0001752724-20-063721.txt : 20200327
0001752724-20-063721.hdr.sgml : 20200327
20200327145747
ACCESSION NUMBER: 0001752724-20-063721
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200131
FILED AS OF DATE: 20200327
PERIOD START: 20200731
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: BlackRock Taxable Municipal Bond Trust
CENTRAL INDEX KEY: 0001493683
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0731
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22426
FILM NUMBER: 20751017
BUSINESS ADDRESS:
STREET 1: 100 BELLEVUE PARKWAY
CITY: WILMINGTON
STATE: DE
ZIP: 19809
BUSINESS PHONE: 800-441-7762
MAIL ADDRESS:
STREET 1: 100 BELLEVUE PARKWAY
CITY: WILMINGTON
STATE: DE
ZIP: 19809
FORMER COMPANY:
FORMER CONFORMED NAME: BlackRock Build America Bond Trust
DATE OF NAME CHANGE: 20100608
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001493683
XXXXXXXX
BlackRock Taxable Municipal Bond Trust
811-22426
0001493683
SNYX4R2CEK5Q5D25DZ39
100 BELLEVUE PARKWAY
WILMINGTON
19809
800-441-7762
BlackRock Taxable Municipal Bond Trust
SNYX4R2CEK5Q5D25DZ39
2020-07-31
2020-01-31
N
2307764236
844779298.64
1462984937.36
0
0
0
0
0
0
0
0
0
0
1085000
0
0
21390285.91
USD
N
Michigan Finance Authority
N/A
MICHIGAN ST FIN AUTH REVENUE
59447TSQ7
7500000.00000000
PA
USD
9714375.00000000
0.664010595866
Long
DBT
MUN
US
N
2
2043-11-01
Fixed
5.02000000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAD5
7750000.00000000
PA
USD
8059637.46000000
0.550903652811
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.82000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59259YBY4
2220000.00000000
PA
USD
3283668.60000000
0.224449925364
Long
DBT
MUN
US
N
2
2039-11-15
Fixed
6.67000000
N
N
N
N
N
N
Mississippi Development Bank
549300122LOI8CB50V38
MISSISSIPPI ST DEV BANK SPL OBLG
60534RTM1
5000000.00000000
PA
USD
7354400.00000000
0.502698272018
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
6.41000000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966H4L1
15000000.00000000
PA
USD
15403800.00000000
1.052902159594
Long
DBT
MUN
US
N
2
2031-10-01
Fixed
5.82000000
N
N
N
N
N
N
Miami-Dade County Industrial Development Authority
549300RM19LZY32DAU30
MIAMI-DADE CNTY FL INDL DEV AUTH
59333EEL3
255000.00000000
PA
USD
259845.00000000
0.017761290179
Long
DBT
MUN
US
N
2
2025-11-01
Fixed
5.25000000
N
N
N
N
N
N
Puerto Rico Commonwealth Aqueduct & Sewer Authority
N/A
PUERTO RICO CMWLTH AQUEDUCT & SWR AUTH REVENUE
745160RY9
3365000.00000000
PA
USD
3318192.85000000
0.226809775361
Long
DBT
MUN
PR
N
2
2023-07-01
Fixed
5.00000000
N
N
N
N
N
N
Franklin County Convention Facilities Authority
N/A
FRANKLIN CNTY OH CONVENTION FACS AUTH
353174FX8
30575000.00000000
PA
USD
46742142.75000000
3.194984552222
Long
DBT
MUN
US
N
2
2042-12-01
Fixed
6.64000000
N
N
N
N
N
N
Western Group Housing LP
N/A
Western Group Housing LP
95829TAA3
2465808.14000000
PA
USD
3489572.18000000
0.238524135887
Long
DBT
CORP
US
N
2
2057-03-15
Fixed
6.75000000
N
N
N
N
N
N
Foothill-Eastern Transportation Corridor Agency
N/A
FOOTHILL ESTRN TRANSPRTN CORRIDOR AGY CA TOLL ROAD REVENUE
345105JE1
14540000.00000000
PA
USD
15171908.40000000
1.037051579449
Long
DBT
MUN
US
N
2
2049-01-15
Fixed
4.09000000
N
N
N
N
N
N
RBC CAPITAL MARKETS LLC
549300LCO2FLSSVFFR64
YCDAF9 RRP METROPOLITAN RRP RBCMK OPEN
000000000
-4590000.00000000
PA
USD
-4590000.00000000
-0.31374212288
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.40000000
2049-12-31
3000000.00000000
USD
4944300.00000000
USD
N
N
N
RBC CAPITAL MARKETS LLC
549300LCO2FLSSVFFR64
BRW0AHME2 RRP LOS ANGELES CALI RRP RBCMK OPEN
000000000
-17311125.00000000
PA
USD
-17311125.00000000
-1.18327431526
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.15000000
2049-12-31
17225000.00000000
USD
17607567.25000000
USD
N
N
N
MUFG SECURITIES AMERICAS INC
K5HU16E3LMSVCCJJJ255
S0AZ23 RRP NEW YORK N Y CITY M RRP MBTB OPEN
000000000
-19994000.00000000
PA
USD
-19994000.00000000
-1.36665795316
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.27000000
2049-12-31
20000000.00000000
USD
20775200.00000000
USD
N
N
N
RBC CAPITAL MARKETS LLC
549300LCO2FLSSVFFR64
WFRK19 RRP LOS ANGELES CALIF W RRP RBCMK OPEN
000000000
-37265625.00000000
PA
USD
-37265625.00000000
-2.54723230898
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.15000000
2049-12-31
37500000.00000000
USD
38140125.00000000
USD
N
N
N
RBC CAPITAL MARKETS LLC
549300LCO2FLSSVFFR64
WFRKE1 RRP NEW JERSEY ST TRANS RRP RBCMK OPEN
000000000
-21210000.00000000
PA
USD
-21210000.00000000
-1.44977569203
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.15000000
2049-12-31
21000000.00000000
USD
21773220.00000000
USD
N
N
N
Westvaco Corp
549300JEB576INN13W07
WESTVACO CORP NY
961548AR5
13800000.00000000
PA
USD
17733276.00000000
1.212129772983
Long
DBT
MUN
US
N
2
2027-01-15
Fixed
7.67000000
N
N
N
N
N
N
OCHSNER CLINIC FOUNDATIO
549300SN4RK0THHUAC05
Ochsner Clinic Foundation
675553AA9
5000000.00000000
PA
USD
6977109.45000000
0.476909178750
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
5.90000000
N
N
N
N
N
N
Florida Development Finance Corp
549300HC854CNBLMWC48
FLORIDA ST DEV FIN CORP
34062AAB7
4500000.00000000
PA
USD
4611735.00000000
0.315227784116
Long
DBT
MUN
US
N
2
2048-12-01
Fixed
7.00000000
N
N
N
N
N
N
Memphis-Shelby County Industrial Development Board
N/A
MEMPHIS-SHELBY CNTY TN INDL DEV BRD ECON DEV GROWTH ENGINE T
58611YAD6
5800000.00000000
PA
USD
6352160.00000000
0.434191756715
Long
DBT
MUN
US
N
2
2045-07-01
Fixed
7.00000000
N
N
N
N
N
N
Public Finance Authority
N/A
PUBLIC FIN AUTH WI REVENUE
74442PLK9
1470000.00000000
PA
USD
1567034.70000000
0.107112155428
Long
DBT
MUN
US
N
2
2030-12-01
Fixed
7.55000000
N
N
N
N
N
N
RENSSELAER POLYTECHNIC I
N/A
Rensselaer Polytechnic Institute
76009XAB4
20000000.00000000
PA
USD
25299023.20000000
1.729274345479
Long
DBT
CORP
US
N
2
2048-09-01
Fixed
5.25000000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
6461366S5
29355000.00000000
PA
USD
31484411.70000000
2.152066702533
Long
DBT
MUN
US
N
2
2042-06-15
Fixed
4.13000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
WEFX79 RRP NEW JERSEY ST TRANS RRP BARBK OPEN
000000000
-16734375.00000000
PA
USD
-16734375.00000000
-1.14385148969
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.15000000
2049-12-31
17500000.00000000
USD
18144350.00000000
USD
N
N
N
City of Sunrise FL Utility System Revenue
N/A
SUNRISE FL UTILITY SYS REVENUE
867686NP8
23000000.00000000
PA
USD
23625140.00000000
1.614858731398
Long
DBT
MUN
US
N
2
2035-10-01
Fixed
5.91000000
N
N
N
N
N
N
Alameda County Joint Powers Authority
N/A
ALAMEDA CNTY CA JT PWRS AUTH LEASE REVENUE
010831BE4
11000000.00000000
PA
USD
18159020.00000000
1.241230824479
Long
DBT
MUN
US
N
2
2044-12-01
Fixed
7.05000000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
646136XS5
4500000.00000000
PA
USD
5386230.00000000
0.368167153499
Long
DBT
MUN
US
N
2
2028-12-15
Fixed
5.75000000
N
N
N
N
N
N
San Diego County Regional Airport Authority
N/A
SAN DIEGO CNTY CA REGL ARPT AUTH
79742GAF8
4000000.00000000
PA
USD
4601560.00000000
0.314532288234
Long
DBT
MUN
US
N
2
2043-07-01
Fixed
5.59000000
N
N
N
N
N
N
New Jersey Housing & Mortgage Finance Agency
5493002ONULJL0FIGU24
NEW JERSEY ST HSG & MTGE FIN AGY MF REVENUE
646108HL7
14360000.00000000
PA
USD
14495989.20000000
0.990850201517
Long
DBT
MUN
US
N
2
2044-11-01
Fixed
6.65000000
N
N
N
N
N
N
Village Center Community Development District
N/A
VLG CENTER FL CDD RECREATIONAL REVENUE
92706NDD2
13500000.00000000
PA
USD
16534260.00000000
1.130172948317
Long
DBT
MUN
US
N
2
2036-11-01
Fixed
5.02000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063BFR8
8950000.00000000
PA
USD
15050678.00000000
1.028765068980
Long
DBT
MUN
US
N
2
2040-03-01
Fixed
7.63000000
N
N
N
N
N
N
Riverside Community College District
N/A
RIVERSIDE CA CMNTY CLG DIST
76886PED1
11000000.00000000
PA
USD
11283470.00000000
0.771263579812
Long
DBT
MUN
US
N
2
2040-08-01
Fixed
7.02000000
N
N
N
N
N
N
Metropolitan Washington Airports Authority Dulles Toll Road Revenue
7HERAVJJLN8J1DZ6AZ19
MET WASHINGTON DC ARPTS AUTH DULLES TOLL ROAD REVENUE
592643AA8
9235000.00000000
PA
USD
15467978.55000000
1.057288981929
Long
DBT
MUN
US
N
2
2046-10-01
Fixed
7.46000000
N
N
N
N
N
N
Regional Transportation District
N/A
REGL TRANSPRTN DIST CO COPS
75913TGJ7
23000000.00000000
PA
USD
35828250.00000000
2.448982835370
Long
DBT
MUN
US
N
2
2040-06-01
Fixed
7.67000000
N
N
N
N
N
N
County of Sonoma CA
N/A
SONOMA CNTY CA PENSN OBLG
835574CB8
13785000.00000000
PA
USD
16657242.60000000
1.138579227620
Long
DBT
MUN
US
N
2
2029-12-01
Fixed
6.00000000
N
N
N
N
N
N
New Jersey Economic Development Authority
5493006JS6QWDVU4R678
NEW JERSEY ST ECON DEV AUTH REVENUE
645918YE7
6385000.00000000
PA
USD
6492331.85000000
0.443772979762
Long
DBT
MUN
US
N
2
2035-12-15
Fixed
6.43000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)MAR20 XCBT 20200320
000000000
-676.00000000
NC
USD
-1414620.64000000
-0.09669413565
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
10 Year US Treasury Note
TYH0 Comdty
2020-03-20
-87585004.36
USD
-1414620.64
N
N
N
City of San Francisco CA Public Utilities Commission Water Revenue
549300RA28ZEFOB6M782
SAN FRANCISCO CITY & CNTY CA PUBLIC UTILITIES COMMISSION WTR
79765RTK5
21255000.00000000
PA
USD
29654976.00000000
2.027018545625
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
6.00000000
N
N
N
N
N
N
Rancho Water District Financing Authority
N/A
RANCHO CA WTR DIST FING AUTH
752111MF8
19835000.00000000
PA
USD
20281882.55000000
1.386335705314
Long
DBT
MUN
US
N
2
2040-08-01
Fixed
6.34000000
N
N
N
N
N
N
Miami-Dade County Educational Facilities Authority
N/A
MIAMI-DADE CNTY FL EDUCTNL FACS AUTH REVENUE
59333AMC2
12250000.00000000
PA
USD
15953420.00000000
1.090470557324
Long
DBT
MUN
US
N
2
2050-04-01
Fixed
5.07000000
N
N
N
N
N
N
Town of Davie FL Water & Sewer Revenue
N/A
DAVIE FL WTR & SWR REVENUE
238676DP2
2500000.00000000
PA
USD
2583525.00000000
0.176592727240
Long
DBT
MUN
US
N
2
2040-10-01
Fixed
6.85000000
N
N
N
N
N
N
Washington Convention & Sports Authority
N/A
WASHINGTON DC CONVENTION & SPORTS AUTH DEDICATED TAX REVENUE
93878LAP2
15000000.00000000
PA
USD
15500100.00000000
1.059484592368
Long
DBT
MUN
US
N
2
2040-10-01
Fixed
7.00000000
N
N
N
N
N
N
Southern Minnesota Municipal Power Agency
N/A
STHRN MINNESOTA ST MUNI PWR AGY PWR SPLY SYS REVENUE
843375ZL3
8000000.00000000
PA
USD
11226320.00000000
0.767357182792
Long
DBT
MUN
US
N
2
2043-01-01
Fixed
5.93000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063A5G5
9035000.00000000
PA
USD
15291195.40000000
1.045205251914
Long
DBT
MUN
US
N
2
2039-04-01
Fixed
7.55000000
N
N
N
N
N
N
University of Missouri
G0G4PRB87K0V5MXIV248
CURATORS OF THE UNIV OF MISSOURI MO SYS FACS REVENUE
231266GC5
7000000.00000000
PA
USD
10072860.00000000
0.688514265784
Long
DBT
MUN
US
N
2
2041-11-01
Fixed
5.79000000
N
N
N
N
N
N
New York City Water & Sewer System
N/A
NEW YORK CITY NY MUNI WTR FINAUTH WTR & SWR SYS REVENUE
64972GWC4
20000000.00000000
PA
USD
20275400.00000000
1.385892600957
Long
DBT
MUN
US
N
2
2041-06-15
Fixed
5.79000000
N
N
N
N
N
N
Massachusetts Housing Finance Agency
549300NLJBK1VP6K2K81
MASSACHUSETTS ST HSG FIN AGY HSG REVENUE
57586PE93
1225000.00000000
PA
USD
1245212.50000000
0.085114512678
Long
DBT
MUN
US
N
2
2042-12-01
Fixed
7.02000000
N
N
N
N
N
N
New York City Water & Sewer System
549300Q2EHQ6RJPQKP05
NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE
64972FK96
6300000.00000000
PA
USD
6408423.00000000
0.438037524266
Long
DBT
MUN
US
N
2
2041-06-15
Fixed
6.45000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
WEFX04 RRP SUNRISE FLA UTIL SY RRP BARBK OPEN
000000000
-22108750.00000000
PA
USD
-22108750.00000000
-1.51120831359
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.15000000
2049-12-31
23000000.00000000
USD
23625140.00000000
USD
N
N
N
Chicago O'Hare International Airport
T5UYO5SYLC8K73MJQX30
CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE
167593AM4
30110000.00000000
PA
USD
30234354.30000000
2.066621024448
Long
DBT
MUN
US
N
2
2038-01-01
Fixed
6.85000000
N
N
N
N
N
N
Salt River Project Agricultural Improvement & Power District
SHB8HO6GKXJ83RX5OV39
SALT RIVER AZ PROJ AGRIC IMPT & PWR DIST ELEC
79575DE63
24545000.00000000
PA
USD
32169904.25000000
2.198922451522
Long
DBT
MUN
US
N
2
2041-01-01
Fixed
4.84000000
N
N
N
N
N
N
Los Angeles Department of Water & Power Power System Revenue
549300S8NXV6YU61GG95
LOS ANGELES CA DEPT WTR & PWR REVENUE
544495UH5
37500000.00000000
PA
USD
38140125.00000000
2.607007360501
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
6.17000000
N
N
N
N
N
N
MUFG SECURITIES AMERICAS INC
K5HU16E3LMSVCCJJJ255
S0AZ15 RRP SAN ANTONIO TEX CUS RRP MBTB OPEN
000000000
-7525500.00000000
PA
USD
-7525500.00000000
-0.51439353938
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.27000000
2049-12-31
7500000.00000000
USD
8433375.00000000
USD
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH OF NEW YORK & NEW JERSEY NY
73358WXQ2
14825000.00000000
PA
USD
20075570.25000000
1.372233557388
Long
DBT
MUN
US
N
2
2065-10-15
Fixed
4.81000000
N
N
N
N
N
N
Indiana Finance Authority
549300PS0PAS7NDSSI20
INDIANA ST FIN AUTH REVENUE
455057SV2
7900000.00000000
PA
USD
12082971.00000000
0.825912194407
Long
DBT
MUN
US
N
2
2039-02-01
Fixed
6.60000000
N
N
N
N
N
N
Michigan State University
N/A
MICHIGAN ST UNIV REVENUES
594712UF6
14575000.00000000
PA
USD
16524552.00000000
1.129509373474
Long
DBT
MUN
US
N
2
2048-08-15
Fixed
4.50000000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
646136XT3
45900000.00000000
PA
USD
47590038.00000000
3.252941078523
Long
DBT
MUN
US
N
2
2028-12-15
Fixed
6.10000000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAB9
433000.00000000
PA
USD
449936.30000000
0.030754677543
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.35000000
N
N
N
N
N
N
University of Hawaii
N/A
UNIV OF HAWAII HI REVENUE
91428LFT8
30500000.00000000
PA
USD
31311605.00000000
2.140254776409
Long
DBT
MUN
US
N
2
2040-10-01
Fixed
6.03000000
N
N
N
N
N
N
Chicago Transit Authority
549300CB8XLRGIPN3E12
CHICAGO IL TRANSIT AUTH SALES TAX RECPTS REVENUE
16772PAQ9
16015000.00000000
PA
USD
21523199.10000000
1.471183916550
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
6.20000000
N
N
N
N
N
N
New Jersey Turnpike Authority
5493005YN67D71KSMI84
NEW JERSEY ST TURNPIKE AUTH
646139W35
6790000.00000000
PA
USD
11267665.50000000
0.770183288444
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
7.41000000
N
N
N
N
N
N
Oklahoma Municipal Power Authority
54930074Q1M8747DCS20
OKLAHOMA ST MUNI PWR AUTH
67910HMT4
3500000.00000000
PA
USD
4971925.00000000
0.339847996587
Long
DBT
MUN
US
N
2
2045-01-01
Fixed
6.44000000
N
N
N
N
N
N
Nassau County Tobacco Settlement Corp
N/A
NASSAU CNTY NY TOBACCO SETTLEMENT CORP
63166MBX6
9230558.00000000
PA
USD
9262034.20000000
0.633091562563
Long
DBT
MUN
US
N
2
2021-06-01
Fixed
6.83000000
N
N
N
N
N
N
Commonwealth Financing Authority
N/A
CMWLTH FING AUTH PA
20281PKT8
2210000.00000000
PA
USD
2496747.50000000
0.170661189752
Long
DBT
MUN
US
N
2
2038-06-01
Fixed
3.86000000
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
74529JRH0
5000000.00000000
PA
USD
5428500.00000000
0.371056451872
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
4.33000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) MAR20 XCBT 20200320
000000000
-1795.00000000
NC
USD
-8036832.08000000
-0.54934482746
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury Long Bond
USH0 Comdty
2020-03-20
-285501761.67
USD
-8036832.08
N
N
N
MUFG SECURITIES AMERICAS INC
K5HU16E3LMSVCCJJJ255
S0AZF4 RRP UTAH TRAN AUTH SALE RRP MBTB OPEN
000000000
-29380000.00000000
PA
USD
-29380000.00000000
-2.00822300009
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.27000000
2049-12-31
25000000.00000000
USD
34906750.00000000
USD
N
N
N
New Jersey Turnpike Authority
5493005YN67D71KSMI84
NEW JERSEY ST TURNPIKE AUTH
646139X83
34000000.00000000
PA
USD
54717560.00000000
3.740131467022
Long
DBT
MUN
US
N
2
2041-01-01
Fixed
7.10000000
N
N
N
N
N
N
New Jersey Economic Development Authority
5493006JS6QWDVU4R678
NEW JERSEY ST ECON DEV AUTH LEASE REVENUE
645913AA2
20974000.00000000
PA
USD
27227188.36000000
1.861070997021
Long
DBT
MUN
US
N
2
2029-02-15
Fixed
7.43000000
N
N
N
N
N
N
New York City Water & Sewer System
N/A
NEW YORK CITY NY MUNI WTR FINAUTH WTR & SWR SYS REVENUE
64972GVZ4
530000.00000000
PA
USD
538612.50000000
0.036815997639
Long
DBT
MUN
US
N
2
2042-06-15
Fixed
6.12000000
N
N
N
N
N
N
Katy Independent School District
N/A
KATY TX INDEP SCH DIST
486063MH0
5000000.00000000
PA
USD
5006800.00000000
0.342231821541
Long
DBT
MUN
US
N
2
2041-02-15
Fixed
6.35000000
N
N
N
N
N
N
Michigan State University
N/A
MICHIGAN ST UNIV REVENUES
594712PP0
5500000.00000000
PA
USD
7104515.00000000
0.485617781740
Long
DBT
MUN
US
N
2
2050-02-15
Fixed
6.17000000
N
N
N
N
N
N
North Texas Municipal Water District Water System Revenue
N/A
N TEXAS ST MUNI WTR DIST WTR SYS REVENUE
662903MH3
10000000.00000000
PA
USD
10239700.00000000
0.699918347654
Long
DBT
MUN
US
N
2
2040-09-01
Fixed
6.01000000
N
N
N
N
N
N
WEST VA HEALTH SYS OBL
N/A
West Virginia United Health System Obligated Group
956708AA9
20000000.00000000
PA
USD
25450662.40000000
1.739639400930
Long
DBT
CORP
US
N
2
2048-06-01
Fixed
4.92000000
N
N
N
N
N
N
BAPTIST HEALTH OBL GRP
N/A
Baptist Health Obligated Group
06684NAL3
16000000.00000000
PA
USD
16494188.80000000
1.127433945407
Long
DBT
CORP
US
N
2
2049-12-01
Fixed
4.10000000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI REVENUE
74442PMV4
1470000.00000000
PA
USD
1441437.90000000
0.098527186657
Long
DBT
MUN
US
N
2
2049-10-01
Fixed
6.13000000
N
N
N
N
N
N
San Diego County Regional Airport Authority
N/A
SAN DIEGO CNTY CA REGL ARPT AUTH
79739GBD7
32100000.00000000
PA
USD
32746173.00000000
2.238312382018
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
6.63000000
N
N
N
N
N
N
Puerto Rico Commonwealth Aqueduct & Sewer Authority
N/A
PUERTO RICO CMWLTH AQUEDUCT & SWR AUTH REVENUE
745160RX1
18075000.00000000
PA
USD
17885031.75000000
1.222502795023
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
5.35000000
N
N
N
N
N
N
Municipal Electric Authority of Georgia
JA0WNILDDF2KUPS83B16
MUNI ELEC AUTH OF GEORGIA
626207YS7
9945000.00000000
PA
USD
14192012.25000000
0.970072342344
Long
DBT
MUN
US
N
2
2057-04-01
Fixed
7.06000000
N
N
N
N
N
N
City of Chicago IL Wastewater Transmission Revenue
T5UYO5SYLC8K73MJQX30
CHICAGO IL WSTWTR TRANSMISSION REVENUE
167727SW7
36000000.00000000
PA
USD
50867280.00000000
3.476951723904
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
6.90000000
N
N
N
N
N
N
MUFG SECURITIES AMERICAS INC
K5HU16E3LMSVCCJJJ255
NKGQT0 RRP OKLAHOMA 2.60 RRP MBTB OPEN
000000000
-3934350.00000000
PA
USD
-3934350.00000000
-0.26892621376
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.32000000
2049-12-31
3500000.00000000
USD
4971925.00000000
USD
N
N
N
Palomar Community College District
N/A
PALOMAR CA CMNTY CLG DIST
697511BZ5
7500000.00000000
PA
USD
7697475.00000000
0.526148615985
Long
DBT
MUN
US
N
2
2045-08-01
Fixed
7.19000000
N
N
N
N
N
N
Western Minnesota Municipal Power Agency
N/A
WSTRN MN MUNI PWR AGY
958697HP2
5000000.00000000
PA
USD
7998250.00000000
0.546707610977
Long
DBT
MUN
US
N
2
2046-01-01
Fixed
6.77000000
N
N
N
N
N
N
Norman Y Mineta San Jose International Airport SJC
N/A
SAN JOSE CA ARPT REVENUE
798136TS6
10000000.00000000
PA
USD
10492000.00000000
0.717163911402
Long
DBT
MUN
US
N
2
2041-03-01
Fixed
6.60000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
WEFWZ8 RRP WESLEYAN UNIVERSITY RRP BARBK OPEN
000000000
-12663750.00000000
PA
USD
-12663750.00000000
-0.86561041584
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.00000000
2049-12-31
11000000.00000000
USD
13958259.25999990
USD
CDS
N
N
N
RBC CAPITAL MARKETS LLC
549300LCO2FLSSVFFR64
BRW0AHMF9 RRP MICHIGAN ST UNIV RRP RBCMK OPEN
000000000
-15504156.25000000
PA
USD
-15504156.25000000
-1.05976185086
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.15000000
2049-12-31
14575000.00000000
USD
16524552.00000000
USD
N
N
N
Chicago Transit Authority
549300CB8XLRGIPN3E12
CHICAGO IL TRANSIT AUTH SALES & TRANSFER TAX RECPTS REVENUE
167725AF7
4900000.00000000
PA
USD
6880286.00000000
0.470290966386
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
6.90000000
N
N
N
N
N
N
University of California
N/A
UNIV OF CALIFORNIA CA REVENUES
91412GEA9
27010000.00000000
PA
USD
35438200.40000000
2.422321617606
Long
DBT
MUN
US
N
2
2050-05-15
Fixed
6.30000000
N
N
N
N
N
N
Missouri Joint Municipal Electric Utility Commission
N/A
MISSOURI JT MUNI ELEC UTILITY COMMISSION PWR PROJ REVENUE
606092EF7
11000000.00000000
PA
USD
17496490.00000000
1.195944643939
Long
DBT
MUN
US
N
2
2039-01-01
Fixed
7.73000000
N
N
N
N
N
N
American Municipal Power Inc
EARKGGZJJEMVD66XQ486
AMERICAN MUNI PWR-OHIO INC OH REVENUE
02765UCY8
10000000.00000000
PA
USD
14551800.00000000
0.994665059659
Long
DBT
MUN
US
N
2
2044-02-15
Fixed
6.45000000
N
N
N
N
N
N
New York City Water & Sewer System
549300Q2EHQ6RJPQKP05
NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE
64972FL38
2000000.00000000
PA
USD
2034300.00000000
0.139051329104
Long
DBT
MUN
US
N
2
2042-06-15
Fixed
6.49000000
N
N
N
N
N
N
City of Austin TX
IW10PQVTU7HKS3JMW253
AUSTIN TX RENTAL CAR SPL FAC REVENUE
052451AQ4
10000000.00000000
PA
USD
10887100.00000000
0.744170341196
Long
DBT
MUN
US
N
2
2042-11-15
Fixed
5.75000000
N
N
N
N
N
N
Port Beaumont Navigation District
549300G8PKBXALUKJY33
PORT BEAUMONT TX NAV DIST FAC REVENUE
73360DAA0
1085000.00000000
PA
USD
1086920.45000000
0.074294712286
Long
DBT
MUN
US
N
2
2025-01-01
Fixed
6.00000000
N
N
N
N
N
N
Metropolitan Water District of Southern California
5493003GD0S0P56RLT45
MET WTR DIST OF STHRN CA
59266TEC1
12000000.00000000
PA
USD
12253560.00000000
0.837572533187
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
6.95000000
N
N
N
N
N
N
American Municipal Power Inc
EARKGGZJJEMVD66XQ486
AMERICAN MUNI PWR-OHIO INC OH REVENUE
02765UEJ9
10000000.00000000
PA
USD
16359200.00000000
1.118207001469
Long
DBT
MUN
US
N
2
2041-02-15
Fixed
7.83000000
N
N
N
N
N
N
Wesleyan University
MR0KVN5WYB7MX4TE2T37
Wesleyan University
95101VAA7
11000000.00000000
PA
USD
13958259.26000000
0.954094529858
Long
DBT
CORP
US
N
2
2116-07-01
Fixed
4.78000000
N
N
N
N
N
N
Indiana Municipal Power Agency
AX0ZCCVOQ71Z4RXBL233
INDIANA ST MUNI PWR AGY
454898QY6
10000000.00000000
PA
USD
13256600.00000000
0.906133731214
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
5.59000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH OF NEW YORK & NEW JERSEY NY
73358WEK6
3860000.00000000
PA
USD
5426928.40000000
0.370949027663
Long
DBT
MUN
US
N
2
2051-10-01
Fixed
4.93000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063BJC7
15000000.00000000
PA
USD
25988400.00000000
1.776395596177
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
7.60000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
WEFX20 RRP UNIVERSITY CALIF RE RRP BARBK OPEN
000000000
-31144462.50000000
PA
USD
-31144462.50000000
-2.12883001763
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.15000000
2049-12-31
26310000.00000000
USD
34519772.39999990
USD
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59259YDC0
13000000.00000000
PA
USD
19024850.00000000
1.300413251986
Long
DBT
MUN
US
N
2
2040-11-15
Fixed
6.69000000
N
N
N
N
N
N
Commonwealth of Massachusetts Transportation Fund Revenue
5493001N1YCXNI1O7K10
MASSACHUSETTS ST TRANSPRTN FUND REVENUE
57604TAD8
5000000.00000000
PA
USD
6851150.00000000
0.468299421616
Long
DBT
MUN
US
N
2
2040-06-01
Fixed
5.73000000
N
N
N
N
N
N
Connecticut State Health & Educational Facilities Authority
549300ZOQJ5U8YBS5Q35
CONNECTICUT ST HLTH & EDUCTNL FACS AUTH REVENUE
20775DEM0
5055000.00000000
PA
USD
5155493.40000000
0.352395521535
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
4.25000000
N
N
N
N
N
N
City of San Antonio TX Customer Facility Charge Revenue
N/A
SAN ANTONIO TX CUSTOMER FAC CHARGE REVENUE
796246AP1
7500000.00000000
PA
USD
8433375.00000000
0.576449885753
Long
DBT
MUN
US
N
2
2045-07-01
Fixed
5.87000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY DEDICATED TAX FUND
59259NZH9
13245000.00000000
PA
USD
21829084.50000000
1.492092224776
Long
DBT
MUN
US
N
2
2039-11-15
Fixed
7.34000000
N
N
N
N
N
N
Dallas Area Rapid Transit
75YWM81F2R6UQGJIEW47
DALLAS TX AREA RAPID TRANSIT SALES TAX REVENUE
235241LW4
2500000.00000000
PA
USD
3623925.00000000
0.247707608428
Long
DBT
MUN
US
N
2
2048-12-01
Fixed
5.02000000
N
N
N
N
N
N
Puerto Rico Commonwealth Aqueduct & Sewer Authority
N/A
PUERTO RICO CMWLTH AQUEDUCT & SWR AUTH REVENUE
745160QG9
2160000.00000000
PA
USD
2032927.20000000
0.138957493552
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
6.15000000
N
N
N
N
N
N
RBC CAPITAL MARKETS LLC
549300LCO2FLSSVFFR64
WFRKZ4 RRP NEW YORK N Y CITY M RRP RBCMK OPEN
000000000
-1995000.00000000
PA
USD
-1995000.00000000
-0.13636504034
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.15000000
2049-12-31
2000000.00000000
USD
2034300.00000000
USD
N
N
N
Chicago Board of Education
54930099NR6T9V7LVB43
CHICAGO IL BRD OF EDU
167505NH5
9745000.00000000
PA
USD
11964716.10000000
0.817829069490
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
6.52000000
N
N
N
N
N
N
State of Colorado
N/A
COLORADO ST BLDG EXCELLENT SCHS TODAY COPS
19668QDZ5
5000000.00000000
PA
USD
5296200.00000000
0.362013296565
Long
DBT
MUN
US
N
2
2031-03-15
Fixed
7.02000000
N
N
N
N
N
N
Los Angeles Community College District/CA
N/A
LOS ANGELES CA CMNTY CLG DIST
54438CNZ1
10000000.00000000
PA
USD
16040300.00000000
1.096409101035
Long
DBT
MUN
US
N
2
2042-08-01
Fixed
6.60000000
N
N
N
N
N
N
University of California
N/A
UNIV OF CALIFORNIA CA REVENUES
91412GDZ5
24000000.00000000
PA
USD
33943920.00000000
2.320182466215
Long
DBT
MUN
US
N
2
2045-05-15
Fixed
5.95000000
N
N
N
N
N
N
BlackRock Liquidity Funds
5493007YVNX55LTRQ706
BlackRock Liquidity Funds: T-Fund, Institutional Shares
09248U718
9437548.12000000
NS
USD
9437548.12000000
0.645088536388
Long
STIV
RF
US
N
1
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
64990GGK2
4450000.00000000
PA
USD
4973186.50000000
0.339934224406
Long
DBT
MUN
US
N
2
2048-08-01
Fixed
4.95000000
N
N
N
N
N
N
Utah Transit Authority
N/A
UTAH ST TRANSIT AUTH SALES TAX REVENUE
917565LK7
26405000.00000000
PA
USD
36868509.35000000
2.520088102651
Long
DBT
MUN
US
N
2
2040-06-15
Fixed
5.71000000
N
N
N
N
N
N
Michigan Tobacco Settlement Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST TOBACCO SETTLEMENT FIN AUTH
594751AB5
15165000.00000000
PA
USD
15783732.00000000
1.078871804960
Long
DBT
MUN
US
N
2
2034-06-01
Fixed
7.31000000
N
N
N
N
N
N
Camden County Improvement Authority/The
N/A
CAMDEN CNTY NJ IMPT AUTH LEASE REVENUE
13281KTT5
5000000.00000000
PA
USD
5108750.00000000
0.349200451046
Long
DBT
MUN
US
N
2
2034-07-01
Fixed
7.75000000
N
N
N
N
N
N
Excelsior Academies Inc
N/A
EXCELSIOR CHRT ACADEMY FL
300716AA5
640000.00000000
PA
USD
652032.00000000
0.044568606507
Long
DBT
MUN
US
N
2
2025-11-01
Fixed
5.25000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
WEFXC8 RRP MISSOURI JT MUN ELE RRP BARBK OPEN
000000000
-14137500.00000000
PA
USD
-14137500.00000000
-0.96634624451
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.15000000
2049-12-31
10000000.00000000
USD
15905900.00000000
USD
N
N
N
MUFG SECURITIES AMERICAS INC
K5HU16E3LMSVCCJJJ255
QXLB80 RRP MET GOVT 2.77 RRP MBTB OPEN
000000000
-7559400.00000000
PA
USD
-7559400.00000000
-0.51671071977
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.27000000
2049-12-31
6000000.00000000
USD
9059280.00000000
USD
N
N
N
California State Public Works Board
N/A
CALIFORNIA ST PUBLIC WKS BRD LEASE REVENUE
130685WB2
18145000.00000000
PA
USD
28726982.55000000
1.963587034726
Long
DBT
MUN
US
N
2
2034-10-01
Fixed
8.36000000
N
N
N
N
N
N
Bay Area Toll Authority
5493001FUZGUQMIP5D78
BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE
072024NV0
1920000.00000000
PA
USD
3306259.20000000
0.225994069765
Long
DBT
MUN
US
N
2
2050-04-01
Fixed
7.04000000
N
N
N
N
N
N
Tobacco Settlement Finance Authority
N/A
TOBACCO SETTLEMENT FIN AUTH WV ASSET BACKED
88880LAA1
38950000.00000000
PA
USD
41945255.00000000
2.867100947443
Long
DBT
MUN
US
N
2
2047-06-01
Fixed
7.47000000
N
N
N
N
N
N
Orange County Local Transportation Authority
N/A
ORANGE CNTY CA LOCAL TRANSPRTN AUTH SALES TAX REVENUE
684273HC2
5000000.00000000
PA
USD
7347700.00000000
0.502240304213
Long
DBT
MUN
US
N
2
2041-02-15
Fixed
6.91000000
N
N
N
N
N
N
Mariemont City School District
N/A
MARIEMONT OH CITY SCH DIST
567609CW0
10055000.00000000
PA
USD
10449759.30000000
0.714276615783
Long
DBT
MUN
US
N
2
2047-12-01
Fixed
6.55000000
N
N
N
N
N
N
PEACEHEALTH OBLIGATED GR
N/A
PeaceHealth Obligated Group
70462GAA6
5065000.00000000
PA
USD
6692113.07000000
0.457428706140
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
4.79000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
WEFXD6 RRP ALAMEDA CNTY CALIF RRP BARBK OPEN
000000000
-16733750.00000000
PA
USD
-16733750.00000000
-1.14380876881
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.15000000
2049-12-31
11000000.00000000
USD
18159020.00000000
USD
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
6499022F9
15000000.00000000
PA
USD
20290800.00000000
1.386945243374
Long
DBT
MUN
US
N
2
2040-03-15
Fixed
5.39000000
N
N
N
N
N
N
Northern Illinois Municipal Power Agency
VWCV6ROJUT9NS55JU583
NTHRN IL MUNI PWR AGY PWR PROJ REVENUE
665250BY1
5000000.00000000
PA
USD
7641350.00000000
0.522312281204
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
7.82000000
N
N
N
N
N
N
Chicago Board of Education
54930099NR6T9V7LVB43
CHICAGO IL BRD OF EDU
167505NG7
9465000.00000000
PA
USD
11081716.65000000
0.757473051636
Long
DBT
MUN
US
N
2
2029-11-01
Fixed
6.32000000
N
N
N
N
N
N
Illinois Municipal Electric Agency
N/A
ILLINOIS ST MUNI ELEC AGY PWR SPLY
452024HH8
15000000.00000000
PA
USD
20669250.00000000
1.412813588996
Long
DBT
MUN
US
N
2
2035-02-01
Fixed
7.29000000
N
N
N
N
N
N
Commonwealth Financing Authority
N/A
CMWLTH FING AUTH PA
20281PKW1
4920000.00000000
PA
USD
5704592.40000000
0.389928307142
Long
DBT
MUN
US
N
2
2041-06-01
Fixed
3.81000000
N
N
N
N
N
N
New York City Water & Sewer System
549300Q2EHQ6RJPQKP05
NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE
64972FY26
20000000.00000000
PA
USD
20775200.00000000
1.420055632116
Long
DBT
MUN
US
N
2
2042-06-15
Fixed
6.28000000
N
N
N
N
N
N
MUFG SECURITIES AMERICAS INC
K5HU16E3LMSVCCJJJ255
S0AYY4 RRP MASSACHUSETTS ST TR RRP MBTB OPEN
000000000
-5796000.00000000
PA
USD
-5796000.00000000
-0.39617632772
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.32000000
2049-12-31
5000000.00000000
USD
6851150.00000000
USD
N
N
N
South Carolina Public Service Authority
EMBXY64GWKA9MZGFUD26
SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE
837151SW0
5000000.00000000
PA
USD
6193150.00000000
0.423322881996
Long
DBT
MUN
US
N
2
2030-01-01
Fixed
5.74000000
N
N
N
N
N
N
MUFG SECURITIES AMERICAS INC
K5HU16E3LMSVCCJJJ255
S0AYZ1 RRP REGIONAL TRANSN DIS RRP MBTB OPEN
000000000
-31411100.00000000
PA
USD
-31411100.00000000
-2.14705559830
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.27000000
2049-12-31
23000000.00000000
USD
35828250.00000000
USD
N
N
N
Rancho Water District Financing Authority
N/A
RANCHO CA WTR DIST FING AUTH
752111ME1
165000.00000000
PA
USD
168722.40000000
0.011532750316
Long
DBT
MUN
US
N
2
2040-08-01
Fixed
6.34000000
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
74529JRL1
12447000.00000000
PA
USD
13764390.48000000
0.940842938877
Long
DBT
MUN
US
N
2
2058-07-01
Fixed
4.78000000
N
N
N
N
N
N
Chicago Board of Education
54930099NR6T9V7LVB43
CHICAGO IL BRD OF EDU
167505KH8
2085000.00000000
PA
USD
2420226.30000000
0.165430705278
Long
DBT
MUN
US
N
2
2039-12-01
Fixed
6.14000000
N
N
N
N
N
N
Los Angeles Department of Water & Power Power System Revenue
549300S8NXV6YU61GG95
LOS ANGELES CA DEPT WTR & PWR REVENUE
544495WB6
17225000.00000000
PA
USD
17607567.25000000
1.203537152048
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
7.00000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
WEFX46 RRP RANCHO CALIF WTR DI RRP BARBK OPEN
000000000
-18694487.50000000
PA
USD
-18694487.50000000
-1.27783185066
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.15000000
2049-12-31
19835000.00000000
USD
20281882.55000000
USD
N
N
N
South Carolina Public Service Authority
EMBXY64GWKA9MZGFUD26
SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE
837151SV2
11290000.00000000
PA
USD
17757476.50000000
1.213783959528
Long
DBT
MUN
US
N
2
2050-01-01
Fixed
6.45000000
N
N
N
N
N
N
Commonwealth Financing Authority
N/A
CMWLTH FING AUTH PA
20281PKG6
6200000.00000000
PA
USD
7143578.00000000
0.488287870748
Long
DBT
MUN
US
N
2
2038-06-01
Fixed
4.14000000
N
N
N
N
N
N
MUFG SECURITIES AMERICAS INC
K5HU16E3LMSVCCJJJ255
S0AZ07 RRP NEW JERSEY ST TPK A RRP MBTB OPEN
000000000
-46212800.00000000
PA
USD
-46212800.00000000
-3.15880217354
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.27000000
2049-12-31
34000000.00000000
USD
54717560.00000000
USD
N
N
N
RBC CAPITAL MARKETS LLC
549300LCO2FLSSVFFR64
WFRKC5 RRP UNIVERSITY CALIF RE RRP RBCMK OPEN
000000000
-33000000.00000000
PA
USD
-33000000.00000000
-2.25566232141
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.15000000
2049-12-31
24000000.00000000
USD
33943920.00000000
USD
N
N
N
Rutgers The State University of New Jersey
549300BOYDHNW8J60112
RUTGERS NJ ST UNIV
783186TP4
7275000.00000000
PA
USD
7976892.00000000
0.545247718981
Long
DBT
MUN
US
N
2
2119-05-01
Fixed
3.92000000
N
N
N
N
N
N
MUFG SECURITIES AMERICAS INC
K5HU16E3LMSVCCJJJ255
S0AZ31 RRP SAN JOSE CALIF ARPT RRP MBTB OPEN
000000000
-10018000.00000000
PA
USD
-10018000.00000000
-0.68476439805
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.27000000
2049-12-31
10000000.00000000
USD
10492000.00000000
USD
N
N
N
RBC CAPITAL MARKETS LLC
549300LCO2FLSSVFFR64
WFRJY9 RRP SALT RIVER PROJ AZ RRP RBCMK OPEN
000000000
-31233512.50000000
PA
USD
-31233512.50000000
-2.13491688823
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.15000000
2049-12-31
24545000.00000000
USD
32169904.25000000
USD
N
N
N
Municipal Electric Authority of Georgia
JA0WNILDDF2KUPS83B16
MUNI ELEC AUTH OF GEORGIA
626207YM0
24891000.00000000
PA
USD
36474524.67000000
2.493157908776
Long
DBT
MUN
US
N
2
2057-04-01
Fixed
6.66000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
WEFX87 RRP KATY TEX INDPT SCH RRP BARBK OPEN
000000000
-4606250.00000000
PA
USD
-4606250.00000000
-0.31485286569
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.15000000
2049-12-31
5000000.00000000
USD
5006800.00000000
USD
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
WEFX53 RRP RANCHO CALIF WTR DI RRP BARBK OPEN
000000000
-154893.75000000
PA
USD
-154893.75000000
-0.01058751502
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.15000000
2049-12-31
165000.00000000
USD
168722.40000000
USD
N
N
N
MONTEFIORE OBLIGATED GRP
N/A
Montefiore Obligated Group
61237WAE6
7371000.00000000
PA
USD
8792257.35000000
0.600980715896
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
5.25000000
N
N
N
N
N
N
Illinois Finance Authority
549300ZG6UBPNNNRN315
ILLINOIS ST FIN AUTH REVENUE
45203HBM3
5000000.00000000
PA
USD
5345350.00000000
0.365372866356
Long
DBT
MUN
US
N
2
2034-08-15
Fixed
5.75000000
N
N
N
N
N
N
Bay Area Toll Authority
5493001FUZGUQMIP5D78
BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE
072024PY2
14000000.00000000
PA
USD
24479140.00000000
1.673232538140
Long
DBT
MUN
US
N
2
2050-10-01
Fixed
6.91000000
N
N
N
N
N
N
MUFG SECURITIES AMERICAS INC
K5HU16E3LMSVCCJJJ255
S0AZ80 RRP NEW YORK ST DORM AU RRP MBTB OPEN
000000000
-16810500.00000000
PA
USD
-16810500.00000000
-1.14905489254
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.27000000
2049-12-31
15000000.00000000
USD
20290800.00000000
USD
N
N
N
New York City Water & Sewer System
N/A
NEW YORK CITY NY MUNI WTR FINAUTH WTR & SWR SYS REVENUE
64972GWA8
5000000.00000000
PA
USD
5073000.00000000
0.346756816864
Long
DBT
MUN
US
N
2
2041-06-15
Fixed
5.79000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
WEFX95 RRP METROPOLITAN TRANSN RRP BARBK OPEN
000000000
-7156250.00000000
PA
USD
-7156250.00000000
-0.48915404507
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.10000000
2049-12-31
5000000.00000000
USD
8240500.00000000
USD
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI HLTHCARE FACS REVENUE
74444KAM6
3580000.00000000
PA
USD
3619559.00000000
0.247409177467
Long
DBT
MUN
US
N
2
2024-11-01
Fixed
6.75000000
N
N
N
N
N
N
MUFG SECURITIES AMERICAS INC
K5HU16E3LMSVCCJJJ255
S0AZ98 RRP UNIVERSITY HAWAII R RRP MBTB OPEN
000000000
-29092800.00000000
PA
USD
-29092800.00000000
-1.98859190255
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.27000000
2049-12-31
29000000.00000000
USD
29771690.00000000
USD
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
WEFX61 RRP MARIEMONT OHIO CITY RRP BARBK OPEN
000000000
-9162618.75000000
PA
USD
-9162618.75000000
-0.62629617817
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.15000000
2049-12-31
10055000.00000000
USD
10449759.30000000
USD
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
WEFXA2 RRP CURATORS UNIV MO SY RRP BARBK OPEN
000000000
-9590000.00000000
PA
USD
-9590000.00000000
-0.65550914128
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.15000000
2049-12-31
7000000.00000000
USD
10072860.00000000
USD
N
N
N
Metropolitan Government of Nashville & Davidson County Convention Center Auth
N/A
MET GOVT NASHVILLE & DAVIDSON CNTY TN CONVENTION CENTER AUTH
592125AA6
35105000.00000000
PA
USD
53004337.40000000
3.623026871052
Long
DBT
MUN
US
N
2
2043-07-01
Fixed
7.43000000
N
N
N
N
N
N
MUFG SECURITIES AMERICAS INC
K5HU16E3LMSVCCJJJ255
S0AYV0 RRP CHICAGO ILL TRAN AU RRP MBTB OPEN
000000000
-17398500.00000000
PA
USD
-17398500.00000000
-1.18924669391
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.27000000
2049-12-31
15000000.00000000
USD
20159100.00000000
USD
N
N
N
County of Clark Department of Aviation
549300LDD8NZB2EOVG83
CLARK CNTY NV ARPT REVENUE
18085PMT8
2000000.00000000
PA
USD
3277740.00000000
0.224044685375
Long
DBT
MUN
US
N
2
2045-07-01
Fixed
6.82000000
N
N
N
N
N
N
Chicago O'Hare International Airport
T5UYO5SYLC8K73MJQX30
CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE
167593AN2
1500000.00000000
PA
USD
2233755.00000000
0.152684757235
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
6.40000000
N
N
N
N
N
N
Pennsylvania Economic Development Financing Authority
N/A
PENNSYLVANIA ST ECON DEV FING AUTH REVENUE
70869PFT9
23050000.00000000
PA
USD
32901339.50000000
2.248918540430
Long
DBT
MUN
US
N
2
2039-06-15
Fixed
6.53000000
N
N
N
N
N
N
MUFG SECURITIES AMERICAS INC
K5HU16E3LMSVCCJJJ255
PGR5J1 RRP WESTERN 2.67 RRP MBTB OPEN
000000000
-2907000.00000000
PA
USD
-2907000.00000000
-0.19870334449
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.92000000
2049-12-31
2465808.12500000
USD
3489572.15625383
USD
CDS
N
N
N
New York City Transitional Finance Authority Future Tax Secured Revenue
5493003476LG35QAKM08
NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE
64971M5L2
19000000.00000000
PA
USD
25389700.00000000
1.735472413394
Long
DBT
MUN
US
N
2
2038-11-01
Fixed
5.57000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
649907P30
6010000.00000000
PA
USD
6601504.20000000
0.451235281472
Long
DBT
MUN
US
N
2
2029-01-01
Fixed
5.75000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) MAR20 XCBT 20200331
000000000
-136.00000000
NC
USD
-173811.74000000
-0.01188062402
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
5 Year US Treasury Note
FVH0 Comdty
2020-03-31
-16189750.83
USD
-173811.74
N
N
N
Chicago Board of Education
54930099NR6T9V7LVB43
CHICAGO IL BRD OF EDU
167505KG0
12935000.00000000
PA
USD
14500393.70000000
0.991151264083
Long
DBT
MUN
US
N
2
2029-12-01
Fixed
6.04000000
N
N
N
N
N
N
Public Finance Authority
N/A
PUBLIC FIN AUTH WI REVENUE
74442PLL7
5310000.00000000
PA
USD
5535090.90000000
0.378342302688
Long
DBT
MUN
US
N
2
2048-12-01
Fixed
7.63000000
N
N
N
N
N
N
Sumter Landing Community Development District
N/A
SUMTER LANDING FL CDD RECREATIONAL REVENUE
86657MBK1
2575000.00000000
PA
USD
2999643.25000000
0.205035825960
Long
DBT
MUN
US
N
2
2047-10-01
Fixed
4.17000000
N
N
N
N
N
N
City of Chicago IL Waterworks Revenue
T5UYO5SYLC8K73MJQX30
CHICAGO IL WTR REVENUE
167736YU5
15250000.00000000
PA
USD
22195307.50000000
1.517124813332
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
6.74000000
N
N
N
N
N
N
RBC CAPITAL MARKETS LLC
549300LCO2FLSSVFFR64
WEFVJ5 MET GOVT 2.65 RRP RBCMK OPEN
000000000
-7400000.00000000
PA
USD
-7400000.00000000
-0.50581518722
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.15000000
2049-12-31
5000000.00000000
USD
7549400.00000000
USD
N
N
N
MUFG SECURITIES AMERICAS INC
K5HU16E3LMSVCCJJJ255
BRW0SJKV3 RRP NY MUN 2.02 RRP MBTB OPEN
000000000
-19426000.00000000
PA
USD
-19426000.00000000
-1.32783321987
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.02000000
2049-12-31
20000000.00000000
USD
20275400.00000000
USD
N
N
N
Municipal Electric Authority of Georgia
JA0WNILDDF2KUPS83B16
MUNI ELEC AUTH OF GEORGIA
626207YF5
26923000.00000000
PA
USD
38432851.73000000
2.627016228844
Long
DBT
MUN
US
N
2
2057-04-01
Fixed
6.64000000
N
N
N
N
N
N
Chicago Transit Authority
549300CB8XLRGIPN3E12
CHICAGO IL TRANSIT AUTH SALES & TRANSFER TAX RECPTS REVENUE
167725AC4
4075000.00000000
PA
USD
5716980.50000000
0.390775075942
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
6.90000000
N
N
N
N
N
N
RBC CAPITAL MARKETS LLC
549300LCO2FLSSVFFR64
WFRKL5 RRP FRANKLIN CNTY OHIO RRP RBCMK OPEN
000000000
-42280000.00000000
PA
USD
-42280000.00000000
-2.88998190755
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.15000000
2049-12-31
28000000.00000000
USD
42805560.00000000
USD
N
N
N
MUFG SECURITIES AMERICAS INC
K5HU16E3LMSVCCJJJ255
S0AZ56 RRP CHICAGO IL WASTEWAT RRP MBTB OPEN
000000000
-43466400.00000000
PA
USD
-43466400.00000000
-2.97107638568
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.32000000
2049-12-31
36000000.00000000
USD
50867280.00000000
USD
N
N
N
MUFG SECURITIES AMERICAS INC
K5HU16E3LMSVCCJJJ255
R77122 RRP HERTZ 3.05 RRP RBCMK OPEN
000000000
-4915500.00000000
PA
USD
-4915500.00000000
-0.33599115578
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.32000000
2049-12-31
5000000.00000000
USD
5108750.00000000
USD
N
N
N
Ohio University
549300P1K3IH2L5SFY61
OHIO UNIV GEN RECPTS ATHENS
677704A65
10100000.00000000
PA
USD
14099499.00000000
0.963748746821
Long
DBT
MUN
US
N
2
2114-12-01
Fixed
5.59000000
N
N
N
N
N
N
MUFG SECURITIES AMERICAS INC
K5HU16E3LMSVCCJJJ255
S0AYW8 RRP NEW YORK N Y 2.82 RRP MBTB OPEN
000000000
-13620600.00000000
PA
USD
-13620600.00000000
-0.93101437015
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.32000000
2049-12-31
14000000.00000000
USD
14376879.99999990
USD
N
N
N
City of North Las Vegas NV
N/A
NORTH LAS VEGAS NV
660393L80
1420000.00000000
PA
USD
1862557.20000000
0.127312124167
Long
DBT
MUN
US
N
2
2040-06-01
Fixed
6.57000000
N
N
N
N
N
N
Metropolitan Washington Airports Authority Dulles Toll Road Revenue
7HERAVJJLN8J1DZ6AZ19
MET WASHINGTON DC ARPTS AUTH DULLES TOLL ROAD REVENUE
592643BN9
10750000.00000000
PA
USD
18174702.50000000
1.242302776732
Long
DBT
MUN
US
N
2
2047-10-01
Fixed
8.00000000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WIS ED REV
74442EFB1
435000.00000000
PA
USD
439437.00000000
0.030037014652
Long
DBT
MUN
US
N
2
2024-06-15
Fixed
6.00000000
N
N
N
N
N
N
Tobacco Settlement Financing Corp/VA
N/A
TOBACCO SETTLEMENT FING CORP VA
88880NAT6
38350000.00000000
PA
USD
38581634.00000000
2.637186003406
Long
DBT
MUN
US
N
2
2046-06-01
Fixed
6.71000000
N
N
N
N
N
N
Denver City & County School District No 1
N/A
DENVER CO PUBLIC SCHS COPS
249218AK4
6000000.00000000
PA
USD
8784720.00000000
0.600465512368
Long
DBT
MUN
US
N
2
2037-12-15
Fixed
7.02000000
N
N
N
N
N
N
MUFG SECURITIES AMERICAS INC
K5HU16E3LMSVCCJJJ255
S0AZC1 RRP NJ ST EDA PENSION 2 RRP MBTB OPEN
000000000
-21889900.00000000
PA
USD
-21889900.00000000
-1.49624917119
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.27000000
2049-12-31
19000000.00000000
USD
24664660.00000000
USD
N
N
N
RBC CAPITAL MARKETS LLC
549300LCO2FLSSVFFR64
BRW0BSJ76 RRP FRANKLIN 2.25 RRP RBC OPEN
000000000
-3617875.00000000
PA
USD
-3617875.00000000
-0.24729407033
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.25000000
2049-12-31
2575000.00000000
USD
3936582.75000000
USD
N
N
N
MUFG SECURITIES AMERICAS INC
K5HU16E3LMSVCCJJJ255
S0AZD9 RRP METROPOLITAN TRANSN RRP MBTB OPEN
000000000
-2782400.00000000
PA
USD
-2782400.00000000
-0.19018651039
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.32000000
2049-12-31
2000000.00000000
USD
3296200.00000000
USD
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH OF NEW YORK & NEW JERSEY NY
73358WCX0
2750000.00000000
PA
USD
3940062.50000000
0.269316682583
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
5.65000000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
ILLINOIS ST
452152FA4
6320000.00000000
PA
USD
7693841.60000000
0.525900260728
Long
DBT
MUN
US
N
2
2035-04-01
Fixed
6.73000000
N
N
N
N
N
N
GEORGE WASHINGTON UNIVER
5493002S4P5IVD462L47
George Washington University/The
372546AW1
7191000.00000000
PA
USD
8891598.51000000
0.607771022307
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
4.13000000
N
N
N
N
N
N
City of Chicago IL
T5UYO5SYLC8K73MJQX30
CHICAGO IL
167486PG8
1065000.00000000
PA
USD
1193407.05000000
0.081573433842
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
5.43000000
N
N
N
N
N
N
Texas Private Activity Bond Surface Transportation Corp
N/A
TEXAS ST PRIV ACTIVITY BOND SURFACE TRANSPRTN CORP REVENUE
882667AZ1
20000000.00000000
PA
USD
21719000.00000000
1.484567574509
Long
DBT
MUN
US
N
2
2049-12-31
Fixed
3.92000000
N
N
N
N
N
N
Bay Area Toll Authority
5493001FUZGUQMIP5D78
BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE
072024NU2
13700000.00000000
PA
USD
20959630.00000000
1.432662050357
Long
DBT
MUN
US
N
2
2040-04-01
Fixed
6.92000000
N
N
N
N
N
N
RBC CAPITAL MARKETS LLC
549300LCO2FLSSVFFR64
WFRJZ6 RRP SAN FRANCISCO CA CI RRP RBCMK OPEN
000000000
-28773956.25000000
PA
USD
-28773956.25000000
-1.96679784700
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.15000000
2049-12-31
21255000.00000000
USD
29654976.00000000
USD
N
N
N
MUFG SECURITIES AMERICAS INC
K5HU16E3LMSVCCJJJ255
S0AZ64 RRP NEW YORK N Y CITY T RRP MBTB OPEN
000000000
-21318000.00000000
PA
USD
-21318000.00000000
-1.45715785963
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.27000000
2049-12-31
19000000.00000000
USD
25389700.00000000
USD
N
N
N
RBC CAPITAL MARKETS LLC
549300LCO2FLSSVFFR64
WFRL83 RRP MET GOVT NASHVILLE RRP RBCMK OPEN
000000000
-35580000.00000000
PA
USD
-35580000.00000000
-2.43201410290
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.15000000
2049-12-31
24000000.00000000
USD
36237120.00000000
USD
N
N
N
Washington State Convention Center Public Facilities District
N/A
WASHINGTON ST CONVENTION CENTER PUBLIC FACS DIST
93976AAH5
16100000.00000000
PA
USD
22705347.00000000
1.551987749167
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
6.79000000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
ILLINOIS ST
452152GS4
35855000.00000000
PA
USD
45180526.95000000
3.088242797053
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
7.35000000
N
N
N
N
N
N
MUFG SECURITIES AMERICAS INC
K5HU16E3LMSVCCJJJ255
BRW0SJKW1 RRP NY MUN 2.02 RRP MBTB OPEN
000000000
-4856500.00000000
PA
USD
-4856500.00000000
-0.33195830496
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.02000000
2049-12-31
5000000.00000000
USD
5073000.00000000
USD
N
N
N
MUFG SECURITIES AMERICAS INC
K5HU16E3LMSVCCJJJ255
S0AZB3 RRP CHICAGO ILL O HARE RRP MBTB OPEN
000000000
-25012000.00000000
PA
USD
-25012000.00000000
-1.70965533282
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.32000000
2049-12-31
26000000.00000000
USD
26107380.00000000
USD
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAC7
5618000.00000000
PA
USD
6035361.33000000
0.412537489339
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.19000000
N
N
N
N
N
N
New York City Water & Sewer System
N/A
NEW YORK CITY NY MUNI WTR FINAUTH WTR & SWR SYS REVENUE
64972GWB6
1915000.00000000
PA
USD
1945486.80000000
0.132980644593
Long
DBT
MUN
US
N
2
2042-06-15
Fixed
6.12000000
N
N
N
N
N
N
2020-02-27
BlackRock Taxable Municipal Bond Trust
Ann Frechette
Ann Frechette
Assistant Treasurer