0001752724-24-118877.txt : 20240524
0001752724-24-118877.hdr.sgml : 20240524
20240524132011
ACCESSION NUMBER: 0001752724-24-118877
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240331
FILED AS OF DATE: 20240524
DATE AS OF CHANGE: 20240524
PERIOD START: 20240930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: BERNSTEIN SANFORD C FUND INC
CENTRAL INDEX KEY: 0000832808
ORGANIZATION NAME:
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: 24982978
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
S000011051
California Municipal Portfolio
C000030481
AB Intermediate California Municipal Class A
AICAX
C000030483
AB Intermediate California Municipal Class C
ACMCX
C000084881
California Municipal Class
SNCAX
C000157745
Advisor Class
AICYX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000832808
XXXXXXXX
S000011051
C000030483
C000157745
C000030481
C000084881
BERNSTEIN SANFORD C FUND INC
811-05555
0000832808
549300GA5IHQHIM7CU60
ALLIANCEBERNSTEIN LP
1345 AVENUE OF THE AMERICAS
NEW YORK
10105
212-969-1000
California Municipal Portfolio
S000011051
5493003Z79GLEUKK6T58
2024-09-30
2024-03-31
N
1046924979.33
14552957.94
1032372021.39
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
10219221.95000000
0.00000000
0.00000000
0.00000000
USD
N
Bloomberg 1-10 Yr Municipal Bond Blend
B12MTR
Territory of Guam
N/A
GUAM GOVT HOTEL OCCUPANCY TAX REVENUE
40065KAT0
320000.00000000
PA
USD
342713.66000000
0.033196721036
Long
DBT
MUN
US
N
2
2030-11-01
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
8400000.00000000
OU
Notional Amount
USD
-398359.67000000
-0.03858683320
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
8400000.00000000
USD
-398359.67000000
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261AJ40
3500000.00000000
PA
USD
3830705.90000000
0.371058670772
Long
DBT
MUN
US
N
2
2028-11-15
Fixed
5.00000000
N
N
N
N
N
N
Territory of Guam
N/A
GUAM GOVT HOTEL OCCUPANCY TAX REVENUE
40065KAS2
500000.00000000
PA
USD
531721.40000000
0.051504824712
Long
DBT
MUN
US
N
2
2029-11-01
Fixed
5.00000000
N
N
N
N
N
N
Allentown Neighborhood Improvement Zone Development Authority
N/A
ALLENTOWN PA NEIGHBORHOOD IMPT ZONE DEV AUTH TAX REVENUE
018444BB4
1000000.00000000
PA
USD
1026330.80000000
0.099414821279
Long
DBT
MUN
US
N
2
2033-05-01
Fixed
5.00000000
N
N
N
N
N
N
Pittsburg Successor Agency Redevelopment Agency
N/A
PITTSBURG CA SUCCESSOR AGY REDEV AGY
86459LBP2
2785000.00000000
PA
USD
2900503.98000000
0.280955306798
Long
DBT
MUN
US
N
2
2027-09-01
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
544445CR8
1275000.00000000
PA
USD
1332850.45000000
0.129105634634
Long
DBT
MUN
US
N
2
2031-05-15
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
2802000.00000000
OU
Notional Amount
USD
300044.30000000
0.029063583067
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
2802000.00000000
USD
300044.30000000
N
N
N
Illinois Finance Authority
549300ZG6UBPNNNRN315
ILLINOIS ST FIN AUTH REVENUE
45204E6X1
200000.00000000
PA
USD
197775.06000000
0.019157344048
Long
DBT
MUN
US
N
2
2033-09-01
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128286B1
2346000.00000000
PA
USD
2181046.88000000
0.211265593682
Long
DBT
UST
US
N
2
2029-02-15
Fixed
2.62500000
N
N
N
N
N
N
California Community Choice Financing Authority
549300X8VKJ215S2R571
CALIFORNIA CMNTY CHOICE FING AUTH CLEAN ENERGY PROJ REVENUE
13013JAX4
7015000.00000000
PA
USD
7057611.92000000
0.683630684847
Long
DBT
MUN
US
N
2
2052-10-01
Floating
4.00000000
N
N
N
N
N
N
M-S-R Energy Authority
549300UEMSS1JTK5YB98
M-S-R CA ENERGY AUTH GAS REVENUE
55374SAE0
2555000.00000000
PA
USD
3216382.19000000
0.311552630578
Long
DBT
MUN
US
N
2
2034-11-01
Fixed
7.00000000
N
N
N
N
N
N
University of California
N/A
UNIV OF CALIFORNIA CA REVENUES
91412GTU9
1000000.00000000
PA
USD
1001426.30000000
0.097002464155
Long
DBT
MUN
US
N
2
2028-05-15
Fixed
5.00000000
N
N
N
N
N
N
Los Angeles Department of Water & Power
549300S8NXV6YU61GG95
LOS ANGELES CA DEPT OF WTR & PWR REVENUE
544532CL6
4800000.00000000
PA
USD
5336429.28000000
0.516909521900
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
5.00000000
N
N
N
N
N
N
California Statewide Communities Development Authority
549300KTNI2GCJNX2U48
CALIFORNIA STWD CMNTYS DEV AUTH REVENUE
13080SWM2
755000.00000000
PA
USD
782026.66000000
0.075750470159
Long
DBT
MUN
US
N
2
2034-06-01
Fixed
5.00000000
N
N
N
N
N
N
Texas Municipal Gas Acquisition and Supply Corp I
6AZ7FRSNC3ZFPM0Z8L86
TEXAS ST MUNI GAS ACQUISITION & SPLY CORP I GAS SPLY REVENUE
88256CEX3
780000.00000000
PA
USD
809495.39000000
0.078411209644
Long
DBT
MUN
US
N
2
2026-12-15
Fixed
6.25000000
N
N
N
N
N
N
Buckeye Tobacco Settlement Financing Authority
N/A
BUCKEYE OH TOBACCO SETTLEMENT FING AUTH
118217CS5
1175000.00000000
PA
USD
1271147.90000000
0.123128859913
Long
DBT
MUN
US
N
2
2036-06-01
Fixed
5.00000000
N
N
N
N
N
N
City of Irvine CA
549300PJ9FL2XGFR8J79
IRVINE CA IMPT BOND ACT 1915
46360RHQ3
13034000.00000000
PA
USD
13034000.00000000
1.262529372158
Long
DBT
MUN
US
N
2
2050-09-02
Floating
4.20000000
N
N
N
N
N
N
City of Los Angeles Department of Airports
N/A
LOS ANGELES CA DEPT OF ARPTS ARPT REVENUE
544445BT5
1145000.00000000
PA
USD
1178551.13000000
0.114159537994
Long
DBT
MUN
US
N
2
2029-05-15
Fixed
5.00000000
N
N
N
N
N
N
M-S-R Energy Authority
549300UEMSS1JTK5YB98
M-S-R CA ENERGY AUTH GAS REVENUE
55374SAC4
4185000.00000000
PA
USD
5325534.28000000
0.515854185279
Long
DBT
MUN
US
N
2
2039-11-01
Fixed
6.50000000
N
N
N
N
N
N
Los Angeles Department of Water & Power
549300S8NXV6YU61GG95
LOS ANGELES CA DEPT OF WTR & PWR REVENUE
544532EB6
3000000.00000000
PA
USD
3337637.10000000
0.323297903357
Long
DBT
MUN
US
N
2
2042-07-01
Fixed
5.00000000
N
N
N
N
N
N
San Diego County Regional Airport Authority
N/A
SAN DIEGO CNTY CA REGL ARPT AUTH AIRPORT REVENUE
79739GRG3
10320000.00000000
PA
USD
11228896.85000000
1.087679307201
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
544445EM7
1190000.00000000
PA
USD
1257668.64000000
0.121823200739
Long
DBT
MUN
US
N
2
2035-05-15
Fixed
5.00000000
N
N
N
N
N
N
Guam Power Authority
549300IPOV320QCKW060
GUAM PWR AUTH REVENUE
400653JT9
3000000.00000000
PA
USD
3152827.20000000
0.305396420541
Long
DBT
MUN
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
California Infrastructure & Economic Development Bank
549300C1OG9RDIM8ET06
CALIFORNIA ST INFRASTRUCTURE & ECON DEV BANK REVENUE
13034A2T6
1605000.00000000
PA
USD
1638055.46000000
0.158669106297
Long
DBT
MUN
US
N
2
2050-01-01
Floating
8.00000000
N
N
N
N
N
N
City of Los Angeles Department of Airports
N/A
LOS ANGELES CA DEPT OF ARPTS ARPT REVENUE
544445FM6
2955000.00000000
PA
USD
3001488.65000000
0.290737116834
Long
DBT
MUN
US
N
2
2025-05-15
Fixed
5.00000000
N
N
N
N
N
N
California Municipal Finance Authority
5493000UQOV6R4ZWS346
CALIFORNIA ST MUNI FIN AUTH REVENUE
13048VBG2
2200000.00000000
PA
USD
2214221.68000000
0.214479047680
Long
DBT
MUN
US
N
2
2026-12-31
Fixed
5.00000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063DGE2
2000000.00000000
PA
USD
1931153.60000000
0.187059854392
Long
DBT
MUN
US
N
2
2038-04-01
Fixed
4.60000000
N
N
N
N
N
N
Foothill-Eastern Transportation Corridor Agency
N/A
FOOTHILL ESTRN TRANSPRTN CORRIDOR AGY CA TOLL ROAD REVENUE
345105JJ0
1889000.00000000
PA
USD
1860407.53000000
0.180207085377
Long
DBT
MUN
US
N
2
2043-01-15
Fixed
4.00000000
N
N
N
N
N
N
Washington Township Health Care District
N/A
WASHINGTON TWP CA HLTH CARE DIST REVENUE
940204GT1
400000.00000000
PA
USD
409633.12000000
0.039678828127
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
5.00000000
N
N
N
N
N
N
Transbay Joint Powers Authority
549300WC0UP8WU8GYU95
TRANSBAY JT POWERS AUTH CA
89356CAM8
600000.00000000
PA
USD
634814.04000000
0.061490821801
Long
DBT
MUN
US
N
2
2035-10-01
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
544445B32
4000000.00000000
PA
USD
4469108.00000000
0.432897047518
Long
DBT
MUN
US
N
2
2032-05-15
Fixed
5.00000000
N
N
N
N
N
N
City of Los Angeles Department of Airports
N/A
LOS ANGELES CA DEPT OF ARPTS ARPT REVENUE
544445SK6
2020000.00000000
PA
USD
2221505.71000000
0.215184610195
Long
DBT
MUN
US
N
2
2030-05-15
Fixed
5.00000000
N
N
N
N
N
N
City of Los Angeles Department of Airports
N/A
LOS ANGELES CA DEPT OF ARPTS ARPT REVENUE
544445MB2
4205000.00000000
PA
USD
4088749.83000000
0.396053917123
Long
DBT
MUN
US
N
2
2044-05-15
Fixed
4.00000000
N
N
N
N
N
N
Los Angeles Department of Water & Power
549300S8NXV6YU61GG95
LOS ANGELES CA DEPT OF WTR & PWR REVENUE
544532FZ2
1500000.00000000
PA
USD
1505463.75000000
0.145825702247
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
5.00000000
N
N
N
N
N
N
California Community Choice Financing Authority
549300X8VKJ215S2R571
CALIFORNIA CMNTY CHOICE FING AUTH CLEAN ENERGY PROJ REVENUE
13013JCC8
5000000.00000000
PA
USD
4988305.50000000
0.483188753341
Long
DBT
MUN
US
N
2
2053-07-01
Floating
5.18800000
N
N
N
N
N
N
Port of Los Angeles
N/A
LOS ANGELES CA HARBOR DEPT
544552VY5
1565000.00000000
PA
USD
1571446.39000000
0.152217064918
Long
DBT
MUN
US
N
2
2027-08-01
Fixed
5.00000000
N
N
N
N
N
N
California County Tobacco Securitization Agency
N/A
CALIFORNIA CNTY CA TOBACCO SECURITIZATION AGY TOBACCO SETTLE
13016NEP5
400000.00000000
PA
USD
441994.64000000
0.042813504322
Long
DBT
MUN
US
N
2
2031-06-01
Fixed
5.00000000
N
N
N
N
N
N
California Health Facilities Financing Authority
5493007RI8BUDOGHZ546
CALIFORNIA ST HLTH FACS FING AUTH REVENUE
13032UWT1
2900000.00000000
PA
USD
3216345.63000000
0.311549089219
Long
DBT
MUN
US
N
2
2032-04-01
Fixed
5.00000000
N
N
N
N
N
N
California Municipal Finance Authority
5493000UQOV6R4ZWS346
CALIFORNIA ST MUNI FIN AUTH REVENUE
13048VBC1
250000.00000000
PA
USD
250842.48000000
0.024297682889
Long
DBT
MUN
US
N
2
2024-12-31
Fixed
5.00000000
N
N
N
N
N
N
County of Osceola FL Transportation Revenue
N/A
OSCEOLA CNTY FL TRANSPRTN REVENUE
688031EN9
250000.00000000
PA
USD
166761.93000000
0.016153278715
Long
DBT
MUN
US
N
2
2033-10-01
None
0.00000000
N
N
N
N
N
N
California Enterprise Development Authority
549300544P6FSHU1HB46
CALIFORNIA ST ENTERPRISE DEV AUTH CHRT SCH REVENUE
13069AAS7
2000000.00000000
PA
USD
1913411.80000000
0.185341307237
Long
DBT
MUN
US
N
2
2031-06-01
Fixed
4.00000000
N
N
N
N
N
N
California State University
N/A
CALIFORNIA ST UNIV REVENUE
13077DGD8
600000.00000000
PA
USD
683458.50000000
0.066202733688
Long
DBT
MUN
US
N
2
2030-11-01
Fixed
5.00000000
N
N
N
N
N
N
City of Ashland KY
N/A
ASHLAND KY MED CENTER REVENUE
044293BN7
230000.00000000
PA
USD
233572.34000000
0.022624822753
Long
DBT
MUN
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
California Municipal Finance Authority
5493000UQOV6R4ZWS346
CALIFORNIA ST MUNI FIN AUTH REVENUE
13048VBM9
1050000.00000000
PA
USD
1051825.74000000
0.101884370963
Long
DBT
MUN
US
N
2
2029-06-30
Fixed
5.00000000
N
N
N
N
N
N
California School Finance Authority
N/A
CALIFORNIA ST SCH FIN AUTH CHRT SCH REVENUE
13058TSE1
500000.00000000
PA
USD
513321.55000000
0.049722536001
Long
DBT
MUN
US
N
2
2038-08-01
Fixed
5.25000000
N
N
N
N
N
N
Tobacco Settlement Financing Corp
N/A
TOBACCO SETTLEMENT FING CORP NJ
888808HD7
1000000.00000000
PA
USD
1072964.80000000
0.103931991352
Long
DBT
MUN
US
N
2
2028-06-01
Fixed
5.00000000
N
N
N
N
N
N
Antonio B Won Pat International Airport Authority
N/A
GUAM INTERNATIONAL ARPT AUTH
40064RFC8
140000.00000000
PA
USD
143721.34000000
0.013921467942
Long
DBT
MUN
US
N
2
2034-10-01
Fixed
5.12500000
N
N
N
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
Long: IS1NBC5 CDS USD R F 3.00000 IS1NBC5 CMBX / Short: IS1NBC5 CDS USD P V 01MEVENT IS1NBD6 CMBX
000000000
54287.87000000
OU
Notional Amount
USD
-6868.32000000
-0.00066529505
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
-4882.66000000
USD
54287.87000000
USD
-1985.66000000
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
4540000.00000000
OU
Notional Amount
USD
-173579.00000000
-0.01681360947
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
-6230.84000000
USD
4540000.00000000
USD
-167348.16000000
N
N
N
Lake Elsinore Public Financing Authority
549300C5MCDOVNPOX172
LAKE ELSINORE CA PUBLIC FING AUTH LOCAL AGY REVENUE
509632NA9
2295000.00000000
PA
USD
2330001.96000000
0.225694024220
Long
DBT
MUN
US
N
2
2035-09-01
Fixed
5.00000000
N
N
N
N
N
N
California Community Housing Agency
N/A
CALIFORNIA CMNTY HSG AGY ESSENTIAL HSG REVENUE
13013FAV6
1335000.00000000
PA
USD
1172909.91000000
0.113613105130
Long
DBT
MUN
US
N
2
2046-08-01
Fixed
4.00000000
N
N
N
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
Long: IS1PAG8 CDS USD R F 3.00000 IS1PAG8 CMBX / Short: IS1PAG8 CDS USD P V 01MEVENT IS1PAH9 CMBX
000000000
179015.42000000
OU
Notional Amount
USD
-22648.44000000
-0.00219382543
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
-21117.45000000
USD
179015.42000000
USD
-1530.99000000
N
N
N
Los Angeles Unified School District/CA
N/A
LOS ANGELES CA UNIF SCH DIST
5446466L1
9020000.00000000
PA
USD
9822442.65000000
0.951444096361
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
5.00000000
N
N
N
N
N
N
California Municipal Finance Authority
5493000UQOV6R4ZWS346
CALIFORNIA ST MUNI FIN AUTH REVENUE
13048T6A6
1000000.00000000
PA
USD
1043677.60000000
0.101095107032
Long
DBT
MUN
US
N
2
2030-01-01
Fixed
5.00000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063DE87
3000000.00000000
PA
USD
3024831.60000000
0.292998215500
Long
DBT
MUN
US
N
2
2024-10-01
Fixed
5.00000000
N
N
N
N
N
N
California Community Housing Agency
N/A
CALIFORNIA CMNTY HSG AGY ESSENTIAL HSG REVENUE
13013FBC7
3390000.00000000
PA
USD
2515912.57000000
0.243702126546
Long
DBT
MUN
US
N
2
2050-02-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XAP9
44100.06000000
PA
USD
44926.94000000
0.004351816890
Long
ABS-MBS
USGSE
US
N
2
2024-11-25
Floating
10.33500000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063D3R7
4000000.00000000
PA
USD
4361939.20000000
0.422516216017
Long
DBT
MUN
US
N
2
2033-03-01
Fixed
6.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS2JZ31 IRS USD R V 00MSOFR IS2JZ42 CCPOIS / Short: BS2JZ31 IRS USD P F 3.11950 IS2JZ31 CCPOIS
000000000
8500000.00000000
OU
Notional Amount
USD
607084.67000000
0.058804835603
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-04-15
0.00000000
USD
0.00000000
USD
8500000.00000000
USD
607084.67000000
N
N
N
State of California
N/A
CALIFORNIA ST
13062RG77
1070000.00000000
PA
USD
1070000.00000000
0.103644808056
Long
DBT
MUN
US
N
2
2040-05-01
Floating
4.10000000
N
N
N
N
N
N
Los Angeles Unified School District/CA
N/A
LOS ANGELES CA UNIF SCH DIST
544646XZ0
2000000.00000000
PA
USD
2074399.00000000
0.200935220736
Long
DBT
MUN
US
N
2
2034-07-01
Fixed
5.75000000
N
N
N
N
N
N
University of California
N/A
UNIV OF CALIFORNIA CA REVENUES
91412HNW9
6260000.00000000
PA
USD
6246203.59000000
0.605034179596
Long
DBT
MUN
US
N
2
2033-05-15
Fixed
4.69300000
N
N
N
N
N
N
California Community Choice Financing Authority
549300X8VKJ215S2R571
CALIFORNIA CMNTY CHOICE FING AUTH CLEAN ENERGY PROJ REVENUE
13013JBL9
9590000.00000000
PA
USD
10128919.64000000
0.981130777484
Long
DBT
MUN
US
N
2
2053-12-01
Floating
5.00000000
N
N
N
N
N
N
California State University
N/A
CALIFORNIA ST UNIV REVENUE
13077DQN5
7000000.00000000
PA
USD
5570244.40000000
0.539557861370
Long
DBT
MUN
US
N
2
2034-11-01
Fixed
2.27400000
N
N
N
N
N
N
New York Transportation Development Corp
N/A
NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE
650116AR7
220000.00000000
PA
USD
216720.77000000
0.020992507110
Long
DBT
MUN
US
N
2
2046-07-01
Fixed
5.00000000
N
N
N
N
N
N
California School Finance Authority
N/A
CALIFORNIA SCH FIN AUTH SCH FAC REVENUE
13059TGY9
1305000.00000000
PA
USD
1219523.15000000
0.118128264301
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
4.00000000
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
4180000.00000000
OU
Notional Amount
USD
-200462.89000000
-0.01941769883
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
4180000.00000000
USD
-200462.89000000
N
N
N
Washington Township Health Care District
N/A
WASHINGTON TWP CA HLTH CARE DIST
940642GB1
275000.00000000
PA
USD
280897.54000000
0.027208945436
Long
DBT
MUN
US
N
2
2042-08-01
Fixed
4.12500000
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
305986.21000000
OU
Notional Amount
USD
-38712.36000000
-0.00374984590
N/A
DCR
GB
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-27080.97000000
USD
305986.21000000
USD
-11631.39000000
N
N
N
Glendale Unified School District/CA
N/A
GLENDALE CA UNIF SCH DIST
378460VV8
15000000.00000000
PA
USD
15198579.00000000
1.472199816064
Long
DBT
MUN
US
N
2
2041-09-01
Fixed
4.00000000
N
N
N
N
N
N
California Municipal Finance Authority
5493000UQOV6R4ZWS346
CALIFORNIA ST MUNI FIN AUTH REVENUE
13048VBR8
1930000.00000000
PA
USD
1933728.76000000
0.187309295480
Long
DBT
MUN
US
N
2
2031-12-31
Fixed
5.00000000
N
N
N
N
N
N
Golden State Tobacco Securitization Corp
N/A
GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT
38122NZX3
2500000.00000000
PA
USD
2027026.25000000
0.196346492156
Long
DBT
MUN
US
N
2
2038-06-01
Fixed
3.11500000
N
N
N
N
N
N
Port of Los Angeles
N/A
LOS ANGELES CA HARBOR DEPT
544552VX7
1000000.00000000
PA
USD
1003661.50000000
0.097218975253
Long
DBT
MUN
US
N
2
2026-08-01
Fixed
5.00000000
N
N
N
N
N
N
City of Ashland KY
N/A
ASHLAND KY MED CENTER REVENUE
044293BT4
200000.00000000
PA
USD
210819.36000000
0.020420871123
Long
DBT
MUN
US
N
2
2031-02-01
Fixed
5.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS283G7 IRS USD R V 12MUSCPI IS283H8 CCPINFLATIONZERO / Short: BS283G7 IRS USD P F 2.61250 IS283G7 CCPINFLATIONZERO
000000000
2803000.00000000
OU
Notional Amount
USD
296954.64000000
0.028764305293
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
2803000.00000000
USD
296954.64000000
N
N
N
California County Tobacco Securitization Agency
N/A
CALIFORNIA CNTY CA TOBACCO SECURITIZATION AGY TOBACCO SETTLE
13016NEV2
510000.00000000
PA
USD
523705.38000000
0.050728358493
Long
DBT
MUN
US
N
2
2037-06-01
Fixed
4.00000000
N
N
N
N
N
N
Bay Area Toll Authority
5493001FUZGUQMIP5D78
BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE
072024WZ1
5000000.00000000
PA
USD
5000000.00000000
0.484321532974
Long
DBT
MUN
US
N
2
2056-04-01
Floating
3.92000000
N
N
N
N
N
N
Freddie Mac Multifamily
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
3137H9JM2
967033.78000000
PA
USD
860170.94000000
0.083319861656
Long
ABS-MBS
USGSE
US
N
2
2036-07-25
Fixed
2.87500000
N
N
N
N
N
N
CSCDA Community Improvement Authority
N/A
CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE
126292BK6
4000000.00000000
PA
USD
2943000.40000000
0.285071693054
Long
DBT
MUN
US
N
2
2048-10-01
Fixed
4.00000000
N
N
N
N
N
N
California Enterprise Development Authority
549300544P6FSHU1HB46
CALIFORNIA ST ENTERPRISE DEV AUTH CHRT SCH REVENUE
13069AAR9
885000.00000000
PA
USD
864398.88000000
0.083729398132
Long
DBT
MUN
US
N
2
2027-06-01
Fixed
4.00000000
N
N
N
N
N
N
Guam Department of Education
N/A
GUAM GOVT DEPT OF EDU COPS
40065AAH8
1090000.00000000
PA
USD
1091821.50000000
0.105758532522
Long
DBT
MUN
US
N
2
2040-02-01
Fixed
5.00000000
N
N
N
N
N
N
Puerto Rico Commonwealth Aqueduct & Sewer Authority
N/A
PUERTO RICO CMWLTH AQUEDUCT & SWR AUTH REVENUE
745160SH5
1735000.00000000
PA
USD
1829966.09000000
0.177258396400
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063DLV8
2500000.00000000
PA
USD
2500893.25000000
0.242247290529
Long
DBT
MUN
US
N
2
2037-04-01
Fixed
5.00000000
N
N
N
N
N
N
California Infrastructure & Economic Development Bank
549300C1OG9RDIM8ET06
CALIFORNIA ST INFRASTRUCTURE & ECON DEV BANK REVENUE
13034A5B2
3750000.00000000
PA
USD
3763399.88000000
0.364539119815
Long
DBT
MUN
US
N
2
2029-08-01
Fixed
3.25000000
N
N
N
N
N
N
Guam Education Financing Foundation
N/A
GUAM EDU FING FNDTN COPS
40064UBA9
3000000.00000000
PA
USD
2968832.70000000
0.287573920882
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
5.00000000
N
N
N
N
N
N
Irvine Ranch Water District Water Service Corp
2ZRS7W19IBMY48SFBI68
IRVINE RANCH CA WTR DIST
4636324K2
1720000.00000000
PA
USD
1720000.00000000
0.166606607343
Long
DBT
MUN
US
N
2
2041-10-01
Floating
4.35000000
N
N
N
N
N
N
Municipal Electric Authority of Georgia
JA0WNILDDF2KUPS83B16
MUNI ELEC AUTH OF GEORGIA
626207Y73
1590000.00000000
PA
USD
1686128.70000000
0.163325687355
Long
DBT
MUN
US
N
2
2036-01-01
Fixed
5.00000000
N
N
N
N
N
N
Bay Area Toll Authority
5493001FUZGUQMIP5D78
BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE
072024XT4
5000000.00000000
PA
USD
4896248.00000000
0.474271667437
Long
DBT
MUN
US
N
2
2056-04-01
Floating
3.94000000
N
N
N
N
N
N
Territory of Guam
N/A
GUAM GOVT BUSINESS PRIVILEGE TAX REVENUE
40065NCB1
2625000.00000000
PA
USD
2674686.00000000
0.259081604749
Long
DBT
MUN
US
N
2
2030-11-15
Fixed
5.00000000
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
4500000.00000000
OU
Notional Amount
USD
353580.39000000
0.034249319302
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
4500000.00000000
USD
353580.39000000
N
N
N
City of Los Angeles Department of Airports
N/A
LOS ANGELES CA DEPT OF ARPTS ARPT REVENUE
544445YE3
1100000.00000000
PA
USD
1084152.63000000
0.105015692748
Long
DBT
MUN
US
N
2
2041-05-15
Fixed
4.00000000
N
N
N
N
N
N
Los Angeles Unified School District/CA
N/A
LOS ANGELES CA UNIF SCH DIST
5446465L2
1470000.00000000
PA
USD
1475281.27000000
0.142902097251
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
5.00000000
N
N
N
N
N
N
California Housing Finance Agency
549300BOPCVLBA552Z14
CALIFORNIA HSG FIN AGY MUNI CTFS
13033DAJ4
1927756.22000000
PA
USD
1777430.95000000
0.172169616492
Long
DBT
MUN
US
N
2
2036-08-20
Fixed
3.25000000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI REVENUE
74442PMQ5
805000.00000000
PA
USD
829969.01000000
0.080394372648
Long
DBT
MUN
US
N
2
2027-10-01
Fixed
5.00000000
N
N
N
N
N
N
California Educational Facilities Authority
N/A
CALIFORNIA ST EDUCTNL FACS AUTH REVENUE
130179VB7
1375000.00000000
PA
USD
1529447.56000000
0.148148877372
Long
DBT
MUN
US
N
2
2033-10-01
Fixed
5.25000000
N
N
N
N
N
N
University of California
N/A
UNIV OF CALIFORNIA CA REVENUES
91412GW43
1000000.00000000
PA
USD
1070571.90000000
0.103700204753
Long
DBT
MUN
US
N
2
2028-05-15
Fixed
5.00000000
N
N
N
N
N
N
California School Finance Authority
N/A
CALIFORNIA ST SCH FIN AUTH CHRT SCH REVENUE
13058TCP3
1000000.00000000
PA
USD
1011094.20000000
0.097938938585
Long
DBT
MUN
US
N
2
2031-06-01
Fixed
5.00000000
N
N
N
N
N
N
City of Riverside CA Sewer Revenue
N/A
RIVERSIDE CA SWR REVENUE
769047HN4
2000000.00000000
PA
USD
2056542.80000000
0.199205592304
Long
DBT
MUN
US
N
2
2027-08-01
Fixed
5.00000000
N
N
N
N
N
N
California County Tobacco Securitization Agency
N/A
CALIFORNIA CNTY CA TOBACCO SECURITIZATION AGY TOBACCO SETTLE
13016NEL4
700000.00000000
PA
USD
752117.87000000
0.072853375955
Long
DBT
MUN
US
N
2
2028-06-01
Fixed
5.00000000
N
N
N
N
N
N
Los Angeles Department of Water & Power
549300S8NXV6YU61GG95
LOS ANGELES CA DEPT WTR & PWR REVENUE
544495J70
820000.00000000
PA
USD
822660.16000000
0.079686405961
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
5.00000000
N
N
N
N
N
N
California Health Facilities Financing Authority
5493007RI8BUDOGHZ546
CALIFORNIA ST HLTH FACS FING AUTH REVENUE
13032URC4
1280000.00000000
PA
USD
1381773.70000000
0.133844551321
Long
DBT
MUN
US
N
2
2029-11-15
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
29611.54000000
OU
Notional Amount
USD
-3746.36000000
-0.00036288856
N/A
DCR
GB
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-2687.82000000
USD
29611.54000000
USD
-1058.54000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS2PTK4 IRS USD R F 4.65600 IS2PTK4 CCPOIS / Short: SS2PTK4 IRS USD P V 00MSOFR IS2PTL5 CCPOIS
000000000
8500000.00000000
OU
Notional Amount
USD
325840.39000000
0.031562303437
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-07-31
0.00000000
USD
0.00000000
USD
8500000.00000000
USD
325840.39000000
N
N
N
California Health Facilities Financing Authority
5493007RI8BUDOGHZ546
CALIFORNIA ST HLTH FACS FING AUTH REVENUE
13032UWV6
750000.00000000
PA
USD
832058.93000000
0.080596811300
Long
DBT
MUN
US
N
2
2034-04-01
Fixed
5.00000000
N
N
N
N
N
N
Tobacco Securitization Authority of Northern California
N/A
TOBACCO SECURITIZATION AUTH NTHRN CA TOBACCO SETTLEMENT REVE
888794BQ6
1000000.00000000
PA
USD
1038497.10000000
0.100593301492
Long
DBT
MUN
US
N
2
2034-06-01
Fixed
4.00000000
N
N
N
N
N
N
County of Los Angeles CA
254900NGUPWO7FB6II89
LOS ANGELES CNTY CA
544657JA8
10000000.00000000
PA
USD
10028755.00000000
0.971428399085
Long
DBT
MUN
US
N
2
2024-06-28
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
79766DUQ0
1625000.00000000
PA
USD
1445660.94000000
0.140032944524
Long
DBT
MUN
US
N
2
2030-05-01
Fixed
2.58300000
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
12395000.00000000
OU
Notional Amount
USD
1192170.83000000
0.115478800790
N/A
DIR
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
N/A
N/A
Y
2029-10-09
0.00000000
USD
0.00000000
USD
12395000.00000000
USD
1192170.83000000
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XBM5
66268.81000000
PA
USD
70327.77000000
0.006812250675
Long
ABS-MBS
USGSE
US
N
2
2028-08-25
Floating
12.18500000
N
N
N
N
N
N
California Statewide Communities Development Authority
549300KTNI2GCJNX2U48
CALIFORNIA ST STWD CMNTYS DEVAUTH STUDENT HSG REVENUE
13078RGV6
1210000.00000000
PA
USD
1246513.57000000
0.120742672619
Long
DBT
MUN
US
N
2
2029-05-15
Fixed
5.00000000
N
N
N
N
N
N
Norman Y Mineta San Jose International Airport SJC
N/A
SAN JOSE CA ARPT REVENUE
798136UG0
3600000.00000000
PA
USD
3601323.36000000
0.348839690090
Long
DBT
MUN
US
N
2
2025-03-01
Fixed
5.00000000
N
N
N
N
N
N
City of Ashland KY
N/A
ASHLAND KY MED CENTER REVENUE
044293BP2
260000.00000000
PA
USD
267526.84000000
0.025913801852
Long
DBT
MUN
US
N
2
2027-02-01
Fixed
5.00000000
N
N
N
N
N
N
Transbay Joint Powers Authority
549300WC0UP8WU8GYU95
TRANSBAY JT POWERS AUTH CA
89356CAH9
500000.00000000
PA
USD
535646.90000000
0.051885065548
Long
DBT
MUN
US
N
2
2031-10-01
Fixed
5.00000000
N
N
N
N
N
N
Fremont Union High School District
N/A
FREMONT CA UNION HIGH SCH DIST SANTA CLARA CNTY
357172M93
1605000.00000000
PA
USD
1865068.26000000
0.180658543757
Long
DBT
MUN
US
N
2
2031-08-01
Fixed
5.00000000
N
N
N
N
N
N
Sacramento County Water Financing Authority
N/A
SACRAMENTO CNTY CA WTR FING AUTH REVENUE
78615RCV3
5700000.00000000
PA
USD
5111334.21000000
0.495105844026
Long
DBT
MUN
US
N
2
2039-06-01
Floating
4.32400000
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
79766DRU5
3385000.00000000
PA
USD
3613119.55000000
0.349982319855
Long
DBT
MUN
US
N
2
2036-05-01
Fixed
5.00000000
N
N
N
N
N
N
California Infrastructure & Economic Development Bank
549300C1OG9RDIM8ET06
CALIFORNIA ST INFRASTRUCTURE & ECON DEV BANK REVENUE
13034AYU8
13965000.00000000
PA
USD
15332007.32000000
1.485124257760
Long
DBT
MUN
US
N
2
2032-10-01
Fixed
5.00000000
N
N
N
N
N
N
Contra Costa Transportation Authority Sales Tax Revenue
549300SFTNA7H8BCAM10
CONTRA COSTA CA TRANSPRTN AUTH SALES TAX REVENUE
21221MFF2
1250000.00000000
PA
USD
1333070.38000000
0.129126938001
Long
DBT
MUN
US
N
2
2030-03-01
Fixed
5.00000000
N
N
N
N
N
N
Irvine Ranch Water District Water Service Corp
2ZRS7W19IBMY48SFBI68
IRVINE RANCH CA WTR DIST
4636324K2
700000.00000000
PA
USD
700000.00000000
0.067805014616
Long
DBT
MUN
US
N
2
2041-10-01
Floating
4.35000000
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
482758.31000000
OU
Notional Amount
USD
-61076.97000000
-0.00591617834
N/A
DCR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-41490.87000000
USD
482758.31000000
USD
-19586.10000000
N
N
N
Los Angeles Department of Water & Power
549300S8NXV6YU61GG95
LOS ANGELES CA DEPT WTR & PWR REVENUE
544495F25
9945000.00000000
PA
USD
9993684.75000000
0.968031343637
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
5.00000000
N
N
N
N
N
N
Tobacco Securitization Authority of Northern California
N/A
TOBACCO SECURITIZATION AUTH NTHRN CA TOBACCO SETTLEMENT REVE
888794BJ2
1220000.00000000
PA
USD
1321755.69000000
0.128030948399
Long
DBT
MUN
US
N
2
2028-06-01
Fixed
5.00000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063DLH9
1935000.00000000
PA
USD
2144521.80000000
0.207727617134
Long
DBT
MUN
US
N
2
2031-04-01
Fixed
5.00000000
N
N
N
N
N
N
California State Public Works Board
N/A
CALIFORNIA ST PUBLIC WKS BRD LEASE REVENUE
13068LW43
1270000.00000000
PA
USD
1347198.35000000
0.130495434018
Long
DBT
MUN
US
N
2
2032-04-01
Fixed
5.00000000
N
N
N
N
N
N
Territory of Guam
N/A
GUAM GOVT LTD OBLG REVENUE
40065HDN7
730000.00000000
PA
USD
749883.30000000
0.072636925881
Long
DBT
MUN
US
N
2
2030-12-01
Fixed
5.00000000
N
N
N
N
N
N
Middle Fork Project Finance Authority
N/A
MIDDLE FORK PROJ FIN AUTH CA
59572CAR8
1150000.00000000
PA
USD
1229472.02000000
0.119091954695
Long
DBT
MUN
US
N
2
2035-04-01
Fixed
5.00000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063DT99
7780000.00000000
PA
USD
9033035.13000000
0.874978684315
Long
DBT
MUN
US
N
2
2036-09-01
Fixed
5.00000000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
6461363L3
1290000.00000000
PA
USD
1333972.75000000
0.129214345445
Long
DBT
MUN
US
N
2
2029-06-15
Fixed
5.00000000
N
N
N
N
N
N
Los Angeles Unified School District/CA
N/A
LOS ANGELES CA UNIF SCH DIST
544646T28
10365000.00000000
PA
USD
10391921.01000000
1.006606222823
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
5.00000000
N
N
N
N
N
N
Sweetwater Union High School District
N/A
SWEETWATER CA UNION HIGH SCH DIST
870462RL4
5760000.00000000
PA
USD
5785111.87000000
0.560370849861
Long
DBT
MUN
US
N
2
2028-08-01
Fixed
5.00000000
N
N
N
N
N
N
Desert Sands Unified School District
N/A
DESERT SANDS CA UNIF SCH DIST
250433SP5
1510000.00000000
PA
USD
1545931.66000000
0.149745598289
Long
DBT
MUN
US
N
2
2038-08-01
Fixed
5.00000000
N
N
N
N
N
N
California Community Choice Financing Authority
549300X8VKJ215S2R571
CALIFORNIA CMNTY CHOICE FING AUTH CLEAN ENERGY PROJ REVENUE
13013JDC7
5000000.00000000
PA
USD
4980002.00000000
0.482384440571
Long
DBT
MUN
US
N
2
2054-02-01
Floating
5.22800000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063DQ76
4630000.00000000
PA
USD
4887331.70000000
0.473407996220
Long
DBT
MUN
US
N
2
2042-04-01
Fixed
5.00000000
N
N
N
N
N
N
California Housing Finance Agency
549300BOPCVLBA552Z14
CALIFORNIA HSG FIN AGY MUNI CTFS
13033DAH8
3876219.88000000
PA
USD
186418.27000000
0.018057276460
Long
DBT
MUN
US
N
2
2035-03-25
Variable
0.84100000
N
N
N
N
N
N
University of California
N/A
UNIV OF CALIFORNIA CA REVENUES
91412G2B0
4000000.00000000
PA
USD
4270634.40000000
0.413672039876
Long
DBT
MUN
US
N
2
2031-05-15
Fixed
5.00000000
N
N
N
N
N
N
City of Fremont CA Community Facilities District No 1
N/A
FREMONT CA CMNTY FACS DIST #1
357129BY0
1000000.00000000
PA
USD
1019557.40000000
0.098758720584
Long
DBT
MUN
US
N
2
2027-09-01
Fixed
5.00000000
N
N
N
N
N
N
Port of Oakland
N/A
PORT OF OAKLAND CA
735000TC5
4800000.00000000
PA
USD
4851590.40000000
0.469945939978
Long
DBT
MUN
US
N
2
2025-05-01
Fixed
5.00000000
N
N
N
N
N
N
Tobacco Securitization Authority of Northern California
N/A
TOBACCO SECURITIZATION AUTH NTHRN CA TOBACCO SETTLEMENT REVE
888794BW3
1150000.00000000
PA
USD
1151952.93000000
0.111583121794
Long
DBT
MUN
US
N
2
2040-06-01
Fixed
4.00000000
N
N
N
N
N
N
San Francisco City & County Airport Comm-San Francisco International Airport
54930055TIDYHNDP4F84
SAN FRANCISCO CALIF CITY &CNTY ARPTS COMMN INTL ARPT REV
79766DRS0
3450000.00000000
PA
USD
3704378.16000000
0.358822021833
Long
DBT
MUN
US
N
2
2034-05-01
Fixed
5.00000000
N
N
N
N
N
N
Metropolitan Water District of Southern California
5493003GD0S0P56RLT45
MET WTR DIST OF STHRN CA WTRWKS REVENUE
59266TNJ6
2900000.00000000
PA
USD
2898761.12000000
0.280786485873
Long
DBT
MUN
US
N
2
2037-07-01
Floating
3.78000000
N
N
N
N
N
N
Washington Township Health Care District
N/A
WASHINGTON TWP CA HLTH CARE DIST
940642GA3
750000.00000000
PA
USD
770518.95000000
0.074635783810
Long
DBT
MUN
US
N
2
2041-08-01
Fixed
4.12500000
N
N
N
N
N
N
Newport Mesa Unified School District
N/A
NEWPORT MESA CA UNIF SCH DIST
652113YM7
1600000.00000000
PA
USD
1607688.32000000
0.155727614337
Long
DBT
MUN
US
N
2
2024-08-01
Fixed
5.00000000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI REVENUE
74442PMN2
730000.00000000
PA
USD
738177.10000000
0.071503012935
Long
DBT
MUN
US
N
2
2025-10-01
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
544445JL4
4315000.00000000
PA
USD
4557171.18000000
0.441427226385
Long
DBT
MUN
US
N
2
2038-05-15
Fixed
5.00000000
N
N
N
N
N
N
Golden State Tobacco Securitization Corp
N/A
GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT
38122ND82
4455000.00000000
PA
USD
4169242.04000000
0.403850739231
Long
DBT
MUN
US
N
2
2050-06-01
Fixed
3.85000000
N
N
N
N
N
N
California Housing Finance Agency
549300BOPCVLBA552Z14
CALIFORNIA HSG FIN AGY MUNI CTFS
13033DAE5
9548882.87000000
PA
USD
8950670.19000000
0.867000461514
Long
DBT
MUN
US
N
2
2035-11-20
Fixed
3.50000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063D5E4
10000000.00000000
PA
USD
11597163.00000000
1.123351152463
Long
DBT
MUN
US
N
2
2038-09-01
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
544445CP2
2575000.00000000
PA
USD
2688838.18000000
0.260452445851
Long
DBT
MUN
US
N
2
2029-05-15
Fixed
5.00000000
N
N
N
N
N
N
Middle Fork Project Finance Authority
N/A
MIDDLE FORK PROJ FIN AUTH CA
59572CAQ0
1100000.00000000
PA
USD
1178530.21000000
0.114157511592
Long
DBT
MUN
US
N
2
2034-04-01
Fixed
5.00000000
N
N
N
N
N
N
California Pollution Control Financing Authority
N/A
CALIFORNIA ST POLL CONTROL FING AUTH WTR FURNISHING REVENUE
13054WAA5
2740000.00000000
PA
USD
2750869.03000000
0.266461021124
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
5.00000000
N
N
N
N
N
N
County of Osceola FL Transportation Revenue
N/A
OSCEOLA CNTY FL TRANSPRTN REVENUE
688031EL3
185000.00000000
PA
USD
134819.69000000
0.013059215787
Long
DBT
MUN
US
N
2
2031-10-01
None
0.00000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XBB9
25236.26000000
PA
USD
26245.71000000
0.002542272500
Long
ABS-MBS
USGSE
US
N
2
2025-07-25
Floating
10.43500000
N
N
N
N
N
N
Long Beach Bond Finance Authority
549300BKBZ5U7OZH3S21
LONG BEACH CA BOND FIN AUTH NATURAL GAS PURCHASE REVENUE
54241AAZ6
1000000.00000000
PA
USD
1136653.70000000
0.110101172489
Long
DBT
MUN
US
N
2
2037-11-15
Fixed
5.50000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QPL0
1720000.00000000
PA
USD
1722394.58000000
0.166838556674
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
5.25000000
N
N
N
N
N
N
CSCDA Community Improvement Authority
N/A
CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE
126292AL5
5000000.00000000
PA
USD
4034552.00000000
0.390804081901
Long
DBT
MUN
US
N
2
2046-10-01
Fixed
3.50000000
N
N
N
N
N
N
Anaheim Housing & Public Improvements Authority
N/A
ANAHEIM CA HSG & PUBLIC IMPT AUTH REVENUE
032556GY2
3850000.00000000
PA
USD
3309721.03000000
0.320593832593
Long
DBT
MUN
US
N
2
2032-10-01
Fixed
2.79200000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
6461362B6
1410000.00000000
PA
USD
1462004.47000000
0.141616049225
Long
DBT
MUN
US
N
2
2027-06-15
Fixed
5.00000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063CYD6
3330000.00000000
PA
USD
3352012.30000000
0.324690347137
Long
DBT
MUN
US
N
2
2024-09-01
Fixed
5.00000000
N
N
N
N
N
N
Fremont Union High School District
N/A
FREMONT CA UNION HIGH SCH DIST SANTA CLARA CNTY
357172N50
1000000.00000000
PA
USD
1205236.50000000
0.116744397855
Long
DBT
MUN
US
N
2
2035-08-01
Fixed
5.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261APW1
2960000.00000000
PA
USD
3095028.39000000
0.299797778889
Long
DBT
MUN
US
N
2
2026-11-15
Fixed
5.00000000
N
N
N
N
N
N
Tobacco Settlement Financing Corp
N/A
TOBACCO SETTLEMENT FING CORP NJ
888808HB1
1000000.00000000
PA
USD
1034851.80000000
0.100240202035
Long
DBT
MUN
US
N
2
2026-06-01
Fixed
5.00000000
N
N
N
N
N
N
California Housing Finance Agency
549300BOPCVLBA552Z14
California Housing Finance Agency
13033DAK1
3277185.41000000
PA
USD
168431.60000000
0.016315010142
Long
DBT
MUN
US
N
2
2036-08-20
Variable
0.74300000
N
N
N
N
N
N
Illinois Finance Authority
549300ZG6UBPNNNRN315
ILLINOIS ST FIN AUTH REVENUE
45204E6T0
100000.00000000
PA
USD
99854.94000000
0.009672379523
Long
DBT
MUN
US
N
2
2029-09-01
Fixed
5.00000000
N
N
N
N
N
N
Golden State Tobacco Securitization Corp
N/A
GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT
38122NB50
3165000.00000000
PA
USD
2665336.07000000
0.258175930263
Long
DBT
MUN
US
N
2
2034-06-01
Fixed
2.74600000
N
N
N
N
N
N
City of Los Angeles Department of Airports
N/A
LOS ANGELES CA DEPT OF ARPTS ARPT REVENUE
544445UY3
2165000.00000000
PA
USD
2138239.73000000
0.207119108780
Long
DBT
MUN
US
N
2
2040-05-15
Fixed
4.00000000
N
N
N
N
N
N
California Community Choice Financing Authority
549300X8VKJ215S2R571
CALIFORNIA CMNTY CHOICE FING AUTH CLEAN ENERGY PROJ REVENUE
13013JDB9
14770000.00000000
PA
USD
15806589.62000000
1.531094343172
Long
DBT
MUN
US
N
2
2054-02-01
Floating
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
79766DLU1
11015000.00000000
PA
USD
11827166.79000000
1.145630310096
Long
DBT
MUN
US
N
2
2034-05-01
Fixed
5.00000000
N
N
N
N
N
N
Territory of Guam
N/A
GUAM GOVT LTD OBLG REVENUE
40065HDJ6
1000000.00000000
PA
USD
1027292.40000000
0.099507965996
Long
DBT
MUN
US
N
2
2026-12-01
Fixed
5.00000000
N
N
N
N
N
N
Municipal Electric Authority of Georgia
JA0WNILDDF2KUPS83B16
MUNI ELEC AUTH OF GEORGIA
626207Y32
460000.00000000
PA
USD
490037.17000000
0.047467110677
Long
DBT
MUN
US
N
2
2032-01-01
Fixed
5.00000000
N
N
N
N
N
N
California Infrastructure & Economic Development Bank
549300C1OG9RDIM8ET06
CALIFORNIA ST INFRASTRUCTURE & ECON DEV BANK REVENUE
13034ARX0
5000000.00000000
PA
USD
5039167.50000000
0.488115465703
Long
DBT
MUN
US
N
2
2024-10-01
Fixed
5.00000000
N
N
N
N
N
N
Guam Department of Education
N/A
GUAM GOVT DEPT OF EDU COPS
40065AAG0
1500000.00000000
PA
USD
1474634.70000000
0.142839467696
Long
DBT
MUN
US
N
2
2030-02-01
Fixed
4.25000000
N
N
N
N
N
N
California Statewide Communities Development Authority
549300KTNI2GCJNX2U48
CALIFORNIA STWD CMNTYS DEV AUTH REVENUE
13080SEV2
4500000.00000000
PA
USD
4544782.65000000
0.440227220017
Long
DBT
MUN
US
N
2
2034-12-01
Fixed
5.25000000
N
N
N
N
N
N
California State University
N/A
CALIFORNIA ST UNIV REVENUE
13077DGE6
400000.00000000
PA
USD
454513.32000000
0.044026117579
Long
DBT
MUN
US
N
2
2031-11-01
Fixed
5.00000000
N
N
N
N
N
N
California School Finance Authority
N/A
CALIFORNIA ST SCH FIN AUTH CHRT SCH REVENUE
13058TSD3
775000.00000000
PA
USD
801758.12000000
0.077661744350
Long
DBT
MUN
US
N
2
2033-08-01
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
5000000.00000000
PA
USD
5344882.00000000
0.517728288761
Long
DBT
MUN
US
N
2
2054-05-01
Floating
5.50000000
N
N
N
N
N
N
California Statewide Communities Development Authority
549300KTNI2GCJNX2U48
CALIFORNIA STWD CMNTYS DEV AUTH REVENUE
13080SYJ7
535000.00000000
PA
USD
567201.06000000
0.054941537376
Long
DBT
MUN
US
N
2
2028-04-01
Fixed
5.00000000
N
N
N
N
N
N
County of Osceola FL Transportation Revenue
N/A
OSCEOLA CNTY FL TRANSPRTN REVENUE
688031EK5
150000.00000000
PA
USD
114061.37000000
0.011048475514
Long
DBT
MUN
US
N
2
2030-10-01
None
0.00000000
N
N
N
N
N
N
Los Angeles Department of Water & Power
549300S8NXV6YU61GG95
LOS ANGELES CA DEPT OF WTR & PWR REVENUE
544532ET7
2800000.00000000
PA
USD
3194195.48000000
0.309403530299
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
5.00000000
N
N
N
N
N
N
California Pollution Control Financing Authority
N/A
CALIFORNIA ST POLL CONTROL FING AUTH WTR FURNISHING REVENUE
13054WAM9
1335000.00000000
PA
USD
1340794.97000000
0.129875175055
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
5.00000000
N
N
N
N
N
N
Washington Township Health Care District
N/A
WASHINGTON TWP CA HLTH CARE DIST REVENUE
940204GV6
350000.00000000
PA
USD
354785.06000000
0.034366008827
Long
DBT
MUN
US
N
2
2042-07-01
Fixed
5.00000000
N
N
N
N
N
N
Foothill-De Anza Community College District
N/A
FOOTHILL-DE ANZA CA CMNTY CLG DIST
345102GH4
1000000.00000000
PA
USD
737875.30000000
0.071473779288
Long
DBT
MUN
US
N
2
2034-08-01
None
0.00000000
N
N
N
N
N
N
Village of Bolingbrook IL Sales Tax Revenue
N/A
BOLINGBROOK IL SALES TAX REVENUE
09755LAC5
4450000.00000000
PA
USD
4252858.33000000
0.411950173182
Long
DBT
MUN
US
N
2
2026-01-01
Floating
6.00000000
Y
N
N
N
N
N
CSCDA Community Improvement Authority
N/A
CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE
126292AG6
5000000.00000000
PA
USD
3734103.00000000
0.361701297849
Long
DBT
MUN
US
N
2
2046-09-01
Fixed
3.20000000
N
N
N
N
N
N
California Housing Finance Agency
549300BOPCVLBA552Z14
CALIFORNIA HSG FIN AGY MUNI CTFS
13033DAC9
10741953.67000000
PA
USD
10625653.76000000
1.029246583580
Long
DBT
MUN
US
N
2
2033-03-20
Fixed
4.00000000
N
N
N
N
N
N
University of California
N/A
UNIV OF CALIFORNIA CA REVENUES
91412HNT6
2000000.00000000
PA
USD
2338104.40000000
0.226478861452
Long
DBT
MUN
US
N
2
2037-05-15
Fixed
5.00000000
N
N
N
N
N
N
CSCDA Community Improvement Authority
N/A
CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE
126292AY7
1500000.00000000
PA
USD
1003039.95000000
0.097158769243
Long
DBT
MUN
US
N
2
2056-09-01
Fixed
3.00000000
N
N
N
N
N
N
California Statewide Communities Development Authority
549300KTNI2GCJNX2U48
CALIFORNIA ST STWD CMNTYS DEV AUTH CLG HSG REVENUE
13081CAB4
685000.00000000
PA
USD
702353.04000000
0.068032940204
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XAX2
25207.42000000
PA
USD
25964.84000000
0.002515066222
Long
ABS-MBS
USGSE
US
N
2
2025-05-25
Floating
9.43500000
N
N
N
N
N
N
City of Roseville CA
549300OH100KESVPND17
ROSEVILLE CA SPL TAX
777870XQ4
1010000.00000000
PA
USD
1050899.75000000
0.101794675584
Long
DBT
MUN
US
N
2
2028-09-01
Fixed
5.00000000
N
N
N
N
N
N
California Statewide Communities Development Authority
549300KTNI2GCJNX2U48
CALIFORNIA STWD CMNTYS DEV AUTH REVENUE
13080SVG6
250000.00000000
PA
USD
257765.15000000
0.024968242519
Long
DBT
MUN
US
N
2
2027-12-01
Fixed
5.00000000
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
PUERTO RICO CMWLTH
74514L3Q8
389859.00000000
PA
USD
385984.78000000
0.037388148070
Long
DBT
MUN
US
N
2
2024-07-01
None
0.00000000
N
N
N
N
N
N
Southern California Public Power Authority
5493003B5TD5FWUKMD34
STHRN CA PUBLIC PWR AUTH REVENUE
84247PHF1
1030000.00000000
PA
USD
1032982.57000000
0.100059140367
Long
DBT
MUN
US
N
2
2030-07-01
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
544445P94
265000.00000000
PA
USD
298628.55000000
0.028926447425
Long
DBT
MUN
US
N
2
2033-05-15
Fixed
5.00000000
N
N
N
N
N
N
California Statewide Communities Development Authority
549300KTNI2GCJNX2U48
CALIFORNIA STWD CMNTYS DEV AUTH REVENUE
13080SVJ0
1000000.00000000
PA
USD
1039909.90000000
0.100730151384
Long
DBT
MUN
US
N
2
2033-12-01
Fixed
5.00000000
N
N
N
N
N
N
Riverside County Public Financing Authority
N/A
RIVERSIDE CNTY CA PUBLIC FING AUTH LEASE REVENUE
76912KBW1
3395000.00000000
PA
USD
3501531.03000000
0.339173375241
Long
DBT
MUN
US
N
2
2028-11-01
Fixed
5.00000000
N
N
N
N
N
N
City of Riverside CA Sewer Revenue
549300FG48YQF1N4C302
RIVERSIDE CA SWR REVENUE
769047JM4
2785000.00000000
PA
USD
3081000.10000000
0.298438938305
Long
DBT
MUN
US
N
2
2031-08-01
Fixed
5.00000000
N
N
N
N
N
N
Long Beach Bond Finance Authority
549300BKBZ5U7OZH3S21
LONG BEACH CA BOND FIN AUTH NATURAL GAS PURCHASE REVENUE
54241AAS2
1175000.00000000
PA
USD
1180637.65000000
0.114361647307
Long
DBT
MUN
US
N
2
2024-11-15
Fixed
5.00000000
N
N
N
N
N
N
California Health Facilities Financing Authority
5493007RI8BUDOGHZ546
CALIFORNIA ST HLTH FACS FING AUTH REVENUE
13032UH68
10000000.00000000
PA
USD
12172632.00000000
1.179093558115
Long
DBT
MUN
US
N
2
2033-08-15
Fixed
5.00000000
N
N
N
N
N
N
Illinois Finance Authority
549300ZG6UBPNNNRN315
ILLINOIS ST FIN AUTH REVENUE
45204E6W3
100000.00000000
PA
USD
99250.84000000
0.009613863795
Long
DBT
MUN
US
N
2
2032-09-01
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
544445SQ3
1685000.00000000
PA
USD
1859242.82000000
0.180094266550
Long
DBT
MUN
US
N
2
2035-05-15
Fixed
5.00000000
N
N
N
N
N
N
Fontana Redevelopment Agency Successor Agency
N/A
FONTANA CA REDEV AGY SUCCESSOR AGY TAX ALLOCATION
34461CAP9
1750000.00000000
PA
USD
1883758.80000000
0.182468989954
Long
DBT
MUN
US
N
2
2031-10-01
Fixed
5.00000000
N
N
N
N
N
N
Desert Community College District
N/A
DESERT CMNTY CLG DIST CA
250375ME9
2020000.00000000
PA
USD
2029104.75000000
0.196547824617
Long
DBT
MUN
US
N
2
2024-08-01
Fixed
5.00000000
N
N
N
N
N
N
University of California
N/A
UNIV OF CALIFORNIA CA REVENUES
91412GW76
2465000.00000000
PA
USD
2634829.13000000
0.255220896673
Long
DBT
MUN
US
N
2
2031-05-15
Fixed
5.00000000
N
N
N
N
N
N
Washington Township Health Care District
N/A
WASHINGTON TWP CA HLTH CARE DIST REVENUE
940204GW4
275000.00000000
PA
USD
277491.28000000
0.026879000423
Long
DBT
MUN
US
N
2
2043-07-01
Fixed
5.00000000
N
N
N
N
N
N
State of California Department of Water Resources
549300X618YEC5LGBQ98
CALIFORNIA ST DEPT OF WTR RESOURCES CENTRL VLY PROJ
13067WKV3
1000000.00000000
PA
USD
1010912.40000000
0.097921328654
Long
DBT
MUN
US
N
2
2029-12-01
Fixed
5.00000000
N
N
N
N
N
N
California Municipal Finance Authority
5493000UQOV6R4ZWS346
CALIFORNIA MUNI FIN AUTH ENVRNMNTL IMPT REVENUE
130488AA7
4500000.00000000
PA
USD
4491220.50000000
0.435038959497
Long
DBT
MUN
US
N
2
2042-12-15
Floating
4.00000000
N
N
N
N
N
N
University of California
N/A
UNIV OF CALIFORNIA CA REVENUES
91412HNF6
3000000.00000000
PA
USD
3065787.00000000
0.296965331922
Long
DBT
MUN
US
N
2
2025-05-15
Fixed
5.00000000
N
N
N
N
N
N
California State Public Works Board
N/A
CALIFORNIA ST PUBLIC WKS BRD LEASE REVENUE
13068XAZ2
1000000.00000000
PA
USD
1001039.60000000
0.096965006728
Long
DBT
MUN
US
N
2
2024-05-01
Fixed
5.00000000
N
N
N
N
N
N
California Statewide Communities Development Authority
549300KTNI2GCJNX2U48
CALIFORNIA ST STWD CMNTYS DEV AUTH CLG HSG REVENUE
13081CAA6
60000.00000000
PA
USD
60114.12000000
0.005822912550
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
5.00000000
N
N
N
N
N
N
Middle Fork Project Finance Authority
N/A
MIDDLE FORK PROJ FIN AUTH CA
59572CAP2
1650000.00000000
PA
USD
1768707.27000000
0.171324603278
Long
DBT
MUN
US
N
2
2033-04-01
Fixed
5.00000000
N
N
N
N
N
N
Los Angeles Unified School District/CA
N/A
LOS ANGELES CA UNIF SCH DIST
5446463N0
18645000.00000000
PA
USD
19119317.61000000
1.851979442861
Long
DBT
MUN
US
N
2
2027-07-01
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
385000.00000000
PA
USD
330406.77000000
0.032004622670
Long
DBT
MUN
US
N
2
2047-08-01
Fixed
4.00000000
N
N
N
N
N
N
California Pollution Control Financing Authority
N/A
CALIFORNIA ST POLL CONTROL FING AUTH WTR FURNISHING REVENUE
13054WAP2
2465000.00000000
PA
USD
2563982.81000000
0.248358417012
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
5.00000000
N
N
N
N
N
N
California Housing Finance Agency
549300BOPCVLBA552Z14
CALIFORNIA HSG FIN AGY MUNI CTFS
13033DAG0
7742333.03000000
PA
USD
7547643.55000000
0.731097258896
Long
DBT
MUN
US
N
2
2035-03-25
Fixed
3.75000000
N
N
N
N
N
N
Transbay Joint Powers Authority
549300WC0UP8WU8GYU95
TRANSBAY JT POWERS AUTH CA
89356CAL0
600000.00000000
PA
USD
635859.60000000
0.061592099245
Long
DBT
MUN
US
N
2
2034-10-01
Fixed
5.00000000
N
N
N
N
N
N
California Municipal Finance Authority
5493000UQOV6R4ZWS346
CALIFORNIA ST MUNI FIN AUTH REVENUE
13048VBN7
1150000.00000000
PA
USD
1152597.74000000
0.111645580868
Long
DBT
MUN
US
N
2
2029-12-31
Fixed
5.00000000
N
N
N
N
N
N
County of Osceola FL Transportation Revenue
N/A
OSCEOLA CNTY FL TRANSPRTN REVENUE
688031EP4
270000.00000000
PA
USD
171831.11000000
0.016644301321
Long
DBT
MUN
US
N
2
2034-10-01
None
0.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS2CQM6 IRS USD R F 3.29000 IS2CQM6 CCPINFLATIONZERO / Short: SS2CQM6 IRS USD P V 12MUSCPI IS2CQN7 CCPINFLATIONZERO
000000000
10130000.00000000
OU
Notional Amount
USD
-332631.92000000
-0.03222016028
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
10130000.00000000
USD
-332631.92000000
N
N
N
City of Riverside CA Sewer Revenue
N/A
RIVERSIDE CA SWR REVENUE
769047HR5
3320000.00000000
PA
USD
3413804.61000000
0.330675816398
Long
DBT
MUN
US
N
2
2030-08-01
Fixed
5.00000000
N
N
N
N
N
N
CSCDA Community Improvement Authority
N/A
CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE
126292BS9
1000000.00000000
PA
USD
823323.80000000
0.079750688990
Long
DBT
MUN
US
N
2
2043-07-01
Fixed
3.37500000
N
N
N
N
N
N
Bay Area Toll Authority
5493001FUZGUQMIP5D78
BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE
072024XU1
13415000.00000000
PA
USD
13097626.59000000
1.268692517680
Long
DBT
MUN
US
N
2
2056-04-01
Floating
4.05000000
N
N
N
N
N
N
Freddie Mac Multifamily
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
3137H9JP5
2610991.22000000
PA
USD
139364.53000000
0.013499448562
Long
ABS-MBS
USGSE
US
N
2
2036-07-25
Variable
0.95500000
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
3900000.00000000
OU
Notional Amount
USD
-10122.00000000
-0.00098046051
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-07-31
0.00000000
USD
0.00000000
USD
3900000.00000000
USD
-10122.00000000
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261AJ32
3750000.00000000
PA
USD
3996972.75000000
0.387163993907
Long
DBT
MUN
US
N
2
2027-11-15
Fixed
5.00000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063A5G5
1000000.00000000
PA
USD
1224340.30000000
0.118594874195
Long
DBT
MUN
US
N
2
2039-04-01
Fixed
7.55000000
N
N
N
N
N
N
Tobacco Securitization Authority of Northern California
N/A
TOBACCO SECURITIZATION AUTH NTHRN CA TOBACCO SETTLEMENT REVE
888794BL7
1500000.00000000
PA
USD
1674777.75000000
0.162226185454
Long
DBT
MUN
US
N
2
2030-06-01
Fixed
5.00000000
N
N
N
N
N
N
California Municipal Finance Authority
5493000UQOV6R4ZWS346
CALIFORNIA ST MUNI FIN AUTH REVENUE
13048VBY3
1000000.00000000
PA
USD
990501.00000000
0.095944192546
Long
DBT
MUN
US
N
2
2043-12-31
Fixed
5.00000000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI REVENUE
74442PMS1
320000.00000000
PA
USD
335008.29000000
0.032450345714
Long
DBT
MUN
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
Los Angeles Unified School District/CA
N/A
LOS ANGELES CA UNIF SCH DIST
544646R79
9785000.00000000
PA
USD
9813334.42000000
0.950561833977
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
5.00000000
N
N
N
N
N
N
City of Detroit MI
549300BQRJP7MKKHOY28
DETROIT MI
2510933K4
1745000.00000000
PA
USD
1808810.11000000
0.175209137067
Long
DBT
MUN
US
N
2
2031-04-01
Fixed
5.00000000
N
N
N
N
N
N
California Community Housing Agency
N/A
CALIFORNIA CMNTY HSG AGY ESSENTIAL HSG REVENUE
13013FAM6
4450000.00000000
PA
USD
3654469.94000000
0.353987696710
Long
DBT
MUN
US
N
2
2047-08-01
Fixed
4.00000000
N
N
N
N
N
N
Sweetwater Union High School District
N/A
SWEETWATER CA UNION HIGH SCH DIST
870462RM2
2220000.00000000
PA
USD
2229458.09000000
0.215954911970
Long
DBT
MUN
US
N
2
2029-08-01
Fixed
5.00000000
N
N
N
N
N
N
Fremont Union High School District
N/A
FREMONT CA UNION HIGH SCH DIST SANTA CLARA CNTY
357172M44
1000000.00000000
PA
USD
1045893.40000000
0.101309738963
Long
DBT
MUN
US
N
2
2026-08-01
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
15980000.00000000
OU
Notional Amount
USD
3512809.41000000
0.340265847699
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
15980000.00000000
USD
3512809.41000000
N
N
N
San Mateo County Community College District
N/A
SAN MATEO CNTY CA CMNTY CLG DIST
799038MC5
5000000.00000000
PA
USD
5134856.50000000
0.497384314337
Long
DBT
MUN
US
N
2
2045-09-01
Fixed
5.00000000
N
N
N
N
N
N
California Earthquake Authority
254900P2MGLOUH3QS859
CALIFORNIA ST EARTHQUAKE AUTH
13017HAP1
2250000.00000000
PA
USD
2267271.23000000
0.219617655556
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
5.60300000
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
79766DLV9
1000000.00000000
PA
USD
1071583.30000000
0.103798173313
Long
DBT
MUN
US
N
2
2035-05-01
Fixed
5.00000000
N
N
N
N
N
N
Palm Desert Redevelopment Agency Successor Agency
N/A
PALM DESERT CA REDEV AGY SUCCESSOR AGY TAX ALLOCATION
696624AH8
1000000.00000000
PA
USD
1006504.50000000
0.097494360477
Long
DBT
MUN
US
N
2
2024-10-01
Fixed
5.00000000
N
N
N
N
N
N
City of Sparks NV
N/A
SPARKS NV TOURISM IMPT DIST #1 REVENUE
846562AD8
415000.00000000
PA
USD
399058.94000000
0.038654567513
Long
DBT
MUN
US
N
2
2028-06-15
Fixed
2.75000000
N
N
N
N
N
N
University of California
N/A
UNIV OF CALIFORNIA CA REVENUES
91412GW50
3000000.00000000
PA
USD
3207744.00000000
0.310715898294
Long
DBT
MUN
US
N
2
2029-05-15
Fixed
5.00000000
N
N
N
N
N
N
California State University
N/A
CALIFORNIA ST UNIV REVENUE
13077DAS1
5620000.00000000
PA
USD
6011410.52000000
0.582291111677
Long
DBT
MUN
US
N
2
2033-11-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XAM6
42018.44000000
PA
USD
42226.60000000
0.004090250328
Long
ABS-MBS
USGSE
US
N
2
2024-07-25
Floating
8.33500000
N
N
N
N
N
N
Irvine Ranch Water District Water Service Corp
2ZRS7W19IBMY48SFBI68
IRVINE RANCH CA WTR DIST
4636324H9
3670000.00000000
PA
USD
3670000.00000000
0.355492005203
Long
DBT
MUN
US
N
2
2041-10-01
Floating
4.20000000
N
N
N
N
N
N
City of Roseville CA
549300OH100KESVPND17
ROSEVILLE CA SPL TAX
777870XS0
1295000.00000000
PA
USD
1343788.61000000
0.130165151917
Long
DBT
MUN
US
N
2
2030-09-01
Fixed
5.00000000
N
N
N
N
N
N
California County Tobacco Securitization Agency
N/A
CALIFORNIA CNTY CA TOBACCO SECURITIZATION AGY TOBACCO SETTLE
13016NEK6
800000.00000000
PA
USD
844296.32000000
0.081782177597
Long
DBT
MUN
US
N
2
2027-06-01
Fixed
5.00000000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI REVENUE
74442PMP7
770000.00000000
PA
USD
786473.61000000
0.076181220887
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
5.00000000
N
N
N
N
N
N
CSCDA Community Improvement Authority
N/A
CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE
126292AQ4
2475000.00000000
PA
USD
1936073.21000000
0.187536389003
Long
DBT
MUN
US
N
2
2046-12-01
Fixed
2.65000000
N
N
N
N
N
N
Transbay Joint Powers Authority
549300WC0UP8WU8GYU95
TRANSBAY JT POWERS AUTH CA
89356CAP1
700000.00000000
PA
USD
731708.18000000
0.070876405485
Long
DBT
MUN
US
N
2
2037-10-01
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
544445WP0
6160000.00000000
PA
USD
6071254.73000000
0.588087879582
Long
DBT
MUN
US
N
2
2041-05-15
Fixed
4.00000000
N
N
N
N
N
N
Washington Health Care Facilities Authority
549300ZVPWQIL3N5TL85
WASHINGTON ST HLTH CARE FACS AUTH
93978HVJ1
825000.00000000
PA
USD
902972.32000000
0.087465787651
Long
DBT
MUN
US
N
2
2031-08-01
Fixed
5.00000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063D4T2
2625000.00000000
PA
USD
2955997.01000000
0.286330600670
Long
DBT
MUN
US
N
2
2042-10-01
Fixed
5.00000000
N
N
N
N
N
N
Metropolitan Pier & Exposition Authority
254900I3VDCQ58UGBR15
MET PIER & EXPOSITION AUTH IL REVENUE
592250CN2
3250000.00000000
PA
USD
3370984.18000000
0.326528045138
Long
DBT
MUN
US
N
2
2026-12-15
Fixed
5.00000000
N
N
N
N
N
N
California County Tobacco Securitization Agency
N/A
CALIFORNIA CNTY CA TOBACCO SECURITIZATION AGY TOBACCO SETTLE
13016NEN0
500000.00000000
PA
USD
553029.20000000
0.053568789984
Long
DBT
MUN
US
N
2
2030-06-01
Fixed
5.00000000
N
N
N
N
N
N
Tobacco Securitization Authority of Northern California
N/A
TOBACCO SECURITIZATION AUTH NTHRN CA TOBACCO SETTLEMENT REVE
888794BS2
1015000.00000000
PA
USD
1037012.71000000
0.100449517084
Long
DBT
MUN
US
N
2
2036-06-01
Fixed
4.00000000
N
N
N
N
N
N
San Francisco City & County Airport Comm-San Francisco International Airport
54930055TIDYHNDP4F84
SAN FRANCISCO CALIF CITY &CNTY ARPTS COMMN INTL ARPT REV
79766DRT8
3275000.00000000
PA
USD
3509435.31000000
0.339939017843
Long
DBT
MUN
US
N
2
2035-05-01
Fixed
5.00000000
N
N
N
N
N
N
City of Roseville CA
549300OH100KESVPND17
ROSEVILLE CA SPL TAX
777870WD4
995000.00000000
PA
USD
1020773.29000000
0.098876496926
Long
DBT
MUN
US
N
2
2031-09-01
Fixed
5.00000000
N
N
N
N
N
N
California Infrastructure & Economic Development Bank
549300C1OG9RDIM8ET06
CALIFORNIA ST INFRASTRUCTURE & ECON DEV BANK REVENUE
13034A3Z1
17215000.00000000
PA
USD
17171196.43000000
1.663276035598
Long
DBT
MUN
US
N
2
2050-01-01
Floating
3.95000000
N
N
N
N
N
N
California County Tobacco Securitization Agency
N/A
CALIFORNIA CNTY CA TOBACCO SECURITIZATION AGY TOBACCO SETTLE
13016NEW0
1000000.00000000
PA
USD
1021885.90000000
0.098984269122
Long
DBT
MUN
US
N
2
2038-06-01
Fixed
4.00000000
N
N
N
N
N
N
Howard Bend Levee District
N/A
HOWARD BEND MO LEVEE DIST
442499CC1
175000.00000000
PA
USD
176017.38000000
0.017049801462
Long
DBT
MUN
US
N
2
2025-03-01
Fixed
5.75000000
N
N
N
N
N
N
California Public Finance Authority
N/A
CALIFORNIA PUBLIC FIN AUTH REVENUE
13057EDH4
1500000.00000000
PA
USD
1563687.45000000
0.151465500575
Long
DBT
MUN
US
N
2
2054-07-01
Fixed
6.25000000
N
N
N
N
N
N
City of Los Angeles Department of Airports
N/A
LOS ANGELES CA DEPT OF ARPTS ARPT REVENUE
544445R50
3000000.00000000
PA
USD
3299265.90000000
0.319581103675
Long
DBT
MUN
US
N
2
2030-05-15
Fixed
5.00000000
N
N
N
N
N
N
River Islands Public Financing Authority
N/A
RIVER ISLANDS CA PUBLIC FING AUTH SPL TAX
76827QHC0
2905000.00000000
PA
USD
2925084.30000000
0.283336262451
Long
DBT
MUN
US
N
2
2037-09-01
Fixed
4.50000000
N
N
N
N
N
N
City of Fort Wayne IN
N/A
FORT WAYNE IN ECON DEV SOLID WST FAC REVENUE
34924CAB1
24607.57000000
PA
USD
2.46000000
0.000000238286
Long
DBT
MUN
US
N
2
2029-12-01
Fixed
10.75000000
Y
N
N
N
N
N
Washington Township Health Care District
N/A
WASHINGTON TWP CA HLTH CARE DIST
940642GC9
370000.00000000
PA
USD
380143.81000000
0.036822366562
Long
DBT
MUN
US
N
2
2043-08-01
Fixed
4.25000000
N
N
N
N
N
N
Washington Township Health Care District
N/A
WASHINGTON TWP CA HLTH CARE DIST REVENUE
940204GU8
360000.00000000
PA
USD
366705.54000000
0.035520677856
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
5.00000000
N
N
N
N
N
N
Antonio B Won Pat International Airport Authority
N/A
GUAM INTERNATIONAL ARPT AUTH
40064REE5
625000.00000000
PA
USD
573306.13000000
0.055532900749
Long
DBT
MUN
US
N
2
2027-10-01
Fixed
2.89900000
N
N
N
N
N
N
California State Public Works Board
N/A
CALIFORNIA ST PUBLIC WKS BRD LEASE REVENUE
13068LNP6
4445000.00000000
PA
USD
4471946.92000000
0.433172037535
Long
DBT
MUN
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
California Health Facilities Financing Authority
5493007RI8BUDOGHZ546
CALIFORNIA ST HLTH FACS FING AUTH REVENUE
13032UBC1
6000000.00000000
PA
USD
6183909.00000000
0.599000057331
Long
DBT
MUN
US
N
2
2028-11-15
Fixed
5.00000000
N
N
N
N
N
N
California Health Facilities Financing Authority
5493007RI8BUDOGHZ546
CALIFORNIA ST HLTH FACS FING AUTH REVENUE
13032UWU8
2000000.00000000
PA
USD
2217677.40000000
0.214813783602
Long
DBT
MUN
US
N
2
2033-04-01
Fixed
5.00000000
N
N
N
N
N
N
Peralta Community College District
N/A
PERALTA CA CMNTY CLG DIST
713575UT3
1820000.00000000
PA
USD
1827212.30000000
0.176991652441
Long
DBT
MUN
US
N
2
2028-08-01
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
3815000.00000000
PA
USD
4111949.30000000
0.398301117698
Long
DBT
MUN
US
N
2
2037-05-01
Fixed
5.00000000
N
N
N
N
N
N
University of California
N/A
UNIV OF CALIFORNIA CA REVENUES
91412HQZ9
30000000.00000000
PA
USD
31328160.00000000
3.034580495296
Long
DBT
MUN
US
N
2
2026-05-15
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
79766DTQ2
1950000.00000000
PA
USD
2141158.31000000
0.207401815008
Long
DBT
MUN
US
N
2
2036-05-01
Fixed
5.00000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063CKU3
5295000.00000000
PA
USD
5300548.10000000
0.513433916279
Long
DBT
MUN
US
N
2
2029-05-01
Fixed
5.00000000
N
N
N
N
N
N
Transbay Joint Powers Authority
549300WC0UP8WU8GYU95
TRANSBAY JT POWERS AUTH CA
89356CAQ9
1000000.00000000
PA
USD
1039715.80000000
0.100711350022
Long
DBT
MUN
US
N
2
2038-10-01
Fixed
5.00000000
N
N
N
N
N
N
California Health Facilities Financing Authority
5493007RI8BUDOGHZ546
CALIFORNIA ST HLTH FACS FING AUTH REVENUE
13032UBD9
7000000.00000000
PA
USD
7221769.10000000
0.699531656260
Long
DBT
MUN
US
N
2
2029-11-15
Fixed
5.00000000
N
N
N
N
N
N
City of Los Angeles CA
549300E7TO710PTXPJ65
LOS ANGELES CA
544351RJ0
22000000.00000000
PA
USD
22062750.60000000
2.137093038446
Long
DBT
MUN
US
N
2
2024-06-27
Fixed
5.00000000
N
N
N
N
N
N
California County Tobacco Securitization Agency
N/A
CALIFORNIA CNTY CA TOBACCO SECURITIZATION AGY TOBACCO SETTLE
13016NEQ3
300000.00000000
PA
USD
331178.01000000
0.032079328298
Long
DBT
MUN
US
N
2
2032-06-01
Fixed
5.00000000
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
4300000.00000000
OU
Notional Amount
USD
-149821.80000000
-0.01451238476
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
4300000.00000000
USD
-149821.80000000
N
N
N
CSCDA Community Improvement Authority
N/A
CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE
126292BP5
1500000.00000000
PA
USD
1261556.25000000
0.122199771386
Long
DBT
MUN
US
N
2
2047-05-01
Fixed
3.60000000
N
N
N
N
N
N
Territory of Guam
N/A
GUAM GOVT
40065BCQ4
450000.00000000
PA
USD
464191.25000000
0.044963563558
Long
DBT
MUN
US
N
2
2031-11-15
Fixed
5.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS2CQK4 IRS USD R F 3.72000 IS2CQK4 CCPINFLATIONZERO / Short: SS2CQK4 IRS USD P V 12MUSCPI IS2CQL5 CCPINFLATIONZERO
000000000
12110000.00000000
OU
Notional Amount
USD
-445234.44000000
-0.04312732530
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
12110000.00000000
USD
-445234.44000000
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
6461363J8
2710000.00000000
PA
USD
2804620.73000000
0.271667642273
Long
DBT
MUN
US
N
2
2028-06-15
Fixed
5.00000000
N
N
N
N
N
N
Transbay Joint Powers Authority
549300WC0UP8WU8GYU95
TRANSBAY JT POWERS AUTH CA
89356CAJ5
450000.00000000
PA
USD
479435.45000000
0.046440182421
Long
DBT
MUN
US
N
2
2032-10-01
Fixed
5.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS23W54 IRS USD R V 12MUSCPI IS23W65 CCPINFLATIONZERO / Short: BS23W54 IRS USD P F 1.58700 IS23W54 CCPINFLATIONZERO
000000000
4115000.00000000
OU
Notional Amount
USD
706520.97000000
0.068436663853
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
4115000.00000000
USD
706520.97000000
N
N
N
Southwestern Community College District
N/A
S WSTRN CA CMNTY CLG DIST
845389FH3
3550000.00000000
PA
USD
3565296.24000000
0.345349948093
Long
DBT
MUN
US
N
2
2024-08-01
Fixed
5.00000000
N
N
N
N
N
N
Saugus/Hart School Facilities Financing Authority
N/A
SAUGUS/HART CA SCH FACS FING AUTH SPL TAX
804208CF1
1000000.00000000
PA
USD
1026929.00000000
0.099472765507
Long
DBT
MUN
US
N
2
2029-09-01
Fixed
5.00000000
N
N
N
N
N
N
California Statewide Communities Development Authority
549300KTNI2GCJNX2U48
CALIFORNIA ST STWD CMNTYS DEVAUTH POLL CONTROL REVENUE
13078HBA9
8500000.00000000
PA
USD
9274176.60000000
0.898336685598
Long
DBT
MUN
US
N
2
2033-11-01
Fixed
4.50000000
N
N
N
N
N
N
Mission Economic Development Corp
N/A
MISSION TX ECON DEV CORP REVENUE
605156AC2
3205000.00000000
PA
USD
3201980.25000000
0.310157596647
Long
DBT
MUN
US
N
2
2031-10-01
Fixed
4.62500000
N
N
N
N
N
N
City of Los Angeles Department of Airports
N/A
LOS ANGELES CA DEPT OF ARPTS ARPT REVENUE
544445XZ7
1300000.00000000
PA
USD
1320336.16000000
0.127893446610
Long
DBT
MUN
US
N
2
2036-05-15
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac Multifamily
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
35833JAK3
4842557.85000000
PA
USD
3669386.71000000
0.355432599292
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
3100000.00000000
OU
Notional Amount
USD
142632.18000000
0.013815967213
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
3100000.00000000
USD
142632.18000000
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
4115000.00000000
OU
Notional Amount
USD
712193.34000000
0.068986114040
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
4115000.00000000
USD
712193.34000000
N
N
N
County of Osceola FL Transportation Revenue
N/A
OSCEOLA CNTY FL TRANSPRTN REVENUE
688031EM1
100000.00000000
PA
USD
69838.66000000
0.006764873374
Long
DBT
MUN
US
N
2
2032-10-01
None
0.00000000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
6461362D2
6660000.00000000
PA
USD
6887022.08000000
0.667106618283
Long
DBT
MUN
US
N
2
2029-06-15
Fixed
5.00000000
N
N
N
N
N
N
City of Los Angeles Department of Airports
N/A
LOS ANGELES CA DEPT OF ARPTS ARPT REVENUE
544445R84
4735000.00000000
PA
USD
5275090.67000000
0.510967999975
Long
DBT
MUN
US
N
2
2033-05-15
Fixed
5.00000000
N
N
N
N
N
N
Illinois Finance Authority
549300ZG6UBPNNNRN315
ILLINOIS ST FIN AUTH REVENUE
45204E6R4
100000.00000000
PA
USD
99685.80000000
0.009655995894
Long
DBT
MUN
US
N
2
2027-09-01
Fixed
5.00000000
N
N
N
N
N
N
Tobacco Securitization Authority of Northern California
N/A
TOBACCO SECURITIZATION AUTH NTHRN CA TOBACCO SETTLEMENT REVE
888794BU7
1210000.00000000
PA
USD
1222657.08000000
0.118431830257
Long
DBT
MUN
US
N
2
2038-06-01
Fixed
4.00000000
N
N
N
N
N
N
Tricolor Auto Securitization Trust
N/A
Tricolor Auto Securitization Trust 2023-1
89616KAA2
312433.10000000
PA
USD
312490.90000000
0.030269214345
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
6.48000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063DDN5
5540000.00000000
PA
USD
5567538.23000000
0.539295730089
Long
DBT
MUN
US
N
2
2024-08-01
Fixed
5.00000000
N
N
N
N
N
N
City & County of San Francisco CA
549300RA28ZEFOB6M782
SAN FRANCISCO CITY & CNTY CA COPS
79765DN97
3970000.00000000
PA
USD
3972509.04000000
0.384794333601
Long
DBT
MUN
US
N
2
2024-09-01
Fixed
5.00000000
N
N
N
N
N
N
Territory of Guam
N/A
GUAM GOVT LTD OBLG REVENUE
40065HDQ0
675000.00000000
PA
USD
693892.51000000
0.067213416832
Long
DBT
MUN
US
N
2
2032-12-01
Fixed
5.00000000
N
N
N
N
N
N
Antonio B Won Pat International Airport Authority
N/A
GUAM INTERNATIONAL ARPT AUTH
40064RFF1
275000.00000000
PA
USD
279286.01000000
0.027052845700
Long
DBT
MUN
US
N
2
2040-10-01
Fixed
5.37500000
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
448.65000000
OU
Notional Amount
USD
-56.76000000
-0.00000549801
N/A
DCR
GB
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-50.48000000
USD
448.65000000
USD
-6.28000000
N
N
N
Kentucky Economic Development Finance Authority
N/A
KENTUCKY ST ECON DEV FIN AUTH
49126KJX0
3500000.00000000
PA
USD
3596815.95000000
0.348403082946
Long
DBT
MUN
US
N
2
2029-06-01
Fixed
5.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS2BFX7 IRS USD R V 12MUSCPI IS2BFY8 CCPINFLATIONZERO / Short: BS2BFX7 IRS USD P F 2.78200 IS2BFX7 CCPINFLATIONZERO
000000000
4900000.00000000
OU
Notional Amount
USD
335970.66000000
0.032543565017
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
4900000.00000000
USD
335970.66000000
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI REVENUE
74442PMR3
700000.00000000
PA
USD
727966.40000000
0.070513960560
Long
DBT
MUN
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
Territory of Guam
N/A
GUAM GOVT HOTEL OCCUPANCY TAX REVENUE
40065KAQ6
350000.00000000
PA
USD
363960.63000000
0.035254794052
Long
DBT
MUN
US
N
2
2027-11-01
Fixed
5.00000000
N
N
N
N
N
N
Los Angeles Department of Water & Power Water System Revenue
N/A
LOS ANGELES CA DEPT OF WTR & PWR WTRWKS REVENUE
544525WV6
1345000.00000000
PA
USD
1459345.31000000
0.141358471535
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
5.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS2PYW1 IRS USD R F 4.51750 IS2PYW1 CCPOIS / Short: SS2PYW1 IRS USD P V 00MSOFR IS2PYX2 CCPOIS
000000000
10000000.00000000
OU
Notional Amount
USD
318293.35000000
0.030831264641
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-11-01
0.00000000
USD
0.00000000
USD
10000000.00000000
USD
318293.35000000
N
N
N
Bay Area Toll Authority
5493001FUZGUQMIP5D78
BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE
072024UN0
950000.00000000
PA
USD
950000.00000000
0.092021091265
Long
DBT
MUN
US
N
2
2047-04-01
Floating
2.90000000
N
N
N
N
N
N
CSCDA Community Improvement Authority
N/A
CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE
126292AE1
3585000.00000000
PA
USD
3238984.05000000
0.313741944075
Long
DBT
MUN
US
N
2
2041-08-01
Fixed
2.87500000
N
N
N
N
N
N
CSCDA Community Improvement Authority
N/A
CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE
126292BE0
4000000.00000000
PA
USD
3182679.20000000
0.308288013822
Long
DBT
MUN
US
N
2
2046-10-01
Fixed
4.00000000
N
N
N
N
N
N
California Pollution Control Financing Authority
N/A
CALIFORNIA ST POLL CONTROL FING AUTH WTR FURNISHING REVENUE
13054WAN7
3400000.00000000
PA
USD
3580796.70000000
0.346851389403
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
5.00000000
N
N
N
N
N
N
Long Beach Unified School District
N/A
LONG BEACH CA UNIF SCH DIST
542433MP9
1000000.00000000
PA
USD
1001139.90000000
0.096974722218
Long
DBT
MUN
US
N
2
2025-08-01
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
79766DFD6
5620000.00000000
PA
USD
5622695.35000000
0.544638486272
Long
DBT
MUN
US
N
2
2039-05-01
Fixed
5.00000000
N
N
N
N
N
N
New River Community Development District
N/A
NEW RIVER FL CDD CAPITAL IMPT REVENUE
648466AB6
405000.00000000
PA
USD
4.05000000
0.000000392300
Long
DBT
MUN
US
N
2
2023-05-01
Fixed
5.00000000
Y
N
N
N
N
N
Saugus/Hart School Facilities Financing Authority
N/A
SAUGUS/HART CA SCH FACS FING AUTH SPL TAX
804208CG9
1365000.00000000
PA
USD
1400974.98000000
0.135704469994
Long
DBT
MUN
US
N
2
2030-09-01
Fixed
5.00000000
N
N
N
N
N
N
Territory of Guam
N/A
GUAM GOVT HOTEL OCCUPANCY TAX REVENUE
40065KAR4
455000.00000000
PA
USD
478687.39000000
0.046367722108
Long
DBT
MUN
US
N
2
2028-11-01
Fixed
5.00000000
N
N
N
N
N
N
HTA TRRB Custodial Trust
N/A
HTA TRRB 2005L-745190UR7 ASSURED CUSTODIAL TRUST
40444FAA4
607910.15000000
PA
USD
591661.93000000
0.057310922588
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
5.25000000
N
N
N
N
N
N
City of Tampa FL
N/A
TAMPA FL CAPITAL IMPT CIGARETTE TAX ALLOCATION
875146AR3
175000.00000000
PA
USD
121347.38000000
0.011754229820
Long
DBT
MUN
US
N
2
2033-09-01
None
0.00000000
N
N
N
N
N
N
California State University
N/A
CALIFORNIA ST UNIV REVENUE
13077DNU2
280000.00000000
PA
USD
282534.62000000
0.027367520055
Long
DBT
MUN
US
N
2
2028-11-01
Fixed
5.00000000
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
2516559.00000000
0.243764742540
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
8210000.00000000
OU
Notional Amount
USD
38244.89000000
0.003704564750
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
8210000.00000000
USD
38244.89000000
N
N
N
San Diego Unified School District/CA
N/A
SAN DIEGO CA UNIF SCH DIST
797356HU9
16675000.00000000
PA
USD
16719690.67000000
1.619541243232
Long
DBT
MUN
US
N
2
2024-06-28
Fixed
5.00000000
N
N
N
N
N
N
Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue
N/A
LOS ANGELES CNTY CA MET TRANSPRTN AUTH SALES TAX REVENUE
54466HLX2
3000000.00000000
PA
USD
3078061.50000000
0.298154292854
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
5.00000000
N
N
N
N
N
N
California Statewide Communities Development Authority
549300KTNI2GCJNX2U48
CALIFORNIA STWD CMNTYS DEV AUTH REVENUE
13080SNM2
3250000.00000000
PA
USD
3289638.30000000
0.318648532877
Long
DBT
MUN
US
N
2
2036-06-01
Fixed
5.00000000
N
N
N
N
N
N
California Educational Facilities Authority
N/A
CALIFORNIA ST EDUCTNL FACS AUTH REVENUE
1301786T8
1545000.00000000
PA
USD
1586728.29000000
0.153697335565
Long
DBT
MUN
US
N
2
2028-11-01
Fixed
5.00000000
N
N
N
N
N
N
Territory of Guam
N/A
GUAM GOVT BUSINESS PRIVILEGE TAX REVENUE
40065NBW6
1140000.00000000
PA
USD
1156562.15000000
0.112029590693
Long
DBT
MUN
US
N
2
2025-11-15
Fixed
5.00000000
N
N
N
N
N
N
City & County of San Francisco CA
549300RA28ZEFOB6M782
SAN FRANCISCO CITY & CNTY CA
7976464K9
4235000.00000000
PA
USD
4251442.39000000
0.411813019135
Long
DBT
MUN
US
N
2
2025-06-15
Fixed
5.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS281O1 IRS USD R V 12MUSCPI IS281P2 CCPINFLATIONZERO / Short: BS281O1 IRS USD P F 2.56500 IS281O1 CCPINFLATIONZERO
000000000
5605000.00000000
OU
Notional Amount
USD
604841.38000000
0.058587540873
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
5605000.00000000
USD
604841.38000000
N
N
N
California School Finance Authority
N/A
CALIFORNIA ST SCH FIN AUTH CHRT SCH REVENUE
13058TBQ2
945000.00000000
PA
USD
946763.37000000
0.091707577344
Long
DBT
MUN
US
N
2
2028-03-01
Fixed
4.25000000
N
N
N
N
N
N
Fremont Union High School District
N/A
FREMONT CA UNION HIGH SCH DIST SANTA CLARA CNTY
357172N35
1000000.00000000
PA
USD
1195254.30000000
0.115777478974
Long
DBT
MUN
US
N
2
2033-08-01
Fixed
5.00000000
N
N
N
N
N
N
Puerto Rico Sales Tax Financing Corp Sales Tax Revenue
N/A
PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE
74529JQB4
556000.00000000
PA
USD
550744.35000000
0.053347469573
Long
DBT
MUN
US
N
2
2024-07-01
None
0.00000000
N
N
N
N
N
N
California Statewide Communities Development Authority
549300KTNI2GCJNX2U48
CALIFORNIA STWD CMNTYS DEV AUTH REVENUE
13080SWN0
1800000.00000000
PA
USD
1825214.22000000
0.176798109807
Long
DBT
MUN
US
N
2
2039-06-01
Fixed
5.00000000
N
N
N
N
N
N
California School Finance Authority
N/A
CALIFORNIA ST SCH FIN AUTH CHRT SCH REVENUE
13058TRL6
1000000.00000000
PA
USD
1042339.70000000
0.100965512276
Long
DBT
MUN
US
N
2
2042-06-01
Fixed
6.25000000
N
N
N
N
N
N
California Statewide Communities Development Authority
549300KTNI2GCJNX2U48
CALIFORNIA STWD CMNTYS DEV AUTH REVENUE
13080SYH1
720000.00000000
PA
USD
750543.70000000
0.072700895069
Long
DBT
MUN
US
N
2
2027-04-01
Fixed
5.00000000
N
N
N
N
N
N
University of California
N/A
UNIV OF CALIFORNIA CA REVENUES
91412GWN1
2280000.00000000
PA
USD
2283717.54000000
0.221210715970
Long
DBT
MUN
US
N
2
2024-05-15
Fixed
5.00000000
N
N
N
N
N
N
San Mateo Joint Powers Financing Authority
N/A
SAN MATEO CNTY CA JT PWRS FING AUTH LEASE REVENUE
79904NGV6
3660000.00000000
PA
USD
3674579.98000000
0.355935641790
Long
DBT
MUN
US
N
2
2024-07-15
Fixed
5.00000000
N
N
N
N
N
N
Compton Community Redevelopment Agency Successor Agency
N/A
COMPTON CA CMNTY REDEV AGY SUCCESSOR AGY TAX ALLOCATION
204713AH4
3925000.00000000
PA
USD
4427531.49000000
0.428869767706
Long
DBT
MUN
US
N
2
2032-08-01
Fixed
5.25000000
N
N
N
N
N
N
San Mateo Joint Powers Financing Authority
N/A
SAN MATEO CNTY CA JT PWRS FING AUTH LEASE REVENUE
79904NGW4
5790000.00000000
PA
USD
5926840.28000000
0.574099274021
Long
DBT
MUN
US
N
2
2025-07-15
Fixed
5.00000000
N
N
N
N
N
N
California State Public Works Board
N/A
CALIFORNIA ST PUBLIC WKS BRD LEASE REVENUE
13068LMY8
11220000.00000000
PA
USD
11274293.58000000
1.092076629974
Long
DBT
MUN
US
N
2
2030-09-01
Fixed
5.00000000
N
N
N
N
N
N
Tobacco Securitization Authority of Northern California
N/A
TOBACCO SECURITIZATION AUTH NTHRN CA TOBACCO SETTLEMENT REVE
888794BG8
1360000.00000000
PA
USD
1420596.02000000
0.137605048428
Long
DBT
MUN
US
N
2
2026-06-01
Fixed
5.00000000
N
N
N
N
N
N
California State Public Works Board
N/A
CALIFORNIA ST PUBLIC WKS BRD LEASE REVENUE
13068LW35
2000000.00000000
PA
USD
2122045.00000000
0.205550417488
Long
DBT
MUN
US
N
2
2031-04-01
Fixed
5.00000000
N
N
N
N
N
N
Territory of Guam
N/A
GUAM GOVT BUSINESS PRIVILEGE TAX REVENUE
40065NCP0
1000000.00000000
PA
USD
1079967.00000000
0.104610254600
Long
DBT
MUN
US
N
2
2031-01-01
Fixed
5.00000000
N
N
N
N
N
N
San Mateo Joint Powers Financing Authority
N/A
SAN MATEO CNTY CA JT PWRS FING AUTH LEASE REVENUE
79904NGX2
3310000.00000000
PA
USD
3464030.85000000
0.335540946308
Long
DBT
MUN
US
N
2
2026-07-15
Fixed
5.00000000
N
N
N
N
N
N
San Diego County Regional Airport Authority
N/A
SAN DIEGO CNTY CA REGL ARPT AUTH AIRPORT REVENUE
79739GNE2
5245000.00000000
PA
USD
5576597.82000000
0.540173280993
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
CSCDA Community Improvement Authority
N/A
CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE
126292BF7
3500000.00000000
PA
USD
2818877.60000000
0.273048624100
Long
DBT
MUN
US
N
2
2047-04-01
Fixed
3.35000000
N
N
N
N
N
N
Antonio B Won Pat International Airport Authority
N/A
GUAM INTERNATIONAL ARPT AUTH
40064REJ4
1120000.00000000
PA
USD
965032.32000000
0.093477186518
Long
DBT
MUN
US
N
2
2031-10-01
Fixed
3.48900000
N
N
N
N
N
N
Municipal Electric Authority of Georgia
JA0WNILDDF2KUPS83B16
MUNI ELEC AUTH OF GEORGIA
626207Y65
250000.00000000
PA
USD
265847.20000000
0.025751104688
Long
DBT
MUN
US
N
2
2035-01-01
Fixed
5.00000000
N
N
N
N
N
N
California Health Facilities Financing Authority
5493007RI8BUDOGHZ546
CALIFORNIA ST HLTH FACS FING AUTH REVENUE
13032UMX3
1215000.00000000
PA
USD
1266880.86000000
0.122715536042
Long
DBT
MUN
US
N
2
2032-08-15
Fixed
5.00000000
N
N
N
N
N
N
Territory of Guam
N/A
GUAM GOVT LTD OBLG REVENUE
40065HDM9
455000.00000000
PA
USD
467709.79000000
0.045304384496
Long
DBT
MUN
US
N
2
2029-12-01
Fixed
5.00000000
N
N
N
N
N
N
Puerto Rico Commonwealth Aqueduct & Sewer Authority
N/A
PUERTO RICO CMWLTH AQUEDUCT & SWR AUTH REVENUE
745160SG7
2690000.00000000
PA
USD
2861703.78000000
0.277196952329
Long
DBT
MUN
US
N
2
2030-07-01
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
544445CN7
1440000.00000000
PA
USD
1502478.58000000
0.145536545825
Long
DBT
MUN
US
N
2
2028-05-15
Fixed
5.00000000
N
N
N
N
N
N
Tobacco Securitization Authority of Northern California
N/A
TOBACCO SECURITIZATION AUTH NTHRN CA TOBACCO SETTLEMENT REVE
888794BH6
1500000.00000000
PA
USD
1596853.50000000
0.154678107011
Long
DBT
MUN
US
N
2
2027-06-01
Fixed
5.00000000
N
N
N
N
N
N
California State Public Works Board
N/A
CALIFORNIA ST PUBLIC WKS BRD LEASE REVENUE
13068LW27
2000000.00000000
PA
USD
2121980.00000000
0.205544121308
Long
DBT
MUN
US
N
2
2030-04-01
Fixed
5.00000000
N
N
N
N
N
N
Coronado Community Development Agency Successor Agency
N/A
CORONADO CA CMNTY DEV AGY SUCCESSOR AGY TAX ALLOCATION
21977AAJ1
2935000.00000000
PA
USD
3008374.71000000
0.291404130262
Long
DBT
MUN
US
N
2
2033-09-01
Fixed
5.00000000
N
N
N
N
N
N
Antonio B Won Pat International Airport Authority
N/A
GUAM INTERNATIONAL ARPT AUTH
40064REX3
1080000.00000000
PA
USD
1094802.48000000
0.106047283083
Long
DBT
MUN
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
California State University
N/A
CALIFORNIA ST UNIV REVENUE
13077DMP4
1500000.00000000
PA
USD
1316690.85000000
0.127540346185
Long
DBT
MUN
US
N
2
2028-11-01
Fixed
1.49000000
N
N
N
N
N
N
California Community Choice Financing Authority
549300X8VKJ215S2R571
CALIFORNIA CMNTY CHOICE FING AUTH CLEAN ENERGY PROJ REVENUE
13013JAP1
4435000.00000000
PA
USD
4460167.74000000
0.432031055432
Long
DBT
MUN
US
N
2
2052-02-01
Floating
4.00000000
N
N
N
N
N
N
Tobacco Settlement Financing Corp
N/A
TOBACCO SETTLEMENT FING CORP NJ
888808HA3
1000000.00000000
PA
USD
1016790.90000000
0.098490745480
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
10000000.00000000
PA
USD
10537669.00000000
1.020724000812
Long
DBT
MUN
US
N
2
2054-01-01
Floating
5.25000000
N
N
N
N
N
N
Los Angeles Department of Water & Power
549300S8NXV6YU61GG95
LOS ANGELES CA DEPT OF WTR & PWR REVENUE
544532EP5
3000000.00000000
PA
USD
3533302.50000000
0.342250896652
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
5.00000000
N
N
N
N
N
N
California Health Facilities Financing Authority
5493007RI8BUDOGHZ546
CALIFORNIA ST HLTH FACS FING AUTH REVENUE
13032UBB3
6500000.00000000
PA
USD
6700547.75000000
0.649043911610
Long
DBT
MUN
US
N
2
2027-11-15
Fixed
5.00000000
N
N
N
N
N
N
Tobacco Securitization Authority of Northern California
N/A
TOBACCO SECURITIZATION AUTH NTHRN CA TOBACCO SETTLEMENT REVE
888794BN3
1300000.00000000
PA
USD
1455933.31000000
0.141027970521
Long
DBT
MUN
US
N
2
2032-06-01
Fixed
5.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261ADN4
2065000.00000000
PA
USD
2159200.55000000
0.209149464075
Long
DBT
MUN
US
N
2
2026-11-15
Fixed
5.00000000
N
N
N
N
N
N
Transbay Joint Powers Authority
549300WC0UP8WU8GYU95
TRANSBAY JT POWERS AUTH CA
89356CAN6
800000.00000000
PA
USD
841576.64000000
0.081518737680
Long
DBT
MUN
US
N
2
2036-10-01
Fixed
5.00000000
N
N
N
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
Long: IS1NQY2 CDS USD R F 3.00000 IS1NQY2 CMBX / Short: IS1NQY2 CDS USD P V 01MEVENT IS1NQZ3 CMBX
000000000
370144.62000000
OU
Notional Amount
USD
-46829.46000000
-0.00453610317
N/A
DCR
GB
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-33638.94000000
USD
370144.62000000
USD
-13190.52000000
N
N
N
City of Los Angeles Department of Airports
N/A
LOS ANGELES CA DEPT OF ARPTS ARPT REVENUE
544445GP8
3000000.00000000
PA
USD
3232170.60000000
0.313081963965
Long
DBT
MUN
US
N
2
2031-05-15
Fixed
5.00000000
N
N
N
N
N
N
City of Los Angeles Department of Airports
N/A
LOS ANGELES CA DEPT OF ARPTS ARPT REVENUE
544445RD3
2655000.00000000
PA
USD
2839030.00000000
0.275000672352
Long
DBT
MUN
US
N
2
2039-05-15
Fixed
5.00000000
N
N
N
N
N
N
Sweetwater Union High School District
N/A
SWEETWATER CA UNION HIGH SCH DIST
870462RY6
3205000.00000000
PA
USD
3329933.78000000
0.322551726606
Long
DBT
MUN
US
N
2
2030-08-01
Fixed
5.00000000
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
PUERTO RICO CMWLTH
74514L3R6
1680000.00000000
PA
USD
1102182.48000000
0.106762141666
Long
DBT
MUN
US
N
2
2033-07-01
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
735000.00000000
PA
USD
770009.01000000
0.074586388825
Long
DBT
MUN
US
N
2
2028-09-01
Fixed
6.50000000
N
N
N
N
N
N
City of Los Angeles Department of Airports
N/A
LOS ANGELES CA DEPT OF ARPTS ARPT REVENUE
544445QV4
5000000.00000000
PA
USD
5481290.50000000
0.530941403528
Long
DBT
MUN
US
N
2
2031-05-15
Fixed
5.00000000
N
N
N
N
N
N
CSCDA Community Improvement Authority
N/A
CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE
126292BL4
2000000.00000000
PA
USD
1649285.00000000
0.159756847902
Long
DBT
MUN
US
N
2
2047-05-01
Fixed
3.50000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063DLU0
615000.00000000
PA
USD
671827.05000000
0.065076061350
Long
DBT
MUN
US
N
2
2037-04-01
Fixed
5.00000000
N
N
N
N
N
N
Howard Bend Levee District
N/A
HOWARD BEND MO LEVEE DIST
442499CE7
150000.00000000
PA
USD
152438.25000000
0.014765825384
Long
DBT
MUN
US
N
2
2027-03-01
Fixed
5.75000000
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
3950000.00000000
OU
Notional Amount
USD
189712.77000000
0.018376395918
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
3950000.00000000
USD
189712.77000000
N
N
N
Lendbuzz Securitization Trust
N/A
Lendbuzz Securitization Trust 2023-1
52608LAB6
1496368.92000000
PA
USD
1507325.03000000
0.146005993844
Long
ABS-O
CORP
US
N
2
2028-08-15
Fixed
6.92000000
N
N
N
N
N
N
River Islands Public Financing Authority
N/A
RIVER ISLANDS CA PUBLIC FING AUTH SPL TAX
76827QHD8
2510000.00000000
PA
USD
2580342.00000000
0.249943038607
Long
DBT
MUN
US
N
2
2042-09-01
Fixed
5.00000000
N
N
N
N
N
N
Los Angeles Department of Water & Power
549300S8NXV6YU61GG95
LOS ANGELES CA DEPT WTR & PWR REVENUE
544495F33
11725000.00000000
PA
USD
11759244.04000000
1.139051020015
Long
DBT
MUN
US
N
2
2026-07-01
Fixed
5.00000000
N
N
N
N
N
N
Golden State Tobacco Securitization Corp
N/A
GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT
38122NA77
2900000.00000000
PA
USD
2774204.96000000
0.268721439802
Long
DBT
MUN
US
N
2
2025-06-01
Fixed
1.40000000
N
N
N
N
N
N
City of Ashland KY
N/A
ASHLAND KY MED CENTER REVENUE
044293BS6
160000.00000000
PA
USD
171480.98000000
0.016610386221
Long
DBT
MUN
US
N
2
2030-02-01
Fixed
5.00000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063DSC3
1310000.00000000
PA
USD
1436271.82000000
0.139123473926
Long
DBT
MUN
US
N
2
2031-11-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XCB8
29342.27000000
PA
USD
30515.96000000
0.002955907305
Long
ABS-MBS
USGSE
US
N
2
2028-09-25
Floating
11.43500000
N
N
N
N
N
N
Southwestern Community College District
N/A
S WSTRN CA CMNTY CLG DIST
845389FJ9
3870000.00000000
PA
USD
3964637.37000000
0.384031849745
Long
DBT
MUN
US
N
2
2025-08-01
Fixed
5.00000000
N
N
N
N
N
N
Sequoia Union High School District
N/A
SEQUOIA CA UNION HIGH SCH DIST
817409Q24
5000000.00000000
PA
USD
5015541.50000000
0.485826949595
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
5.00000000
N
N
N
N
N
N
2024-04-16
BERNSTEIN SANFORD C FUND INC
Joseph Mantineo
Joseph Mantineo
Treasurer and Chief Financial Officer