0001752724-22-096090.txt : 20220428
0001752724-22-096090.hdr.sgml : 20220428
20220428095909
ACCESSION NUMBER: 0001752724-22-096090
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220228
FILED AS OF DATE: 20220428
PERIOD START: 20220831
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: MORGAN STANLEY PATHWAY FUNDS
CENTRAL INDEX KEY: 0000875186
IRS NUMBER: 000000000
FISCAL YEAR END: 0831
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-06318
FILM NUMBER: 22862732
BUSINESS ADDRESS:
STREET 1: 2000 WESTCHESTER AVENUE
CITY: PURCHASE
STATE: NY
ZIP: 10577
BUSINESS PHONE: 8883749999
MAIL ADDRESS:
STREET 1: 2000 WESTCHESTER AVENUE
CITY: PURCHASE
STATE: NY
ZIP: 10577
FORMER COMPANY:
FORMER CONFORMED NAME: CONSULTING GROUP CAPITAL MARKETS FUNDS
DATE OF NAME CHANGE: 19950125
FORMER COMPANY:
FORMER CONFORMED NAME: TRUST FOR TRAK INVESTMENTS
DATE OF NAME CHANGE: 19920929
FORMER COMPANY:
FORMER CONFORMED NAME: INSTITUTIONAL ADVISORS PORTFOLIOS
DATE OF NAME CHANGE: 19600201
0000875186
S000008430
Municipal Bond Fund
C000023138
Municipal Bond Fund
TMUUX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000875186
XXXXXXXX
S000008430
C000023138
MORGAN STANLEY PATHWAY FUNDS
811-06318
0000875186
549300P3RUTI9W6SLI87
2000 Westchester Avenue
NULL
Purchase
10577
888-454-3965
Municipal Bond Fund
S000008430
549300VPJMYOZ7NZK044
2022-08-31
2022-02-28
N
91162756.34
297240.59
90865515.75
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1507427.06000000
USD
N
ATLANTA GA ARPT RE 5% 07/01/24
N/A
ATLANTA GA ARPT REVENUE REGD N/C B/E 5.00000000
04780MWW5
65000.00000000
NS
USD
70572.18000000
0.077666625691
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
5.00000000
N
N
N
N
N
N
FLORIDA ST DEV FIN 5% 05/01/29
549300HC854CNBLMWC48
FLORIDA ST DEV FIN CORP SOL WS REGD B/E AMT 5.00000000
34061XAB8
190000.00000000
NS
USD
200180.35000000
0.220303982591
Long
DBT
MUN
US
Y
2
2029-05-01
Fixed
5.00000000
N
N
N
N
N
N
NTHRN AK TOBACCO S 4% 06/01/50
N/A
NTHRN AK TOBACCO SECURITIZATIO REGD B/E 4.00000000
66585VCA1
80000.00000000
NS
USD
84755.92000000
0.093276221788
Long
DBT
MUN
US
N
2
2050-06-01
Fixed
4.00000000
N
N
N
N
N
N
CLEMSON SC UNIV UN 5% 05/01/29
N/A
CLEMSON SC UNIV UNIV REVENUES REGD B/E 5.00000000
185630WJ5
1535000.00000000
NS
USD
1695707.75000000
1.866173031654
Long
DBT
MUN
US
N
2
2029-05-01
Fixed
5.00000000
N
N
N
N
N
N
UTAH ST ASSOCIATED 5% 09/01/32
N/A
UTAH ST ASSOCIATED MUNI PWR SY REGD B/E 5.00000000
917328RW8
500000.00000000
NS
USD
582756.75000000
0.641339836339
Long
DBT
MUN
US
N
2
2032-09-01
Fixed
5.00000000
N
N
N
N
N
N
MASSACHUSETTS ST B 5% 07/01/28
N/A
MASSACHUSETTS ST BAY TRANSPRTN REGD N/C B/E 5.00000000
575579K30
75000.00000000
NS
USD
90285.10000000
0.099361236498
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
CAPITAL TRUST AGY ZCP 01/01/60
549300F49UWS7X0OGQ59
CAPITAL TRUST AGY FL REVENUE REGD N/C ZCP OID B/E 0.00000000
14052WDH7
2500000.00000000
NS
USD
170483.00000000
0.187621231875
Long
DBT
MUN
US
N
2
2060-01-01
Fixed
0.00000000
N
N
N
N
N
N
LAKEWOOD RANCH 3.875% 05/01/29
N/A
LAKEWOOD RANCH FL STEWARDSHIP REGD N/C OID B/E 3.87500000
51265KBZ0
275000.00000000
NS
USD
288111.70000000
0.317074852458
Long
DBT
MUN
US
N
2
2029-05-01
Fixed
3.87500000
N
N
N
N
N
N
SNOHOMISH CNTY WA 5% 12/01/51
549300LU0VT11TQC1877
SNOHOMISH CNTY WA PUBLIC UTILI REGD B/E 5.00000000
833102A30
650000.00000000
NS
USD
807470.43000000
0.888643423564
Long
DBT
MUN
US
N
2
2051-12-01
Fixed
5.00000000
N
N
N
N
N
N
SOUTH CAROLINA ST 5% 05/01/28
5493006X47I9VG3DL112
SOUTH CAROLINA ST JOBS-ECON DE REGD N/C B/E 5.00000000
83703FLA8
2000000.00000000
NS
USD
2384695.20000000
2.624422675991
Long
DBT
MUN
US
N
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
PUERTO RICO SALES 5% 07/01/58
N/A
PUERTO RICO SALES TAX FING COR REGD OID B/E 5.00000000
74529JPX7
90000.00000000
NS
USD
100930.68000000
0.111076990172
Long
DBT
MUN
PR
N
2
2058-07-01
Fixed
5.00000000
N
N
N
N
N
N
PIMA CNTY AZ I 4.125% 06/15/29
549300QDTQ25545R4K19
PIMA CNTY AZ INDL DEV AUTH EDU REGD OID B/E 4.12500000
72177MRQ2
350000.00000000
NS
USD
353438.79000000
0.388969112300
Long
DBT
MUN
US
Y
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
NEW YORK CITY NY T 4% 07/15/40
N/A
NEW YORK CITY NY TRANSITIONAL REGD B/E ST AID 4.00000000
64972H6A5
40000.00000000
NS
USD
45441.56000000
0.050009686980
Long
DBT
MUN
US
N
2
2040-07-15
Fixed
4.00000000
N
N
N
N
N
N
WASHINGTON ST HSG 5% 01/01/26
549300YL1HU59NREG764
WASHINGTON ST HSG FIN COMMISSI REGD N/C B/E 5.00000000
939783YT7
100000.00000000
NS
USD
107107.53000000
0.117874783536
Long
DBT
MUN
US
Y
2
2026-01-01
Fixed
5.00000000
N
N
N
N
N
N
SEMINOLE CNTY F 3.75% 11/15/25
N/A
SEMINOLE CNTY FL INDL DEV AUTH REGD B/E 3.75000000
81669TAF5
310000.00000000
NS
USD
309986.55000000
0.341148726710
Long
DBT
MUN
US
N
2
2025-11-15
Fixed
3.75000000
N
N
N
N
N
N
VIRGINIA CLG BLDG 5% 01/15/30
N/A
VIRGINIA CLG BLDG AUTH EDUCTNL REGD N/C B/E 5.00000000
92778FHY2
500000.00000000
NS
USD
609006.85000000
0.670228793589
Long
DBT
MUN
US
N
2
2030-01-15
Fixed
5.00000000
N
N
N
N
N
N
RIVERSIDE CNTY CA 4% 10/01/40
N/A
RIVERSIDE CNTY CA PUBLIC FINGA REGD B/E BAM 4.00000000
76912TMU4
595000.00000000
NS
USD
653509.33000000
0.719204997193
Long
DBT
MUN
US
N
2
2040-10-01
Fixed
4.00000000
N
N
N
N
N
N
WEST VIRGINIA ST P 4% 06/01/51
N/A
WEST VIRGINIA ST PARKWAYS AUTH REGD B/E 4.00000000
956510BZ3
1000000.00000000
NS
USD
1122108.60000000
1.234911386061
Long
DBT
MUN
US
N
2
2051-06-01
Fixed
4.00000000
N
N
N
N
N
N
NEW HOPE CULTU 3.375% 08/15/29
N/A
NEW HOPE CULTURAL EDU FACS FIN REGD B/E 3.37500000
64542QBD4
505000.00000000
NS
USD
511113.18000000
0.562494116476
Long
DBT
MUN
US
Y
2
2029-08-15
Fixed
3.37500000
N
N
N
N
N
N
WASHINGTON & CLACK 5% 06/15/22
N/A
WASHINGTON & CLACKAMAS CNTYS O REGD N/C B/E NATL 5.00000000
938395PH7
830000.00000000
NS
USD
840633.79000000
0.925140613643
Long
DBT
MUN
US
N
2
2022-06-15
Fixed
5.00000000
N
N
N
N
N
N
CAPITAL TRUST AGY 4% 10/15/29
549300F49UWS7X0OGQ59
CAPITAL TRUST AGY FL EDUCTNL F REGD B/E 4.00000000
14054CAJ8
100000.00000000
NS
USD
105596.58000000
0.116211941492
Long
DBT
MUN
US
Y
2
2029-10-15
Fixed
4.00000000
N
N
N
N
N
N
COLORADO SPRINGS C 5% 11/15/38
N/A
COLORADO SPRINGS CO UTILITIES REGD B/E 5.00000000
196632UG6
1435000.00000000
NS
USD
1519360.78000000
1.672098339462
Long
DBT
MUN
US
N
2
2038-11-15
Fixed
5.00000000
N
N
N
N
N
N
ISHARES NATIONAL MUNI BOND E
N/A
ISHARES NATIONAL MUNI BOND ETF 0.00000000
464288414
20800.00000000
NS
USD
2344576.00000000
2.580270392621
Long
EC
PF
US
N
1
N
N
N
GOLDEN ST TOBACCO ZCP 06/01/66
N/A
GOLDEN ST TOBACCO SECURITIZATI REGD ZCP OID B/E 0.00000000
38122NB84
110000.00000000
NS
USD
16455.29000000
0.018109499367
Long
DBT
MUN
US
N
2
2066-06-01
Fixed
0.00000000
N
N
N
N
N
N
NEW ORLEANS LA AVI 5% 01/01/38
N/A
NEW ORLEANS LA AVIATION BRD REGD B/E AMT 5.00000000
64763HHH1
250000.00000000
NS
USD
280156.00000000
0.308319385729
Long
DBT
MUN
US
N
2
2038-01-01
Fixed
5.00000000
N
N
N
N
N
N
BUCKEYE OH TOBACCO 3% 06/01/48
N/A
BUCKEYE OH TOBACCO SETTLEMENT REGD B/E 3.00000000
118217CW6
250000.00000000
NS
USD
225052.70000000
0.247676688061
Long
DBT
MUN
US
N
2
2048-06-01
Fixed
3.00000000
N
N
N
N
N
N
ORANGE CNTY FL TOU 5% 10/01/29
N/A
ORANGE CNTY FL TOURIST DEV TAX REGD B/E 5.00000000
684545YU4
3000000.00000000
NS
USD
3359666.40000000
3.697405305268
Long
DBT
MUN
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
CALIFORNIA CNTY CA 5% 06/01/27
N/A
CALIFORNIA CNTY CA TOBACCO SEC REGD N/C B/E 5.00000000
13016NFK5
100000.00000000
NS
USD
114427.25000000
0.125930336779
Long
DBT
MUN
US
N
2
2027-06-01
Fixed
5.00000000
N
N
N
N
N
N
MANALAPAN-ENGLI 5.75% 12/01/22
N/A
MANALAPAN-ENGLISHTOWN NJ REGL REGD N/C B/E NATL SC 5.75000000
561722HN2
1340000.00000000
NS
USD
1388023.99000000
1.527558588693
Long
DBT
MUN
US
N
2
2022-12-01
Fixed
5.75000000
N
N
N
N
N
N
LOS ANGELES CA 3.25% 05/15/49
N/A
LOS ANGELES CA DEPT OF ARPTS A REGD B/E AMT 3.25000000
544445YH6
1000000.00000000
NS
USD
983585.80000000
1.082463233583
Long
DBT
MUN
US
N
2
2049-05-15
Fixed
3.25000000
N
N
N
N
N
N
TENNESSEE ST HS 3.85% 01/01/35
N/A
TENNESSEE ST HSG DEV AGY REGD B/E 3.85000000
88045RB68
635000.00000000
NS
USD
647188.57000000
0.712248826915
Long
DBT
MUN
US
N
2
2035-01-01
Fixed
3.85000000
N
N
N
N
N
N
MET WASHINGTON DC 4% 10/01/36
N/A
MET WASHINGTON DC ARPTS AUTH A REGD B/E AMT 4.00000000
592647DC2
700000.00000000
NS
USD
752684.03000000
0.828349483065
Long
DBT
MUN
US
N
2
2036-10-01
Fixed
4.00000000
N
N
N
N
N
N
SANTA FE NM RET 2.25% 05/15/24
N/A
SANTA FE NM RETMNT FAC REVENUE REGD B/E 2.25000000
802170AS9
100000.00000000
NS
USD
100026.71000000
0.110082146317
Long
DBT
MUN
US
N
2
2024-05-15
Fixed
2.25000000
N
N
N
N
N
N
NEW YORK ST TRANSP 4% 10/01/30
N/A
NEW YORK ST TRANSPRTN DEV CORP REGD N/C OID B/E AMT 4.00000000
650116CX2
225000.00000000
NS
USD
246509.66000000
0.271290662871
Long
DBT
MUN
US
N
2
2030-10-01
Fixed
4.00000000
N
N
N
N
N
N
HARBOR BAY FL CD 3.1% 05/01/24
N/A
HARBOR BAY FL CDD CAPITAL IMPT REGD N/C OID B/E 3.10000000
411466AH8
115000.00000000
NS
USD
116054.44000000
0.127721104141
Long
DBT
MUN
US
N
2
2024-05-01
Fixed
3.10000000
N
N
N
N
N
N
FINLEY WOODS CM 3.15% 05/01/25
N/A
FINLEY WOODS CMNTY DEV DIST FL REGD N/C B/E 3.15000000
318023AA6
250000.00000000
NS
USD
252257.98000000
0.277616847181
Long
DBT
MUN
US
N
2
2025-05-01
Fixed
3.15000000
N
N
N
N
N
N
MICHIGAN ST FIN 3.25% 02/01/24
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH LTD OBLIG REGD N/C B/E 3.25000000
594479EL7
300000.00000000
NS
USD
302382.27000000
0.332780007359
Long
DBT
MUN
US
N
2
2024-02-01
Fixed
3.25000000
N
N
N
N
N
N
ATLANTA GA ARPT RE 5% 07/01/24
N/A
ATLANTA GA ARPT REVENUE REGD N/C B/E AMT 5.00000000
04780MXD6
70000.00000000
NS
USD
75630.61000000
0.083233567075
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
5.00000000
N
N
N
N
N
N
CAPITAL PROJS FL F 5% 10/01/26
N/A
CAPITAL PROJS FL FIN AUTH STUD REGD N/C B/E 5.00000000
140427BG9
225000.00000000
NS
USD
253035.88000000
0.278472947532
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
5.00000000
N
N
N
N
N
N
ILLINOIS ST FIN AU 4% 06/01/47
549300ZG6UBPNNNRN315
PREREF ILLINOIS ST FIN AUTH REVENUE REGD OID B/E PREREFUNDED 06/01/22 @ 100 4.00000000
45204E5B0
785000.00000000
NS
USD
791422.24000000
0.870981948946
Long
DBT
MUN
US
N
2
2047-06-01
Fixed
4.00000000
N
N
N
N
N
N
ARIZONA ST INDL DE 3% 12/15/31
N/A
ARIZONA ST INDL DEV AUTH EDU R REGD B/E 3.00000000
04052BMR2
530000.00000000
NS
USD
514614.52000000
0.566347437476
Long
DBT
MUN
US
Y
2
2031-12-15
Fixed
3.00000000
N
N
N
N
N
N
CSCDA CMNTY IMPT A 4% 12/01/58
N/A
CSCDA CMNTY IMPT AUTH CA ESSEN REGD B/E 4.00000000
126292CF6
285000.00000000
NS
USD
271286.26000000
0.298557992832
Long
DBT
MUN
US
N
2
2058-12-01
Fixed
4.00000000
N
N
N
N
N
N
BALTIMORE MD SP 2.75% 06/01/24
N/A
BALTIMORE MD SPL OBLIG REGD N/C B/E 2.75000000
05923TCE7
200000.00000000
NS
USD
201518.42000000
0.221776565440
Long
DBT
MUN
US
Y
2
2024-06-01
Fixed
2.75000000
N
N
N
N
N
N
COLORADO ST HLTH F 5% 01/01/44
5493002JB6DRFRZPEQ21
COLORADO ST HLTH FACS AUTH REV REGD OID B/E 5.00000000
19648AN84
1500000.00000000
NS
USD
1588937.25000000
1.748669158904
Long
DBT
MUN
US
N
2
2044-01-01
Fixed
5.00000000
N
N
N
N
N
N
NEW YORK CITY NY T 5% 01/01/33
N/A
NEW YORK CITY NY TRUST FOR CUL REGD B/E 5.00000000
649717UF0
1170000.00000000
NS
USD
1420705.96000000
1.563525995834
Long
DBT
MUN
US
N
2
2033-01-01
Fixed
5.00000000
N
N
N
N
N
N
GUAM GOVT HOTEL OC 5% 11/01/29
N/A
GUAM GOVT HOTEL OCCUPANCY TAX REGD N/C B/E 5.00000000
40065KAS2
15000.00000000
NS
USD
17807.19000000
0.019597302511
Long
DBT
MUN
GU
N
2
2029-11-01
Fixed
5.00000000
N
N
N
N
N
N
NTHRN AK TOBACCO 0.5% 06/01/31
N/A
NTHRN AK TOBACCO SECURITIZATIO REGD N/C B/E 0.50000000
66585VBZ7
35000.00000000
NS
USD
32920.72000000
0.036230158083
Long
DBT
MUN
US
N
2
2031-06-01
Fixed
0.50000000
N
N
N
N
N
N
KING CNTY WA SCH D 5% 12/01/35
N/A
KING CNTY WA SCH DIST #401 HIG REGD B/E SCH BD 5.00000000
495033FJ6
1000000.00000000
NS
USD
1209638.50000000
1.331240449157
Long
DBT
MUN
US
N
2
2035-12-01
Fixed
5.00000000
N
N
N
N
N
N
ILLINOIS ST FIN AU 4% 07/15/39
549300ZG6UBPNNNRN315
ILLINOIS ST FIN AUTH REVENUE REGD B/E 4.00000000
45204FLY9
220000.00000000
NS
USD
248995.82000000
0.274026750351
Long
DBT
MUN
US
N
2
2039-07-15
Fixed
4.00000000
N
N
N
N
N
N
NEW HAMPSHIRE S 2.95% 04/01/29
N/A
NEW HAMPSHIRE ST BUSINESS FINA REGD N/C B/E AMT 2.95000000
64468VAK8
1000000.00000000
NS
USD
1019888.00000000
1.122414803439
Long
DBT
MUN
US
Y
2
2029-04-01
Fixed
2.95000000
N
N
N
N
N
N
VIRGINIA ST SMALL 4% 01/01/48
N/A
VIRGINIA ST SMALL BUSINESS FIN REGD B/E AMT 4.00000000
928104PX0
100000.00000000
NS
USD
108350.49000000
0.119242695213
Long
DBT
MUN
US
N
2
2048-01-01
Fixed
4.00000000
N
N
N
N
N
N
CONNECTICUT ST H 2.3% 11/15/23
5493003DXX0NRJKSH186
CONNECTICUT ST HSG FIN AUTH HS REGD N/C B/E AMT 2.30000000
20775CFA7
790000.00000000
NS
USD
798320.20000000
0.878573343705
Long
DBT
MUN
US
N
2
2023-11-15
Fixed
2.30000000
N
N
N
N
N
N
MICHIGAN ST STRAT V/R 10/01/61
N/A
MICHIGAN ST STRATEGIC FUND LTD REGD V/R B/E AMT 4.00000000
594698SR4
100000.00000000
NS
USD
107529.67000000
0.118339360220
Long
DBT
MUN
US
N
2
2061-10-01
Variable
4.00000000
N
N
N
N
N
N
SOUTHERN GROVE 2.875% 05/01/24
N/A
SOUTHERN GROVE CMNTY DEV DIST REGD N/C OID B/E 2.87500000
843021AA4
240000.00000000
NS
USD
241211.16000000
0.265459517847
Long
DBT
MUN
US
N
2
2024-05-01
Fixed
2.87500000
N
N
N
N
N
N
PUERTO RICO HSG FI 5% 12/01/24
N/A
PUERTO RICO HSG FIN AUTH REGD N/C B/E 5.00000000
74526LFB4
430000.00000000
NS
USD
468561.45000000
0.515664766916
Long
DBT
MUN
PR
N
2
2024-12-01
Fixed
5.00000000
N
N
N
N
N
N
DENVER CITY & CNTY 5% 11/15/30
N/A
DENVER CITY & CNTY CO ARPT REV REGD B/E AMT 5.00000000
249182KQ8
750000.00000000
NS
USD
865490.93000000
0.952496580090
Long
DBT
MUN
US
N
2
2030-11-15
Fixed
5.00000000
N
N
N
N
N
N
VIRGINIA CLG BLDG 5% 01/15/28
N/A
VIRGINIA CLG BLDG AUTH EDUCTNL REGD N/C B/E 5.00000000
92778FHW6
350000.00000000
NS
USD
411102.58000000
0.452429699657
Long
DBT
MUN
US
N
2
2028-01-15
Fixed
5.00000000
N
N
N
N
N
N
SAN ANTONIO TX WTR 5% 05/15/46
N/A
SAN ANTONIO TX WTR REVENUE REGD B/E 5.00000000
79642B4C4
1250000.00000000
NS
USD
1420506.00000000
1.563305934352
Long
DBT
MUN
US
N
2
2046-05-15
Fixed
5.00000000
N
N
N
N
N
N
MAIN STREET NATUR V/R 08/01/49
549300NY5M0QVZ6X4U26
MAIN STREET NATURAL GAS INC GA REGD V/R B/E 4.00000000
56035DCH3
2610000.00000000
NS
USD
2787963.89000000
3.068230964176
Long
DBT
MUN
US
N
2
2049-08-01
Variable
4.00000000
N
N
N
N
N
N
NEW YORK ST DORM A 5% 02/15/43
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH ST PERSO REGD B/E 5.00000000
64990FWY6
500000.00000000
NS
USD
579261.30000000
0.637492997446
Long
DBT
MUN
US
N
2
2043-02-15
Fixed
5.00000000
N
N
N
N
N
N
ATLANTA GA ARPT RE 5% 07/01/26
N/A
ATLANTA GA ARPT REVENUE REGD N/C B/E 5.00000000
04780MWY1
265000.00000000
NS
USD
303641.51000000
0.334165835623
Long
DBT
MUN
US
N
2
2026-07-01
Fixed
5.00000000
N
N
N
N
N
N
CALIFORNIA CNTY CA 5% 06/01/31
N/A
CALIFORNIA CNTY CA TOBACCO SEC REGD B/E 5.00000000
13016NFP4
335000.00000000
NS
USD
403857.94000000
0.444456774021
Long
DBT
MUN
US
N
2
2031-06-01
Fixed
5.00000000
N
N
N
N
N
N
ILLINOIS ST FIN AU 4% 06/01/47
549300ZG6UBPNNNRN315
PREREF ILLINOIS ST FIN AUTH REVENUE REGD OID B/E PREREFUNDED 06/01/22 @ 100 4.00000000
45204FBL8
440000.00000000
NS
USD
443599.73000000
0.488193707303
Long
DBT
MUN
US
N
2
2047-06-01
Fixed
4.00000000
N
N
N
N
N
N
NEW JERSEY ST 5% 06/01/28
N/A
NEW JERSEY ST REGD N/C B/E 5.00000000
646039YM3
1000000.00000000
NS
USD
1188546.10000000
1.308027682658
Long
DBT
MUN
US
N
2
2028-06-01
Fixed
5.00000000
N
N
N
N
N
N
WEST VIRGINIA ST P 5% 06/01/47
N/A
WEST VIRGINIA ST PARKWAYS AUTH REGD B/E 5.00000000
956510BY6
1000000.00000000
NS
USD
1222037.80000000
1.344886219940
Long
DBT
MUN
US
N
2
2047-06-01
Fixed
5.00000000
N
N
N
N
N
N
N TX TOLLWAY AUTH 5% 01/01/39
PQGZGRE0F2WPMYQQ1B78
N TX TOLLWAY AUTH REVENUE REGD B/E 5.00000000
66285WSR8
1000000.00000000
NS
USD
1119552.10000000
1.232097887476
Long
DBT
MUN
US
N
2
2039-01-01
Fixed
5.00000000
N
N
N
N
N
N
PIMA CNTY AZ IN 4.75% 06/15/37
549300QDTQ25545R4K19
PIMA CNTY AZ INDL DEV AUTH EDU REGD OID B/E 4.75000000
72177MRR0
250000.00000000
NS
USD
252901.80000000
0.278325388804
Long
DBT
MUN
US
Y
2
2037-06-15
Fixed
4.75000000
N
N
N
N
N
N
NORTH CAROLINA ST 5% 06/01/28
N/A
NORTH CAROLINA ST REGD N/C B/E 5.00000000
6582564H2
2000000.00000000
NS
USD
2419159.60000000
2.662351696385
Long
DBT
MUN
US
N
2
2028-06-01
Fixed
5.00000000
N
N
N
N
N
N
PEFA INC IA GAS P V/R 09/01/49
549300RSE249DJNRHY07
PEFA INC IA GAS PROJ REVENUE REGD V/R B/E 5.00000000
70556CAB0
1000000.00000000
NS
USD
1125811.40000000
1.238986419333
Long
DBT
MUN
US
N
2
2049-09-01
Variable
5.00000000
N
N
N
N
N
N
WISCONSIN ST HLTH 5% 04/01/37
549300ISNGXS0VHGVD41
WISCONSIN ST HLTH & EDUCTNL FA REGD B/E 5.00000000
97712DT89
500000.00000000
NS
USD
598267.80000000
0.658410173608
Long
DBT
MUN
US
N
2
2037-04-01
Fixed
5.00000000
N
N
N
N
N
N
BROWARD CNTY FL WT 4% 10/01/47
N/A
BROWARD CNTY FL WTR & SWR UTIL REGD B/E 4.00000000
115117NJ8
665000.00000000
NS
USD
761202.89000000
0.837724722868
Long
DBT
MUN
US
N
2
2047-10-01
Fixed
4.00000000
N
N
N
N
N
N
MAIN STREET NATUR V/R 05/01/52
549300NY5M0QVZ6X4U26
MAIN STREET NATURAL GAS INC GA REGD V/R B/E 4.00000000
56035DCZ3
320000.00000000
NS
USD
357167.26000000
0.393072396114
Long
DBT
MUN
US
N
2
2052-05-01
Variable
4.00000000
N
N
N
N
N
N
SPARKS NV TOURIS 2.5% 06/15/24
N/A
SPARKS NV TOURISM IMPT DIST #1 REGD N/C B/E 2.50000000
846562AC0
75000.00000000
NS
USD
75318.38000000
0.082889949370
Long
DBT
MUN
US
Y
2
2024-06-15
Fixed
2.50000000
N
N
N
N
N
N
TARRANT CNTY TX CU 4% 10/01/52
549300ROY505NVTMMI25
TARRANT CNTY TX CULTURAL EDU F REGD B/E 4.00000000
87638QSB6
1000000.00000000
NS
USD
1121393.80000000
1.234124728995
Long
DBT
MUN
US
N
2
2052-10-01
Fixed
4.00000000
N
N
N
N
N
N
GUAM GOVT HOTEL OC 5% 11/01/27
N/A
GUAM GOVT HOTEL OCCUPANCY TAX REGD N/C B/E 5.00000000
40065KAQ6
15000.00000000
NS
USD
17293.26000000
0.019031708406
Long
DBT
MUN
GU
N
2
2027-11-01
Fixed
5.00000000
N
N
N
N
N
N
CALIFORNIA ST SCH 4% 06/01/31
N/A
CALIFORNIA ST SCH FIN AUTH CHR REGD B/E ST INTE 4.00000000
13058TKN9
250000.00000000
NS
USD
260532.75000000
0.286723459223
Long
DBT
MUN
US
Y
2
2031-06-01
Fixed
4.00000000
N
N
N
N
N
N
NEVADA ST HIGHWAY 5% 12/01/31
N/A
NEVADA ST HIGHWAY IMPT REVENUE REGD B/E 5.00000000
641480JD1
1130000.00000000
NS
USD
1318465.24000000
1.451007270599
Long
DBT
MUN
US
N
2
2031-12-01
Fixed
5.00000000
N
N
N
N
N
N
VIRGINIA CLG BLDG 5% 01/15/29
N/A
VIRGINIA CLG BLDG AUTH EDUCTNL REGD N/C B/E 5.00000000
92778FHX4
585000.00000000
NS
USD
699998.60000000
0.770367717854
Long
DBT
MUN
US
N
2
2029-01-15
Fixed
5.00000000
N
N
N
N
N
N
PUERTO RICO SA 4.784% 07/01/58
N/A
PUERTO RICO SALES TAX FING COR REGD B/E 4.78400000
74529JRL1
216000.00000000
NS
USD
238893.71000000
0.262909100364
Long
DBT
MUN
PR
N
2
2058-07-01
Fixed
4.78400000
N
N
N
N
N
N
UNIV OF COLORADO C 4% 11/15/36
GQ60RLZ5ZEBY2J9KLI75
UNIV OF COLORADO CO HOSP AUTH REGD OID B/E 4.00000000
914183AS7
2000000.00000000
NS
USD
2038805.40000000
2.243761434876
Long
DBT
MUN
US
N
2
2036-11-15
Fixed
4.00000000
N
N
N
N
N
N
NEW JERSEY ST HLTH 3% 07/01/51
N/A
NEW JERSEY ST HLTH CARE FACS F REGD B/E 3.00000000
645790QE9
500000.00000000
NS
USD
491195.05000000
0.540573666418
Long
DBT
MUN
US
N
2
2051-07-01
Fixed
3.00000000
N
N
N
N
N
N
ATLANTA GA ARPT RE 5% 07/01/25
N/A
ATLANTA GA ARPT REVENUE REGD N/C B/E AMT 5.00000000
04780MXE4
120000.00000000
NS
USD
133078.73000000
0.146456803663
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
5.00000000
N
N
N
N
N
N
LOWER COLORADO RIV 4% 05/15/36
549300QJFPW2NNBYR215
LOWER COLORADO RIVER TX AUTH T REGD B/E 4.00000000
54811BNF4
295000.00000000
NS
USD
296747.85000000
0.326579173133
Long
DBT
MUN
US
N
2
2036-05-15
Fixed
4.00000000
N
N
N
N
N
N
CSCDA CMNTY IMP 3.25% 05/01/57
N/A
CSCDA CMNTY IMPT AUTH CA ESSEN REGD OID B/E 3.25000000
126292BM2
100000.00000000
NS
USD
88665.25000000
0.097578547007
Long
DBT
MUN
US
Y
2
2057-05-01
Fixed
3.25000000
N
N
N
N
N
N
ILLINOIS ST FIN AU 4% 07/15/37
549300ZG6UBPNNNRN315
ILLINOIS ST FIN AUTH REVENUE REGD B/E 4.00000000
45204FLW3
110000.00000000
NS
USD
125008.53000000
0.137575326534
Long
DBT
MUN
US
N
2
2037-07-15
Fixed
4.00000000
N
N
N
N
N
N
WASHINGTON ST CONV 4% 07/01/31
N/A
WASHINGTON ST CONVENTION CENTE REGD N/C B/E 4.00000000
93976ACR1
100000.00000000
NS
USD
108723.06000000
0.119652718748
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
4.00000000
N
N
N
N
N
N
WISCONSIN ST HLTH 4% 08/15/40
549300ISNGXS0VHGVD41
WISCONSIN ST HLTH & EDUCTNL FA REGD OID B/E 4.00000000
97712DMF0
1300000.00000000
NS
USD
1367376.01000000
1.504834918630
Long
DBT
MUN
US
N
2
2040-08-15
Fixed
4.00000000
N
N
N
N
N
N
BUCKS CNTY PA INDL 5% 07/01/28
N/A
BUCKS CNTY PA INDL DEV AUTH HO REGD N/C B/E 5.00000000
11861MAW6
100000.00000000
NS
USD
115554.34000000
0.127170730332
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
SANTA FE NM RE 2.625% 05/15/25
N/A
SANTA FE NM RETMNT FAC REVENUE REGD B/E 2.62500000
802170AR1
100000.00000000
NS
USD
100051.75000000
0.110109703526
Long
DBT
MUN
US
N
2
2025-05-15
Fixed
2.62500000
N
N
N
N
N
N
MARICOPA CNTY AZ I 4% 07/01/26
N/A
MARICOPA CNTY AZ INDL DEV AUTH REGD N/C B/E 4.00000000
56681NAV9
500000.00000000
NS
USD
523358.75000000
0.575970703165
Long
DBT
MUN
US
Y
2
2026-07-01
Fixed
4.00000000
N
N
N
N
N
N
OHIO ST AIR QU 2.875% 02/01/26
549300DZUU80AYOR6M80
OHIO ST AIR QUALITY DEV AUTH REGD N/C B/E 2.87500000
677525WC7
600000.00000000
NS
USD
606228.30000000
0.667170922870
Long
DBT
MUN
US
N
2
2026-02-01
Fixed
2.87500000
N
N
N
N
N
N
ILLINOIS ST FIN AU 4% 07/15/38
549300ZG6UBPNNNRN315
ILLINOIS ST FIN AUTH REVENUE REGD B/E 4.00000000
45204FLX1
145000.00000000
NS
USD
164443.33000000
0.180974408875
Long
DBT
MUN
US
N
2
2038-07-15
Fixed
4.00000000
N
N
N
N
N
N
CALIFORNIA CNTY CA 5% 06/01/25
N/A
CALIFORNIA CNTY CA TOBACCO SEC REGD N/C B/E 5.00000000
13016NFH2
240000.00000000
NS
USD
263237.28000000
0.289699868896
Long
DBT
MUN
US
N
2
2025-06-01
Fixed
5.00000000
N
N
N
N
N
N
CMFA SPL FIN AGY V 4% 08/01/47
N/A
CMFA SPL FIN AGY VII CA ESSENT REGD B/E 4.00000000
12574UAC8
250000.00000000
NS
USD
221875.23000000
0.244179794907
Long
DBT
MUN
US
Y
2
2047-08-01
Fixed
4.00000000
N
N
N
N
N
N
GUAM GOVT HOTEL OC 5% 11/01/28
N/A
GUAM GOVT HOTEL OCCUPANCY TAX REGD N/C B/E 5.00000000
40065KAR4
15000.00000000
NS
USD
17553.76000000
0.019318395823
Long
DBT
MUN
GU
N
2
2028-11-01
Fixed
5.00000000
N
N
N
N
N
N
CSCDA CMNTY IMPT A 4% 06/01/58
N/A
CSCDA CMNTY IMPT AUTH CA ESSEN REGD B/E 4.00000000
126292CJ8
140000.00000000
NS
USD
136330.52000000
0.150035488022
Long
DBT
MUN
US
Y
2
2058-06-01
Fixed
4.00000000
N
N
N
N
N
N
PUERTO RICO SALES ZCP 07/01/24
N/A
PUERTO RICO SALES TAX FING COR REGD N/C ZCP OID B/E 0.00000000
74529JQB4
299000.00000000
NS
USD
284561.26000000
0.313167495557
Long
DBT
MUN
PR
N
2
2024-07-01
Fixed
0.00000000
N
N
N
N
N
N
BUCKEYE OH TOBACCO 5% 06/01/55
N/A
BUCKEYE OH TOBACCO SETTLEMENT REGD B/E 5.00000000
118217CZ9
160000.00000000
NS
USD
174303.04000000
0.191825290993
Long
DBT
MUN
US
N
2
2055-06-01
Fixed
5.00000000
N
N
N
N
N
N
TRIBOROUGH NY BRID 4% 05/15/51
54930020ZN4LQF7K3456
TRIBOROUGH NY BRIDGE & TUNNEL REGD B/E 4.00000000
89602HBY2
1000000.00000000
NS
USD
1121022.40000000
1.233715993077
Long
DBT
MUN
US
N
2
2051-05-15
Fixed
4.00000000
N
N
N
N
N
N
NEW JERSEY ST 5.125% 11/01/29
5493006JS6QWDVU4R678
NEW JERSEY ST ECON DEV AUTH SC REGD B/E 5.12500000
645912EV4
215000.00000000
NS
USD
231532.49000000
0.254807875230
Long
DBT
MUN
US
Y
2
2029-11-01
Fixed
5.12500000
N
N
N
N
N
N
CALIFORNIA CNTY C ZCP 06/01/55
N/A
CALIFORNIA CNTY CA TOBACCO SEC REGD ZCP OID B/E 0.00000000
13016NCW2
10615000.00000000
NS
USD
824208.04000000
0.907063623858
Long
DBT
MUN
US
N
2
2055-06-01
Fixed
0.00000000
N
N
N
N
N
N
PENNSYLVANIA ST TU 4% 12/01/45
549300J8LLBYEYEXZJ24
PENNSYLVANIA ST TURNPIKE COMMI REGD B/E 4.00000000
709225BB1
1000000.00000000
NS
USD
1104448.30000000
1.215475740036
Long
DBT
MUN
US
N
2
2045-12-01
Fixed
4.00000000
N
N
N
N
N
N
ILLINOIS ST FIN AU 4% 06/01/47
549300ZG6UBPNNNRN315
ILLINOIS ST FIN AUTH REVENUE REGD OID B/E 4.00000000
45204FBK0
10000.00000000
NS
USD
10081.81000000
0.011095309278
Long
DBT
MUN
US
N
2
2047-06-01
Fixed
4.00000000
N
N
N
N
N
N
CMFA SPL FIN AGY V 3% 08/01/56
N/A
CMFA SPL FIN AGY VIII CA ESSEN REGD B/E 3.00000000
12574VAA0
1245000.00000000
NS
USD
1033712.05000000
1.137628550795
Long
DBT
MUN
US
Y
2
2056-08-01
Fixed
3.00000000
N
N
N
N
N
N
CAPITAL TRUST 3.375% 07/01/31
549300F49UWS7X0OGQ59
CAPITAL TRUST AGY FL REVENUE REGD N/C B/E 3.37500000
14052WDM6
500000.00000000
NS
USD
515511.50000000
0.567334588644
Long
DBT
MUN
US
Y
2
2031-07-01
Fixed
3.37500000
N
N
N
N
N
N
HOUSTON TX ARPT SY 4% 07/15/41
N/A
HOUSTON TX ARPT SYS REVENUE REGD B/E AMT 4.00000000
442349GA8
100000.00000000
NS
USD
103420.80000000
0.113817435741
Long
DBT
MUN
US
N
2
2041-07-15
Fixed
4.00000000
N
N
N
N
N
N
VIRGINIA ST CLG BL 4% 02/01/34
N/A
VIRGINIA ST CLG BLDG AUTH EDUC REGD B/E 4.00000000
92778VKY3
1000000.00000000
NS
USD
1163271.60000000
1.280212400049
Long
DBT
MUN
US
N
2
2034-02-01
Fixed
4.00000000
N
N
N
N
N
N
CHANDLER AZ INDL V/R 06/01/49
N/A
CHANDLER AZ INDL DEV AUTH INDL REGD V/R B/E AMT 5.00000000
158862BZ4
2815000.00000000
NS
USD
3028618.81000000
3.333078324600
Long
DBT
MUN
US
N
2
2049-06-01
Variable
5.00000000
N
N
N
N
N
N
BALTIMORE MD SPL O 3% 06/01/24
N/A
BALTIMORE MD SPL OBLIG REGD B/E 3.00000000
05923TCU1
140000.00000000
NS
USD
140593.81000000
0.154727355960
Long
DBT
MUN
US
Y
2
2024-06-01
Fixed
3.00000000
N
N
N
N
N
N
NORTHSIDE TX INDE V/R 06/01/50
N/A
NORTHSIDE TX INDEP SCH DIST REGD V/R B/E PSF-GTD 0.70000000
66702RYW6
795000.00000000
NS
USD
773217.80000000
0.850947461881
Long
DBT
MUN
US
N
2
2050-06-01
Variable
0.70000000
N
N
N
N
N
N
ILLINOIS ST FIN AU 5% 10/01/36
549300ZG6UBPNNNRN315
ILLINOIS ST FIN AUTH REVENUE REGD B/E 5.00000000
45203H8U9
600000.00000000
NS
USD
685161.60000000
0.754039191154
Long
DBT
MUN
US
N
2
2036-10-01
Fixed
5.00000000
N
N
N
N
N
N
NEW JERSEY ST TRAN 5% 06/15/30
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST REGD B/E 5.00000000
6461363N9
1250000.00000000
NS
USD
1417236.13000000
1.559707352456
Long
DBT
MUN
US
N
2
2030-06-15
Fixed
5.00000000
N
N
N
N
N
N
SONOMA VLY CA UNIF 4% 08/01/38
N/A
SONOMA VLY CA UNIF SCH DIST REGD B/E 4.00000000
835631NN8
475000.00000000
NS
USD
540385.46000000
0.594709065963
Long
DBT
MUN
US
N
2
2038-08-01
Fixed
4.00000000
N
N
N
N
N
N
PUBLIC FIN AUTH WI 5% 06/01/27
5493004S6D3NA627K012
PUBLIC FIN AUTH WI HOSP REVENU REGD N/C B/E 5.00000000
74442CCM4
90000.00000000
NS
USD
105257.22000000
0.115838466475
Long
DBT
MUN
US
N
2
2027-06-01
Fixed
5.00000000
N
N
N
N
N
N
BALTIMORE MD SP 2.85% 06/01/26
N/A
BALTIMORE MD SPL OBLIG REGD N/C B/E 2.85000000
05923TCG2
135000.00000000
NS
USD
136889.77000000
0.150650958034
Long
DBT
MUN
US
Y
2
2026-06-01
Fixed
2.85000000
N
N
N
N
N
N
BALTIMORE MD SPL 2.8% 06/01/25
N/A
BALTIMORE MD SPL OBLIG REGD N/C B/E 2.80000000
05923TCF4
125000.00000000
NS
USD
126354.98000000
0.139057131803
Long
DBT
MUN
US
Y
2
2025-06-01
Fixed
2.80000000
N
N
N
N
N
N
ARLINGTON CNTY VA 5% 06/15/31
N/A
ARLINGTON CNTY VA REGD N/C B/E 5.00000000
041431WC7
500000.00000000
NS
USD
643489.70000000
0.708178118716
Long
DBT
MUN
US
N
2
2031-06-15
Fixed
5.00000000
N
N
N
N
N
N
GOLDEN ST TOBACCO 5% 06/01/47
N/A
PREREF GOLDEN ST TOBACCO SECURITIZATI REGD B/E PREREFUNDED 06/01/22 @ 100 5.00000000
38122NZU9
35000.00000000
NS
USD
35385.84000000
0.038943090464
Long
DBT
MUN
US
N
2
2047-06-01
Fixed
5.00000000
N
N
N
N
N
N
F/C US 5YR NOTE (CBT) JUN22
N/A
FUTURE CONTRACT ON US 5YR NOTE (CBT) JUN22 0.00000000
N/A
-9.00000000
NC
USD
-1064531.25000000
-1.17154592830
N/A
DIR
CORP
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Short
F/C US 5YR NOTE (CBT) JUN22
US 5YR NOTE (CBT) JUN22
2022-06-30
1056951.37000000
USD
-7579.88000000
N
N
N
ATLANTA GA ARPT RE 5% 07/01/25
N/A
ATLANTA GA ARPT REVENUE REGD N/C B/E 5.00000000
04780MWX3
265000.00000000
NS
USD
295985.55000000
0.325740241011
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
5.00000000
N
N
N
N
N
N
TRIBOROUGH NY BRID 5% 05/15/39
54930020ZN4LQF7K3456
TRIBOROUGH NY BRIDGE & TUNNEL REGD B/E 5.00000000
89602HBA4
275000.00000000
NS
USD
344691.27000000
0.379342225876
Long
DBT
MUN
US
N
2
2039-05-15
Fixed
5.00000000
N
N
N
N
N
N
MONTGOMERY CNTY OH 4% 08/01/39
N/A
MONTGOMERY CNTY OH HOSP REVENU REGD B/E 4.00000000
613520NY7
80000.00000000
NS
USD
90805.30000000
0.099933730910
Long
DBT
MUN
US
N
2
2039-08-01
Fixed
4.00000000
N
N
N
N
N
N
NORTH EAST TX I 5.25% 02/01/28
N/A
NORTH EAST TX INDEP SCH DIST REGD N/C B/E PSF-GTD 5.25000000
6591542Y3
500000.00000000
NS
USD
605696.90000000
0.666586102550
Long
DBT
MUN
US
N
2
2028-02-01
Fixed
5.25000000
N
N
N
N
N
N
PUERTO RICO SAL 4.75% 07/01/53
N/A
PUERTO RICO SALES TAX FING COR REGD OID B/E 4.75000000
74529JPW9
664000.00000000
NS
USD
734347.35000000
0.808169462241
Long
DBT
MUN
PR
N
2
2053-07-01
Fixed
4.75000000
N
N
N
N
N
N
PIMA CNTY AZ IN 3.25% 07/01/24
549300QDTQ25545R4K19
PIMA CNTY AZ INDL DEV AUTH EDU REGD N/C B/E 3.25000000
72177PCB4
230000.00000000
NS
USD
233354.18000000
0.256812695194
Long
DBT
MUN
US
Y
2
2024-07-01
Fixed
3.25000000
N
N
N
N
N
N
ILLINOIS ST FIN AU 5% 12/01/28
549300ZG6UBPNNNRN315
ILLINOIS ST FIN AUTH REVENUE REGD N/C B/E 5.00000000
45203H2A9
1000000.00000000
NS
USD
1216510.40000000
1.338803164169
Long
DBT
MUN
US
N
2
2028-12-01
Fixed
5.00000000
N
N
N
N
N
N
CALIFORNIA CNTY CA 5% 06/01/28
N/A
CALIFORNIA CNTY CA TOBACCO SEC REGD N/C B/E 5.00000000
13016NHK3
620000.00000000
NS
USD
722093.23000000
0.794683466043
Long
DBT
MUN
US
N
2
2028-06-01
Fixed
5.00000000
N
N
N
N
N
N
TALLAHASSEE FL HLT 5% 12/01/26
549300MPY4HDPK8B1G15
TALLAHASSEE FL HLTH FACS REVEN REGD B/E 5.00000000
874485DD4
500000.00000000
NS
USD
563483.95000000
0.620129589700
Long
DBT
MUN
US
N
2
2026-12-01
Fixed
5.00000000
N
N
N
N
N
N
TALLAHASSEE FL HLT 5% 12/01/27
549300MPY4HDPK8B1G15
TALLAHASSEE FL HLTH FACS REVEN REGD B/E 5.00000000
874485DE2
500000.00000000
NS
USD
561631.45000000
0.618090862484
Long
DBT
MUN
US
N
2
2027-12-01
Fixed
5.00000000
N
N
N
N
N
N
NEW YORK CITY NY T 4% 08/01/39
N/A
NEW YORK CITY NY TRANSITIONAL REGD B/E 4.00000000
64971XF86
335000.00000000
NS
USD
381155.43000000
0.419472037168
Long
DBT
MUN
US
N
2
2039-08-01
Fixed
4.00000000
N
N
N
N
N
N
MARYLAND ST 5% 08/01/31
N/A
MARYLAND ST REGD N/C B/E 5.00000000
574193UP1
1000000.00000000
NS
USD
1289236.90000000
1.418840678291
Long
DBT
MUN
US
N
2
2031-08-01
Fixed
5.00000000
N
N
N
N
N
N
INDIANA ST MUNI PW 5% 01/01/37
AX0ZCCVOQ71Z4RXBL233
INDIANA ST MUNI PWR AGY REGD B/E 5.00000000
454898UQ8
1000000.00000000
NS
USD
1131445.60000000
1.245187011443
Long
DBT
MUN
US
N
2
2037-01-01
Fixed
5.00000000
N
N
N
N
N
N
MONTGOMERY CNTY OH 4% 08/01/38
N/A
MONTGOMERY CNTY OH HOSP REVENU REGD B/E 4.00000000
613520NX9
75000.00000000
NS
USD
85303.17000000
0.093878485469
Long
DBT
MUN
US
N
2
2038-08-01
Fixed
4.00000000
N
N
N
N
N
N
MASSACHUSETTS ST B 5% 07/01/44
N/A
MASSACHUSETTS ST BAY TRANSPRTN REGD B/E 5.00000000
575579B63
1000000.00000000
NS
USD
1161068.20000000
1.277787497728
Long
DBT
MUN
US
N
2
2044-07-01
Fixed
5.00000000
N
N
N
N
N
N
HOUSTON TX ARPT SY 5% 07/01/26
N/A
HOUSTON TX ARPT SYS REVENUE REGD N/C B/E AMT 5.00000000
442349CB0
1000000.00000000
NS
USD
1126111.20000000
1.239316357481
Long
DBT
MUN
US
N
2
2026-07-01
Fixed
5.00000000
N
N
N
N
N
N
CSCDA CMNTY IM 3.125% 06/01/57
N/A
CSCDA CMNTY IMPT AUTH CA ESSEN REGD OID B/E 3.12500000
126292CB5
135000.00000000
NS
USD
113223.81000000
0.124605917949
Long
DBT
MUN
US
Y
2
2057-06-01
Fixed
3.12500000
N
N
N
N
N
N
PRINCE GEORGES CNT 5% 10/01/28
549300NSQ1W50I0VU811
PRINCE GEORGES CNTY MD COPS REGD N/C B/E 5.00000000
741705KK2
660000.00000000
NS
USD
800565.55000000
0.881044413155
Long
DBT
MUN
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
GOLDEN ST TOBACCO 5% 06/01/47
N/A
PREREF GOLDEN ST TOBACCO SECURITIZATI REGD B/E PREREFUNDED 06/01/22 @ 100 5.00000000
38122NZW5
290000.00000000
NS
USD
293123.68000000
0.322590674339
Long
DBT
MUN
US
N
2
2047-06-01
Fixed
5.00000000
N
N
N
N
N
N
DIST OF COLUMBIA ZCP 06/15/46
N/A
DIST OF COLUMBIA TOBACCO SETTL REGD ZCP OID B/E 0.00000000
254842BC0
2075000.00000000
NS
USD
348865.19000000
0.383935739670
Long
DBT
MUN
US
N
2
2046-06-15
Fixed
0.00000000
N
N
N
N
N
N
F/C US LONG BOND(CBT) JUN22
N/A
FUTURE CONTRACT ON US LONG BOND(CBT) JUN22 0.00000000
N/A
-2.00000000
NC
USD
-313375.00000000
-0.34487780915
N/A
DIR
CORP
US
N
1
FUJI SECURITIES INC
OV6W8S6QX2D1J857QP30
Short
F/C US LONG BOND(CBT) JUN22
US LONG BOND(CBT) JUN22
2022-06-21
308853.91000000
USD
-4521.09000000
N
N
N
TOBACCO SETTLEMENT 5% 06/01/25
N/A
TOBACCO SETTLEMENT FING CORP N REGD N/C B/E 5.00000000
888808HA3
100000.00000000
NS
USD
109721.94000000
0.120752013670
Long
DBT
MUN
US
N
2
2025-06-01
Fixed
5.00000000
N
N
N
N
N
N
CALIFORNIA CNTY CA 5% 06/01/28
N/A
CALIFORNIA CNTY CA TOBACCO SEC REGD N/C B/E 5.00000000
13016NFL3
100000.00000000
NS
USD
116466.65000000
0.128174752587
Long
DBT
MUN
US
N
2
2028-06-01
Fixed
5.00000000
N
N
N
N
N
N
MICHIGAN ST FIN A V/R 10/15/38
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE REGD V/R B/E 1.20000000
59447TU68
190000.00000000
NS
USD
183899.04000000
0.202385953001
Long
DBT
MUN
US
N
2
2038-10-15
Variable
1.20000000
N
N
N
N
N
N
NEW ORLEANS LA AVI 5% 01/01/37
N/A
NEW ORLEANS LA AVIATION BRD REGD B/E AMT 5.00000000
64763HHG3
250000.00000000
NS
USD
280473.40000000
0.308668693161
Long
DBT
MUN
US
N
2
2037-01-01
Fixed
5.00000000
N
N
N
N
N
N
F/C US 10YR NOTE (CBT)JUN22
N/A
FUTURE CONTRACT ON US 10YR NOTE (CBT)JUN22 0.00000000
N/A
-6.00000000
NC
USD
-764625.00000000
-0.84149084907
N/A
DIR
CORP
US
N
1
GOLDMAN, SACHS AND CO.
FOR8UP27PHTHYVLBNG30
Short
F/C US 10YR NOTE (CBT)JUN22
US 10YR NOTE (CBT)JUN22
2022-06-21
758343.75000000
USD
-6281.25000000
N
N
N
CAPE CORAL FL WTR 5% 10/01/39
N/A
CAPE CORAL FL WTR & SWR REVENU REGD B/E 5.00000000
139372RL2
1400000.00000000
NS
USD
1637332.34000000
1.801929286908
Long
DBT
MUN
US
N
2
2039-10-01
Fixed
5.00000000
N
N
N
N
N
N
IDAHO ST HSG & FIN 5% 07/15/29
5493002WM3NYB1LQB744
IDAHO ST HSG & FIN ASSN REGD N/C B/E 5.00000000
45129WPX2
100000.00000000
NS
USD
122593.01000000
0.134916980317
Long
DBT
MUN
US
N
2
2029-07-15
Fixed
5.00000000
N
N
N
N
N
N
2022-03-30
Morgan Stanley Pathway Funds
Francis Smith
Francis Smith
Chief Financial Officer