0001752724-24-142893.txt : 20240625
0001752724-24-142893.hdr.sgml : 20240625
20240625095752
ACCESSION NUMBER: 0001752724-24-142893
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240430
FILED AS OF DATE: 20240625
DATE AS OF CHANGE: 20240625
PERIOD START: 20241031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: AB BOND FUND, INC.
CENTRAL INDEX KEY: 0000003794
ORGANIZATION NAME:
IRS NUMBER: 132754393
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-02383
FILM NUMBER: 241066610
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: 10105
FORMER COMPANY:
FORMER CONFORMED NAME: ALLIANCEBERNSTEIN BOND FUND INC
DATE OF NAME CHANGE: 20030319
FORMER COMPANY:
FORMER CONFORMED NAME: ALLIANCE BOND FUND INC
DATE OF NAME CHANGE: 19920703
0000003794
S000027379
AB Municipal Bond Inflation Strategy
C000082624
Class A
AUNAX
C000082625
Class C
AUNCX
C000082626
Advisor Class
AUNYX
C000085360
Class 1
AUNOX
C000085439
Class 2
AUNTX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000003794
XXXXXXXX
S000027379
C000082626
C000085360
C000085439
C000082624
C000082625
AB BOND FUND, INC.
811-02383
0000003794
549300RYJMGGIS1UBQ97
ALLIANCEBERNSTEIN LP
1345 AVENUE OF THE AMERICAS
NEW YORK
10105
212-969-1000
AB Municipal Bond Inflation Strategy
S000027379
549300DPKKWNI993BG65
2024-10-31
2024-04-30
N
1482387223.72
3829101.33
1478558122.39
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
2235080.00000000
0.00000000
0.00000000
0.00000000
USD
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS2BRN1 IRS USD R V 12MUSCPI IS2BRO2 CCPINFLATIONZERO / Short: BS2BRN1 IRS USD P F 2.72450 IS2BRN1 CCPINFLATIONZERO
000000000
25000000.00000000
OU
Notional Amount
USD
1562830.00000000
0.105699598570
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2026-10-04
0.00000000
USD
0.00000000
USD
25000000.00000000
USD
1562830.00000000
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI HLTHCARE FACS REVENUE
74444KBT0
375000.00000000
PA
USD
376311.53000000
0.025451250397
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
5.00000000
N
N
N
N
N
N
County of Washington OH
N/A
WASHINGTON CNTY OH HOSP REVENUE
938154DV0
2000000.00000000
PA
USD
2149962.00000000
0.145409366560
Long
DBT
MUN
US
N
2
2037-12-01
Fixed
6.37500000
N
N
N
N
N
N
Washington Metropolitan Area Transit Authority Dedicated Revenue
N/A
WASHINGTON DC MET AREA TRANSIT AUTH DEDICATED REVENUE
93878YDL0
2540000.00000000
PA
USD
2795494.28000000
0.189068947487
Long
DBT
MUN
US
N
2
2040-07-15
Fixed
5.00000000
N
N
N
N
N
N
Chicago Board of Education Dedicated Capital Improvement Tax
N/A
CHICAGO IL BRD OF EDU DEDICATED CAPITAL IMPT TAX
167510AW6
1375000.00000000
PA
USD
1548876.45000000
0.104755871720
Long
DBT
MUN
US
N
2
2033-04-01
Fixed
5.25000000
N
N
N
N
N
N
Colorado Health Facilities Authority
5493002JB6DRFRZPEQ21
COLORADO ST HLTH FACS AUTH REVENUE
19648FMB7
1445000.00000000
PA
USD
1435645.07000000
0.097097641834
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
4.00000000
N
N
N
N
N
N
Main Street Natural Gas Inc
549300NY5M0QVZ6X4U26
MAIN STREET NATURAL GAS INC GA GAS SUPPLY REVENUE
56035DCH3
2000000.00000000
PA
USD
2000265.20000000
0.135284854190
Long
DBT
MUN
US
N
2
2049-08-01
Floating
4.00000000
N
N
N
N
N
N
Indianapolis Local Public Improvement Bond Bank
549300LX8ESJHDSESB87
INDIANAPOLIS IN LOCAL PUBLIC IMPT BOND BANK
45528U6R7
1030000.00000000
PA
USD
1115358.57000000
0.075435558001
Long
DBT
MUN
US
N
2
2043-02-01
Fixed
5.00000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Long: IS1NEW6 IRS USD R V 12MUSCPI IS1NEX7 INFLATIONZERO / Short: IS1NEW6 IRS USD P F 2.35600 IS1NEW6 INFLATIONZERO
000000000
10000000.00000000
OU
Notional Amount
USD
1003614.60000000
0.067877926799
N/A
DIR
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2028-07-03
0.00000000
USD
0.00000000
USD
10000000.00000000
USD
1003614.60000000
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWRREVENUE
74526QPP1
970000.00000000
PA
USD
964215.89000000
0.065213255765
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
5.25000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447TMG5
1785000.00000000
PA
USD
1847038.75000000
0.124921619382
Long
DBT
MUN
US
N
2
2031-11-15
Fixed
5.00000000
N
N
N
N
N
N
Montgomery County Higher Education and Health Authority
N/A
MONTGOMERY CNTY PA HGR EDU & HLTH AUTH
613603F46
1100000.00000000
PA
USD
1099364.75000000
0.074353840633
Long
DBT
MUN
US
N
2
2036-05-01
Fixed
4.00000000
N
N
N
N
N
N
Illinois Finance Authority
549300ZG6UBPNNNRN315
ILLINOIS ST FIN AUTH REVENUE
45204E6X1
200000.00000000
PA
USD
195702.82000000
0.013236058632
Long
DBT
MUN
US
N
2
2033-09-01
Fixed
5.00000000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
6461363N9
1500000.00000000
PA
USD
1538366.25000000
0.104045030540
Long
DBT
MUN
US
N
2
2030-06-15
Fixed
5.00000000
N
N
N
N
N
N
Vauxmont Metropolitan District
549300M7XL6MB0OW8D56
VAUXMONT MET DIST CO
92242SAD5
260000.00000000
PA
USD
261571.21000000
0.017690965680
Long
DBT
MUN
US
N
2
2024-12-15
Fixed
5.00000000
N
N
N
N
N
N
City & County of Denver CO Airport System Revenue
N/A
DENVER CITY & CNTY CO ARPT REVENUE
249182LB0
2090000.00000000
PA
USD
2200685.36000000
0.148839962844
Long
DBT
MUN
US
N
2
2028-12-01
Fixed
5.00000000
N
N
N
N
N
N
Jefferson Sales Tax District
N/A
JEFFERSON LA SALES TAX DIST SPL SALES TAX REVENUE
474176KH6
1800000.00000000
PA
USD
1889672.58000000
0.127805092771
Long
DBT
MUN
US
N
2
2034-12-01
Fixed
5.00000000
N
N
N
N
N
N
County of Nassau NY
549300ICRCGQYCPS7T40
NASSAU CNTY NY
63165T2R5
2205000.00000000
PA
USD
2175053.01000000
0.147106358354
Long
DBT
MUN
US
N
2
2042-04-01
Fixed
4.00000000
N
N
N
N
N
N
New Hope Cultural Education Facilities Finance Corp
N/A
NEW HOPE CULTURAL ED FACS FIN CORP TX RETIREMENT FAC REVENUE
64542UGN8
1370000.00000000
PA
USD
1368167.90000000
0.092533927431
Long
DBT
MUN
US
N
2
2027-09-01
Fixed
8.50000000
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
79766DVU0
5000000.00000000
PA
USD
5554199.00000000
0.375649689781
Long
DBT
MUN
US
N
2
2040-05-01
Fixed
5.50000000
N
N
N
N
N
N
South Carolina Public Service Authority
EMBXY64GWKA9MZGFUD26
SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE
837151RQ4
5040000.00000000
PA
USD
5137029.07000000
0.347435044467
Long
DBT
MUN
US
N
2
2037-12-01
Fixed
5.00000000
N
N
N
N
N
N
Port Beaumont Navigation District
549300G8PKBXALUKJY33
PORT BEAUMONT TX NAV DIST DOCK& WHARF FAC REVENUE
73360CAF1
550000.00000000
PA
USD
508593.31000000
0.034397924728
Long
DBT
MUN
US
N
2
2027-01-01
Fixed
2.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261AEX1
1370000.00000000
PA
USD
1421058.53000000
0.096111103681
Long
DBT
MUN
US
N
2
2027-11-15
Fixed
5.00000000
N
N
N
N
N
N
New York State Urban Development Corp
54930039Y2EMGXN6LM88
NEW YORK ST URBAN DEV CORP REVENUE
650036FC5
37115000.00000000
PA
USD
40836684.36000000
2.761926213221
Long
DBT
MUN
US
N
2
2029-09-15
Fixed
5.00000000
N
N
N
N
N
N
Port of Seattle WA
549300T9UCDUJ3GZL429
PORT OF SEATTLE WA REVENUE
735389C97
6200000.00000000
PA
USD
6377910.86000000
0.431360172009
Long
DBT
MUN
US
N
2
2030-05-01
Fixed
5.00000000
N
N
N
N
N
N
Washington State Housing Finance Commission
549300YL1HU59NREG764
WASHINGTON ST HSG FIN COMMISSION
93978TS59
956672.53000000
PA
USD
869589.50000000
0.058813345706
Long
DBT
MUN
US
N
2
2035-12-20
Fixed
3.50000000
N
N
N
N
N
N
New Jersey Educational Facilities Authority
549300UTOO4X537XXG70
NEW JERSEY ST EDUCTNL FACS AUTH REVENUE
646067EB0
550000.00000000
PA
USD
538509.40000000
0.036421253371
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
4.00000000
N
N
N
N
N
N
Spring Independent School District
N/A
SPRING TX INDEP SCH DIST
8500008E3
1430000.00000000
PA
USD
1509687.89000000
0.102105413858
Long
DBT
MUN
US
N
2
2027-08-15
Fixed
5.00000000
N
N
N
N
N
N
Montgomery County Higher Education and Health Authority
N/A
MONTGOMERY CNTY PA HGR EDU & HLTH AUTH
613603F79
1500000.00000000
PA
USD
1472015.85000000
0.099557523489
Long
DBT
MUN
US
N
2
2039-05-01
Fixed
4.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS249F6 IRS USD R V 12MUSCPI IS249G7 CCPINFLATIONZERO / Short: BS249F6 IRS USD P F 1.71400 IS249F6 CCPINFLATIONZERO
000000000
1670000.00000000
OU
Notional Amount
USD
276486.92000000
0.018699766739
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
1670000.00000000
USD
276486.92000000
N
N
N
Oklahoma Development Finance Authority
549300PXGPHUWC32DJ91
OKLAHOMA ST DEV FIN AUTH HLTHSYS REVENUE
67884XCV7
2000000.00000000
PA
USD
2059730.40000000
0.139306691350
Long
DBT
MUN
US
N
2
2037-08-15
Fixed
5.50000000
N
N
N
N
N
N
Polk County Industrial Development Authority
549300UTRO4TAORRAL04
POLK CNTY FL INDL DEV AUTH
731120NQ0
950000.00000000
PA
USD
907189.39000000
0.061356356321
Long
DBT
MUN
US
N
2
2033-01-01
Fixed
5.87500000
N
N
N
N
N
N
New Hope Cultural Education Facilities Finance Corp
N/A
NEW HOPE CULTURAL ED FACS FIN CORP TX RETIREMENT FAC REVENUE
64542UFY5
1825000.00000000
PA
USD
1290729.61000000
0.087296508027
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
4.00000000
N
N
N
N
N
N
Los Angeles Unified School District/CA
N/A
LOS ANGELES CA UNIF SCH DIST
544647HN3
6500000.00000000
PA
USD
7378944.95000000
0.499063569991
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
5.00000000
N
N
N
N
N
N
Main Street Natural Gas Inc
549300NY5M0QVZ6X4U26
MAIN STREET NATURAL GAS INC GA GAS SUPPLY REVENUE
56035DDX7
2075000.00000000
PA
USD
2061363.10000000
0.139417116499
Long
DBT
MUN
US
N
2
2052-09-01
Floating
4.00000000
N
N
N
N
N
N
State of Connecticut Special Tax Revenue
N/A
CONNECTICUT ST SPL TAX OBLIG REVENUE
207758Q55
3000000.00000000
PA
USD
3384673.80000000
0.228917196337
Long
DBT
MUN
US
N
2
2042-07-01
Fixed
5.25000000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966QMA5
3940000.00000000
PA
USD
4076606.89000000
0.275715024540
Long
DBT
MUN
US
N
2
2026-08-01
Fixed
5.00000000
N
N
N
N
N
N
Montana Facility Finance Authority
N/A
MONTANA ST FAC FIN AUTH REVENUE
61204KKX8
1925000.00000000
PA
USD
1977744.23000000
0.133761683091
Long
DBT
MUN
US
N
2
2031-02-15
Fixed
5.00000000
N
N
N
N
N
N
Indiana Finance Authority
549300PS0PAS7NDSSI20
INDIANA ST FIN AUTH HLTH FAC REVENUE
45471CBQ0
1210000.00000000
PA
USD
1141004.71000000
0.077170095157
Long
DBT
MUN
US
N
2
2035-04-01
Fixed
4.00000000
N
N
N
N
N
N
Tahoe-Douglas Visitors Authority
N/A
TAHOE-DOUGLAS VISITORS AUTH NV STATELINE REVENUE
873816AE2
2625000.00000000
PA
USD
2736996.15000000
0.185112516616
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
5.00000000
N
N
N
N
N
N
Colorado Health Facilities Authority
5493002JB6DRFRZPEQ21
COLORADO ST HLTH FACS AUTH REVENUE
19648FJQ8
1015000.00000000
PA
USD
1089092.26000000
0.073659076603
Long
DBT
MUN
US
N
2
2030-08-01
Fixed
5.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261AJ24
1000000.00000000
PA
USD
1014591.90000000
0.068620359567
Long
DBT
MUN
US
N
2
2026-11-15
Fixed
4.00000000
N
N
N
N
N
N
Chandler Industrial Development Authority
N/A
CHANDLER AZ INDL DEV AUTH INDL DEV REVENUE
158862CB6
5000000.00000000
PA
USD
5106318.00000000
0.345357948576
Long
DBT
MUN
US
N
2
2052-09-01
Floating
5.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS2S7P4 IRS USD R V 12MUSCPI IS2S7Q5 CCPINFLATION ZERO / Short: BS2S7P4 IRS USD P F 4.68950 BS2S7P4 CCP INFLATION ZERO
000000000
40000000.00000000
OU
Notional Amount
USD
499832.80000000
0.033805421135
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2025-04-15
0.00000000
USD
0.00000000
USD
40000000.00000000
USD
499832.80000000
N
N
N
Ohio Higher Educational Facility Commission
5493007MQT6NGNN6BR81
OHIO ST HGR EDUCTNL FAC COMMISSION
67756DE51
3860000.00000000
PA
USD
4187916.26000000
0.283243262241
Long
DBT
MUN
US
N
2
2039-02-01
Fixed
5.00000000
N
N
N
N
N
N
West Virginia Economic Development Authority
549300WW88TKKF5H1220
WEST VIRGINIA ST ECON DEV AUTH SOL WST DISP FACS
95648VBQ1
2500000.00000000
PA
USD
2523804.75000000
0.170693644827
Long
DBT
MUN
US
N
2
2038-06-01
Fixed
9.00000000
N
N
N
N
N
N
Indiana Finance Authority
549300PS0PAS7NDSSI20
INDIANA ST FIN AUTH HOSP REVENUE
45471ATZ5
7150000.00000000
PA
USD
6667389.30000000
0.450938600183
Long
DBT
MUN
US
N
2
2046-12-01
Floating
0.70000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCP6
1933000.00000000
PA
USD
1401154.38000000
0.094764917170
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
4.25000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH SALES TAX REVENUE
64990AKE4
2000000.00000000
PA
USD
2084934.40000000
0.141011325048
Long
DBT
MUN
US
N
2
2040-03-15
Fixed
5.00000000
N
N
N
N
N
N
Suffolk Tobacco Asset Securitization Corp
N/A
SUFFOLK NY TOBACCO ASSET SECURITIZATION CORP TOBACCO SETTLEM
864809BL1
2265000.00000000
PA
USD
2398655.16000000
0.162229345176
Long
DBT
MUN
US
N
2
2028-06-01
Fixed
5.00000000
N
N
N
N
N
N
State of Connecticut
5493007GRO6CU0IKP741
CONNECTICUT ST
20772KBS7
1440000.00000000
PA
USD
1542470.98000000
0.104322647628
Long
DBT
MUN
US
N
2
2028-04-15
Fixed
5.00000000
N
N
N
N
N
N
Illinois Finance Authority
549300ZG6UBPNNNRN315
ILLINOIS ST FIN AUTH REVENUE
45204E6Q6
100000.00000000
PA
USD
99223.69000000
0.006710841359
Long
DBT
MUN
US
N
2
2026-09-01
Fixed
5.00000000
N
N
N
N
N
N
County of Grand Forks ND
N/A
GRAND FORKS CNTY ND
38543PAF5
440000.00000000
PA
USD
5720.00000000
0.000386863384
Long
DBT
MUN
US
N
3
2043-12-15
Fixed
7.00000000
Y
N
N
N
N
N
New Hope Cultural Education Facilities Finance Corp
N/A
NEW HOPE CULTURAL ED FACS FIN CORP TX RETIREMENT FAC REVENUE
64542UFR0
935771.00000000
PA
USD
344810.00000000
0.023320692962
Long
DBT
MUN
US
N
2
2061-11-15
Fixed
2.00000000
Y
N
N
N
N
N
City of Houston TX
549300C64URYS0WQQY42
HOUSTON TX
4423316G4
4180000.00000000
PA
USD
4376768.48000000
0.296015991101
Long
DBT
MUN
US
N
2
2027-03-01
Fixed
5.00000000
N
N
N
N
N
N
Greater Orlando Aviation Authority
549300CP6PUG5S184F61
GTR ORLANDO FL AVIATION AUTH ARPT FACS REVENUE
392274W69
4000000.00000000
PA
USD
4155771.20000000
0.281069180647
Long
DBT
MUN
US
N
2
2033-10-01
Fixed
5.00000000
N
N
N
N
N
N
Platte River Metropolitan District
N/A
PLATTE RVR MET DIST CO
727810AA1
365000.00000000
PA
USD
370815.22000000
0.025079515940
Long
DBT
MUN
US
N
2
2053-08-01
Fixed
6.50000000
N
N
N
N
N
N
City of New Haven CT
549300U4OHEAZ124LQ06
NEW HAVEN CT
6450206B9
1920000.00000000
PA
USD
2049249.22000000
0.138597812894
Long
DBT
MUN
US
N
2
2035-08-01
Fixed
5.50000000
N
N
N
N
N
N
Washington State Housing Finance Commission
549300YL1HU59NREG764
WASHINGTON ST HSG FIN COMMISSION NONPROFIT HSG REVENUE
939783TH9
2125000.00000000
PA
USD
1926798.28000000
0.130316032276
Long
DBT
MUN
US
N
2
2036-01-01
Fixed
5.00000000
N
N
N
N
N
N
Columbia Housing Authority/SC
N/A
COLUMBIA SC HSG AUTH MF HSG REVENUE
198409AE4
100000.00000000
PA
USD
97068.70000000
0.006565091931
Long
DBT
MUN
US
N
2
2032-11-01
Fixed
5.26000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447PD57
10545000.00000000
PA
USD
10561036.84000000
0.714279451045
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
5.00000000
N
N
N
N
N
N
US Bank Trust Co NA
N/A
US BANK TRUST CO NA VA
90355QAA2
1117221.00000000
PA
USD
981865.21000000
0.066406940324
Long
DBT
MUN
US
N
2
2052-08-01
Floating
5.90000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261APX9
1745000.00000000
PA
USD
1846648.52000000
0.124895226777
Long
DBT
MUN
US
N
2
2027-11-15
Fixed
5.00000000
N
N
N
N
N
N
Lancaster County Hospital Authority/PA
N/A
LANCASTER CNTY PA HOSP AUTH
514045W74
485000.00000000
PA
USD
476792.88000000
0.032247151652
Long
DBT
MUN
US
N
2
2025-03-01
Fixed
3.50000000
N
N
N
N
N
N
County of Osceola FL Transportation Revenue
N/A
OSCEOLA CNTY FL TRANSPRTN REVENUE
688031EN9
115000.00000000
PA
USD
75092.91000000
0.005078793242
Long
DBT
MUN
US
N
2
2033-10-01
None
0.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: IS2SI39 IRS USD R V 12MUSCPI IS2SI40 INFLATION ZERO / Short: IS2SI39 IRS USD P F 4.74000 IS2SI39 INFLATION ZERO
000000000
30000000.00000000
OU
Notional Amount
USD
308694.30000000
0.020878063251
N/A
DIR
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2025-04-15
0.00000000
USD
0.00000000
USD
30000000.00000000
USD
308694.30000000
N
N
N
Pennsylvania Economic Development Financing Authority
N/A
PENNSYLVANIA ST ECON DEV FING AUTH UPMC REVENUE
70870JEM6
5000000.00000000
PA
USD
4974563.00000000
0.336446902199
Long
DBT
MUN
US
N
2
2047-11-15
Floating
1.17000000
N
N
N
N
N
N
State of Wisconsin
549300VTAT608CNZ5827
WISCONSIN ST
97705MSU0
5850000.00000000
PA
USD
6046770.02000000
0.408963971617
Long
DBT
MUN
US
N
2
2026-05-01
Fixed
5.00000000
N
N
N
N
N
N
Indiana Finance Authority
549300PS0PAS7NDSSI20
INDIANA FIN AUTH IN WSTWTR UTIL REVENUE
45505MPF7
2000000.00000000
PA
USD
2277207.40000000
0.154015413091
Long
DBT
MUN
US
N
2
2033-10-01
Fixed
5.00000000
N
N
N
N
N
N
County of Pasco FL
N/A
PASCO CNTY FL HOSP REVENUE
70252CAA9
8000000.00000000
PA
USD
8656010.40000000
0.585435923615
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
5.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261ANG8
1935000.00000000
PA
USD
1976491.82000000
0.133676978271
Long
DBT
MUN
US
N
2
2025-11-15
Fixed
5.00000000
N
N
N
N
N
N
New Hampshire Business Finance Authority
N/A
NATIONAL FIN AUTH NH MUNI CTFS
63607WAR5
2188000.00000000
PA
USD
85685.80000000
0.005795227032
Long
DBT
MUN
US
N
2
2051-07-01
Variable
0.54900000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI REVENUE
74442PSF3
5000000.00000000
PA
USD
4273332.00000000
0.289020224182
Long
DBT
MUN
US
N
2
2041-07-25
Fixed
5.75000000
N
N
N
N
N
N
Allegheny County Hospital Development Authority
54930046B973R604OG22
ALLEGHENY CNTY PA HOSP DEV AUTH
01728A5V4
5000000.00000000
PA
USD
4974563.00000000
0.336446902199
Long
DBT
MUN
US
N
2
2047-11-15
Floating
4.47000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: IS2DLY6 IRS USD R V 12MUSCPI IS2DLZ7 INFLATIONZERO / Short: IS2DLY6 IRS USD P F 2.99350 IS2DLY6 INFLATIONZERO
000000000
18000000.00000000
OU
Notional Amount
USD
869270.94000000
0.058791800392
N/A
DIR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2032-04-15
0.00000000
USD
0.00000000
USD
18000000.00000000
USD
869270.94000000
N
N
N
Port Authority of Houston of Harris County Texas
N/A
PORT HOUSTON TX AUTH
734262FG8
1065000.00000000
PA
USD
1128496.68000000
0.076324133824
Long
DBT
MUN
US
N
2
2027-10-01
Fixed
5.00000000
N
N
N
N
N
N
City of Ashland KY
N/A
ASHLAND KY MED CENTER REVENUE
044293BN7
180000.00000000
PA
USD
181846.85000000
0.012298931455
Long
DBT
MUN
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
Lancaster County Hospital Authority/PA
N/A
LANCASTER CNTY PA HOSP AUTH
514045W90
1600000.00000000
PA
USD
1496625.60000000
0.101221966004
Long
DBT
MUN
US
N
2
2033-03-01
Fixed
5.00000000
N
N
N
N
N
N
Connecticut State Health & Educational Facilities Authority
549300ZOQJ5U8YBS5Q35
CONNECTICUT ST HLTH & EDUCTNL FACS AUTH REVENUE
20775DRT1
8000000.00000000
PA
USD
7797990.40000000
0.527405063210
Long
DBT
MUN
US
N
2
2049-07-01
Floating
1.10000000
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
30886.34000000
OU
Notional Amount
USD
-3913.30000000
-0.00026467001
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
-2772.08000000
USD
30886.34000000
USD
-1141.22000000
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: BS2UPU1 CDS USD R V 03MEVENT IS2UPV2 CCPCDX / Short: BS2UPU1 CDS USD P F 5.00000 IS2UPU1 CCPCDX
000000000
19310000.00000000
OU
Notional Amount
USD
-1248531.46000000
-0.08444250118
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.NA.HY.42
2I65BRAB2
Y
buy protection
2029-06-20
0.00000000
USD
-1286821.61000000
USD
19310000.00000000
USD
38290.15000000
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
64990FE42
2000000.00000000
PA
USD
1541090.80000000
0.104229301280
Long
DBT
MUN
US
N
2
2034-03-15
Fixed
2.20200000
N
N
N
N
N
N
Private Colleges & Universities Authority
N/A
PRIV CLGS & UNIVS AUTH GA
74265L2Y3
10000000.00000000
PA
USD
11336743.00000000
0.766743141735
Long
DBT
MUN
US
N
2
2033-09-01
Fixed
5.00000000
N
N
N
N
N
N
Augusta Development Authority
N/A
AUGUSTA GA DEV AUTH REVENUE
05115CAM6
4490000.00000000
PA
USD
4701613.25000000
0.317986366501
Long
DBT
MUN
US
N
2
2034-07-01
Fixed
5.00000000
N
N
N
N
N
N
Port of Seattle WA
549300T9UCDUJ3GZL429
PORT OF SEATTLE WA REVENUE
735389T65
2000000.00000000
PA
USD
2002834.40000000
0.135458618073
Long
DBT
MUN
US
N
2
2024-08-01
Fixed
5.00000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Long: IS1IJ82 IRS USD R V 12MUSCPI IS1IJ93 INFLATIONZERO / Short: IS1IJ82 IRS USD P F 2.18250 IS1IJ82 INFLATIONZERO
000000000
24000000.00000000
OU
Notional Amount
USD
3249696.00000000
0.219788180849
N/A
DIR
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2032-11-17
0.00000000
USD
0.00000000
USD
24000000.00000000
USD
3249696.00000000
N
N
N
Washington State Housing Finance Commission
549300YL1HU59NREG764
Washington State Housing Finance Commission
93978T4N6
2990260.35000000
PA
USD
318124.53000000
0.021515862324
Long
ABS-MBS
CORP
US
N
2
2037-04-20
Variable
1.49200000
N
N
N
N
N
N
Cobb County Kennestone Hospital Authority
549300TB04LETJYNFR44
COBB CNTY GA KENNESTONE HOSP AUTH
190813SG1
1650000.00000000
PA
USD
1666838.58000000
0.112734058591
Long
DBT
MUN
US
N
2
2025-04-01
Fixed
5.00000000
N
N
N
N
N
N
Energy Northwest
N/A
ENERGY N W WA ELEC REVENUE
29270CP90
19925000.00000000
PA
USD
20265687.61000000
1.370638550024
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
5.00000000
N
N
N
N
N
N
Las Vegas Valley Water District
N/A
LAS VEGAS VLY NV WTR DIST
517845MZ3
5000000.00000000
PA
USD
5181683.00000000
0.350455144206
Long
DBT
MUN
US
N
2
2036-06-01
Fixed
4.00000000
N
N
N
N
N
N
Port Beaumont Navigation District
549300G8PKBXALUKJY33
PORT BEAUMONT TX NAV DIST DOCK& WHARF FAC REVENUE
73360CAC8
240000.00000000
PA
USD
205725.36000000
0.013913917679
Long
DBT
MUN
US
N
2
2035-01-01
Fixed
3.62500000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI REVENUE
74442PZW8
15000.00000000
PA
USD
15473.22000000
0.001046507388
Long
DBT
MUN
US
N
2
2032-04-01
Fixed
4.00000000
N
N
N
N
N
N
Indiana Finance Authority
549300PS0PAS7NDSSI20
INDIANA ST FIN AUTH EXEMPT FAC REVENUE
45470DAA5
2220000.00000000
PA
USD
1529019.89000000
0.103412903885
Long
DBT
MUN
US
N
2
2039-03-01
Fixed
7.00000000
N
N
N
N
N
N
Montgomery County Higher Education and Health Authority
N/A
MONTGOMERY CNTY PA HGR EDU & HLTH AUTH
613603F61
1375000.00000000
PA
USD
1357483.74000000
0.091811320734
Long
DBT
MUN
US
N
2
2038-05-01
Fixed
4.00000000
N
N
N
N
N
N
Pittsburgh Water & Sewer Authority
54930034DVH6W22T1E86
PITTSBURGH PA WTR & SWR AUTH
725304XD6
10000000.00000000
PA
USD
9726643.00000000
0.657846509562
Long
DBT
MUN
US
N
2
2040-09-01
Floating
4.35000000
N
N
N
N
N
N
Pennsylvania Economic Development Financing Authority
N/A
PENNSYLVANIA ST ECON DEV FING AUTH REVENUE
70869PHX8
1000000.00000000
PA
USD
983306.20000000
0.066504399462
Long
DBT
MUN
US
N
2
2042-06-30
Fixed
5.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS2BRR5 IRS USD R V 12MUSCPI IS2BRS6 CCPINFLATIONZERO / Short: BS2BRR5 IRS USD P F 2.66050 IS2BRR5 CCPINFLATIONZERO
000000000
25000000.00000000
OU
Notional Amount
USD
1554014.25000000
0.105103358905
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2028-10-04
0.00000000
USD
0.00000000
USD
25000000.00000000
USD
1554014.25000000
N
N
N
California Community Housing Agency
N/A
CALIFORNIA CMNTY HSG AGY ESSENTIAL HSG REVENUE
13013FAV6
990000.00000000
PA
USD
813950.87000000
0.055050312711
Long
DBT
MUN
US
N
2
2046-08-01
Fixed
4.00000000
N
N
N
N
N
N
Alaska Housing Finance Corp
549300HJ8NOJNYW6ER36
ALASKA ST HSG FIN CORP REVENUE
011841AB9
4000000.00000000
PA
USD
4010529.60000000
0.271245988863
Long
DBT
MUN
US
N
2
2026-07-01
Floating
4.39000000
N
N
N
N
N
N
Dakota County Community Development Agency
N/A
DAKOTA CNTY MN CMNTY DEV AGY MF HSG REVENUE
23409VFN5
370000.00000000
PA
USD
370091.13000000
0.025030543229
Long
DBT
MUN
US
N
2
2028-07-01
Floating
5.30000000
N
N
N
N
N
N
New Jersey Educational Facilities Authority
549300UTOO4X537XXG70
NEW JERSEY ST EDUCTNL FACS AUTH REVENUE
646067EA2
745000.00000000
PA
USD
815305.95000000
0.055141961459
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
5.00000000
N
N
N
N
N
N
City of San Antonio TX Electric & Gas Systems Revenue
5493002G2FEH20Q4GQ04
SAN ANTONIO TX ELEC & GAS REVENUE
79625GDR1
1750000.00000000
PA
USD
1899762.90000000
0.128487536014
Long
DBT
MUN
US
N
2
2038-02-01
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
79766DSJ9
5480000.00000000
PA
USD
5542632.56000000
0.374867411437
Long
DBT
MUN
US
N
2
2025-05-01
Fixed
5.00000000
N
N
N
N
N
N
County of Miami-Dade FL
549300QG0NBD9HULR263
MIAMI-DADE CNTY FL PUBLIC FACS REVENUE
59333TDV9
2885000.00000000
PA
USD
2914137.35000000
0.197093188686
Long
DBT
MUN
US
N
2
2026-06-01
Fixed
5.00000000
N
N
N
N
N
N
Pennsylvania Turnpike Commission
549300J8LLBYEYEXZJ24
PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE
709225DU7
2000000.00000000
PA
USD
2000907.80000000
0.135328315451
Long
DBT
MUN
US
N
2
2039-12-01
Fixed
4.00000000
N
N
N
N
N
N
City of New Orleans LA
54930084B6KHR5PR2651
NEW ORLEANS LA
64763FYS2
1910000.00000000
PA
USD
2092741.54000000
0.141539348931
Long
DBT
MUN
US
N
2
2030-12-01
Fixed
5.00000000
N
N
N
N
N
N
Chicago O'Hare International Airport
N/A
CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE
1675933F7
2000000.00000000
PA
USD
1944927.60000000
0.131542180895
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
4.00000000
N
N
N
N
N
N
Illinois State Toll Highway Authority
549300ISBFGI8MJJKM98
ILLINOIS ST TOLL HIGHWAY AUTH
452252PW3
6700000.00000000
PA
USD
7138448.00000000
0.482797929408
Long
DBT
MUN
US
N
2
2043-01-01
Fixed
5.00000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Long: IS2OJP6 IRS USD R V 12MUSCPI IS2OJQ7 RECFLOAT INFLATIONZERO / Short: IS2OJP6 IRS USD P F 2.60500 IS2OJP6 INFLATIONZERO PAYFIXED
000000000
15000000.00000000
OU
Notional Amount
USD
120279.30000000
0.008134905092
N/A
DIR
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2041-02-15
0.00000000
USD
0.00000000
USD
15000000.00000000
USD
120279.30000000
N
N
N
Infirmary Health System Special Care Facilities Financing Authority of Mobile
N/A
INFIRMARY HLTH SYS AL SPL CARE FACS FING AUTH REVENUE
45663NBM3
2110000.00000000
PA
USD
2121675.05000000
0.143496222290
Long
DBT
MUN
US
N
2
2025-02-01
Fixed
5.00000000
N
N
N
N
N
N
University of California
N/A
UNIV OF CALIFORNIA CA REVENUES
91412HLK7
6000000.00000000
PA
USD
6002599.20000000
0.405976546278
Long
DBT
MUN
US
N
2
2024-05-15
Fixed
5.00000000
N
N
N
N
N
N
New Jersey Turnpike Authority
5493005YN67D71KSMI84
NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE
646140DN0
1000000.00000000
PA
USD
970327.10000000
0.065626578036
Long
DBT
MUN
US
N
2
2025-01-01
Fixed
0.89700000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261ANH6
555000.00000000
PA
USD
576734.41000000
0.039006543014
Long
DBT
MUN
US
N
2
2026-11-15
Fixed
5.00000000
N
N
N
N
N
N
New York Transportation Development Corp
N/A
NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE
650116AR7
345000.00000000
PA
USD
336047.77000000
0.022728073040
Long
DBT
MUN
US
N
2
2046-07-01
Fixed
5.00000000
N
N
N
N
N
N
Columbia Housing Authority/SC
N/A
COLUMBIA SC HSG AUTH MF HSG REVENUE
198409AF1
1315000.00000000
PA
USD
1255274.02000000
0.084898523838
Long
DBT
MUN
US
N
2
2039-11-01
Fixed
5.41000000
N
N
N
N
N
N
County of Broward FL Airport System Revenue
N/A
BROWARD CNTY FL ARPT SYS REVENUE
114894ZM3
2600000.00000000
PA
USD
2432870.18000000
0.164543425324
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
2.38400000
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
173679.73000000
OU
Notional Amount
USD
-22005.22000000
-0.00148828914
N/A
DCR
GB
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-15339.00000000
USD
173679.73000000
USD
-6666.22000000
N
N
N
Arizona Industrial Development Authority
N/A
ARIZONA ST INDL DEV AUTH ECON DEV REVENUE
040523AC6
1000000.00000000
PA
USD
60000.00000000
0.004058007533
Long
DBT
MUN
US
N
2
2026-07-01
Fixed
6.50000000
Y
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261ADH7
1130000.00000000
PA
USD
1136941.59000000
0.076895292297
Long
DBT
MUN
US
N
2
2024-11-15
Fixed
5.00000000
N
N
N
N
N
N
Iowa Tobacco Settlement Authority
N/A
TOBACCO SETTLEMENT AUTH IA TOBACCO SETTLEMENT REVENUE
888805CE6
500000.00000000
PA
USD
481062.00000000
0.032535887004
Long
DBT
MUN
US
N
2
2040-06-01
Fixed
4.00000000
N
N
N
N
N
N
City of Houston TX Airport System Revenue
N/A
HOUSTON TX ARPT SYS REVENUE
442349FN1
3000000.00000000
PA
USD
3252905.70000000
0.220005263962
Long
DBT
MUN
US
N
2
2033-07-01
Fixed
5.00000000
N
N
N
N
N
N
City of Ashland KY
N/A
ASHLAND KY MED CENTER REVENUE
044293BT4
150000.00000000
PA
USD
155628.87000000
0.010525718782
Long
DBT
MUN
US
N
2
2031-02-01
Fixed
5.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: IS2DFB1 IRS USD R V 12MUSCPI IS2DFC2 INFLATIONZERO / Short: IS2DFB1 IRS USD P F 3.53350 IS2DFB1 INFLATIONZERO
000000000
39000000.00000000
OU
Notional Amount
USD
1606118.67000000
0.108627361053
N/A
DIR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2027-01-15
0.00000000
USD
0.00000000
USD
39000000.00000000
USD
1606118.67000000
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
Long: IS1PAM4 CDS USD R F 3.00000 IS1PAM4 CMBX / Short: IS1PAM4 CDS USD P V 01MEVENT IS1PAN5 CMBX
000000000
267681.61000000
OU
Notional Amount
USD
-33915.26000000
-0.00229380634
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
-30994.76000000
USD
267681.61000000
USD
-2920.50000000
N
N
N
Philadelphia Authority for Industrial Development
549300DIY68KQZEW7M79
PHILADELPHIA PA AUTH FOR INDL DEV CHRT SCH REVENUE
71780CBC3
1000000.00000000
PA
USD
961273.60000000
0.065014258516
Long
DBT
MUN
US
N
2
2040-08-01
Fixed
5.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261AG68
5120000.00000000
PA
USD
5485906.94000000
0.371030861548
Long
DBT
MUN
US
N
2
2045-11-15
Floating
5.00000000
N
N
N
N
N
N
CSCDA Community Improvement Authority
N/A
CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE
126292BK6
2000000.00000000
PA
USD
1436227.60000000
0.097137040353
Long
DBT
MUN
US
N
2
2048-10-01
Fixed
4.00000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBF1
996000.00000000
PA
USD
675039.00000000
0.045655222461
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI HOTEL REVENUE
74447DAE7
3100000.00000000
PA
USD
3099039.00000000
0.209598726831
Long
DBT
MUN
US
N
2
2042-02-01
Fixed
5.50000000
N
N
N
N
N
N
Hillsborough County Aviation Authority
N/A
HILLSBOROUGH CNTY FL AVIATION AUTH
432308E26
10000000.00000000
PA
USD
10030842.00000000
0.678420540126
Long
DBT
MUN
US
N
2
2044-10-01
Fixed
5.00000000
N
N
N
N
N
N
New York Liberty Development Corp
N/A
NEW YORK ST LIBERTY DEV CORP LIBERTY REVENUE
649519DC6
200000.00000000
PA
USD
200407.32000000
0.013554240240
Long
DBT
MUN
US
N
2
2040-11-15
Fixed
5.37500000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063DL89
3590000.00000000
PA
USD
3610879.44000000
0.244216266193
Long
DBT
MUN
US
N
2
2024-10-01
Fixed
5.00000000
N
N
N
N
N
N
UPMC
5493001YCBUGKVU74S74
UPMC
90320WAD5
5600000.00000000
PA
USD
5494776.00000000
0.371630706753
Long
DBT
CORP
US
N
2
2025-04-03
Fixed
3.60000000
N
N
N
N
N
N
Columbia Housing Authority/SC
N/A
COLUMBIA SC HSG AUTH MF HSG REVENUE
198409AG9
525000.00000000
PA
USD
518065.70000000
0.035038575227
Long
DBT
MUN
US
N
2
2024-11-01
Fixed
4.80000000
N
N
N
N
N
N
Minneapolis-St Paul Metropolitan Airports Commission
N/A
MINNEAPOLIS-SAINT PAUL MN MET ARPTS COMMISSION ARPT REVENUE
603827K70
4250000.00000000
PA
USD
4164680.83000000
0.281671769742
Long
DBT
MUN
US
N
2
2038-01-01
Fixed
4.00000000
N
N
N
N
N
N
Iowa Finance Authority
549300NQVL49BTHOW391
IOWA ST FIN AUTH SF MTGE REVENUE
462467Y62
8000000.00000000
PA
USD
7945172.80000000
0.537359518011
Long
DBT
MUN
US
N
2
2052-01-01
Floating
4.51700000
N
N
N
N
N
N
Chicago Housing Authority
N/A
CHICAGO IL HSG AUTH
16753QAS6
5260000.00000000
PA
USD
5468792.02000000
0.369873320310
Long
DBT
MUN
US
N
2
2037-01-01
Fixed
5.00000000
N
N
N
N
N
N
Colorado Health Facilities Authority
5493002JB6DRFRZPEQ21
COLORADO ST HLTH FACS AUTH REVENUE
19648FPL2
1525000.00000000
PA
USD
1643878.17000000
0.111181166645
Long
DBT
MUN
US
N
2
2033-11-01
Fixed
5.00000000
N
N
N
N
N
N
Triborough Bridge & Tunnel Authority
54930020ZN4LQF7K3456
TRIBOROUGH NY BRIDGE & TUNNELAUTH PAYROLL MOBILITY TAX
89602HEW3
6000000.00000000
PA
USD
6011130.00000000
0.406553513789
Long
DBT
MUN
US
N
2
2026-04-01
Floating
4.61400000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Long: IS1PKZ7 IRS USD R V 12MUSCPI IS1PL09 INFLATIONZERO / Short: IS1PKZ7 IRS USD P F 2.23375 IS1PKZ7 INFLATIONZERO
000000000
25000000.00000000
OU
Notional Amount
USD
2835451.75000000
0.191771409392
N/A
DIR
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2028-11-05
0.00000000
USD
0.00000000
USD
25000000.00000000
USD
2835451.75000000
N
N
N
Commonwealth of Massachusetts
5493001N1YCXNI1O7K10
MASSACHUSETTS ST
57582RD86
7380000.00000000
PA
USD
7393793.96000000
0.500067859899
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac Multifamily
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
35833JAJ6
965641.74000000
PA
USD
730477.94000000
0.049404749731
Long
ABS-MBS
USGSE
US
N
2
2038-06-25
Fixed
2.04600000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS2AU39 IRS USD R V 12MUSCPI IS2AU40 CCPINFLATIONZERO / Short: BS2AU39 IRS USD P F 2.68000 IS2AU39 CCPINFLATIONZERO
000000000
6150000.00000000
OU
Notional Amount
USD
530175.20000000
0.035857582598
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
6150000.00000000
USD
530175.20000000
N
N
N
Port of Seattle WA
549300T9UCDUJ3GZL429
PORT OF SEATTLE WA REVENUE
735389D96
1000000.00000000
PA
USD
1017379.90000000
0.068808921651
Long
DBT
MUN
US
N
2
2038-05-01
Fixed
5.00000000
N
N
N
N
N
N
Clark County School District
N/A
CLARK CNTY NV SCH DIST
181059V29
3500000.00000000
PA
USD
3684514.75000000
0.249196476905
Long
DBT
MUN
US
N
2
2027-06-15
Fixed
5.00000000
N
N
N
N
N
N
California Housing Finance Agency
549300BOPCVLBA552Z14
CALIFORNIA HSG FIN AGY MUNI CTFS
13033DAJ4
1925071.22000000
PA
USD
1745707.52000000
0.118068237803
Long
DBT
MUN
US
N
2
2036-08-20
Fixed
3.25000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Long: IS1C6H2 IRS USD R V 12MUSCPI IS1C6I3 INFLATIONZERO / Short: IS1C6H2 IRS USD P F 2.27900 IS1C6H2 INFLATIONZERO
000000000
13000000.00000000
OU
Notional Amount
USD
1407235.83000000
0.095176226669
N/A
DIR
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2027-03-01
0.00000000
USD
0.00000000
USD
13000000.00000000
USD
1407235.83000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS2AM33 IRS USD R V 12MUSCPI IS2AM44 CCPINFLATIONZERO / Short: BS2AM33 IRS USD P F 2.68900 IS2AM33 CCPINFLATIONZERO
000000000
30000000.00000000
OU
Notional Amount
USD
2256710.40000000
0.152629130084
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2026-08-06
0.00000000
USD
0.00000000
USD
30000000.00000000
USD
2256710.40000000
N
N
N
New Jersey Economic Development Authority
5493006JS6QWDVU4R678
NEW JERSEY ST ECON DEV AUTH REVENUE
6459186B4
1150000.00000000
PA
USD
1151224.87000000
0.077861319928
Long
DBT
MUN
US
N
2
2029-06-15
Fixed
5.00000000
N
N
N
N
N
N
University of California
N/A
UNIV OF CALIFORNIA CA REVENUES
91412HLL5
4000000.00000000
PA
USD
4068745.20000000
0.275183311253
Long
DBT
MUN
US
N
2
2025-05-15
Fixed
5.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS2AM55 IRS USD R V 12MUSCPI IS2AM66 CCPINFLATIONZERO / Short: BS2AM55 IRS USD P F 2.44000 IS2AM55 CCPINFLATIONZERO
000000000
20000000.00000000
OU
Notional Amount
USD
1850238.20000000
0.125138009252
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2036-08-06
0.00000000
USD
0.00000000
USD
20000000.00000000
USD
1850238.20000000
N
N
N
City of Houston TX Combined Utility System Revenue
N/A
HOUSTON TX UTILITY SYS REVENUE
4424354N0
1100000.00000000
PA
USD
1100396.66000000
0.074423632276
Long
DBT
MUN
US
N
2
2024-05-15
Fixed
5.00000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063DZT8
2655000.00000000
PA
USD
2661649.45000000
0.180016558679
Long
DBT
MUN
US
N
2
2024-12-01
Fixed
4.00000000
N
N
N
N
N
N
New Jersey Educational Facilities Authority
549300UTOO4X537XXG70
NEW JERSEY ST EDUCTNL FACS AUTH REVENUE
646067DW5
845000.00000000
PA
USD
953400.15000000
0.064481749859
Long
DBT
MUN
US
N
2
2034-07-01
Fixed
5.00000000
N
N
N
N
N
N
American Samoa Economic Development Authority
N/A
AMERICAN SAMOA AS ECON DEV AUTH GEN REVENUE
02936TAG6
280000.00000000
PA
USD
301232.43000000
0.020373391173
Long
DBT
MUN
US
N
2
2038-09-01
Fixed
7.12500000
N
N
N
N
N
N
Arizona Industrial Development Authority
N/A
ARIZONA ST INDL DEV AUTH ECON DEV REVENUE
040523AH5
1000000.00000000
PA
USD
60000.00000000
0.004058007533
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
6.75000000
Y
N
N
N
N
N
Harris County Cultural Education Facilities Finance Corp
N/A
HARRIS CNTY TX CULTURAL EDU FACS FIN CORP REVENUE
414009QU7
2000000.00000000
PA
USD
1936267.40000000
0.130956461614
Long
DBT
MUN
US
N
2
2041-10-01
Fixed
4.00000000
N
N
N
N
N
N
Illinois Finance Authority
549300ZG6UBPNNNRN315
ILLINOIS ST FIN AUTH REVENUE
45204FPU3
9375000.00000000
PA
USD
7464825.94000000
0.504871998398
Long
DBT
MUN
US
N
2
2040-10-15
Fixed
4.00000000
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
17009.86000000
OU
Notional Amount
USD
-2155.15000000
-0.00014576024
N/A
DCR
GB
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-1540.72000000
USD
17009.86000000
USD
-614.43000000
N
N
N
Port of Seattle WA
549300T9UCDUJ3GZL429
PORT OF SEATTLE WA REVENUE
735389Q92
13380000.00000000
PA
USD
12627068.60000000
0.854012325169
Long
DBT
MUN
US
N
2
2041-08-01
Fixed
4.00000000
N
N
N
N
N
N
Lower Colorado River Authority
549300QJFPW2NNBYR215
LOWER COLORADO RIVER TX AUTH TRANSMISSION CONTRACT REVENUE
54811BXF3
800000.00000000
PA
USD
867207.04000000
0.058652211696
Long
DBT
MUN
US
N
2
2029-05-15
Fixed
5.00000000
N
N
N
N
N
N
FHLMC Multifamily VRD Certificates
N/A
FEDERAL HOME LOAN MTGE CORP MF VARIABLE RATE CTFS
31350ACQ9
3670000.00000000
PA
USD
2911019.41000000
0.196882311619
Long
DBT
USGSE
US
N
2
2036-06-15
Fixed
2.65000000
N
N
N
N
N
N
City of South Charleston WV
N/A
SOUTH CHARLESTON WV SPL DIST EXCISE TAX
837323AA2
1185000.00000000
PA
USD
932746.92000000
0.063084900476
Long
DBT
MUN
US
N
2
2042-06-01
Fixed
4.25000000
N
N
N
N
N
N
California State Public Works Board
N/A
CALIFORNIA ST PUBLIC WKS BRD LEASE REVENUE
13068LX91
2995000.00000000
PA
USD
3212875.77000000
0.217297901336
Long
DBT
MUN
US
N
2
2029-05-01
Fixed
5.00000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Long: IS1WUB4 IRS USD R V 01MMUNIP IS1WUC5 VANILLA / Short: IS1WUB4 IRS USD P F 1.12500 IS1WUB4 VANILLA
000000000
11075000.00000000
OU
Notional Amount
USD
1161882.14000000
0.078582107960
N/A
DIR
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
N/A
N/A
Y
2029-10-09
0.00000000
USD
0.00000000
USD
11075000.00000000
USD
1161882.14000000
N
N
N
Triborough Bridge & Tunnel Authority
54930020ZN4LQF7K3456
TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX
89602HAD9
2945000.00000000
PA
USD
2806167.40000000
0.189790807510
Long
DBT
MUN
US
N
2
2045-05-15
Floating
2.00000000
N
N
N
N
N
N
Freddie Mac Multifamily
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
3137H9JQ3
2050094.52000000
PA
USD
133593.38000000
0.009035382375
Long
ABS-MBS
USGSE
US
N
2
2036-09-25
Variable
1.00400000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS2PCN8 IRS USD R F 4.50400 IS2PCN8 CCPOIS / Short: SS2PCN8 IRS USD P V 00MSOFR IS2PCO9 CCPOIS
000000000
8600000.00000000
OU
Notional Amount
USD
-375.84000000
-0.00002541935
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-07-31
0.00000000
USD
0.00000000
USD
8600000.00000000
USD
-375.84000000
N
N
N
City of Ashland KY
N/A
ASHLAND KY MED CENTER REVENUE
044293BP2
195000.00000000
PA
USD
199013.96000000
0.013460002483
Long
DBT
MUN
US
N
2
2027-02-01
Fixed
5.00000000
N
N
N
N
N
N
Infirmary Health System Special Care Facilities Financing Authority of Mobile
N/A
INFIRMARY HLTH SYS AL SPL CARE FACS FING AUTH REVENUE
45663NBZ4
1675000.00000000
PA
USD
1568732.81000000
0.106098826028
Long
DBT
MUN
US
N
2
2039-02-01
Fixed
4.00000000
N
N
N
N
N
N
Colorado Health Facilities Authority
5493002JB6DRFRZPEQ21
COLORADO ST HLTH FACS AUTH REVENUE
19648FXD1
5280000.00000000
PA
USD
5591082.29000000
0.378144234259
Long
DBT
MUN
US
N
2
2058-11-15
Floating
5.00000000
N
N
N
N
N
N
Sacramento County Water Financing Authority
N/A
SACRAMENTO CNTY CA WTR FING AUTH REVENUE
78615RCV3
5000000.00000000
PA
USD
4502389.50000000
0.304512175194
Long
DBT
MUN
US
N
2
2039-06-01
Floating
4.32400000
N
N
N
N
N
N
Pennsylvania Turnpike Commission
549300J8LLBYEYEXZJ24
PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE
709224A33
1750000.00000000
PA
USD
1847680.63000000
0.124965031947
Long
DBT
MUN
US
N
2
2028-12-01
Fixed
5.00000000
N
N
N
N
N
N
North Texas Tollway Authority
PQGZGRE0F2WPMYQQ1B78
N TX TOLLWAY AUTH REVENUE
66285WF50
1080000.00000000
PA
USD
1119385.12000000
0.075707887505
Long
DBT
MUN
US
N
2
2032-01-01
Fixed
4.00000000
N
N
N
N
N
N
Chicago Board of Education
54930099NR6T9V7LVB43
CHICAGO IL BRD OF EDU
167505XC5
100000.00000000
PA
USD
103692.18000000
0.007013060794
Long
DBT
MUN
US
N
2
2033-12-01
Fixed
5.00000000
N
N
N
N
N
N
Deschutes County Hospital Facilities Authority
N/A
DESCHUTES CNTY OR HOSP FACS AUTH HOSP REVENUE
250336EC4
1000000.00000000
PA
USD
1001877.30000000
0.067760427191
Long
DBT
MUN
US
N
2
2033-01-01
Fixed
4.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: IS1N5S9 CDS USD R F 3.00000 IS1N5S9 CMBX / Short: IS1N5S9 CDS USD P V 01MEVENT IS1N5T0 CMBX
000000000
274843.64000000
OU
Notional Amount
USD
-34822.69000000
-0.00235517897
N/A
DCR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-23571.91000000
USD
274843.64000000
USD
-11250.78000000
N
N
N
Chicago Housing Authority
N/A
CHICAGO IL HSG AUTH
16753QAT4
1000000.00000000
PA
USD
1035104.80000000
0.070007717946
Long
DBT
MUN
US
N
2
2038-01-01
Fixed
5.00000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447TX24
1250000.00000000
PA
USD
1299617.00000000
0.087897592953
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
5.00000000
N
N
N
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
Long: IS1PCY0 CDS USD R F 3.00000 IS1PCY0 CMBX / Short: IS1PCY0 CDS USD P V 01MEVENT IS1PCZ1 CMBX
000000000
96687.65000000
OU
Notional Amount
USD
-12250.33000000
-0.00082853219
N/A
DCR
GB
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-10756.17000000
USD
96687.65000000
USD
-1494.16000000
N
N
N
State of Arizona Lottery Revenue
N/A
ARIZONA ST LOTTERY REVENUE
040624BM9
5000000.00000000
PA
USD
5369244.50000000
0.363140577207
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
Arapahoe County School District No 5 Cherry Creek
N/A
ARAPAHOE CNTY CO SCH DIST #5 CHERRY CREEK COPS
038683CE6
2655000.00000000
PA
USD
2702656.72000000
0.182790022189
Long
DBT
MUN
US
N
2
2038-12-15
Fixed
4.00000000
N
N
N
N
N
N
BAYLOR SCOTT & WHITE HOL
549300JQDKSBWYRGGV95
Baylor Scott & White Holdings
072863AH6
1000000.00000000
PA
USD
805240.00000000
0.054461166443
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
1.77700000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
6461363L3
17500000.00000000
PA
USD
17944804.50000000
1.213669197595
Long
DBT
MUN
US
N
2
2029-06-15
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
79739GNN2
8395000.00000000
PA
USD
8306361.39000000
0.561787951668
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
4.00000000
N
N
N
N
N
N
Tarrant County Cultural Education Facilities Finance Corp
549300ROY505NVTMMI25
TARRANT CNTY TX CULTURAL EDU FACS FIN CORP RETMNT FAC REVENU
87638REK9
904081.97000000
PA
USD
0.01000000
0.000000000676
Long
DBT
MUN
US
Y
3
2025-11-15
Fixed
5.00000000
Y
N
N
N
N
N
Harris County Cultural Education Facilities Finance Corp
N/A
HARRIS CNTY TX CULTURAL EDU FACS FIN CORP REVENUE
414009RU6
1000000.00000000
PA
USD
996378.60000000
0.067388531090
Long
DBT
MUN
US
N
2
2049-07-01
Floating
4.62000000
N
N
N
N
N
N
Buckeye Tobacco Settlement Financing Authority
N/A
BUCKEYE OH TOBACCO SETTLEMENT FING AUTH
118217CV8
1000000.00000000
PA
USD
976713.00000000
0.066058478541
Long
DBT
MUN
US
N
2
2039-06-01
Fixed
4.00000000
N
N
N
N
N
N
Colorado Health Facilities Authority
5493002JB6DRFRZPEQ21
COLORADO ST HLTH FACS AUTH REVENUE
19648FSF2
2600000.00000000
PA
USD
2779385.18000000
0.187979433335
Long
DBT
MUN
US
N
2
2041-11-15
Fixed
5.00000000
N
N
N
N
N
N
Southeast Energy Authority A Cooperative District
25490090A3RLJHITY273
SOUTHEAST ENERGY AUTH AL COMMODITY SPLY REVENUE
84136FBT3
3000000.00000000
PA
USD
3149352.30000000
0.213001589339
Long
DBT
MUN
US
N
2
2054-01-01
Floating
5.25000000
N
N
N
N
N
N
Sterling Ranch Community Authority Board
N/A
STERLING RANCH CMNTY AUTH BRD CO SUPPORTED REVENUE
85950NAQ3
1000000.00000000
PA
USD
1046774.70000000
0.070796993648
Long
DBT
MUN
US
N
2
2042-12-01
Fixed
6.50000000
N
N
N
N
N
N
California Housing Finance Agency
549300BOPCVLBA552Z14
CALIFORNIA HSG FIN AGY MUNI CTFS
13033DAH8
2419479.07000000
PA
USD
110826.42000000
0.007495574121
Long
DBT
MUN
US
N
2
2035-03-25
Variable
0.84100000
N
N
N
N
N
N
Port of Portland OR Airport Revenue
N/A
PORT OF PORTLAND OR ARPT REVENUE
7352402L6
5000000.00000000
PA
USD
4896585.00000000
0.331172980341
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
4.00000000
N
N
N
N
N
N
Montgomery County Higher Education and Health Authority
N/A
MONTGOMERY CNTY PA HGR EDU & HLTH AUTH
613603F87
2000000.00000000
PA
USD
1951603.60000000
0.131993701867
Long
DBT
MUN
US
N
2
2040-05-01
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
79766DTL3
3275000.00000000
PA
USD
3569844.32000000
0.241440919091
Long
DBT
MUN
US
N
2
2031-05-01
Fixed
5.00000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Long: IS1PKT1 IRS USD R V 12MUSCPI IS1PKU2 INFLATIONZERO / Short: IS1PKT1 IRS USD P F 2.27250 IS1PKT1 INFLATIONZERO
000000000
12000000.00000000
OU
Notional Amount
USD
1436676.36000000
0.097167391544
N/A
DIR
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2033-11-05
0.00000000
USD
0.00000000
USD
12000000.00000000
USD
1436676.36000000
N
N
N
Black Belt Energy Gas District
549300I8V0Z68JQCB679
BLACK BELT ENERGY GAS DIST AL GAS PROJECT REVENUE
09182TCQ8
1830000.00000000
PA
USD
1935550.01000000
0.130907942047
Long
DBT
MUN
US
N
2
2054-01-01
Floating
5.25000000
N
N
N
N
N
N
City of Philadelphia PA Water & Wastewater Revenue
N/A
PHILADELPHIA PA WTR & WSTWTR REVENUE
717893C33
1135000.00000000
PA
USD
1195998.87000000
0.080889540417
Long
DBT
MUN
US
N
2
2033-10-01
Fixed
5.00000000
N
N
N
N
N
N
District of Columbia
549300HWFOZXPKGOX654
DIST OF COLUMBIA REVENUE
25483VZR8
5025000.00000000
PA
USD
5364271.92000000
0.362804264422
Long
DBT
MUN
US
N
2
2030-08-31
Fixed
5.00000000
N
N
N
N
N
N
City of Philadelphia PA Airport Revenue
N/A
PHILADELPHIA PA ARPT REVENUE
717817XJ4
3035000.00000000
PA
USD
3178812.87000000
0.214994109589
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
City of Houston TX Airport System Revenue
N/A
HOUSTON TX ARPT SYS REVENUE
442349FQ4
1100000.00000000
PA
USD
1087361.11000000
0.073541992941
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
4.00000000
N
N
N
N
N
N
St Croix Chippewa Indians of Wisconsin
5493006ZQ04VD450FS17
ST CROIX CHIPPEWA INDIANS OF WISCONSIN
788400AA7
1000000.00000000
PA
USD
735759.30000000
0.049761946375
Long
DBT
MUN
US
N
2
2041-09-30
Fixed
5.00000000
N
N
N
N
N
N
Massachusetts Port Authority
254900JRR8IDSSKWCL90
MASSACHUSETTS ST PORT AUTH
575896YD1
2250000.00000000
PA
USD
2404960.43000000
0.162655792395
Long
DBT
MUN
US
N
2
2037-07-01
Fixed
5.00000000
N
N
N
N
N
N
PEFA Inc
549300RSE249DJNRHY07
PEFA INC IA GAS PROJ REVENUE
70556CAB0
9300000.00000000
PA
USD
9470873.55000000
0.640547936978
Long
DBT
MUN
US
N
2
2049-09-01
Floating
5.00000000
N
N
N
N
N
N
University of Toledo
549300530V11GF5PZA78
UNIV OF TOLEDO OH
915138PR6
10000000.00000000
PA
USD
9744876.00000000
0.659079670418
Long
DBT
MUN
US
N
2
2036-06-01
Floating
4.61700000
N
N
N
N
N
N
Chicago Board of Education Dedicated Capital Improvement Tax
N/A
CHICAGO IL BRD OF EDU DEDICATED CAPITAL IMPT TAX
167510BD7
1720000.00000000
PA
USD
1856240.17000000
0.125543943243
Long
DBT
MUN
US
N
2
2040-04-01
Fixed
5.25000000
N
N
N
N
N
N
New Jersey Educational Facilities Authority
549300UTOO4X537XXG70
NEW JERSEY ST EDUCTNL FACS AUTH REVENUE
646067ED6
835000.00000000
PA
USD
809964.61000000
0.054780708159
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
4.00000000
N
N
N
N
N
N
Wisconsin Health & Educational Facilities Authority
549300ISNGXS0VHGVD41
WISCONSIN ST HLTH & EDUCTNL FACS AUTH REVENUE
97712JGV9
1000000.00000000
PA
USD
1021790.00000000
0.069107191968
Long
DBT
MUN
US
N
2
2054-08-15
Floating
5.00000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447TH97
1000000.00000000
PA
USD
902658.90000000
0.061049943612
Long
DBT
MUN
US
N
2
2039-06-01
Fixed
3.26700000
N
N
N
N
N
N
HTA TRRB Custodial Trust
N/A
HTA TRRB-2007N-745190ZR2 ASSURED CUSTODIAL TRUST
44333GAA8
829715.21000000
PA
USD
807973.60000000
0.054646049266
Long
DBT
MUN
US
N
2
2034-07-01
Fixed
5.25000000
N
N
N
N
N
N
City of Fayetteville AR Sales & Use Tax Revenue
N/A
FAYETTEVILLE AR SALES & USE TAX CAPITAL IMPT
312673FR2
1000000.00000000
PA
USD
994684.50000000
0.067273953247
Long
DBT
MUN
US
N
2
2032-11-01
Fixed
2.87500000
N
N
N
N
N
N
Oklahoma Development Finance Authority
549300PXGPHUWC32DJ91
OKLAHOMA ST DEV FIN AUTH
6789084D3
2500000.00000000
PA
USD
2264828.50000000
0.153178185267
Long
DBT
MUN
US
N
2
2045-11-01
Fixed
4.38000000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
ILLINOIS ST
452153DA4
2945000.00000000
PA
USD
3205704.36000000
0.216812874073
Long
DBT
MUN
US
N
2
2042-03-01
Fixed
5.50000000
N
N
N
N
N
N
California Housing Finance Agency
549300BOPCVLBA552Z14
CALIFORNIA HSG FIN AGY MUNI CTFS
13033DAE5
953549.34000000
PA
USD
881033.06000000
0.059587313251
Long
DBT
MUN
US
N
2
2035-11-20
Fixed
3.50000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Long: IS2SUZ5 IRS USD R V 12MUSCPI IS2SV07 INFLATION ZERO / Short: IS2SUZ5 IRS USD P F 3.13000 IS2SUZ5 INFLATION ZERO
000000000
370000000.00000000
OU
Notional Amount
USD
3725448.60000000
0.251964974767
N/A
DIR
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2025-07-15
0.00000000
USD
0.00000000
USD
370000000.00000000
USD
3725448.60000000
N
N
N
City of Phoenix Civic Improvement Corp
N/A
PHOENIX AZ CIVIC IMPT CORP ARPT REVENUE
71883MKV5
3945000.00000000
PA
USD
4085172.95000000
0.276294376807
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
5.00000000
N
N
N
N
N
N
District of Columbia
549300HWFOZXPKGOX654
DIST OF COLUMBIA REVENUE
25483VZP2
4765000.00000000
PA
USD
5033738.85000000
0.340449169618
Long
DBT
MUN
US
N
2
2029-08-31
Fixed
5.00000000
N
N
N
N
N
N
City of Detroit MI
549300BQRJP7MKKHOY28
DETROIT MI
2510933Q1
305000.00000000
PA
USD
312736.05000000
0.021151420783
Long
DBT
MUN
US
N
2
2036-04-01
Fixed
5.00000000
N
N
N
N
N
N
Bucks County Industrial Development Authority
N/A
BUCKS CNTY PA INDL DEV AUTH HOSP REVENUE
11861MBD7
1050000.00000000
PA
USD
891928.28000000
0.060324194665
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS28H54 IRS USD R V 12MUSCPI IS28H65 CCPINFLATIONZERO / Short: BS28H54 IRS USD P F 2.43750 IS28H54 CCPINFLATIONZERO
000000000
25000000.00000000
OU
Notional Amount
USD
2700088.00000000
0.182616290770
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2036-04-01
0.00000000
USD
0.00000000
USD
25000000.00000000
USD
2700088.00000000
N
N
N
County of Osceola FL Transportation Revenue
N/A
OSCEOLA CNTY FL TRANSPRTN REVENUE
688031EL3
140000.00000000
PA
USD
100399.31000000
0.006790352606
Long
DBT
MUN
US
N
2
2031-10-01
None
0.00000000
N
N
N
N
N
N
Arizona Industrial Development Authority
N/A
ARIZONA INDL DEV AUTH HOSP REVENUE
04052EBC1
1200000.00000000
PA
USD
1229580.72000000
0.083160797088
Long
DBT
MUN
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
Port of Seattle WA
549300T9UCDUJ3GZL429
PORT OF SEATTLE WA REVENUE
735389SP4
4820000.00000000
PA
USD
4821258.50000000
0.326078388599
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
5.00000000
N
N
N
N
N
N
New Hope Cultural Education Facilities Finance Corp
N/A
NEW HOPE CULTURAL ED FACS FIN CORP TX RETIREMENT FAC REVENUE
64542UFP4
35000.00000000
PA
USD
26574.98000000
0.001797357817
Long
DBT
MUN
US
N
2
2037-11-15
Fixed
7.50000000
Y
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS29070 IRS USD R V 12MUSCPI IS29081 CCPINFLATIONZERO / Short: BS29070 IRS USD P F 2.50250 IS29070 CCPINFLATIONZERO
000000000
32000000.00000000
OU
Notional Amount
USD
3140713.60000000
0.212417324178
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2036-04-29
0.00000000
USD
0.00000000
USD
32000000.00000000
USD
3140713.60000000
N
N
N
Florida Municipal Power Agency
549300M3I10QJUPNU131
FLORIDA ST MUNI PWR AGY
342816S22
500000.00000000
PA
USD
455538.20000000
0.030809624126
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
1.42500000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS2UN29 IRS USD R F 3.93750 IS2UN29 CCPOIS / Short: SS2UN29 IRS USD P V 00MSOFR IS2UN30 CCPOIS
000000000
14400000.00000000
OU
Notional Amount
USD
-368971.00000000
-0.02495478496
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-07-31
0.00000000
USD
0.00000000
USD
14400000.00000000
USD
-368971.00000000
N
N
N
State of New Mexico Severance Tax Permanent Fund
N/A
NEW MEXICO ST SEVERANCE TAX
6473104E8
1000000.00000000
PA
USD
1132422.20000000
0.076589630319
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
5.00000000
N
N
N
N
N
N
Tobacco Settlement Financing Corp
N/A
TOBACCO SETTLEMENT FING CORP NJ
888808HF2
4750000.00000000
PA
USD
5020035.13000000
0.339522339634
Long
DBT
MUN
US
N
2
2030-06-01
Fixed
5.00000000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
ILLINOIS ST
452152YG0
3810000.00000000
PA
USD
3813386.33000000
0.257912507614
Long
DBT
MUN
US
N
2
2030-05-01
Fixed
5.00000000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI REVENUE
74442PXF7
1375000.00000000
PA
USD
1244613.70000000
0.084177529523
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
4.00000000
N
N
N
N
N
N
City of Philadelphia PA
549300IVFOPB4AG7UL47
PHILADELPHIA PA
717813TC3
12990000.00000000
PA
USD
13644392.03000000
0.922817427558
Long
DBT
MUN
US
N
2
2028-08-01
Fixed
5.00000000
N
N
N
N
N
N
Illinois Finance Authority
549300ZG6UBPNNNRN315
ILLINOIS ST FIN AUTH REVENUE
45204E6T0
100000.00000000
PA
USD
99188.65000000
0.006708471482
Long
DBT
MUN
US
N
2
2029-09-01
Fixed
5.00000000
N
N
N
N
N
N
New Jersey Educational Facilities Authority
549300UTOO4X537XXG70
NEW JERSEY ST EDUCTNL FACS AUTH REVENUE
646067EC8
750000.00000000
PA
USD
728123.85000000
0.049245534482
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
4.00000000
N
N
N
N
N
N
Minneapolis-St Paul Metropolitan Airports Commission
N/A
MINNEAPOLIS-SAINT PAUL MN MET ARPTS COMMISSION ARPT REVENUE
603827K88
2105000.00000000
PA
USD
2227083.05000000
0.150625329926
Long
DBT
MUN
US
N
2
2039-01-01
Fixed
5.00000000
N
N
N
N
N
N
Connecticut State Health & Educational Facilities Authority
549300ZOQJ5U8YBS5Q35
CONNECTICUT ST HLTH & EDUCTNL FACS AUTH REVENUE
20775DPL0
1500000.00000000
PA
USD
1390078.50000000
0.094015817095
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
4.00000000
N
N
N
N
N
N
Tarrant County Cultural Education Facilities Finance Corp
549300ROY505NVTMMI25
TARRANT CNTY TX CULTURAL EDU FACS FIN CORP REVENUE
87638TGD9
10940000.00000000
PA
USD
11673586.08000000
0.789525004342
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
5.00000000
N
N
N
N
N
N
Wisconsin Housing & Economic Development Authority
549300AT0SEG8YQT2K79
WISCONSIN ST HSG & ECON DEV AUTH MF HSG
97689RER1
280000.00000000
PA
USD
243424.92000000
0.016463669321
Long
DBT
MUN
US
N
2
2040-03-15
Fixed
4.62500000
N
N
N
N
N
N
State of Connecticut
5493007GRO6CU0IKP741
CONNECTICUT ST
20772JT85
2160000.00000000
PA
USD
2213806.03000000
0.149727359139
Long
DBT
MUN
US
N
2
2032-03-15
Fixed
5.00000000
N
N
N
N
N
N
Columbia Housing Authority/SC
N/A
COLUMBIA SC HSG AUTH MF HSG REVENUE
198409AH7
100000.00000000
PA
USD
95133.78000000
0.006434226599
Long
DBT
MUN
US
N
2
2039-11-01
Fixed
6.28000000
N
N
N
N
N
N
Lees Summit Industrial Development Authority
N/A
LEES SUMMIT MO INDL DEV AUTH SENIOR LIVING FACS REVENUE
524292AQ2
1675000.00000000
PA
USD
1650706.30000000
0.111642976694
Long
DBT
MUN
US
N
2
2036-08-15
Fixed
5.00000000
N
N
N
N
N
N
Chicago O'Hare International Airport
N/A
CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE
167593Z47
680000.00000000
PA
USD
707355.65000000
0.047840909281
Long
DBT
MUN
US
N
2
2028-01-01
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
2000000.00000000
PA
USD
2123056.20000000
0.143589634242
Long
DBT
MUN
US
N
2
2054-05-01
Floating
5.50000000
N
N
N
N
N
N
Arizona Industrial Development Authority
N/A
ARIZONA ST INDL DEV AUTH NATIONAL CHRT SCH REVOLVING LOAN FD
04052FBJ3
800000.00000000
PA
USD
875640.16000000
0.059222572771
Long
DBT
MUN
US
N
2
2031-11-01
Fixed
5.00000000
N
N
N
N
N
N
Tahoe-Douglas Visitors Authority
N/A
TAHOE-DOUGLAS VISITORS AUTH NV STATELINE REVENUE
873816AL6
805000.00000000
PA
USD
839703.71000000
0.056792066357
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
Arizona Industrial Development Authority
N/A
ARIZONA ST INDL DEV AUTH NATIONAL CHRT SCH REVOLVING LOAN FD
04052FBL8
900000.00000000
PA
USD
983763.45000000
0.066535324861
Long
DBT
MUN
US
N
2
2033-11-01
Fixed
5.00000000
N
N
N
N
N
N
County of Osceola FL Transportation Revenue
N/A
OSCEOLA CNTY FL TRANSPRTN REVENUE
688031EK5
115000.00000000
PA
USD
86280.30000000
0.005835435123
Long
DBT
MUN
US
N
2
2030-10-01
None
0.00000000
N
N
N
N
N
N
City of Whiting IN
N/A
WHITING IN ENVRNMNTL FACS REVENUE
96634RAW2
5000000.00000000
PA
USD
5028834.50000000
0.340117471464
Long
DBT
MUN
US
N
2
2045-11-01
Floating
4.40000000
N
N
N
N
N
N
South Carolina Public Service Authority
EMBXY64GWKA9MZGFUD26
SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE
837151PQ6
1000000.00000000
PA
USD
1021935.30000000
0.069117019109
Long
DBT
MUN
US
N
2
2034-12-01
Fixed
5.00000000
N
N
N
N
N
N
Ohio Higher Educational Facility Commission
5493007MQT6NGNN6BR81
OHIO ST HGR EDUCTNL FAC COMMISSION
67756DE44
1250000.00000000
PA
USD
1365786.00000000
0.092372831295
Long
DBT
MUN
US
N
2
2038-02-01
Fixed
5.00000000
N
N
N
N
N
N
City of Tempe AZ
N/A
TEMPE AZ COPS
87971LAN5
2400000.00000000
PA
USD
1921066.80000000
0.129928392459
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
1.95100000
N
N
N
N
N
N
Louisiana Local Government Environmental Facilities & Community Development Auth
5493004WIZ1HV87IVF85
LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH
54627RAR1
2770346.23000000
PA
USD
2739752.19000000
0.185298917134
Long
DBT
MUN
US
N
2
2031-06-01
Fixed
5.08100000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS21YN0 IRS USD R V 12MUSCPI IS21YO1 CCPINFLATIONZERO / Short: BS21YN0 IRS USD P F 1.23000 IS21YN0 CCPINFLATIONZERO
000000000
19310000.00000000
OU
Notional Amount
USD
3647542.56000000
0.246695919813
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
19310000.00000000
USD
3647542.56000000
N
N
N
City of Pigeon Forge TN
N/A
PIGEON FORGE TN
721014NZ7
4545000.00000000
PA
USD
4548787.80000000
0.307650252710
Long
DBT
MUN
US
N
2
2024-06-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XAX2
39624.23000000
PA
USD
40722.37000000
0.002754194737
Long
ABS-MBS
USGSE
US
N
2
2025-05-25
Floating
9.44500000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063D3P1
1200000.00000000
PA
USD
1206130.92000000
0.081574806004
Long
DBT
MUN
US
N
2
2029-03-01
Fixed
5.10000000
N
N
N
N
N
N
Orange County Health Facilities Authority
N/A
ORANGE CNTY FL HLTH FACS AUTH REVENUE
68450LGL3
1000000.00000000
PA
USD
951321.70000000
0.064341177096
Long
DBT
MUN
US
N
2
2036-08-01
Fixed
4.00000000
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
PUERTO RICO CMWLTH
74514L3Q8
127256.00000000
PA
USD
126299.70000000
0.008542085568
Long
DBT
MUN
US
N
2
2024-07-01
None
0.00000000
N
N
N
N
N
N
Fort Worth Independent School District
N/A
FORT WORTH TX INDEP SCH DIST
349461BB8
2900000.00000000
PA
USD
2982020.99000000
0.201684394062
Long
DBT
MUN
US
N
2
2026-02-15
Fixed
5.00000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBE4
959000.00000000
PA
USD
755030.29000000
0.051065310085
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
5.25000000
N
N
N
N
N
N
Montgomery County Higher Education and Health Authority
N/A
MONTGOMERY CNTY PA HGR EDU & HLTH AUTH
613603F95
3000000.00000000
PA
USD
2906872.80000000
0.196601862042
Long
DBT
MUN
US
N
2
2041-05-01
Fixed
4.00000000
N
N
N
N
N
N
Chicago O'Hare International Airport
N/A
CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE
167593VQ2
5000000.00000000
PA
USD
5112043.50000000
0.345745183945
Long
DBT
MUN
US
N
2
2033-01-01
Fixed
5.00000000
N
N
N
N
N
N
Parish of St James LA
N/A
SAINT JAMES PARISH LA REVENUE
790103AU9
455000.00000000
PA
USD
494512.97000000
0.033445622631
Long
DBT
MUN
US
N
2
2038-06-01
Floating
6.10000000
N
N
N
N
N
N
Central Plains Energy Project
SVQOT7V5CPLIGNP5BE29
CENTRL PLAINS ENERGY PROJ NE GAS PROJ REVENUE
154871CW5
2000000.00000000
PA
USD
2084941.80000000
0.141011825536
Long
DBT
MUN
US
N
2
2054-05-01
Floating
5.00000000
N
N
N
N
N
N
State of Maryland
N/A
MARYLAND ST
574193PC6
5790000.00000000
PA
USD
5806788.11000000
0.392733164971
Long
DBT
MUN
US
N
2
2024-08-01
Fixed
5.00000000
N
N
N
N
N
N
Chicago Board of Education
54930099NR6T9V7LVB43
CHICAGO IL BRD OF EDU
167505XA9
265000.00000000
PA
USD
274972.53000000
0.018597343306
Long
DBT
MUN
US
N
2
2031-12-01
Fixed
5.00000000
N
N
N
N
N
N
RED RIVER BIOREFINERY
N/A
Red River Biorefinery LLC
756932AB5
30000.00000000
PA
USD
9000.00000000
0.000608701130
Long
DBT
CORP
US
N
3
2024-07-31
Fixed
15.00000000
N
N
N
N
N
N
Clark County School District
N/A
CLARK CNTY NV SCH DIST
181059X50
5170000.00000000
PA
USD
5442554.65000000
0.368098796224
Long
DBT
MUN
US
N
2
2027-06-15
Fixed
5.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: IS2E473 IRS USD R V 12MUSCPI IS2E484 INFLATIONZERO / Short: IS2E473 IRS USD P F 2.41250 IS2E473 INFLATIONZERO
000000000
7000000.00000000
OU
Notional Amount
USD
486137.12000000
0.032879134924
N/A
DIR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2041-02-15
0.00000000
USD
0.00000000
USD
7000000.00000000
USD
486137.12000000
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI HLTHCARE FACS REVENUE
74444KBQ6
300000.00000000
PA
USD
309217.89000000
0.020913475454
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Long: IS1LUC2 IRS USD R V 12MUSCPI IS1LUD3 INFLATIONZERO / Short: IS1LUC2 IRS USD P F 2.37800 IS1LUC2 INFLATIONZERO
000000000
18000000.00000000
OU
Notional Amount
USD
1781758.98000000
0.120506522741
N/A
DIR
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2030-04-17
0.00000000
USD
0.00000000
USD
18000000.00000000
USD
1781758.98000000
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
64990FE34
2000000.00000000
PA
USD
1613351.60000000
0.109116549127
Long
DBT
MUN
US
N
2
2032-03-15
Fixed
2.25200000
N
N
N
N
N
N
Tennergy Corp/TN
5493008K3JJFBSC4C235
TENNERGY CORP TN GAS REVENUE
880397CF9
5000000.00000000
PA
USD
5255103.50000000
0.355420826575
Long
DBT
MUN
US
N
2
2053-10-01
Floating
5.50000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: IS2S0W2 IRS USD R V 12MUSCPI IS2S0X3 INFLATION ZERO / Short: IS2S0W2 IRS USD P F 4.75900 IS2S0W2 INFLATION ZERO
000000000
55000000.00000000
OU
Notional Amount
USD
520245.00000000
0.035185968824
N/A
DIR
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2025-04-15
0.00000000
USD
0.00000000
USD
55000000.00000000
USD
520245.00000000
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
6461363Q2
3000000.00000000
PA
USD
3075784.50000000
0.208025944562
Long
DBT
MUN
US
N
2
2031-06-15
Fixed
5.00000000
N
N
N
N
N
N
Tobacco Settlement Finance Authority
N/A
TOBACCO SETTLEMENT FIN AUTH WV ASSET BACKED
88880LAW3
2540000.00000000
PA
USD
2370764.37000000
0.160342994576
Long
DBT
MUN
US
N
2
2049-06-01
Fixed
4.87500000
N
N
N
N
N
N
New Jersey Turnpike Authority
5493005YN67D71KSMI84
NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE
6461396R1
7300000.00000000
PA
USD
7578863.65000000
0.512584763171
Long
DBT
MUN
US
N
2
2033-01-01
Fixed
5.00000000
N
N
N
N
N
N
City Of South Miami Health Facilities Authority Inc
N/A
S MIAMI FL HLTH FACS AUTH
838810DN6
4500000.00000000
PA
USD
4562025.75000000
0.308545581057
Long
DBT
MUN
US
N
2
2025-08-15
Fixed
5.00000000
N
N
N
N
N
N
New York Transportation Development Corp
N/A
NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE
650116FS0
1610000.00000000
PA
USD
1668815.39000000
0.112867757089
Long
DBT
MUN
US
N
2
2042-12-01
Fixed
5.00000000
N
N
N
N
N
N
State of Maryland
N/A
MARYLAND ST
574193UX4
11500000.00000000
PA
USD
11848482.20000000
0.801353833885
Long
DBT
MUN
US
N
2
2026-03-01
Fixed
5.00000000
N
N
N
N
N
N
Alabama Special Care Facilities Financing Authority-Birmingham AL
N/A
BIRMINGHAM AL SPL CARE FACS FING AUTH HLTH CARE FAC
090929GG9
3905000.00000000
PA
USD
3955844.66000000
0.267547457221
Long
DBT
MUN
US
N
2
2028-06-01
Fixed
5.00000000
N
N
N
N
N
N
SUTTER HEALTH
549300MJCC12LU768G81
Sutter Health
86944BAH6
1000000.00000000
PA
USD
735700.00000000
0.049757935711
Long
DBT
CORP
US
N
2
2040-08-15
Fixed
3.16100000
N
N
N
N
N
N
Indiana Finance Authority
549300PS0PAS7NDSSI20
INDIANA ST FIN AUTH ENVRNMNTL REVENUE
455054BH8
5750000.00000000
PA
USD
5703073.10000000
0.385718560105
Long
DBT
MUN
US
N
2
2031-03-01
Floating
3.75000000
N
N
N
N
N
N
Intermountain Power Agency
N/A
INTERMOUNTAIN PWR AGY UT PWR SPLY REVENUE
45884AF57
2000000.00000000
PA
USD
2211733.40000000
0.149587180003
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
5.00000000
N
N
N
N
N
N
Chicago Board of Education
54930099NR6T9V7LVB43
CHICAGO IL BRD OF EDU
167505UT1
1200000.00000000
PA
USD
1236640.56000000
0.083638278487
Long
DBT
MUN
US
N
2
2027-12-01
Fixed
5.00000000
N
N
N
N
N
N
Lewisville Independent School District
N/A
LEWISVILLE TX INDEP SCH DIST
52882PEA2
2295000.00000000
PA
USD
2302289.38000000
0.155711794155
Long
DBT
MUN
US
N
2
2024-08-15
Fixed
5.00000000
N
N
N
N
N
N
Indiana Finance Authority
549300PS0PAS7NDSSI20
INDIANA ST FIN AUTH POLL CONTROL REVENUE
45505VAE6
495000.00000000
PA
USD
439584.70000000
0.029730633739
Long
DBT
MUN
US
N
2
2030-11-01
Fixed
2.50000000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI REVENUE
74442PTT2
1000000.00000000
PA
USD
945568.10000000
0.063952041227
Long
DBT
MUN
US
N
2
2027-06-01
Fixed
2.25000000
N
N
N
N
N
N
New Hampshire Business Finance Authority
N/A
NATIONAL FIN AUTH NH MUNI CTFS
63607WAC8
9766012.07000000
PA
USD
9419855.77000000
0.637097428051
Long
DBT
MUN
US
N
2
2036-09-20
Fixed
4.37500000
N
N
N
N
N
N
California Housing Finance Agency
549300BOPCVLBA552Z14
CALIFORNIA HSG FIN AGY MUNI CTFS
13033DAG0
4832617.01000000
PA
USD
4663501.99000000
0.315408770164
Long
DBT
MUN
US
N
2
2035-03-25
Fixed
3.75000000
N
N
N
N
N
N
San Diego County Regional Airport Authority
N/A
SAN DIEGO CNTY CA REGL ARPT AUTH AIRPORT REVENUE
79739GNS1
8655000.00000000
PA
USD
8393934.91000000
0.567710851733
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
4.00000000
N
N
N
N
N
N
Black Belt Energy Gas District
549300I8V0Z68JQCB679
BLACK BELT ENERGY GAS DIST AL GAS PROJECT REVENUE
09182TCT2
2500000.00000000
PA
USD
2530436.00000000
0.171142139201
Long
DBT
MUN
US
N
2
2049-06-01
Floating
5.40000000
N
N
N
N
N
N
County of Osceola FL Transportation Revenue
N/A
OSCEOLA CNTY FL TRANSPRTN REVENUE
688031EP4
125000.00000000
PA
USD
77671.69000000
0.005253205053
Long
DBT
MUN
US
N
2
2034-10-01
None
0.00000000
N
N
N
N
N
N
New Hampshire Business Finance Authority
N/A
NATIONAL FIN AUTH NH MUNI CTFS
63607WAD6
8319332.13000000
PA
USD
178751.67000000
0.012089593726
Long
DBT
MUN
US
N
2
2036-09-20
Variable
0.35000000
N
N
N
N
N
N
Iowa Tobacco Settlement Authority
N/A
TOBACCO SETTLEMENT AUTH IA TOBACCO SETTLEMENT REVENUE
888805BZ0
515000.00000000
PA
USD
520523.99000000
0.035204837883
Long
DBT
MUN
US
N
2
2035-06-01
Fixed
4.00000000
N
N
N
N
N
N
New Jersey Turnpike Authority
5493005YN67D71KSMI84
NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE
6461394X0
4785000.00000000
PA
USD
4792730.65000000
0.324148951429
Long
DBT
MUN
US
N
2
2028-01-01
Fixed
5.00000000
N
N
N
N
N
N
Industrial Development Authority of the County of Pima/The
549300QDTQ25545R4K19
PIMA CNTY AZ INDL DEV AUTH SENIOR LIVING REVENUE
72178AAM4
1500000.00000000
PA
USD
1509963.15000000
0.102124030644
Long
DBT
MUN
US
N
2
2029-11-15
Fixed
5.12500000
N
N
N
N
N
N
Align Affordable Housing Bond Fund LP
549300B2I0LUTCXK9B86
ALIGN CAP SER 2022-1 TRUST VIRGINIA
01630QAA6
2000000.00000000
PA
USD
1915460.00000000
0.129549185182
Long
DBT
MUN
US
N
2
2052-08-01
Floating
5.66000000
N
N
N
N
N
N
Triborough Bridge & Tunnel Authority
54930020ZN4LQF7K3456
TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX
89602HAV9
4740000.00000000
PA
USD
4846917.81000000
0.327813816488
Long
DBT
MUN
US
N
2
2050-05-15
Floating
5.00000000
N
N
N
N
N
N
Bucks County Industrial Development Authority
N/A
BUCKS CNTY PA INDL DEV AUTH HOSP REVENUE
11861MBB1
1150000.00000000
PA
USD
973819.54000000
0.065862783833
Long
DBT
MUN
US
N
2
2033-07-01
Fixed
5.00000000
N
N
N
N
N
N
Berks County Municipal Authority/The
N/A
BERKS CNTY PA MUNI AUTH
084538JA6
2000000.00000000
PA
USD
1539893.20000000
0.104148303450
Long
DBT
MUN
US
N
2
2040-02-01
Floating
5.00000000
N
N
N
N
N
N
South Carolina Public Service Authority
EMBXY64GWKA9MZGFUD26
SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE
837151PS2
1535000.00000000
PA
USD
1562889.72000000
0.105703637640
Long
DBT
MUN
US
N
2
2036-12-01
Fixed
5.00000000
N
N
N
N
N
N
Wisconsin Housing & Economic Development Authority
549300AT0SEG8YQT2K79
WISCONSIN ST HSG & ECON DEV AUTH MF HSG
97689REQ3
1285000.00000000
PA
USD
1109017.58000000
0.075006694914
Long
DBT
MUN
US
N
2
2039-12-01
Fixed
3.87500000
N
N
N
N
N
N
City of Los Angeles Department of Airports
N/A
LOS ANGELES CA DEPT OF ARPTS ARPT REVENUE
544445S26
4000000.00000000
PA
USD
4342728.00000000
0.293713715696
Long
DBT
MUN
US
N
2
2035-05-15
Fixed
5.00000000
N
N
N
N
N
N
CSCDA Community Improvement Authority
N/A
CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE
126292BS9
3200000.00000000
PA
USD
2594327.36000000
0.175463332872
Long
DBT
MUN
US
N
2
2043-07-01
Fixed
3.37500000
N
N
N
N
N
N
County of Grand Forks ND
N/A
GRAND FORKS CNTY ND
38543PAE8
425000.00000000
PA
USD
5525.00000000
0.000373674860
Long
DBT
MUN
US
N
3
2031-12-15
Fixed
6.62500000
Y
N
N
N
N
N
State of Nevada Department of Business & Industry
N/A
DIRECTOR OF THE ST OF NEVADA DEPT OF BUSINESS & INDUSTRY
25457VBT2
1630000.00000000
PA
USD
1673265.58000000
0.113168738831
Long
DBT
MUN
US
N
2
2050-01-01
Variable
8.12500000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
Long: IS2NID4 IRS USD R V 12MUSCPI IS2NIE5 INFLATION ZERO / Short: IS2NID4 IRS USD P F 2.40250 IS2NID4 INFLATION ZERO
000000000
50000000.00000000
OU
Notional Amount
USD
1769106.50000000
0.119650791755
N/A
DIR
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2041-02-15
0.00000000
USD
0.00000000
USD
50000000.00000000
USD
1769106.50000000
N
N
N
Southeast Energy Authority A Cooperative District
25490090A3RLJHITY273
SOUTHEAST ENERGY AUTH AL COMMODITY SPLY REVENUE
84136FAV9
18485000.00000000
PA
USD
18090942.32000000
1.223553003838
Long
DBT
MUN
US
N
2
2051-12-01
Floating
4.00000000
N
N
N
N
N
N
State of Louisiana Gasoline & Fuels Tax Revenue
N/A
LOUISIANA ST GAS & FUELS TAX REVENUE
546475VU5
4015000.00000000
PA
USD
3940421.78000000
0.266504354501
Long
DBT
MUN
US
N
2
2043-05-01
Floating
4.22400000
N
N
N
N
N
N
South Carolina Public Service Authority
EMBXY64GWKA9MZGFUD26
SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE
837151SL4
930000.00000000
PA
USD
953546.67000000
0.064491659513
Long
DBT
MUN
US
N
2
2035-12-01
Fixed
5.00000000
N
N
N
N
N
N
Mississippi Development Bank
549300122LOI8CB50V38
MISSISSIPPI DEV BK SPL OBLIG
60534XLR5
1000000.00000000
PA
USD
1015157.10000000
0.068658585998
Long
DBT
MUN
US
N
2
2033-10-01
Fixed
5.00000000
N
N
N
N
N
N
Pennsylvania Turnpike Commission
549300J8LLBYEYEXZJ24
PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE
709225FK7
1000000.00000000
PA
USD
1125343.00000000
0.076110839537
Long
DBT
MUN
US
N
2
2036-12-01
Fixed
5.00000000
N
N
N
N
N
N
Central Texas Regional Mobility Authority
N/A
CENTRL TX REGL MOBILITY AUTH REVENUE
155498LR7
1675000.00000000
PA
USD
1804496.43000000
0.122044335131
Long
DBT
MUN
US
N
2
2037-01-01
Fixed
5.00000000
N
N
N
N
N
N
OCHSNER LSU HEALTH SYST
N/A
Ochsner LSU Health System of North Louisiana
67555JAA4
2300000.00000000
PA
USD
1564851.00000000
0.105836285791
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
2.51000000
N
N
N
N
N
N
Freddie Mac Multifamily
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
3137H9JP5
1157893.97000000
PA
USD
60792.44000000
0.004111602992
Long
ABS-MBS
USGSE
US
N
2
2036-07-25
Variable
0.96100000
N
N
N
N
N
N
California State University
N/A
CALIFORNIA ST UNIV REVENUE
13077DQP0
1000000.00000000
PA
USD
755745.50000000
0.051113682212
Long
DBT
MUN
US
N
2
2035-11-01
Fixed
2.37400000
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
14000000.00000000
OU
Notional Amount
USD
-434161.43000000
-0.02936383923
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-07-31
0.00000000
USD
0.00000000
USD
14000000.00000000
USD
-434161.43000000
N
N
N
Iowa Tobacco Settlement Authority
N/A
TOBACCO SETTLEMENT AUTH IA TOBACCO SETTLEMENT REVENUE
888805BY3
500000.00000000
PA
USD
506966.30000000
0.034287884414
Long
DBT
MUN
US
N
2
2034-06-01
Fixed
4.00000000
N
N
N
N
N
N
California Community Choice Financing Authority
549300X8VKJ215S2R571
CALIFORNIA CMNTY CHOICE FING AUTH CLEAN ENERGY PROJ REVENUE
13013JDG8
1125000.00000000
PA
USD
1197107.10000000
0.080964493845
Long
DBT
MUN
US
N
2
2054-11-01
Floating
5.25000000
N
N
N
N
N
N
Knox County Industrial Development Board
N/A
KNOX CNTY TN INDL DEV BRD SOL WST DISPOSAL REVENUE
499534AA3
1000000.00000000
PA
USD
1007760.40000000
0.068158321593
Long
DBT
MUN
US
N
2
2032-11-01
Fixed
8.75000000
N
N
N
N
N
N
Las Vegas Valley Water District
N/A
LAS VEGAS VLY NV WTR DIST
517845NA7
6350000.00000000
PA
USD
6507911.17000000
0.440152542632
Long
DBT
MUN
US
N
2
2037-06-01
Fixed
4.00000000
N
N
N
N
N
N
Colorado Health Facilities Authority
5493002JB6DRFRZPEQ21
COLORADO ST HLTH FACS AUTH REVENUE
19648FKJ2
640000.00000000
PA
USD
686567.10000000
0.046434907739
Long
DBT
MUN
US
N
2
2032-08-01
Fixed
5.00000000
N
N
N
N
N
N
Main Street Natural Gas Inc
549300NY5M0QVZ6X4U26
MAIN STREET NATURAL GAS INC GA GAS SUPPLY REVENUE
56035DFC1
8000000.00000000
PA
USD
8398185.60000000
0.567998340601
Long
DBT
MUN
US
N
2
2053-07-01
Floating
5.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS2AK06 IRS USD R V 12MUSCPI IS2AK17 CCPINFLATIONZERO / Short: BS2AK06 IRS USD P F 2.48750 IS2AK06 CCPINFLATIONZERO
000000000
10000000.00000000
OU
Notional Amount
USD
872974.90000000
0.059042312018
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2036-08-03
0.00000000
USD
0.00000000
USD
10000000.00000000
USD
872974.90000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS2TCD0 IRS USD R F 3.98550 IS2TCD0 CCPOIS / Short: SS2TCD0 IRS USD P V 00MSOFR IS2TCE1 CCPOIS
000000000
15600000.00000000
OU
Notional Amount
USD
-392556.03000000
-0.02654992212
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-07-31
0.00000000
USD
0.00000000
USD
15600000.00000000
USD
-392556.03000000
N
N
N
New York State Thruway Authority
N/A
NEW YORK ST THRUWAY AUTH PERSONAL INCOME TAX REVENUE
650028YG2
11850000.00000000
PA
USD
13174248.17000000
0.891019972126
Long
DBT
MUN
US
N
2
2030-03-15
Fixed
5.00000000
N
N
N
N
N
N
Parish of St James LA
N/A
SAINT JAMES PARISH LA REVENUE
790103AX3
390000.00000000
PA
USD
423904.61000000
0.028670135017
Long
DBT
MUN
US
N
2
2040-12-01
Floating
6.10000000
N
N
N
N
N
N
Triborough Bridge & Tunnel Authority
54930020ZN4LQF7K3456
TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX
89602HDT1
6500000.00000000
PA
USD
6520025.85000000
0.440971900344
Long
DBT
MUN
US
N
2
2024-08-15
Fixed
5.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: IS2UOQ0 IRS USD R V 12MUSCPI IS2UOR1 INFLATION ZERO / Short: IS2UOQ0 IRS USD P F 2.53700 IS2UOQ0 INFLATION ZERO
000000000
25000000.00000000
OU
Notional Amount
USD
289501.75000000
0.019580004709
N/A
DIR
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2041-02-15
0.00000000
USD
0.00000000
USD
25000000.00000000
USD
289501.75000000
N
N
N
Suffolk Tobacco Asset Securitization Corp
N/A
SUFFOLK NY TOBACCO ASSET SECURITIZATION CORP TOBACCO SETTLEM
864809BQ0
2245000.00000000
PA
USD
2461828.61000000
0.166501984110
Long
DBT
MUN
US
N
2
2032-06-01
Fixed
5.00000000
N
N
N
N
N
N
Arkansas Development Finance Authority
N/A
ARKANSAS ST DEV FIN AUTH INDL DEV REVENUE
04108WCF7
1000000.00000000
PA
USD
1087803.30000000
0.073571899780
Long
DBT
MUN
US
N
2
2048-07-01
Fixed
7.37500000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Long: IS2EU20 IRS USD R V 12MUSCPI IS2EU31 INFLATIONZERO / Short: IS2EU20 IRS USD P F 2.74400 IS2EU20 INFLATIONZERO
000000000
13000000.00000000
OU
Notional Amount
USD
264396.99000000
0.017882082956
N/A
DIR
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2041-02-15
0.00000000
USD
0.00000000
USD
13000000.00000000
USD
264396.99000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS267D6 IRS USD R V 12MUSCPI IS267E7 CCPINFLATIONZERO / Short: BS267D6 IRS USD P F 2.07400 IS267D6 CCPINFLATIONZERO
000000000
15000000.00000000
OU
Notional Amount
USD
2355760.05000000
0.159328200516
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2035-12-02
0.00000000
USD
0.00000000
USD
15000000.00000000
USD
2355760.05000000
N
N
N
California Community Housing Agency
N/A
CALIFORNIA CMNTY HSG AGY ESSENTIAL HSG REVENUE
13013FAM6
3315000.00000000
PA
USD
2628252.00000000
0.177757773617
Long
DBT
MUN
US
N
2
2047-08-01
Fixed
4.00000000
N
N
N
N
N
N
Kentucky Public Energy Authority
549300XEJZWHYSY4SL55
KENTUCKY ST PUBLIC ENERGY AUTH GAS SPLY REVENUE
74440DCZ5
7260000.00000000
PA
USD
7202454.34000000
0.487126899574
Long
DBT
MUN
US
N
2
2050-12-01
Floating
4.00000000
N
N
N
N
N
N
City of San Antonio TX Electric & Gas Systems Revenue
5493002G2FEH20Q4GQ04
SAN ANTONIO TX ELEC & GAS REVENUE
79625GDS9
2000000.00000000
PA
USD
2157284.00000000
0.145904578746
Long
DBT
MUN
US
N
2
2039-02-01
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
14770000.00000000
OU
Notional Amount
USD
3318549.45000000
0.224444977829
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
14770000.00000000
USD
3318549.45000000
N
N
N
Illinois State Toll Highway Authority
549300ISBFGI8MJJKM98
ILLINOIS ST TOLL HIGHWAY AUTH
452252PU7
14805000.00000000
PA
USD
16206710.75000000
1.096115905393
Long
DBT
MUN
US
N
2
2041-01-01
Fixed
5.00000000
N
N
N
N
N
N
City & County of Denver CO Airport System Revenue
N/A
DENVER CITY & CNTY CO ARPT REVENUE
249182LC8
6555000.00000000
PA
USD
6894448.71000000
0.466295413456
Long
DBT
MUN
US
N
2
2029-12-01
Fixed
5.00000000
N
N
N
N
N
N
Berks County Municipal Authority/The
N/A
BERKS CNTY PA MUNI AUTH
084538GY7
1000000.00000000
PA
USD
515754.60000000
0.034882267540
Long
DBT
MUN
US
N
2
2041-11-01
Fixed
4.50000000
N
N
N
N
N
N
Rhode Island Health and Educational Building Corp
N/A
RHODE ISLAND ST HLTH & EDUCTNL BLDG CORP PUBLIC SCHS REVENUE
762196Q55
3435000.00000000
PA
USD
3462554.54000000
0.234184540165
Long
DBT
MUN
US
N
2
2040-05-15
Fixed
4.00000000
N
N
N
N
N
N
Southeast Alabama Gas Supply District/The
549300BL04JIB2GJZ178
S E ALABAMA ST GAS SPLY DIST GAS SPLY REVENUE
84131TBA9
2000000.00000000
PA
USD
2111890.40000000
0.142834452566
Long
DBT
MUN
US
N
2
2054-08-01
Floating
5.00000000
N
N
N
N
N
N
City & County of Denver CO Airport System Revenue
N/A
DENVER CITY & CNTY CO ARPT REVENUE
249182QG4
7910000.00000000
PA
USD
8668296.90000000
0.586266902107
Long
DBT
MUN
US
N
2
2031-11-15
Fixed
5.00000000
N
N
N
N
N
N
New Hampshire Business Finance Authority
N/A
NATIONAL FIN AUTH NH MUNI CTFS
63607WAA2
1454981.61000000
PA
USD
1398170.25000000
0.094563090136
Long
DBT
MUN
US
N
2
2034-01-20
Fixed
4.12500000
N
N
N
N
N
N
Fort Worth Independent School District
N/A
FORT WORTH TX INDEP SCH DIST
349461BC6
2350000.00000000
PA
USD
2460519.56000000
0.166413448530
Long
DBT
MUN
US
N
2
2027-02-15
Fixed
5.00000000
N
N
N
N
N
N
Hidalgo County Regional Mobility Authority
N/A
HIDALGO CNTY TX REGL MOBILITY AUTH TOLL & VEHICLE REGISTRATI
42934AAP5
750000.00000000
PA
USD
702152.18000000
0.047488980606
Long
DBT
MUN
US
N
2
2041-12-01
Fixed
4.00000000
N
N
N
N
N
N
Chicago O'Hare International Airport
N/A
CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE
167593K92
1000000.00000000
PA
USD
1045078.00000000
0.070682239958
Long
DBT
MUN
US
N
2
2037-01-01
Fixed
5.00000000
N
N
N
N
N
N
Central Texas Regional Mobility Authority
N/A
CENTRL TX REGL MOBILITY AUTH REVENUE
155498LP1
1350000.00000000
PA
USD
1469130.35000000
0.099362367143
Long
DBT
MUN
US
N
2
2035-01-01
Fixed
5.00000000
N
N
N
N
N
N
City of Glendale AZ
5493002BC35ZY7XRQ949
GLENDALE AZ COPS
37828AAK5
4000000.00000000
PA
USD
3204059.20000000
0.216701606212
Long
DBT
MUN
US
N
2
2033-07-01
Fixed
2.54200000
N
N
N
N
N
N
Southeast Energy Authority A Cooperative District
25490090A3RLJHITY273
SOUTHEAST ENERGY AUTH AL COMMODITY SPLY REVENUE
84136GAK1
2000000.00000000
PA
USD
2102857.00000000
0.142223492479
Long
DBT
MUN
US
N
2
2054-01-01
Floating
5.00000000
N
N
N
N
N
N
County of Miami-Dade FL
549300QG0NBD9HULR263
MIAMI-DADE CNTY FL PUBLIC FACS REVENUE
59333TDW7
4515000.00000000
PA
USD
4565744.09000000
0.308797065252
Long
DBT
MUN
US
N
2
2027-06-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XAM6
29752.48000000
PA
USD
29825.93000000
0.002017230810
Long
ABS-MBS
USGSE
US
N
2
2024-07-25
Floating
8.34500000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
Long: IS1BRC1 IRS USD R V 12MUSCPI IS1BRD2 INFLATIONZERO / Short: IS1BRC1 IRS USD P F 2.40250 IS1BRC1 INFLATIONZERO
000000000
25000000.00000000
OU
Notional Amount
USD
2534829.50000000
0.171439286803
N/A
DIR
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2032-02-02
0.00000000
USD
0.00000000
USD
25000000.00000000
USD
2534829.50000000
N
N
N
City of Los Angeles Department of Airports
N/A
LOS ANGELES CA DEPT OF ARPTS ARPT REVENUE
544445LN7
1410000.00000000
PA
USD
1464175.44000000
0.099027249441
Long
DBT
MUN
US
N
2
2027-05-15
Fixed
5.00000000
N
N
N
N
N
N
Alliance Bernstein
5493006YWHO7MNK2U579
AB Fixed Income Shares, Inc. - Government Money Market Portfolio
018616748
14122064.07000000
NS
USD
14122064.07000000
0.955124039843
Long
STIV
RF
US
N
1
N
N
N
Wilson County Health & Educational Facilities Board
N/A
WILSON CNTY TN HLTH & EDUCTNL FACS BRD MF REVENUE
972178AE7
1000000.00000000
PA
USD
974467.90000000
0.065906634662
Long
DBT
MUN
US
N
2
2024-12-01
Fixed
4.25000000
N
N
N
N
N
N
Arizona Industrial Development Authority
N/A
ARIZONA ST INDL DEV AUTH EDU REVENUE
04052BQU1
500000.00000000
PA
USD
448235.80000000
0.030315737556
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
4.00000000
N
N
N
N
N
N
Metropolitan Nashville Airport Authority/The
549300IC0HNF8TDXEE63
MET NASHVILLE TN ARPT AUTH ARPT REVENUE
592190QT2
1300000.00000000
PA
USD
1447554.55000000
0.097903121161
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
5.50000000
N
N
N
N
N
N
American Municipal Power Inc
EARKGGZJJEMVD66XQ486
AMERICAN MUNI PWR-OHIO INC OH REVENUE
02765UMG6
5000000.00000000
PA
USD
5086875.00000000
0.344042951235
Long
DBT
MUN
US
N
2
2036-02-15
Fixed
5.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp Enhanced Receipt
N/A
FEDERAL HOME LOAN MORTGAGE CORP ENHANCED RECEIPT
3137ERAC6
12301889.15000000
PA
USD
10838396.14000000
0.733038219862
Long
DBT
USGSE
US
N
2
2035-11-15
Fixed
3.87000000
N
N
N
N
N
N
California Pollution Control Financing Authority
N/A
CALIFORNIA ST POLL CONTROL FIN AUTH SOL WST DISP REVENUE
130536RG2
250000.00000000
PA
USD
18750.00000000
0.001268127354
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
7.50000000
Y
N
N
N
N
N
Pennsylvania Turnpike Commission
549300J8LLBYEYEXZJ24
PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE
709225AY2
1245000.00000000
PA
USD
1012145.28000000
0.068454886194
Long
DBT
MUN
US
N
2
2042-12-01
Fixed
3.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS249D4 IRS USD R V 12MUSCPI IS249E5 CCPINFLATIONZERO / Short: BS249D4 IRS USD P F 1.73100 IS249D4 CCPINFLATIONZERO
000000000
1670000.00000000
OU
Notional Amount
USD
273909.14000000
0.018525422562
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
1670000.00000000
USD
273909.14000000
N
N
N
Fayetteville State University
N/A
FAYETTEVILLE NC ST UNIV
312810FF6
655000.00000000
PA
USD
713409.36000000
0.048250342627
Long
DBT
MUN
US
N
2
2032-04-01
Fixed
5.00000000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI HLTHCARE FACS REVENUE
74444KBR4
350000.00000000
PA
USD
357480.83000000
0.024177665022
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
5.00000000
N
N
N
N
N
N
State of Connecticut Special Tax Revenue
N/A
CONNECTICUT ST SPL TAX OBLIG REVENUE
207758A37
3040000.00000000
PA
USD
3296607.01000000
0.222960934715
Long
DBT
MUN
US
N
2
2038-05-01
Fixed
5.00000000
N
N
N
N
N
N
Illinois Housing Development Authority
54930053Z6M9JVHBQZ16
ILLINOIS ST HSG DEV AUTH MF HSG REVENUE
45203LDQ3
1250000.00000000
PA
USD
1250391.13000000
0.084568277098
Long
DBT
MUN
US
N
2
2025-12-01
Floating
5.67000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Long: IS1O5T3 IRS USD R V 12MUSCPI IS1O5U4 INFLATIONZERO / Short: IS1O5T3 IRS USD P F 2.36750 IS1O5T3 INFLATIONZERO
000000000
22000000.00000000
OU
Notional Amount
USD
2300057.10000000
0.155560817337
N/A
DIR
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2033-08-29
0.00000000
USD
0.00000000
USD
22000000.00000000
USD
2300057.10000000
N
N
N
School District of Philadelphia/The
254900HSKDHZKBZCUL90
PHILADELPHIA PA SCH DIST
717883TK8
5000000.00000000
PA
USD
5090193.50000000
0.344267392868
Long
DBT
MUN
US
N
2
2034-09-01
Fixed
5.00000000
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
PUERTO RICO CMWLTH
74514L3T2
17893.27000000
PA
USD
10646.50000000
0.000720059620
Long
DBT
MUN
US
N
2
2043-11-01
Variable
1.00000000
N
N
N
N
N
N
Bristol Industrial Development Board
N/A
BRISTOL TN INDL DEV BRD ST SALES TAX REVENUE
11023PAM6
1000000.00000000
PA
USD
641073.40000000
0.043358011449
Long
DBT
MUN
US
N
2
2031-12-01
None
0.00000000
N
N
N
N
N
N
California Infrastructure & Economic Development Bank
549300C1OG9RDIM8ET06
CALIFORNIA ST INFRASTRUCTURE & ECON DEV BANK REVENUE
13034A3Z1
8910000.00000000
PA
USD
8909618.65000000
0.602588326767
Long
DBT
MUN
US
N
2
2050-01-01
Floating
3.95000000
N
N
N
N
N
N
New York State Environmental Facilities Corp
549300QJ33JJW73OQO60
NEW YORK ST ENVRNMNTL FACS CORP REVENUE
64985HL62
800000.00000000
PA
USD
817911.76000000
0.055318201402
Long
DBT
MUN
US
N
2
2038-08-15
Fixed
4.00000000
N
N
N
N
N
N
Howard Bend Levee District
N/A
HOWARD BEND MO LEVEE DIST
442499CC1
135000.00000000
PA
USD
135494.21000000
0.009163942083
Long
DBT
MUN
US
N
2
2025-03-01
Fixed
5.75000000
N
N
N
N
N
N
RED RIVER BIOREFINERY
N/A
Red River Biorefinery LLC
756932AA7
65000.00000000
PA
USD
19500.00000000
0.001318852448
Long
DBT
CORP
US
N
3
2024-07-31
Fixed
15.00000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063D5D6
10000000.00000000
PA
USD
11375669.00000000
0.769375841756
Long
DBT
MUN
US
N
2
2037-09-01
Fixed
5.00000000
N
N
N
N
N
N
City of Fort Wayne IN
N/A
FORT WAYNE IN ECON DEV SOLID WST FAC REVENUE
34924CAB1
86712.40000000
PA
USD
8.67000000
0.000000586382
Long
DBT
MUN
US
N
2
2029-12-01
Fixed
10.75000000
Y
N
N
N
N
N
Arizona Industrial Development Authority
N/A
ARIZONA ST INDL DEV AUTH NATIONAL CHRT SCH REVOLVING LOAN FD
04052FBH7
935000.00000000
PA
USD
953407.81000000
0.064482267931
Long
DBT
MUN
US
N
2
2030-11-01
Fixed
4.00000000
N
N
N
N
N
N
New Jersey Educational Facilities Authority
549300UTOO4X537XXG70
NEW JERSEY ST EDUCTNL FACS AUTH REVENUE
646067DY1
600000.00000000
PA
USD
669268.02000000
0.045264911122
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
5.00000000
N
N
N
N
N
N
Colorado Health Facilities Authority
5493002JB6DRFRZPEQ21
COLORADO ST HLTH FACS AUTH REVENUE
19648FJT2
750000.00000000
PA
USD
804370.05000000
0.054402328716
Long
DBT
MUN
US
N
2
2033-08-01
Fixed
5.00000000
N
N
N
N
N
N
E-470 Public Highway Authority
549300164ZV2301BC703
E-470 CO PUBLIC HIGHWAY AUTH
26822LMV3
2000000.00000000
PA
USD
1996873.60000000
0.135055468551
Long
DBT
MUN
US
N
2
2039-09-01
Floating
3.91400000
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
PUERTO RICO CMWLTH
74514L3P0
3164.00000000
PA
USD
2840.75000000
0.000192129748
Long
DBT
MUN
US
N
2
2046-07-01
Fixed
4.00000000
N
N
N
N
N
N
Wilson County Health & Educational Facilities Board
N/A
WILSON CNTY TN HLTH & EDUCTNL FACS BRD MF REVENUE
972178AD9
1000000.00000000
PA
USD
821443.00000000
0.055557031378
Long
DBT
MUN
US
N
2
2039-12-01
Fixed
4.00000000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
646136V32
2960000.00000000
PA
USD
2982015.30000000
0.201684009227
Long
DBT
MUN
US
N
2
2032-06-15
Fixed
5.25000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Long: IS2DUQ1 IRS USD R V 12MUSCPI IS2DUR2 INFLATIONZERO / Short: IS2DUQ1 IRS USD P F 2.94350 IS2DUQ1 INFLATIONZERO
000000000
29000000.00000000
OU
Notional Amount
USD
1552343.03000000
0.104990328516
N/A
DIR
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2032-04-15
0.00000000
USD
0.00000000
USD
29000000.00000000
USD
1552343.03000000
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
5960000.00000000
PA
USD
6434908.89000000
0.435215145928
Long
DBT
MUN
US
N
2
2036-05-01
Fixed
5.00000000
N
N
N
N
N
N
City of Los Angeles CA
549300E7TO710PTXPJ65
LOS ANGELES CA
544351RJ0
4000000.00000000
PA
USD
4006162.80000000
0.270950647075
Long
DBT
MUN
US
N
2
2024-06-27
Fixed
5.00000000
N
N
N
N
N
N
School District of Philadelphia/The
254900HSKDHZKBZCUL90
PHILADELPHIA PA SCH DIST
717883A69
4000000.00000000
PA
USD
4350389.20000000
0.294231869151
Long
DBT
MUN
US
N
2
2043-09-01
Fixed
5.25000000
N
N
N
N
N
N
Massachusetts Port Authority
254900JRR8IDSSKWCL90
MASSACHUSETTS ST PORT AUTH
575896YF6
5000000.00000000
PA
USD
5289262.50000000
0.357731117898
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
5.00000000
N
N
N
N
N
N
New York City Municipal Water Finance Authority
549300Q2EHQ6RJPQKP05
NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE
64972GF74
2000000.00000000
PA
USD
2352945.20000000
0.159137822475
Long
DBT
MUN
US
N
2
2034-06-15
Fixed
5.00000000
N
N
N
N
N
N
Arizona Industrial Development Authority
N/A
ARIZONA INDL DEV AUTH HOSP REVENUE
04052EBR8
1800000.00000000
PA
USD
1780809.66000000
0.120442316946
Long
DBT
MUN
US
N
2
2039-02-01
Fixed
4.00000000
N
N
N
N
N
N
City of Cleveland OH Income Tax Revenue
N/A
CLEVELAND OH INCOME TAX REVENUE
186387TQ9
2500000.00000000
PA
USD
2650717.50000000
0.179277193088
Long
DBT
MUN
US
N
2
2027-10-01
Fixed
5.00000000
N
N
N
N
N
N
Triborough Bridge & Tunnel Authority
54930020ZN4LQF7K3456
TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX
89602HAL1
1000000.00000000
PA
USD
724630.00000000
0.049009233321
Long
DBT
MUN
US
N
2
2040-05-15
Fixed
2.91700000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
6461363J8
4170000.00000000
PA
USD
4279201.88000000
0.289417224470
Long
DBT
MUN
US
N
2
2028-06-15
Fixed
5.00000000
N
N
N
N
N
N
Commonwealth of Massachusetts
5493001N1YCXNI1O7K10
MASSACHUSETTS ST
57582P7B0
7000000.00000000
PA
USD
7020645.10000000
0.474830511813
Long
DBT
MUN
US
N
2
2024-08-01
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
79739GNT9
3325000.00000000
PA
USD
3197290.41000000
0.216243809531
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
4.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS23W54 IRS USD R V 12MUSCPI IS23W65 CCPINFLATIONZERO / Short: BS23W54 IRS USD P F 1.58700 IS23W54 CCPINFLATIONZERO
000000000
4825000.00000000
OU
Notional Amount
USD
854117.83000000
0.057766943149
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
4825000.00000000
USD
854117.83000000
N
N
N
Southeast Energy Authority A Cooperative District
25490090A3RLJHITY273
SOUTHEAST ENERGY AUTH AL COMMODITY SPLY REVENUE
84136FBB2
1000000.00000000
PA
USD
1031842.60000000
0.069787084077
Long
DBT
MUN
US
N
2
2053-05-01
Floating
5.00000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Long: IS0XNC0 IRS USD R V 12MLIBOR IS0XND1 CPILV503692 / Short: IS0XNC0 IRS USD P F 1.88000 IS0XNC0 CPILV503692
000000000
25000000.00000000
OU
Notional Amount
USD
3469294.50000000
0.234640386973
N/A
DIR
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2025-09-02
0.00000000
USD
0.00000000
USD
25000000.00000000
USD
3469294.50000000
N
N
N
Indiana Finance Authority
549300PS0PAS7NDSSI20
INDIANA ST FIN AUTH ENVRNMNTL REVENUE
455054BG0
7555000.00000000
PA
USD
7528873.30000000
0.509203742889
Long
DBT
MUN
US
N
2
2035-05-01
Floating
4.50000000
N
N
N
N
N
N
Central Texas Regional Mobility Authority
N/A
CENTRL TX REGL MOBILITY AUTH REVENUE
155498LT3
1000000.00000000
PA
USD
1063453.10000000
0.071925011529
Long
DBT
MUN
US
N
2
2039-01-01
Fixed
5.00000000
N
N
N
N
N
N
State of Connecticut
5493007GRO6CU0IKP741
CONNECTICUT ST
20772JF31
4310000.00000000
PA
USD
4385821.95000000
0.296628308592
Long
DBT
MUN
US
N
2
2025-06-15
Fixed
5.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
64990FZU1
1000000.00000000
PA
USD
1006092.10000000
0.068045488693
Long
DBT
MUN
US
N
2
2039-03-15
Fixed
4.00000000
N
N
N
N
N
N
HTA HRRB Custodial Trust
N/A
HTA HRRB 2007CC-745181C88 ASSURED CUSTODIAL TRUST
40444DAA9
19243.35000000
PA
USD
19408.30000000
0.001312650460
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
5.25000000
N
N
N
N
N
N
Commonwealth of Massachusetts
5493001N1YCXNI1O7K10
MASSACHUSETTS ST SPL OBLG REVENUE
576004HG3
2110167.81000000
PA
USD
2040184.73000000
0.137984750082
Long
DBT
MUN
US
N
2
2031-07-15
Fixed
4.11000000
N
N
N
N
N
N
Metropolitan Washington Airports Authority Aviation Revenue
N/A
MET WASHINGTON DC ARPTS AUTH ARPT SYS REVENUE
592647KH3
2500000.00000000
PA
USD
2469117.50000000
0.166994956952
Long
DBT
MUN
US
N
2
2038-10-01
Fixed
4.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS23XF1 IRS USD R V 12MUSCPI IS23XG2 CCPINFLATIONZERO / Short: BS23XF1 IRS USD P F 1.57200 IS23XF1 CCPINFLATIONZERO
000000000
4825000.00000000
OU
Notional Amount
USD
860606.73000000
0.058205809901
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
4825000.00000000
USD
860606.73000000
N
N
N
County of Osceola FL Transportation Revenue
N/A
OSCEOLA CNTY FL TRANSPRTN REVENUE
688031EM1
100000.00000000
PA
USD
68544.31000000
0.004635888773
Long
DBT
MUN
US
N
2
2032-10-01
None
0.00000000
N
N
N
N
N
N
Metropolitan Nashville Airport Authority/The
549300IC0HNF8TDXEE63
MET NASHVILLE TN ARPT AUTH ARPT REVENUE
592190QX3
1485000.00000000
PA
USD
1624430.96000000
0.109865884566
Long
DBT
MUN
US
N
2
2042-07-01
Fixed
5.50000000
N
N
N
N
N
N
HTA TRRB Custodial Trust
N/A
HTA TRRB-2007N-745190ZS0 ASSURED CUSTODIAL TR
40445GAA1
899542.73000000
PA
USD
903349.06000000
0.061096621520
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
5.25000000
N
N
N
N
N
N
Illinois Housing Development Authority
54930053Z6M9JVHBQZ16
ILLINOIS ST HSG DEV AUTH MF HSG REVENUE
45203LDS9
125000.00000000
PA
USD
127515.45000000
0.008624310946
Long
DBT
MUN
US
N
2
2038-11-01
Fixed
7.17000000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
6461362D2
4390000.00000000
PA
USD
4501582.39000000
0.304457587553
Long
DBT
MUN
US
N
2
2029-06-15
Fixed
5.00000000
N
N
N
N
N
N
State of Connecticut
5493007GRO6CU0IKP741
CONNECTICUT ST
20772JYJ5
1275000.00000000
PA
USD
1283342.96000000
0.086796923338
Long
DBT
MUN
US
N
2
2026-11-15
Fixed
5.00000000
N
N
N
N
N
N
City of Philadelphia PA Water & Wastewater Revenue
N/A
PHILADELPHIA PA WTR & WSTWTR REVENUE
717893C25
1000000.00000000
PA
USD
1054493.60000000
0.071319049554
Long
DBT
MUN
US
N
2
2032-10-01
Fixed
5.00000000
N
N
N
N
N
N
Illinois Finance Authority
549300ZG6UBPNNNRN315
ILLINOIS ST FIN AUTH REVENUE
45204E6R4
100000.00000000
PA
USD
99252.67000000
0.006712801377
Long
DBT
MUN
US
N
2
2027-09-01
Fixed
5.00000000
N
N
N
N
N
N
Knox County Industrial Development Board
N/A
KNOX CNTY TN INDL DEV BRD SOL WST DISPOSAL REVENUE
499534AB1
1000000.00000000
PA
USD
1007736.50000000
0.068156705153
Long
DBT
MUN
US
N
2
2042-11-01
Fixed
9.25000000
N
N
N
N
N
N
Energy Northwest
N/A
ENERGY N W WA ELEC REVENUE
29270C4F9
1000000.00000000
PA
USD
986577.60000000
0.066725655559
Long
DBT
MUN
US
N
2
2042-07-01
Fixed
4.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS2BRP3 IRS USD R V 12MUSCPI IS2BRQ4 CCPINFLATIONZERO / Short: BS2BRP3 IRS USD P F 2.51000 IS2BRP3 CCPINFLATIONZERO
000000000
40000000.00000000
OU
Notional Amount
USD
2970434.80000000
0.200900779957
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2036-10-04
0.00000000
USD
0.00000000
USD
40000000.00000000
USD
2970434.80000000
N
N
N
City of Detroit MI Sewage Disposal System Revenue
N/A
DETROIT MI SWR DISP SYS REVENUE
251237W66
2605000.00000000
PA
USD
2495369.88000000
0.168770496216
Long
DBT
MUN
US
N
2
2032-07-01
Floating
4.32800000
N
N
N
N
N
N
Washington State Housing Finance Commission
549300YL1HU59NREG764
Washington State Housing Finance Commission
93978TS67
959300.73000000
PA
USD
41795.97000000
0.002826806019
Long
ABS-MBS
CORP
US
N
2
2035-12-20
Variable
0.72600000
N
N
N
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
Long: IS1PDS1 CDS USD R F 3.00000 IS1PDS1 CMBX / Short: IS1PDS1 CDS USD P V 01MEVENT IS1PDT2 CMBX
000000000
17905.15000000
OU
Notional Amount
USD
-2268.58000000
-0.00015343191
N/A
DCR
GB
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-2010.61000000
USD
17905.15000000
USD
-257.97000000
N
N
N
State of North Carolina
N/A
NORTH CAROLINA ST GRANT ANTICIPATION REVENUE
658268DD6
6710000.00000000
PA
USD
6778805.01000000
0.458474030026
Long
DBT
MUN
US
N
2
2026-03-01
Fixed
5.00000000
N
N
N
N
N
N
Montgomery County Higher Education and Health Authority
N/A
MONTGOMERY CNTY PA HGR EDU & HLTH AUTH
613603F53
1500000.00000000
PA
USD
1494359.25000000
0.101068684914
Long
DBT
MUN
US
N
2
2037-05-01
Fixed
4.00000000
N
N
N
N
N
N
New Hampshire Business Finance Authority
N/A
NATIONAL FIN AUTH NH MUNI CTFS
63607WAE4
4899299.18000000
PA
USD
4572804.98000000
0.309274617666
Long
DBT
MUN
US
N
2
2036-10-20
Fixed
4.00000000
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
7850000.00000000
OU
Notional Amount
USD
600428.92000000
0.040609084682
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
7850000.00000000
USD
600428.92000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: IS2E7D0 IRS USD R V 12MUSCPI IS2E7E1 INFLATIONZERO / Short: IS2E7D0 IRS USD P F 2.38000 IS2E7D0 INFLATIONZERO
000000000
14000000.00000000
OU
Notional Amount
USD
1037550.92000000
0.070173157503
N/A
DIR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2041-02-15
0.00000000
USD
0.00000000
USD
14000000.00000000
USD
1037550.92000000
N
N
N
Illinois Finance Authority
549300ZG6UBPNNNRN315
ILLINOIS ST FIN AUTH REVENUE
45204E6Y9
100000.00000000
PA
USD
97214.12000000
0.006574927189
Long
DBT
MUN
US
N
2
2034-09-01
Fixed
5.00000000
N
N
N
N
N
N
Parish of St James LA
N/A
SAINT JAMES PARISH LA REVENUE
790103AY1
340000.00000000
PA
USD
344949.38000000
0.023330119714
Long
DBT
MUN
US
N
2
2041-08-01
Floating
5.85000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447TKZ5
1735000.00000000
PA
USD
1788379.88000000
0.120954317109
Long
DBT
MUN
US
N
2
2027-04-01
Fixed
5.00000000
N
N
N
N
N
N
New Hope Cultural Education Facilities Finance Corp
N/A
NEW HOPE CULTURAL ED FACS FIN CORP TX RETIREMENT FAC REVENUE
64542UFQ2
225000.00000000
PA
USD
183740.47000000
0.012427003525
Long
DBT
MUN
US
N
2
2036-11-15
Fixed
7.50000000
Y
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
Long: IS2NNH3 IRS USD R V 12MUSCPI IS2NNI4 INFLATION ZERO / Short: IS2NNH3 IRS USD P F 2.46300 IS2NNH3 INFLATION ZERO
000000000
30000000.00000000
OU
Notional Amount
USD
819087.60000000
0.055397727529
N/A
DIR
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2041-02-15
0.00000000
USD
0.00000000
USD
30000000.00000000
USD
819087.60000000
N
N
N
City of Detroit MI
549300BQRJP7MKKHOY28
DETROIT MI
2510933P3
750000.00000000
PA
USD
771426.15000000
0.052174218809
Long
DBT
MUN
US
N
2
2035-04-01
Fixed
5.00000000
N
N
N
N
N
N
CSCDA Community Improvement Authority
N/A
CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE
126292BE0
2000000.00000000
PA
USD
1549451.80000000
0.104794784630
Long
DBT
MUN
US
N
2
2046-10-01
Fixed
4.00000000
N
N
N
N
N
N
State of Connecticut
5493007GRO6CU0IKP741
CONNECTICUT ST
20772JD33
2840000.00000000
PA
USD
2882956.42000000
0.194984314538
Long
DBT
MUN
US
N
2
2028-06-15
Fixed
5.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Long: IS1GUO9 IRS USD R V 12MUSCPI IS1GUP0 INFLATIONZERO / Short: IS1GUO9 IRS USD P F 2.12800 IS1GUO9 INFLATIONZERO
000000000
14000000.00000000
OU
Notional Amount
USD
2033068.52000000
0.137503456185
N/A
DIR
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2032-09-01
0.00000000
USD
0.00000000
USD
14000000.00000000
USD
2033068.52000000
N
N
N
Metropolitan Washington Airports Authority Aviation Revenue
N/A
MET WASHINGTON DC ARPTS AUTH ARPT SYS REVENUE
592647EZ0
3065000.00000000
PA
USD
3160751.21000000
0.213772537050
Long
DBT
MUN
US
N
2
2026-10-01
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
79739GNG7
2785000.00000000
PA
USD
3001919.19000000
0.203030178154
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
5.00000000
N
N
N
N
N
N
Bristol Industrial Development Board
N/A
BRISTOL TN INDL DEV BRD ST SALES TAX REVENUE
11023PAB0
1410000.00000000
PA
USD
1290129.13000000
0.087255895487
Long
DBT
MUN
US
N
2
2035-12-01
Fixed
5.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS1VNV2 IRS USD R V 12MUSCPI IS1VNW3 CCPINFLATIONZERO / Short: BS1VNV2 IRS USD P F 1.74800 IS1VNV2 CCPINFLATIONZERO
000000000
12000000.00000000
OU
Notional Amount
USD
1961217.60000000
0.132643929941
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2029-08-29
0.00000000
USD
0.00000000
USD
12000000.00000000
USD
1961217.60000000
N
N
N
Port of Portland OR Airport Revenue
N/A
PORT OF PORTLAND OR ARPT REVENUE
7352402N2
3500000.00000000
PA
USD
3394427.75000000
0.229576889714
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
4.00000000
N
N
N
N
N
N
San Diego County Regional Airport Authority
N/A
SAN DIEGO CNTY CA REGL ARPT AUTH AIRPORT REVENUE
79739GNR3
7075000.00000000
PA
USD
6886709.49000000
0.465771983239
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
4.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
64990FW83
2000000.00000000
PA
USD
2013712.80000000
0.136194361892
Long
DBT
MUN
US
N
2
2039-03-15
Fixed
4.00000000
N
N
N
N
N
N
Chicago O'Hare International Airport
N/A
CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE
167593X49
3850000.00000000
PA
USD
4015884.18000000
0.271608137629
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
5.00000000
N
N
N
N
N
N
Dakota County Community Development Agency
N/A
DAKOTA CNTY MN CMNTY DEV AGY MF HSG REVENUE
23409VFM7
1000000.00000000
PA
USD
1001329.20000000
0.067723357292
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
5.66000000
N
N
N
N
N
N
HTA TRRB Custodial Trust
N/A
HTA TRRB 2005L-745190UR7 ASSURED CUSTODIAL TRUST
40444FAA4
648985.16000000
PA
USD
631721.83000000
0.042725532424
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
5.25000000
N
N
N
N
N
N
Port of Seattle WA
549300T9UCDUJ3GZL429
PORT OF SEATTLE WA REVENUE
735389C89
8280000.00000000
PA
USD
8524674.83000000
0.576553244739
Long
DBT
MUN
US
N
2
2029-05-01
Fixed
5.00000000
N
N
N
N
N
N
Central Plains Energy Project
SVQOT7V5CPLIGNP5BE29
CENTRL PLAINS ENERGY PROJ NE GAS SPLY REVENUE
154872AT2
6115000.00000000
PA
USD
6128586.31000000
0.414497490304
Long
DBT
MUN
US
N
2
2049-12-01
Floating
4.00000000
N
N
N
N
N
N
City of Atlanta GA Department of Aviation
N/A
ATLANTA GA ARPT REVENUE
04780MF53
6830000.00000000
PA
USD
7217321.79000000
0.488132436642
Long
DBT
MUN
US
N
2
2042-07-01
Fixed
5.00000000
N
N
N
N
N
N
City of Palmetto FL
549300O5DRDBXPBU6I08
PALMETTO FL EDUCTNL FACS REVENUE
697074AC6
2400000.00000000
PA
USD
2427757.44000000
0.164197633034
Long
DBT
MUN
US
N
2
2042-06-01
Fixed
5.12500000
N
N
N
N
N
N
Tennessee Energy Acquisition Corp
549300OJ2Z8PGEY46K92
TENNESSEE ST ENERGY ACQUISITION CORP GAS REVENUE
880443JF4
4000000.00000000
PA
USD
4120714.40000000
0.278698168005
Long
DBT
MUN
US
N
2
2053-05-01
Floating
5.00000000
N
N
N
N
N
N
Triborough Bridge & Tunnel Authority
54930020ZN4LQF7K3456
TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX
89602HAJ6
2000000.00000000
PA
USD
1518455.00000000
0.102698363832
Long
DBT
MUN
US
N
2
2036-05-15
Fixed
2.59100000
N
N
N
N
N
N
Pennsylvania Turnpike Commission
549300J8LLBYEYEXZJ24
PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE
709224WL9
5830000.00000000
PA
USD
6086499.60000000
0.411651020533
Long
DBT
MUN
US
N
2
2034-06-01
Fixed
5.00000000
N
N
N
N
N
N
New Jersey Educational Facilities Authority
549300UTOO4X537XXG70
NEW JERSEY ST EDUCTNL FACS AUTH REVENUE
646067DX3
400000.00000000
PA
USD
449870.16000000
0.030426274976
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
Hospitals & Higher Education Facilities Authority of Philadelphia/The
N/A
PHILADELPHIA PA HOSPS & HGR EDU FACS AUTH
717825QD8
10000000.00000000
PA
USD
9765501.00000000
0.660474610508
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
4.00000000
N
N
N
N
N
N
State of Minnesota
N/A
MINNESOTA ST
60412AYQ0
2000000.00000000
PA
USD
2006246.80000000
0.135689410488
Long
DBT
MUN
US
N
2
2024-08-01
Fixed
5.00000000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966QZY9
3120000.00000000
PA
USD
2778038.95000000
0.187888383143
Long
DBT
MUN
US
N
2
2027-08-01
Fixed
1.39600000
N
N
N
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FIN AUTH WI HOSP REVENUE
74442CCV4
1220000.00000000
PA
USD
1219585.57000000
0.082484790522
Long
DBT
MUN
US
N
2
2035-06-01
Fixed
4.00000000
N
N
N
N
N
N
Commonwealth of Massachusetts
5493001N1YCXNI1O7K10
MASSACHUSETTS ST
57582R5M4
2000000.00000000
PA
USD
2242239.40000000
0.151650406300
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
5.00000000
N
N
N
N
N
N
Moon Industrial Development Authority
549300CGX4T1GTNHL435
MOON INDL DEV AUTH PA REVENUE
61543RAQ9
890000.00000000
PA
USD
866187.43000000
0.058583251945
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
5.12500000
N
N
N
N
N
N
Johnstown Plaza Metropolitan District
N/A
JOHNSTOWN PLAZA MET DIST CO
479706AA1
1873000.00000000
PA
USD
1517052.46000000
0.102603505200
Long
DBT
MUN
US
N
2
2046-12-01
Fixed
4.25000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: IS1PBC1 CDS USD R F 3.00000 IS1PBC1 CMBX / Short: IS1PBC1 CDS USD P V 01MEVENT IS1PBD2 CMBX
000000000
103402.11000000
OU
Notional Amount
USD
-13101.05000000
-0.00088606932
N/A
DCR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-11922.84000000
USD
103402.11000000
USD
-1178.21000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Long: IS1F3I1 IRS USD R V 12MUSCPI IS1F3J2 INFLATIONZERO / Short: IS1F3I1 IRS USD P F 2.14500 IS1F3I1 INFLATIONZERO
000000000
20000000.00000000
OU
Notional Amount
USD
2794776.20000000
0.189020381253
N/A
DIR
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2032-06-06
0.00000000
USD
0.00000000
USD
20000000.00000000
USD
2794776.20000000
N
N
N
Halifax County Industrial Development Authority
N/A
HALIFAX CNTY VA INDL DEV AUTH REVENUE
40579PAD3
5000000.00000000
PA
USD
4985582.00000000
0.337192155283
Long
DBT
MUN
US
N
2
2041-12-01
Floating
1.65000000
N
N
N
N
N
N
National Finance Authority
N/A
National Finance Authority
63607WAF1
4899299.13000000
PA
USD
228450.89000000
0.015450923879
Long
ABS-MBS
CORP
US
N
2
2036-10-01
Variable
0.69700000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
Long: IS2SUX3 IRS USD R V 12MUSCPI IS2SUY4 INFLATION ZERO / Short: IS2SUX3 IRS USD P F 2.73000 IS2SUX3 INFLATION ZERO
000000000
145000000.00000000
OU
Notional Amount
USD
2019868.85000000
0.136610716847
N/A
DIR
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2030-07-15
0.00000000
USD
0.00000000
USD
145000000.00000000
USD
2019868.85000000
N
N
N
New Jersey Educational Facilities Authority
549300UTOO4X537XXG70
NEW JERSEY ST EDUCTNL FACS AUTH REVENUE
646067DZ8
600000.00000000
PA
USD
661692.12000000
0.044752526801
Long
DBT
MUN
US
N
2
2037-07-01
Fixed
5.00000000
N
N
N
N
N
N
American Samoa Economic Development Authority
N/A
AMERICAN SAMOA AS ECON DEV AUTH GEN REVENUE
02936TAB7
1335000.00000000
PA
USD
1373010.12000000
0.092861423518
Long
DBT
MUN
US
N
2
2035-09-01
Fixed
6.62500000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966QXU9
2000000.00000000
PA
USD
1961082.40000000
0.132634785897
Long
DBT
MUN
US
N
2
2041-08-01
Fixed
4.00000000
N
N
N
N
N
N
South Carolina Public Service Authority
EMBXY64GWKA9MZGFUD26
SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE
837151YS2
1975000.00000000
PA
USD
1939356.19000000
0.131165367166
Long
DBT
MUN
US
N
2
2039-12-01
Fixed
4.00000000
N
N
N
N
N
N
Village Community Development District No 14
N/A
VLG FL CDD #14 SPL ASSMNT REVENUE
92708JAE0
2680000.00000000
PA
USD
2769192.28000000
0.187290052251
Long
DBT
MUN
US
N
2
2053-05-01
Fixed
5.50000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913R2R7
2500000.00000000
PA
USD
2499450.00000000
0.169046448844
Long
DBT
CORP
US
N
2
2024-09-13
Floating
5.62300000
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
447000.00000000
PA
USD
444161.06000000
0.030040148795
Long
DBT
MUN
US
N
2
2024-07-01
None
0.00000000
N
N
N
N
N
N
Bucks County Industrial Development Authority
N/A
BUCKS CNTY PA INDL DEV AUTH HOSP REVENUE
11861MBC9
1300000.00000000
PA
USD
1096065.10000000
0.074130673891
Long
DBT
MUN
US
N
2
2034-07-01
Fixed
5.00000000
N
N
N
N
N
N
Chicago Housing Authority
N/A
CHICAGO IL HSG AUTH
16753QAP2
2500000.00000000
PA
USD
2618194.75000000
0.177077567012
Long
DBT
MUN
US
N
2
2034-01-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac Multifamily
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
35833TAA3
2440854.42000000
PA
USD
1904087.83000000
0.128780045989
Long
ABS-MBS
USGSE
US
N
2
2041-07-25
Fixed
2.34000000
N
N
N
N
N
N
Montana Facility Finance Authority
N/A
MONTANA ST FAC FIN AUTH REVENUE
61204KKZ3
1350000.00000000
PA
USD
1386206.46000000
0.093753937637
Long
DBT
MUN
US
N
2
2033-02-15
Fixed
5.00000000
N
N
N
N
N
N
City & County of Denver CO Airport System Revenue
N/A
DENVER CITY & CNTY CO ARPT REVENUE
249182KZ8
1700000.00000000
PA
USD
1751888.93000000
0.118486307942
Long
DBT
MUN
US
N
2
2026-12-01
Fixed
5.00000000
N
N
N
N
N
N
Chester County Industrial Development Authority
N/A
CHESTER CNTY PA INDL DEV AUTH
165588FK5
925000.00000000
PA
USD
928525.27000000
0.062799375684
Long
DBT
MUN
US
N
2
2032-10-15
Fixed
5.00000000
N
N
N
N
N
N
District of Columbia Income Tax Revenue
N/A
DIST OF COLUMBIA INCOME TAX SECURED REVENUE
25477GWL5
3750000.00000000
PA
USD
4422936.00000000
0.299138460167
Long
DBT
MUN
US
N
2
2035-10-01
Fixed
5.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS2NZH7 IRS USD R V 00MSOFR IS2NZI8 CCPOIS / Short: BS2NZH7 IRS USD P F 3.55300 IS2NZH7 CCPOIS
000000000
50800000.00000000
OU
Notional Amount
USD
2982458.06000000
0.201713954618
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-03-31
0.00000000
USD
0.00000000
USD
50800000.00000000
USD
2982458.06000000
N
N
N
Conroe Local Government Corp
N/A
CONROE TX LOCAL GOVT CORP HOTEL & CONTRACT REVENUE
20841CAK0
905000.00000000
PA
USD
877195.50000000
0.059327765795
Long
DBT
MUN
US
N
2
2041-10-01
Fixed
4.00000000
N
N
N
N
N
N
Bucks County Industrial Development Authority
N/A
BUCKS CNTY PA INDL DEV AUTH HOSP REVENUE
11861MBA3
1150000.00000000
PA
USD
978916.46000000
0.066207506162
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
5.00000000
N
N
N
N
N
N
Iowa Tobacco Settlement Authority
N/A
TOBACCO SETTLEMENT AUTH IA TOBACCO SETTLEMENT REVENUE
888805BV9
900000.00000000
PA
USD
971364.51000000
0.065696741662
Long
DBT
MUN
US
N
2
2031-06-01
Fixed
5.00000000
N
N
N
N
N
N
School District of Philadelphia/The
254900HSKDHZKBZCUL90
PHILADELPHIA PA SCH DIST
717883A28
2000000.00000000
PA
USD
2225946.40000000
0.150548454355
Long
DBT
MUN
US
N
2
2039-09-01
Fixed
5.25000000
N
N
N
N
N
N
Connecticut State Health & Educational Facilities Authority
549300ZOQJ5U8YBS5Q35
CONNECTICUT ST HLTH & EDUCTNL FACS AUTH REVENUE
20775DUX8
7710000.00000000
PA
USD
7545834.05000000
0.510350857077
Long
DBT
MUN
US
N
2
2048-07-01
Floating
2.80000000
N
N
N
N
N
N
City of Brooklyn Park MN
549300SRSB2KMQNYBB75
BROOKLYN PARK MN MF HSG REVENUE
11423TAB8
1500000.00000000
PA
USD
1528193.70000000
0.103357025798
Long
DBT
MUN
US
N
2
2042-01-01
Floating
6.20500000
N
N
N
N
N
N
Kentucky Public Energy Authority
549300XEJZWHYSY4SL55
KENTUCKY ST PUBLIC ENERGY AUTH GAS SPLY REVENUE
74440DBU7
20000000.00000000
PA
USD
19849010.00000000
1.342457202014
Long
DBT
MUN
US
N
2
2049-12-01
Floating
4.14100000
N
N
N
N
N
N
South Carolina Jobs-Economic Development Authority
5493006X47I9VG3DL112
SOUTH CAROLINA ST JOBS-ECON DEV AUTH SOL WST DISP REVENUE
83704DAL0
1000000.00000000
PA
USD
639322.10000000
0.043239564973
Long
DBT
MUN
US
N
2
2040-06-01
Fixed
6.25000000
Y
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966QWM8
2500000.00000000
PA
USD
2527447.00000000
0.170939982793
Long
DBT
MUN
US
N
2
2044-06-01
Floating
5.00000000
N
N
N
N
N
N
State of Washington
549300X3TODFMUKLQ364
WASHINGTON ST
93974DPW2
13325000.00000000
PA
USD
13455057.33000000
0.910012066908
Long
DBT
MUN
US
N
2
2026-07-01
Fixed
5.00000000
N
N
N
N
N
N
Tennergy Corp/TN
5493008K3JJFBSC4C235
TENNERGY CORP TN GAS REVENUE
880397BW3
9015000.00000000
PA
USD
8939475.03000000
0.604607617017
Long
DBT
MUN
US
N
2
2051-12-01
Floating
4.00000000
N
N
N
N
N
N
Pennsylvania Turnpike Commission
549300J8LLBYEYEXZJ24
PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE
709224A41
1255000.00000000
PA
USD
1324913.41000000
0.089608476659
Long
DBT
MUN
US
N
2
2029-12-01
Fixed
5.00000000
N
N
N
N
N
N
Chicago O'Hare International Airport
N/A
CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE
167593RF1
5000000.00000000
PA
USD
5037559.00000000
0.340707539576
Long
DBT
MUN
US
N
2
2029-01-01
Fixed
5.00000000
N
N
N
N
N
N
Wisconsin Health & Educational Facilities Authority
549300ISNGXS0VHGVD41
WISCONSIN ST HLTH & EDUCTNL FACS AUTH REVENUE
97712JGW7
1000000.00000000
PA
USD
1021790.00000000
0.069107191968
Long
DBT
MUN
US
N
2
2054-08-15
Floating
5.00000000
N
N
N
N
N
N
Chicago O'Hare International Airport
N/A
CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE
167593Z70
600000.00000000
PA
USD
647220.30000000
0.043773747558
Long
DBT
MUN
US
N
2
2031-01-01
Fixed
5.00000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Long: IS1NF89 IRS USD R V 12MUSCPI IS1NF90 INFLATIONZERO / Short: IS1NF89 IRS USD P F 2.35050 IS1NF89 INFLATIONZERO
000000000
25000000.00000000
OU
Notional Amount
USD
2498640.00000000
0.168991665742
N/A
DIR
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2025-07-03
0.00000000
USD
0.00000000
USD
25000000.00000000
USD
2498640.00000000
N
N
N
Oregon Health & Science University
549300XTWOAGON8L2G98
OREGON ST HLTH & SCIENCE UNIV REVENUE
685869HH5
4750000.00000000
PA
USD
5097338.53000000
0.344750635961
Long
DBT
MUN
US
N
2
2046-07-01
Floating
5.00000000
N
N
N
N
N
N
City of Houston TX
549300C64URYS0WQQY42
HOUSTON TX
4423316F6
2500000.00000000
PA
USD
2572755.50000000
0.174004353365
Long
DBT
MUN
US
N
2
2026-03-01
Fixed
5.00000000
N
N
N
N
N
N
City of Houston TX Airport System Revenue
N/A
HOUSTON TX ARPT SYS REVENUE
442349FM3
1000000.00000000
PA
USD
1084812.90000000
0.073369648684
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
5.00000000
N
N
N
N
N
N
Port of Seattle WA
549300T9UCDUJ3GZL429
PORT OF SEATTLE WA REVENUE
735389H35
2000000.00000000
PA
USD
2106628.60000000
0.142478578832
Long
DBT
MUN
US
N
2
2033-04-01
Fixed
5.00000000
N
N
N
N
N
N
Virginia Small Business Financing Authority
N/A
VIRGINIA ST SMALL BUSINESS FING AUTH ENVIRONMENTAL FACS REVE
92810RAB3
2000000.00000000
PA
USD
1998371.80000000
0.135156796999
Long
DBT
MUN
US
N
2
2052-11-01
Floating
5.00000000
N
N
N
N
N
N
California Community Choice Financing Authority
549300X8VKJ215S2R571
CALIFORNIA CMNTY CHOICE FING AUTH CLEAN ENERGY PROJ REVENUE
13013JCM6
4925000.00000000
PA
USD
5137874.26000000
0.347492207590
Long
DBT
MUN
US
N
2
2054-01-01
Floating
5.25000000
N
N
N
N
N
N
Greater Orlando Aviation Authority
549300CP6PUG5S184F61
GTR ORLANDO FL AVIATION AUTH ARPT FACS REVENUE
392274W28
4420000.00000000
PA
USD
4612614.32000000
0.311967061027
Long
DBT
MUN
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
BAYLOR SCOTT & WHITE HOL
549300JQDKSBWYRGGV95
Baylor Scott & White Holdings
072863AG8
1000000.00000000
PA
USD
924700.00000000
0.062540659443
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.82700000
N
N
N
N
N
N
HACKENSACK MERIDIAN HLTH
5493001CB3OCWTEJY668
Hackensack Meridian Health Inc
404530AC1
1790000.00000000
PA
USD
1204168.80000000
0.081442101041
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
2.67500000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
ILLINOIS ST
452153EH8
3000000.00000000
PA
USD
3302083.20000000
0.223331308387
Long
DBT
MUN
US
N
2
2037-10-01
Fixed
5.25000000
N
N
N
N
N
N
Pennsylvania Turnpike Commission
549300J8LLBYEYEXZJ24
PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE
709224WN5
1750000.00000000
PA
USD
1821270.68000000
0.123178835679
Long
DBT
MUN
US
N
2
2036-06-01
Fixed
5.00000000
N
N
N
N
N
N
Kansas Development Finance Authority
549300WTL7BL8KBDPR87
KANSAS ST DEV FIN AUTH HOSP REVENUE
48542AFG1
720000.00000000
PA
USD
767333.30000000
0.051897405207
Long
DBT
MUN
US
N
2
2054-11-15
Floating
5.00000000
N
N
N
N
N
N
Tarrant County Cultural Education Facilities Finance Corp
549300ROY505NVTMMI25
TARRANT CNTY TX CULTURAL EDU FACS FIN CORP REVENUE
87638TGC1
2465000.00000000
PA
USD
2628925.70000000
0.177803338278
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
5.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS2DB57 IRS USD R V 12MUSCPI IS2DB68 CCPINFLATIONZERO / Short: BS2DB57 IRS USD P F 3.50750 IS2DB57 CCPINFLATIONZERO
000000000
18000000.00000000
OU
Notional Amount
USD
973249.92000000
0.065824258462
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
18000000.00000000
USD
973249.92000000
N
N
N
Port of Seattle WA
549300T9UCDUJ3GZL429
PORT OF SEATTLE WA REVENUE
735389H43
1000000.00000000
PA
USD
1053099.00000000
0.071224727932
Long
DBT
MUN
US
N
2
2034-04-01
Fixed
5.00000000
N
N
N
N
N
N
Arizona Industrial Development Authority
N/A
ARIZONA ST INDL DEV AUTH NATIONAL CHRT SCH REVOLVING LOAN FD
04052FBK0
650000.00000000
PA
USD
711567.48000000
0.048125769912
Long
DBT
MUN
US
N
2
2032-11-01
Fixed
5.00000000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
64613CEF1
1250000.00000000
PA
USD
1341505.13000000
0.090730632072
Long
DBT
MUN
US
N
2
2043-06-15
Fixed
5.00000000
N
N
N
N
N
N
Black Belt Energy Gas District
549300I8V0Z68JQCB679
BLACK BELT ENERGY GAS DIST AL GAS SPLY REVENUE
09182NCB4
2555000.00000000
PA
USD
2562097.28000000
0.173283501081
Long
DBT
MUN
US
N
2
2052-07-01
Floating
4.00000000
N
N
N
N
N
N
District of Columbia
549300HWFOZXPKGOX654
DIST OF COLUMBIA REVENUE
25483VZU1
5475000.00000000
PA
USD
5919218.51000000
0.400337221808
Long
DBT
MUN
US
N
2
2032-02-29
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
210832.87000000
OU
Notional Amount
USD
-26712.53000000
-0.00180666079
N/A
DCR
GB
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
CMBX.NA.BBB-.6
137BERAF4
Y
sell protection
2063-05-11
0.00000000
USD
-19120.34000000
USD
210832.87000000
USD
-7592.19000000
N
N
N
Clark County School District
N/A
CLARK CNTY NV SCH DIST
181059V94
10085000.00000000
PA
USD
10354162.60000000
0.700287830637
Long
DBT
MUN
US
N
2
2034-06-15
Fixed
4.00000000
N
N
N
N
N
N
County of Montgomery MD
549300GNX5SDUEBKPK13
MONTGOMERY CNTY MD
61334PBC6
5925000.00000000
PA
USD
6184978.93000000
0.418311518251
Long
DBT
MUN
US
N
2
2026-11-01
Fixed
5.00000000
N
N
N
N
N
N
County of Hamilton OH
549300TO1E3N4E4YIO28
HAMILTON CNTY OH HLTH CARE FACS REVENUE
40727TDN1
1000000.00000000
PA
USD
1005659.20000000
0.068016210169
Long
DBT
MUN
US
N
2
2042-06-01
Fixed
5.00000000
N
N
N
N
N
N
State of Colorado
N/A
COLORADO ST COPS
196711UZ6
6000000.00000000
PA
USD
7053963.00000000
0.477083916633
Long
DBT
MUN
US
N
2
2041-12-15
Fixed
6.00000000
N
N
N
N
N
N
Central Texas Regional Mobility Authority
N/A
CENTRL TX REGL MOBILITY AUTH REVENUE
155498LN6
1575000.00000000
PA
USD
1718894.99000000
0.116254813657
Long
DBT
MUN
US
N
2
2034-01-01
Fixed
5.00000000
N
N
N
N
N
N
Black Belt Energy Gas District
549300I8V0Z68JQCB679
BLACK BELT ENERGY GAS DIST AL GAS SPLY REVENUE
09182NBR0
21155000.00000000
PA
USD
20838311.77000000
1.409367102614
Long
DBT
MUN
US
N
2
2051-06-01
Floating
4.00000000
N
N
N
N
N
N
ARC70 II TRUST
N/A
ARC70 II TR CA
03880NAC2
4770941.00000000
PA
USD
4663052.37000000
0.315378360808
Long
DBT
MUN
US
N
2
2065-04-01
Floating
4.84000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS2DC76 IRS USD R V 12MUSCPI IS2DC87 CCPINFLATIONZERO / Short: BS2DC76 IRS USD P F .00000 IS2DC76 CCPINFLATIONZERO
000000000
24000000.00000000
OU
Notional Amount
USD
1250117.04000000
0.084549739443
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
24000000.00000000
USD
1250117.04000000
N
N
N
Lane County School District No 4J Eugene
N/A
LANE CNTY OR SCH DIST #4J EUGENE
515300TS0
8780000.00000000
PA
USD
8790738.82000000
0.594548072671
Long
DBT
MUN
US
N
2
2024-06-15
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
79739GNM4
3100000.00000000
PA
USD
3086331.17000000
0.208739252333
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
4.00000000
N
N
N
N
N
N
Chicago Board of Education
54930099NR6T9V7LVB43
CHICAGO IL BRD OF EDU
167505WZ5
135000.00000000
PA
USD
140087.07000000
0.009474573091
Long
DBT
MUN
US
N
2
2030-12-01
Fixed
5.00000000
N
N
N
N
N
N
New Jersey Economic Development Authority
5493006JS6QWDVU4R678
NEW JERSEY ST ECON DEV AUTH WTR FACS REVENUE
645780FT9
2000000.00000000
PA
USD
1974756.00000000
0.133559578760
Long
DBT
MUN
US
N
2
2034-11-01
Floating
3.75000000
N
N
N
N
N
N
County of Miami-Dade FL
549300QG0NBD9HULR263
MIAMI-DADE CNTY FL PUBLIC FACS REVENUE
59333TDT4
5000000.00000000
PA
USD
5003073.50000000
0.338375165929
Long
DBT
MUN
US
N
2
2024-06-01
Fixed
5.00000000
N
N
N
N
N
N
City of New Orleans LA
54930084B6KHR5PR2651
NEW ORLEANS LA
64763FYX1
2680000.00000000
PA
USD
2935371.30000000
0.198529314170
Long
DBT
MUN
US
N
2
2035-12-01
Fixed
5.00000000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
64613CEC8
3265000.00000000
PA
USD
3570041.44000000
0.241454250998
Long
DBT
MUN
US
N
2
2040-06-15
Fixed
5.00000000
N
N
N
N
N
N
American Samoa Economic Development Authority
N/A
AMERICAN SAMOA AS ECON DEV AUTH GEN REVENUE
02936TAF8
295000.00000000
PA
USD
306657.57000000
0.020740312156
Long
DBT
MUN
US
N
2
2028-09-01
Fixed
6.50000000
N
N
N
N
N
N
Align Affordable Housing Bond Fund LP
549300B2I0LUTCXK9B86
ALIGN CAP SER 2021-3 TRUST
01631GAA7
2500000.00000000
PA
USD
2198034.00000000
0.148660642196
Long
DBT
MUN
US
N
2
2051-12-01
Floating
3.25000000
N
N
N
N
N
N
New Jersey Turnpike Authority
5493005YN67D71KSMI84
NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE
646140DS9
1350000.00000000
PA
USD
1169556.71000000
0.079101165675
Long
DBT
MUN
US
N
2
2029-01-01
Fixed
1.71300000
N
N
N
N
N
N
CSCDA Community Improvement Authority
N/A
CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE
126292BL4
2300000.00000000
PA
USD
1855979.02000000
0.125526280766
Long
DBT
MUN
US
N
2
2047-05-01
Fixed
3.50000000
N
N
N
N
N
N
City of Houston TX Combined Utility System Revenue
N/A
HOUSTON TX UTILITY SYS REVENUE
44244CXF9
1015000.00000000
PA
USD
1017776.74000000
0.068835761312
Long
DBT
MUN
US
N
2
2039-11-15
Fixed
4.00000000
N
N
N
N
N
N
Indiana Finance Authority
549300PS0PAS7NDSSI20
INDIANA FIN AUTH EDUCTNL FACS REVENUE
45470ECA1
5000000.00000000
PA
USD
5048268.50000000
0.341431860104
Long
DBT
MUN
US
N
2
2037-09-01
Fixed
5.25000000
N
N
N
N
N
N
Health & Educational Facilities Authority of the State of Missouri
549300IWTBCMX5JB3277
MISSOURI ST HLTH & EDUCTNL FACS AUTH HLTH FACS REVENUE
60637ATQ5
11975000.00000000
PA
USD
12024346.58000000
0.813248150202
Long
DBT
MUN
US
N
2
2051-05-01
Floating
4.00000000
N
N
N
N
N
N
Howard Bend Levee District
N/A
HOWARD BEND MO LEVEE DIST
442499CE7
120000.00000000
PA
USD
121008.14000000
0.008184199063
Long
DBT
MUN
US
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447TKY8
1000000.00000000
PA
USD
1025588.90000000
0.069364124715
Long
DBT
MUN
US
N
2
2026-04-01
Fixed
5.00000000
N
N
N
N
N
N
Iowa Higher Education Loan Authority
549300DWVTM3KRNR0M36
IOWA ST HGR EDU LOAN AUTH
4624607R1
2275000.00000000
PA
USD
2124705.77000000
0.143701200367
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
5.25000000
N
N
N
N
N
N
State of Nevada Department of Business & Industry
N/A
DIRECTOR OF THE ST OF NEVADA DEPT OF BUSINESS & INDUSTRY
25457VBU9
940000.00000000
PA
USD
939996.33000000
0.063575203149
Long
DBT
MUN
US
N
2
2050-01-01
Floating
4.00000000
N
N
N
N
N
N
City of Chillicothe OH
N/A
CHILLICOTHE OH HOSP FACS REVENUE
169203AH9
3385000.00000000
PA
USD
3463276.43000000
0.234233364083
Long
DBT
MUN
US
N
2
2037-12-01
Fixed
5.00000000
N
N
N
N
N
N
City of Atlanta GA Department of Aviation
N/A
ATLANTA GA ARPT REVENUE
04780ME96
3440000.00000000
PA
USD
3701044.74000000
0.250314457305
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
5.00000000
N
N
N
N
N
N
City of Ashland KY
N/A
ASHLAND KY MED CENTER REVENUE
044293BS6
125000.00000000
PA
USD
131817.41000000
0.008915267381
Long
DBT
MUN
US
N
2
2030-02-01
Fixed
5.00000000
N
N
N
N
N
N
District of Columbia
549300HWFOZXPKGOX654
DIST OF COLUMBIA REVENUE
25483VVN1
2400000.00000000
PA
USD
2444824.08000000
0.165351908929
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
5.00000000
N
N
N
N
N
N
Montgomery County Higher Education and Health Authority
N/A
MONTGOMERY CNTY PA HGR EDU & HLTH AUTH
613603YR4
1500000.00000000
PA
USD
1567895.70000000
0.106042209383
Long
DBT
MUN
US
N
2
2034-09-01
Fixed
5.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS29GF0 IRS USD R V 12MUSCPI IS29GG1 CCPINFLATIONZERO / Short: BS29GF0 IRS USD P F 2.51000 IS29GF0 CCPINFLATIONZERO
000000000
10000000.00000000
OU
Notional Amount
USD
970795.50000000
0.065658257548
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2036-05-01
0.00000000
USD
0.00000000
USD
10000000.00000000
USD
970795.50000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: IS2UT65 IRS USD R V 12MUSCPI IS2UT76 INFLATION ZERO / Short: IS2UT65 IRS USD P F 2.53500 IS2UT65 INFLATION ZERO
000000000
25000000.00000000
OU
Notional Amount
USD
295758.00000000
0.020003136536
N/A
DIR
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2041-02-15
0.00000000
USD
0.00000000
USD
25000000.00000000
USD
295758.00000000
N
N
N
2024-06-17
AB BOND FUND, INC.
Joseph Mantineo
Joseph Mantineo
Treasurer and Chief Financial Officer