
N
Port of Portland OR Airport Revenue
N/A
PORT OF PORTLAND OR ARPT REVENUE
735240X24
4290000.00000000
PA
USD
4449695.68000000
0.089880524331
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
Massachusetts Development Finance Agency
549300UZSVMFXJK08K70
MASSACHUSETTS ST DEV FIN AGY REVENUE
57584YPY9
2100000.00000000
PA
USD
2037153.09000000
0.041148968612
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
5.00000000
N
N
N
N
N
N
County of Cuyahoga OH
549300GHDK9DGLUNJU89
CUYAHOGA CNTY OH HOSP REVENUE
2322655G9
2745000.00000000
PA
USD
2739300.56000000
0.055331822295
Long
DBT
MUN
US
N
2
2026-02-15
Fixed
5.00000000
N
N
N
N
N
N
University of Houston
N/A
UNIV OF HOUSTON TX UNIV REVENUES
914302KJ2
1750000.00000000
PA
USD
1811179.48000000
0.036584470720
Long
DBT
MUN
US
N
2
2040-02-15
Fixed
5.00000000
N
N
N
N
N
N
Indiana Finance Authority
549300PS0PAS7NDSSI20
INDIANA FIN AUTH IN WSTWTR UTIL REVENUE
45505MPC4
1000000.00000000
PA
USD
1044204.70000000
0.021092153867
Long
DBT
MUN
US
N
2
2030-10-01
Fixed
5.00000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447TK85
2000000.00000000
PA
USD
1989114.80000000
0.040178631087
Long
DBT
MUN
US
N
2
2034-06-01
Fixed
4.00000000
N
N
N
N
N
N
Massachusetts Development Finance Agency
549300UZSVMFXJK08K70
MASSACHUSETTS ST DEV FIN AGY REVENUE
57584YNT2
1000000.00000000
PA
USD
1064247.80000000
0.021497009494
Long
DBT
MUN
US
N
2
2030-10-01
Fixed
5.00000000
N
N
N
N
N
N
Cobb County Kennestone Hospital Authority
549300TB04LETJYNFR44
COBB CNTY GA KENNESTONE HOSP AUTH
190813SH9
1000000.00000000
PA
USD
1019987.10000000
0.020602976462
Long
DBT
MUN
US
N
2
2026-04-01
Fixed
5.00000000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966QAV2
2435000.00000000
PA
USD
2492722.16000000
0.050351123057
Long
DBT
MUN
US
N
2
2039-12-01
Fixed
5.00000000
N
N
N
N
N
N
Greater Orlando Aviation Authority
549300CP6PUG5S184F61
GTR ORLANDO FL AVIATION AUTH ARPT FACS REVENUE
392274W44
4085000.00000000
PA
USD
4160517.35000000
0.084039338372
Long
DBT
MUN
US
N
2
2031-10-01
Fixed
5.00000000
N
N
N
N
N
N
Metropolitan Water Reclamation District of Greater Chicago
254900GOGQEZEWCZ4D37
CHICAGO IL MET WTR RECLAMATION DIST GREATER CHICAGO
167560MR9
2240000.00000000
PA
USD
2559155.20000000
0.051693020773
Long
DBT
MUN
US
N
2
2034-12-01
Fixed
5.25000000
N
N
N
N
N
N
Pennsylvania Economic Development Financing Authority
N/A
PENNSYLVANIA ST ECON DEV FING AUTH T/E PRIVATE ACTIVITY REV
70868YAQ2
4750000.00000000
PA
USD
4965506.08000000
0.100299508581
Long
DBT
MUN
US
N
2
2039-06-30
Fixed
5.50000000
N
N
N
N
N
N
Connecticut State Health & Educational Facilities Authority
549300ZOQJ5U8YBS5Q35
CONNECTICUT ST HLTH & EDUCTNL FACS AUTH REVENUE
20775DUX8
19535000.00000000
PA
USD
18824779.68000000
0.380246468462
Long
DBT
MUN
US
N
2
2048-07-01
Floating
2.80000000
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
25945000.00000000
PA
USD
27281572.24000000
0.551067352432
Long
DBT
MUN
US
N
2
2032-07-15
Fixed
5.00000000
N
N
N
N
N
N
Comanche County Hospital Authority
N/A
COMANCHE CNTY OK HOSP AUTH REVENUE
199875HM0
1280000.00000000
PA
USD
1243711.87000000
0.025122049468
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
District of Columbia
549300HWFOZXPKGOX654
DIST OF COLUMBIA REVENUE
25483VAE4
3550000.00000000
PA
USD
3550000.00000000
0.071707344573
Long
DBT
MUN
US
N
2
2045-11-01
Floating
4.05000000
N
N
N
N
N
N
Indiana Finance Authority
549300PS0PAS7NDSSI20
INDIANA ST FIN AUTH HOSP REVENUE
45471ANY4
11690000.00000000
PA
USD
10798714.65000000
0.218125958412
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
4.00000000
N
N
N
N
N
N
Pennsylvania Economic Development Financing Authority
N/A
PENNSYLVANIA ST ECON DEV FING AUTH UPMC REVENUE
70870JBY3
1635000.00000000
PA
USD
1724400.66000000
0.034831603467
Long
DBT
MUN
US
N
2
2031-04-15
Fixed
5.00000000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966QWM8
5000000.00000000
PA
USD
5069562.50000000
0.102401370430
Long
DBT
MUN
US
N
2
2044-06-01
Floating
5.00000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447TL35
1000000.00000000
PA
USD
953132.20000000
0.019252557490
Long
DBT
MUN
US
N
2
2037-06-01
Fixed
4.00000000
N
N
N
N
N
N
Greater Orlando Aviation Authority
549300CP6PUG5S184F61
GTR ORLANDO FL AVIATION AUTH ARPT FACS REVENUE
392274Z74
7975000.00000000
PA
USD
8206146.60000000
0.165758023062
Long
DBT
MUN
US
N
2
2033-10-01
Fixed
5.00000000
N
N
N
N
N
N
Arizona Industrial Development Authority
N/A
ARIZONA ST INDL DEV AUTH NATIONAL CHRT SCH REVOLVING LOAN FD
04052FBM6
1000000.00000000
PA
USD
1036527.80000000
0.020937086229
Long
DBT
MUN
US
N
2
2034-11-01
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
64971XUE6
4750000.00000000
PA
USD
4327914.05000000
0.087420626498
Long
DBT
MUN
US
N
2
2042-05-01
Fixed
4.00000000
N
N
N
N
N
N
Delaware State Economic Development Authority
N/A
DELAWARE ST ECON DEV AUTH CHRT SCH REVENUE
246372AK2
575000.00000000
PA
USD
553541.23000000
0.011181118793
Long
DBT
MUN
US
N
2
2030-09-01
Fixed
4.00000000
N
N
N
N
N
N
State of Connecticut
5493007GRO6CU0IKP741
CONNECTICUT ST
20772KDA4
16655000.00000000
PA
USD
17184510.75000000
0.347114263010
Long
DBT
MUN
US
N
2
2026-04-15
Fixed
5.00000000
N
N
N
N
N
N
Greater Asheville Regional Airport Authority
N/A
GTR ASHEVILLE REGL ARPT AUTH NC ARPT SYS REVENUE
39160CAN7
1300000.00000000
PA
USD
1343233.97000000
0.027132321445
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
5.25000000
N
N
N
N
N
N
Wisconsin Center District
N/A
WISCONSIN CENTER DIST WI TAX REVENUE
976595FF0
1075000.00000000
PA
USD
863127.39000000
0.017434527652
Long
DBT
MUN
US
N
2
2028-12-15
None
0.00000000
N
N
N
N
N
N
Cobb County Kennestone Hospital Authority
549300TB04LETJYNFR44
COBB CNTY GA KENNESTONE HOSP AUTH
190813SJ5
250000.00000000
PA
USD
257321.85000000
0.005197708891
Long
DBT
MUN
US
N
2
2027-04-01
Fixed
5.00000000
N
N
N
N
N
N
City of Bridgeport CT
N/A
BRIDGEPORT CT
108152BE8
2480000.00000000
PA
USD
2544562.34000000
0.051398255916
Long
DBT
MUN
US
N
2
2026-08-15
Fixed
5.00000000
N
N
N
N
N
N
Hidalgo County Regional Mobility Authority
N/A
HIDALGO CNTY TX REGL MOBILITY AUTH TOLL & VEHICLE REGISTRATI
42934AAL4
1850000.00000000
PA
USD
1646633.39000000
0.033260762784
Long
DBT
MUN
US
N
2
2038-12-01
Fixed
4.00000000
N
N
N
N
N
N
State of Wisconsin
549300VTAT608CNZ5827
WISCONSIN ST GEN FUND ANNUAL APPROP REVENUE
977100GQ3
12500000.00000000
PA
USD
13072955.00000000
0.264063912333
Long
DBT
MUN
US
N
2
2027-05-01
Fixed
5.00000000
N
N
N
N
N
N
City of Bridgeport CT
N/A
BRIDGEPORT CT
108152BG3
1620000.00000000
PA
USD
1684857.83000000
0.034032867880
Long
DBT
MUN
US
N
2
2028-08-15
Fixed
5.00000000
N
N
N
N
N
N
California State Public Works Board
N/A
CALIFORNIA ST PUBLIC WKS BRD LEASE REVENUE
13068L7Y5
12040000.00000000
PA
USD
12547276.50000000
0.253445599845
Long
DBT
MUN
US
N
2
2027-02-01
Fixed
5.00000000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
6461364L2
1525000.00000000
PA
USD
1598331.76000000
0.032285105988
Long
DBT
MUN
US
N
2
2029-06-15
Fixed
5.00000000
N
N
N
N
N
N
Massachusetts Development Finance Agency
549300UZSVMFXJK08K70
MASSACHUSETTS ST DEV FIN AGY REVENUE
57584X8K0
7500000.00000000
PA
USD
7879825.50000000
0.159166580932
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
State of Maryland
N/A
MARYLAND ST
574193PD4
15000000.00000000
PA
USD
15328741.50000000
0.309629112289
Long
DBT
MUN
US
N
2
2025-08-01
Fixed
5.00000000
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
0.200995787837
Long
DBT
MUN
US
N
2
2053-05-01
Floating
5.00000000
N
N
N
N
N
N
Port of Seattle WA
549300T9UCDUJ3GZL429
PORT OF SEATTLE WA REVENUE
735389H35
1000000.00000000
PA
USD
1032584.60000000
0.020857436539
Long
DBT
MUN
US
N
2
2033-04-01
Fixed
5.00000000
N
N
N
N
N
N
Metropolitan Pier & Exposition Authority
254900I3VDCQ58UGBR15
MET PIER & EXPOSITION AUTH IL REVENUE
592250EW0
2745000.00000000
PA
USD
2370774.70000000
0.047887875583
Long
DBT
MUN
US
N
2
2042-12-15
Fixed
4.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS2O9T0 IRS USD R F 3.78100 IS2O9T0 CCPOIS / Short: SS2O9T0 IRS USD P V 00MSOFR IS2O9U1 CCPOIS
000000000
39800000.00000000
OU
Notional Amount
USD
-1302729.48000000
-0.02631416104
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-07-31
0.00000000
USD
0.00000000
USD
39800000.00000000
USD
-1302729.48000000
N
N
N
Tobacco Settlement Financing Corp
N/A
TOBACCO SETTLEMENT FING CORP NJ
888808HA3
4125000.00000000
PA
USD
4179434.74000000
0.084421455500
Long
DBT
MUN
US
N
2
2025-06-01
Fixed
5.00000000
N
N
N
N
N
N
California Community Choice Financing Authority
549300X8VKJ215S2R571
CALIFORNIA CMNTY CHOICE FING AUTH CLEAN ENERGY PROJ REVENUE
13013JCM6
16165000.00000000
PA
USD
16126873.23000000
0.325750776226
Long
DBT
MUN
US
N
2
2054-01-01
Floating
5.25000000
N
N
N
N
N
N
Greater Orlando Aviation Authority
549300CP6PUG5S184F61
GTR ORLANDO FL AVIATION AUTH ARPT FACS REVENUE
392274W28
3000000.00000000
PA
USD
3107432.70000000
0.062767816157
Long
DBT
MUN
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
Montgomery County Housing Opportunities Commission
549300HDL0LLRHMDL092
MONTGOMERY CNTY MD HSG OPPORTUNITIES COMMISSION MF REVENUE
61334MXK1
1795000.00000000
PA
USD
1795000.00000000
0.036257657326
Long
DBT
MUN
US
N
2
2049-01-01
Floating
3.90000000
N
N
N
N
N
N
Philadelphia Authority for Industrial Development
549300DIY68KQZEW7M79
PHILADELPHIA PA AUTH FOR INDL DEV UNIV REVENUE
71780TAW3
1510000.00000000
PA
USD
1361513.09000000
0.027501545996
Long
DBT
MUN
US
N
2
2036-11-01
Fixed
4.00000000
N
N
N
N
N
N
New Jersey Economic Development Authority
5493006JS6QWDVU4R678
NEW JERSEY ST ECON DEV AUTH REV
64577XEV4
9065000.00000000
PA
USD
9406004.45000000
0.189994254129
Long
DBT
MUN
US
N
2
2033-06-15
Fixed
5.00000000
N
N
N
N
N
N
BAYLOR SCOTT & WHITE HOL
549300JQDKSBWYRGGV95
Baylor Scott & White Holdings
072863AG8
5835000.00000000
PA
USD
5210830.05000000
0.105254869270
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.82700000
N
N
N
N
N
N
City of Bridgeport CT
N/A
BRIDGEPORT CT
108152GS2
6610000.00000000
PA
USD
6866945.90000000
0.138707170654
Long
DBT
MUN
US
N
2
2027-08-15
Fixed
5.00000000
N
N
N
N
N
N
HACKENSACK MERIDIAN HLTH
5493001CB3OCWTEJY668
Hackensack Meridian Health Inc
404530AC1
7000000.00000000
PA
USD
4532780.00000000
0.091558765447
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
2.67500000
N
N
N
N
N
N
City of Minneapolis MN
54930069TEI1INHRHS55
MINNEAPOLIS MN HLTH CARE SYS REVENUE
60374VEG4
5500000.00000000
PA
USD
5500000.00000000
0.111095885959
Long
DBT
MUN
US
N
2
2048-11-15
Floating
4.10000000
N
N
N
N
N
N
City of Atlanta GA Department of Aviation
N/A
ATLANTA GA ARPT REVENUE
04780MF38
7105000.00000000
PA
USD
7224079.09000000
0.145920993953
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
5.00000000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
ILLINOIS ST
452153EH8
4000000.00000000
PA
USD
4149653.20000000
0.083819890669
Long
DBT
MUN
US
N
2
2037-10-01
Fixed
5.25000000
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
64972HY30
28000000.00000000
PA
USD
29481995.20000000
0.595514250291
Long
DBT
MUN
US
N
2
2031-07-15
Fixed
5.00000000
N
N
N
N
N
N
Chicago O'Hare International Airport
N/A
CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE
167593L34
6000000.00000000
PA
USD
6005255.40000000
0.121301667104
Long
DBT
MUN
US
N
2
2039-01-01
Fixed
5.00000000
N
N
N
N
N
N
New Hope Cultural Education Facilities Finance Corp
N/A
NEW HOPE CULTURAL ED FACS FIN CORP TX RETIREMENT FAC REVENUE
64542UFX7
1155000.00000000
PA
USD
872958.93000000
0.017633117406
Long
DBT
MUN
US
N
2
2037-01-01
Fixed
4.00000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447TDX8
2000000.00000000
PA
USD
2000000.00000000
0.040398503985
Long
DBT
MUN
US
N
2
2023-10-01
Fixed
3.87500000
N
N
N
N
N
N
State of Connecticut
5493007GRO6CU0IKP741
CONNECTICUT ST
20772KCH0
5500000.00000000
PA
USD
5688188.00000000
0.114897142793
Long
DBT
MUN
US
N
2
2026-06-15
Fixed
5.00000000
N
N
N
N
N
N
Michigan Strategic Fund
N/A
MICHIGAN ST STRATEGIC FUND LTD OBLG REVENUE
594698PZ9
2400000.00000000
PA
USD
2413794.24000000
0.048756838112
Long
DBT
MUN
US
N
2
2026-06-30
Fixed
5.00000000
N
N
N
N
N
N
Indiana Finance Authority
549300PS0PAS7NDSSI20
INDIANA FIN AUTH IN WSTWTR UTIL REVENUE
45505MPE0
1715000.00000000
PA
USD
1797400.26000000
0.036306140783
Long
DBT
MUN
US
N
2
2032-10-01
Fixed
5.00000000
N
N
N
N
N
N
City of Salt Lake City UT Airport Revenue
N/A
SALT LAKE CITY UT ARPT REVENUE
795576LQ8
4905000.00000000
PA
USD
5158524.74000000
0.104198341133
Long
DBT
MUN
US
N
2
2033-07-01
Fixed
5.00000000
N
N
N
N
N
N
New Hampshire Business Finance Authority
N/A
NATIONAL FIN AUTH NH REVENUE
63607YAA8
2250000.00000000
PA
USD
2137578.08000000
0.043177478291
Long
DBT
MUN
US
N
2
2027-11-01
Fixed
4.00000000
N
N
N
N
N
N
City of El Paso TX Water & Sewer Revenue
N/A
EL PASO TX WTR & SWR REVENUE
283822SX3
3000000.00000000
PA
USD
3046574.40000000
0.061538524020
Long
DBT
MUN
US
N
2
2025-03-01
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
1686678.17000000
OU
Notional Amount
USD
-242712.99000000
-0.00490262084
N/A
DCR
GB
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-155257.40000000
USD
1686678.17000000
USD
-87455.59000000
N
N
N
SCAGO Educational Facilities Corp for Pickens School District
N/A
SCAGO SC EDUCTNL FACS CORP FOR PICKENS SCH DIST
80585TCD1
2500000.00000000
PA
USD
2534791.75000000
0.051200897307
Long
DBT
MUN
US
N
2
2027-12-01
Fixed
5.00000000
N
N
N
N
N
N
New York State Urban Development Corp
54930039Y2EMGXN6LM88
NEW YORK ST URBAN DEV CORP REVENUE
650035W79
4010000.00000000
PA
USD
4030544.03000000
0.081413974529
Long
DBT
MUN
US
N
2
2024-03-15
Fixed
5.00000000
N
N
N
N
N
N
State of Colorado
N/A
COLORADO ST COPS
196711UZ6
11000000.00000000
PA
USD
12423334.00000000
0.250942054055
Long
DBT
MUN
US
N
2
2041-12-15
Fixed
6.00000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447PZG9
22045000.00000000
PA
USD
22159999.95000000
0.447615423147
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
5.00000000
N
N
N
N
N
N
Port of Seattle WA
549300T9UCDUJ3GZL429
PORT OF SEATTLE WA REVENUE
735389C48
8320000.00000000
PA
USD
8421072.19000000
0.170099359214
Long
DBT
MUN
US
N
2
2025-05-01
Fixed
5.00000000
N
N
N
N
N
N
North Texas Tollway Authority
PQGZGRE0F2WPMYQQ1B78
N TX TOLLWAY AUTH REVENUE
66285WZJ8
2000000.00000000
PA
USD
2064299.80000000
0.041697311848
Long
DBT
MUN
US
N
2
2027-01-01
Fixed
5.00000000
N
N
N
N
N
N
Illinois Finance Authority
549300ZG6UBPNNNRN315
ILLINOIS ST FIN AUTH REVENUE
45203H4V1
1000000.00000000
PA
USD
1017036.30000000
0.020543372509
Long
DBT
MUN
US
N
2
2027-11-15
Fixed
5.00000000
N
N
N
N
N
N
Suffolk Tobacco Asset Securitization Corp
N/A
SUFFOLK NY TOBACCO ASSET SECURITIZATION CORP TOBACCO SETTLEM
864809BK3
1045000.00000000
PA
USD
1083089.31000000
0.021877593903
Long
DBT
MUN
US
N
2
2027-06-01
Fixed
5.00000000
N
N
N
N
N
N
New York City Housing Development Corp
549300SQWVHKBRF8D702
NEW YORK CITY NY HSG DEV CORP
64970HDM3
300000.00000000
PA
USD
300000.00000000
0.006059775597
Long
DBT
MUN
US
N
2
2035-04-15
Floating
3.85000000
N
N
N
N
N
N
Bloomfield Hills School District
N/A
BLOOMFIELD HILLS MI SCH DIST
093887NW3
635000.00000000
PA
USD
687965.22000000
0.013896382840
Long
DBT
MUN
US
N
2
2030-05-01
Fixed
5.00000000
N
N
N
N
N
N
Medford Hospital Facilities Authority
N/A
MEDFORD OR HOSP FACS AUTH REVENUE
584283GP4
1245000.00000000
PA
USD
1305596.02000000
0.026372063008
Long
DBT
MUN
US
N
2
2031-08-15
Fixed
5.00000000
N
N
N
N
N
N
Buckeye Tobacco Settlement Financing Authority
N/A
BUCKEYE OH TOBACCO SETTLEMENT FING AUTH
118217CU0
1000000.00000000
PA
USD
943973.10000000
0.019067550521
Long
DBT
MUN
US
N
2
2038-06-01
Fixed
4.00000000
N
N
N
N
N
N
City of San Antonio TX Electric & Gas Systems Revenue
5493002G2FEH20Q4GQ04
SAN ANTONIO TX ELEC & GAS REVENUE
79625GDP5
1875000.00000000
PA
USD
1980008.63000000
0.039994693265
Long
DBT
MUN
US
N
2
2036-02-01
Fixed
5.00000000
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
PUERTO RICO CMWLTH
74514L3R6
1346318.00000000
PA
USD
793474.32000000
0.016027587739
Long
DBT
MUN
US
N
2
2033-07-01
None
0.00000000
N
N
N
N
N
N
New Jersey Economic Development Authority
5493006JS6QWDVU4R678
NEW JERSEY ST ECON DEV AUTH WTR FACS REVENUE
645780FT9
5000000.00000000
PA
USD
4750676.50000000
0.095960111759
Long
DBT
MUN
US
N
2
2034-11-01
Floating
3.75000000
N
N
N
N
N
N
Tennergy Corp/TN
5493008K3JJFBSC4C235
TENNERGY CORP TN GAS REVENUE
880397BG8
5445000.00000000
PA
USD
5459008.90000000
0.110267896401
Long
DBT
MUN
US
N
2
2050-02-01
Floating
5.00000000
N
N
N
N
N
N
New York Liberty Development Corp
N/A
NEW YORK ST LIBERTY DEV CORP LIBERTY REVENUE
649519DF9
4250000.00000000
PA
USD
3684821.83000000
0.074430644692
Long
DBT
MUN
US
N
2
2069-09-15
Fixed
2.45000000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI SPL REVENUE
74447TAA0
1000000.00000000
PA
USD
628431.30000000
0.012693842188
Long
DBT
MUN
US
N
2
2029-09-01
None
0.00000000
N
N
N
N
N
N
American Samoa Economic Development Authority
N/A
AMERICAN SAMOA AS ECON DEV AUTH GEN REVENUE
02936TAF8
1920000.00000000
PA
USD
1986626.30000000
0.040128365248
Long
DBT
MUN
US
N
2
2028-09-01
Fixed
6.50000000
N
N
N
N
N
N
Kentucky Economic Development Finance Authority
N/A
KENTUCKY ST ECON DEV FIN AUTH
49126KJY8
5870000.00000000
PA
USD
5802263.14000000
0.117201375292
Long
DBT
MUN
US
N
2
2030-06-01
Fixed
5.00000000
N
N
N
N
N
N
Chicago O'Hare International Airport
N/A
CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE
167593Z54
500000.00000000
PA
USD
515612.00000000
0.010414976718
Long
DBT
MUN
US
N
2
2029-01-01
Fixed
5.00000000
N
N
N
N
N
N
Dallas Fort Worth International Airport
N/A
DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE
23503CDM6
5500000.00000000
PA
USD
5662043.75000000
0.114369048499
Long
DBT
MUN
US
N
2
2031-11-01
Fixed
5.00000000
N
N
N
N
N
N
Virginia Small Business Financing Authority
N/A
VIRGINIA ST SMALL BUSINESS FING AUTH REVENUE
928104MV7
1570000.00000000
PA
USD
1579794.60000000
0.031910669222
Long
DBT
MUN
US
N
2
2035-01-01
Fixed
5.00000000
N
N
N
N
N
N
New Jersey Turnpike Authority
5493005YN67D71KSMI84
NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE
646140DS9
6625000.00000000
PA
USD
5614823.98000000
0.113415244466
Long
DBT
MUN
US
N
2
2029-01-01
Fixed
1.71300000
N
N
N
N
N
N
Florida Municipal Power Agency
549300M3I10QJUPNU131
FLORIDA ST MUNI PWR AGY
342816F75
1000000.00000000
PA
USD
1010355.70000000
0.020408429386
Long
DBT
MUN
US
N
2
2024-10-01
Fixed
5.00000000
N
N
N
N
N
N
Grand Valley State University
5493004492FRREYG5M95
GRAND VLY MI ST UNIV REVENUE
386545HC4
15695000.00000000
PA
USD
15695000.00000000
0.317027260025
Long
DBT
MUN
US
N
2
2031-12-01
Floating
3.90000000
N
N
N
N
N
N
Tri-County Metropolitan Transportation District of Oregon
N/A
TRI-CNTY OR MET TRANSPRTN DIST
89546RPP3
2335000.00000000
PA
USD
2449321.37000000
0.049474459563
Long
DBT
MUN
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
Greater Asheville Regional Airport Authority
N/A
GTR ASHEVILLE REGL ARPT AUTH NC ARPT SYS REVENUE
39160CAK3
1500000.00000000
PA
USD
1544367.00000000
0.031195058202
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
5.00000000
N
N
N
N
N
N
City of Tampa FL
N/A
TAMPA FL CAPITAL IMPT CIGARETTE TAX ALLOCATION
875146AT9
650000.00000000
PA
USD
350557.35000000
0.007080996250
Long
DBT
MUN
US
N
2
2035-09-01
None
0.00000000
N
N
N
N
N
N
Howard Bend Levee District
N/A
HOWARD BEND MO LEVEE DIST
442499CE7
775000.00000000
PA
USD
778864.31000000
0.015732476465
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
1269992.00000000
PA
USD
1283031.13000000
0.025916269109
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
5.37500000
N
N
N
N
N
N
Medford Hospital Facilities Authority
N/A
MEDFORD OR HOSP FACS AUTH REVENUE
584283GV1
1300000.00000000
PA
USD
1342557.84000000
0.027118664124
Long
DBT
MUN
US
N
2
2036-08-15
Fixed
5.00000000
N
N
N
N
N
N
Allegheny County Hospital Development Authority
54930046B973R604OG22
ALLEGHENY CNTY PA HOSP DEV AUTH
01728A4S2
6500000.00000000
PA
USD
6820542.95000000
0.137769865773
Long
DBT
MUN
US
N
2
2032-07-15
Fixed
5.00000000
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
19200000.00000000
OU
Notional Amount
USD
943566.91000000
0.019059345787
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
19200000.00000000
USD
943566.91000000
N
N
N
Denton Independent School District
5493005I9W678SUI0Z07
DENTON TX INDEP SCH DIST
249002CS3
6685000.00000000
PA
USD
6749393.93000000
0.136332708789
Long
DBT
MUN
US
N
2
2024-08-15
Fixed
5.00000000
N
N
N
N
N
N
New Jersey Economic Development Authority
5493006JS6QWDVU4R678
NEW JERSEY ST ECON DEV AUTH LEASE REVENUE
64577FBU8
3500000.00000000
PA
USD
3502008.65000000
0.070737955201
Long
DBT
MUN
US
N
2
2026-06-15
Fixed
5.00000000
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
PUERTO RICO CMWLTH
74514L3L9
84737.00000000
PA
USD
73640.83000000
0.001487489682
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
4.00000000
N
N
N
N
N
N
Lendbuzz Securitization Trust
N/A
Lendbuzz Securitization Trust 2023-1
52608LAB6
9541807.55000000
PA
USD
9502123.17000000
0.191935780376
Long
ABS-O
CORP
US
N
2
2028-08-15
Fixed
6.92000000
N
N
N
N
N
N
City of Bridgeport CT
N/A
BRIDGEPORT CT
108152AV1
4500000.00000000
PA
USD
4617149.40000000
0.093262964218
Long
DBT
MUN
US
N
2
2026-08-15
Fixed
5.00000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447TL50
2000000.00000000
PA
USD
1868016.60000000
0.037732538029
Long
DBT
MUN
US
N
2
2039-06-01
Fixed
4.00000000
N
N
N
N
N
N
City of Philadelphia PA
549300IVFOPB4AG7UL47
PHILADELPHIA PA
717813WP0
1420000.00000000
PA
USD
1461290.19000000
0.029516968782
Long
DBT
MUN
US
N
2
2026-08-01
Fixed
5.00000000
N
N
N
N
N
N
City of Lakeland FL Department of Electric Utilities
N/A
LAKELAND FL ENERGY SYS REVENUE
51166FCC1
5355000.00000000
PA
USD
5355000.00000000
0.108166994420
Long
DBT
MUN
US
N
2
2023-10-01
Fixed
4.50000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063DSC3
11225000.00000000
PA
USD
11980612.00000000
0.241999400814
Long
DBT
MUN
US
N
2
2031-11-01
Fixed
5.00000000
N
N
N
N
N
N
Orange County Health Facilities Authority
N/A
ORANGE CNTY FL HLTH FACS AUTH REVENUE
68450LFY6
6560000.00000000
PA
USD
6608177.95000000
0.133480251624
Long
DBT
MUN
US
N
2
2024-10-01
Fixed
5.00000000
N
N
N
N
N
N
City of Tempe AZ
N/A
TEMPE AZ COPS
87971LAQ8
5000000.00000000
PA
USD
3694507.50000000
0.074626287981
Long
DBT
MUN
US
N
2
2033-07-01
Fixed
2.17100000
N
N
N
N
N
N
Kentucky Turnpike Authority
N/A
KENTUCKY ST TURNPIKE AUTH ECON DEV ROAD REVENUE
491552J89
5075000.00000000
PA
USD
5211168.85000000
0.105261712777
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
5.00000000
N
N
N
N
N
N
Illinois Municipal Electric Agency
N/A
ILLINOIS ST MUNI ELEC AGY PWR SPLY
452024HV7
16370000.00000000
PA
USD
16627252.91000000
0.335858071475
Long
DBT
MUN
US
N
2
2027-02-01
Fixed
5.00000000
N
N
N
N
N
N
Allegheny County Hospital Development Authority
54930046B973R604OG22
ALLEGHENY CNTY PA HOSP DEV AUTH
01728A4T0
7600000.00000000
PA
USD
7980074.48000000
0.161191535341
Long
DBT
MUN
US
N
2
2033-07-15
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