Long: SS2C1M1 IRS USD R F 3.32000 IS2C1M1 CCPINFLATIONZERO / Short: SS2C1M1 IRS USD P V 12MUSCPI IS2C1N2 CCPINFLATIONZERO

NPORT-P false 0000798737 XXXXXXXX S000010352 C000069626 C000028631 C000028633 AB MUNICIPAL INCOME FUND, INC. 811-04791 0000798737 549300HSXPZXR4NTL020 ALLIANCEBERNSTEIN LP 1345 AVENUE OF THE AMERICAS NEW YORK 10105 212-969-1000 AB New York Portfolio S000010352 DW5H3DY2BQ5SJEQYE144 2022-05-31 2022-02-28 N 639478749.29 2770252.35 636708496.94 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1166133.75000000 0.00000000 0.00000000 0.00000000 USD N LCH Limited F226TOH6YD6XJB17KS62 Long: SS2C1M1 IRS USD R F 3.32000 IS2C1M1 CCPINFLATIONZERO / Short: SS2C1M1 IRS USD P V 12MUSCPI IS2C1N2 CCPINFLATIONZERO 000000000 6200000.00000000 OU Notional Amount USD -220451.17000000 -0.03462356338 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on US CPI Urban Consumers NSA 2027-01-15 0.00000000 USD 0.00000000 USD 6200000.00000000 USD -220451.17000000 N N N New York State Thruway Authority N/A NEW YORK ST THRUWAY AUTH 650009S53 5000000.00000000 PA USD 5032175.00000000 0.790342052004 Long DBT MUN US N 2 2035-01-01 Fixed 2.90000000 N N N N N N Build NYC Resource Corp 549300GROJFKMNLWEK84 BUILD NYC RESOURCE CORP NY REVENUE 12008EDH6 1320000.00000000 PA USD 1424828.99000000 0.223780426497 Long DBT MUN US N 2 2033-06-01 Fixed 5.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: BS281C9 IRS USD R V 12MUSCPI IS281D0 CCPINFLATIONZERO / Short: BS281C9 IRS USD P F 2.58500 IS281C9 CCPINFLATIONZERO 000000000 1955000.00000000 OU Notional Amount USD 156512.55000000 0.024581507982 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on US CPI Urban Consumers NSA 2025-01-15 0.00000000 USD 0.00000000 USD 1955000.00000000 USD 156512.55000000 N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 PUERTO RICO ELEC PWR AUTH PWR REVENUE 74526QPP1 710000.00000000 PA USD 734604.55000000 0.115375333222 Long DBT MUN US N 2 2031-07-01 Fixed 5.25000000 N N N N N N Nassau County Industrial Development Agency N/A NASSAU CNTY NY INDL DEV AGY CCRC REVENUE 63166UAR2 720000.00000000 PA USD 688729.32000000 0.108170273101 Long DBT MUN US N 2 2041-01-01 Fixed 9.00000000 N N N N N N Territory of Guam N/A GUAM GOVT BUSINESS PRIVILEGE TAX REVENUE 40065NCR6 3760000.00000000 PA USD 4019617.10000000 0.631311992743 Long DBT MUN US N 2 2042-01-01 Fixed 4.00000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT 64990GGB2 1950000.00000000 PA USD 2248254.06000000 0.353105710196 Long DBT MUN US N 2 2032-08-01 Fixed 5.00000000 N N N N N N Monroe County Industrial Development Corp/NY N/A MONROE CNTY NY INDL DEV CORP REVENUE 61075TRN0 1150000.00000000 PA USD 1301863.25000000 0.204467704806 Long DBT MUN US N 2 2034-12-01 Fixed 5.00000000 N N N N N N Municipal Electric Authority of Georgia JA0WNILDDF2KUPS83B16 MUNI ELEC AUTH OF GEORGIA 6262072R4 160000.00000000 PA USD 184171.55000000 0.028925568118 Long DBT MUN US N 2 2048-01-01 Fixed 5.00000000 N N N N N N Guam Power Authority 549300IPOV320QCKW060 GUAM PWR AUTH REVENUE 400653JJ1 1500000.00000000 PA USD 1673677.20000000 0.262863964913 Long DBT MUN US N 2 2037-10-01 Fixed 5.00000000 N N N N N N Westchester County Local Development Corp 549300KOSU8OC75V9238 WESTCHESTER CNTY NY LOCAL DEV CORP REVENUE 95737TAB2 1800000.00000000 PA USD 1842704.28000000 0.289410976743 Long DBT MUN US N 2 2034-01-01 Fixed 5.00000000 N N N N N N Puerto Rico Highway & Transportation Authority 549300J6QBXVWJXB7Y41 PUERTO RICO HIGHWAY & TRANSPRTN AUTH TRANSPRTN REVENUE 745190ZR2 795000.00000000 PA USD 830947.44000000 0.130506730158 Long DBT MUN US N 2 2034-07-01 Fixed 5.25000000 N N N N N N Ohio Water Development Authority Water Pollution Control Loan Fund N/A OHIO ST WTR DEV AUTH WTR POLLCONTROL REVENUE 67766WXM9 1500000.00000000 PA USD 1508213.70000000 0.236876640919 Long DBT MUN US N 2 2033-06-01 Floating 4.37500000 N N N N N N Build NYC Resource Corp 549300GROJFKMNLWEK84 BUILD NYC RESOURCE CORP NY REVENUE 12008ELT1 980000.00000000 PA USD 1073732.59000000 0.168638018050 Long DBT MUN US N 2 2045-09-01 Fixed 5.50000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long: SS2DTP3 IRS USD R F 1.76950 IS2DTP3 CCPOIS / Short: SS2DTP3 IRS USD P V 00MSOFR IS2DTQ4 CCPOIS 000000000 1550000.00000000 OU Notional Amount USD 7822.10000000 0.001228521377 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2041-02-15 0.00000000 USD 0.00000000 USD 1550000.00000000 USD 7822.10000000 N N N Triborough Bridge & Tunnel Authority 54930020ZN4LQF7K3456 TRIBOROUGH NY BRIDGE & TUNNEL AUTH REVENUES 89602N7Q1 3000000.00000000 PA USD 3500121.90000000 0.549721248706 Long DBT MUN US N 2 2036-11-15 Fixed 5.00000000 N N N N N N Hempstead Town Local Development Corp N/A HEMPSTEAD TOWN NY LOCAL DEV CORP REVENUE 424682GD8 1100000.00000000 PA USD 1163406.86000000 0.182722056575 Long DBT MUN US N 2 2039-07-01 Fixed 5.00000000 N N N N N N Antonio B Won Pat International Airport Authority N/A GUAM INTERNATIONAL ARPT AUTH 40064REK1 500000.00000000 PA USD 488168.95000000 0.076670713889 Long DBT MUN US N 2 2036-10-01 Fixed 3.83900000 N N N N N N New York Transportation Development Corp N/A NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE 650116CP9 13850000.00000000 PA USD 15566017.77000000 2.444763631207 Long DBT MUN US N 2 2036-01-01 Fixed 5.00000000 N N N N N N Illinois Finance Authority 549300ZG6UBPNNNRN315 ILLINOIS ST FIN AUTH REVENUE 45204E7F9 115000.00000000 PA USD 123291.32000000 0.019363856551 Long DBT MUN US N 2 2041-09-01 Fixed 4.00000000 N N N N N N Washington State Housing Finance Commission 549300YL1HU59NREG764 WASHINGTON ST HSG FIN COMMISSION NONPROFIT HSG REVENUE 939783YZ3 100000.00000000 PA USD 105384.19000000 0.016551403115 Long DBT MUN US N 2 2044-01-01 Fixed 5.00000000 N N N N N N New York Transportation Development Corp N/A NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE 650116AL0 3490000.00000000 PA USD 3731439.25000000 0.586051429803 Long DBT MUN US N 2 2034-07-01 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 64542UFJ8 100000.00000000 PA USD 106894.76000000 0.016788649831 Long DBT MUN US N 2 2055-01-01 Fixed 5.00000000 N N N N N N Troy Capital Resource Corp N/A TROY NY CAPITAL RESOURCE CORP REVENUE 897579BU1 2250000.00000000 PA USD 2735958.83000000 0.429703521022 Long DBT MUN US N 2 2036-09-01 Fixed 5.00000000 N N N N N N Metropolitan Transportation Authority 5493000TKYODLXADQD60 MET TRANSPRTN AUTH NY REVENUE 59261AL54 1285000.00000000 PA USD 1280742.67000000 0.201150554163 Long DBT MUN US N 2 2032-11-01 Floating 0.83400000 N N N N N N Long Island Power Authority 1R46U5SYJ63KQXF39168 LONG ISLAND NY PWR AUTH ELEC SYS REVENUE 542691CR9 3445000.00000000 PA USD 3465162.21000000 0.544230558670 Long DBT MUN US N 2 2049-09-01 Floating 1.65000000 N N N N N N County of Grand Forks ND N/A GRAND FORKS CNTY ND 38543PAF5 115000.00000000 PA USD 108084.82000000 0.016975557970 Long DBT MUN US N 2 2043-12-15 Fixed 7.00000000 N N N N N N Metropolitan Transportation Authority 5493000TKYODLXADQD60 MET TRANSPRTN AUTH NY REVENUE 59261AL62 1000000.00000000 PA USD 1001038.40000000 0.157220832580 Long DBT MUN US N 2 2032-11-01 Floating 0.58400000 N N N N N N County of Nassau NY 549300ICRCGQYCPS7T40 NASSAU CNTY NY 63165TWS0 5085000.00000000 PA USD 5723566.67000000 0.898930467789 Long DBT MUN US N 2 2036-04-01 Fixed 5.00000000 N N N N N N New York Convention Center Development Corp N/A NEW YORK ST CONVENTION CENTER DEV CORP REVENUE 649451DH1 6000000.00000000 PA USD 6693795.60000000 1.051312434523 Long DBT MUN US N 2 2035-11-15 Fixed 5.00000000 N N N N N N Buffalo & Fort Erie Public Bridge Authority N/A BUFFALO & FORT ERIE NY PUBLIC BRIDGE AUTH 119427BU5 2250000.00000000 PA USD 2566312.20000000 0.403059204068 Long DBT MUN US N 2 2042-01-01 Fixed 5.00000000 N N N N N N Triborough Bridge & Tunnel Authority 54930020ZN4LQF7K3456 TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX 89602HAB3 5000000.00000000 PA USD 6080639.00000000 0.955011442319 Long DBT MUN US N 2 2051-05-15 Fixed 5.00000000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 PORT AUTH OF NEW YORK & NEW JERSEY NY 73358XBA9 11025000.00000000 PA USD 11852554.14000000 1.861535411724 Long DBT MUN US N 2 2061-07-15 Fixed 4.00000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT 64990CPY1 1000000.00000000 PA USD 1149803.30000000 0.180585512134 Long DBT MUN US N 2 2033-12-01 Fixed 5.00000000 N N N N N N New York Transportation Development Corp N/A NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE 650116AK2 2250000.00000000 PA USD 2346989.63000000 0.368612896055 Long DBT MUN US N 2 2033-07-01 Fixed 4.00000000 N N N N N N Public Finance Authority 5493004S6D3NA627K012 PUBLIC FIN AUTH WI REVENUE 74442PSF3 1250000.00000000 PA USD 1312445.50000000 0.206129729115 Long DBT MUN US N 2 2041-07-25 Fixed 5.75000000 N N N N N N Illinois Finance Authority 549300ZG6UBPNNNRN315 ILLINOIS ST FIN AUTH REVENUE 45204E7C6 100000.00000000 PA USD 115563.14000000 0.018150086037 Long DBT MUN US N 2 2038-09-01 Fixed 5.00000000 N N N N N N Westchester County Local Development Corp 549300KOSU8OC75V9238 WESTCHESTER CNTY NY LOCAL DEV CORP REVENUE 95737TDU7 1000000.00000000 PA USD 1088784.90000000 0.171002099898 Long DBT MUN US N 2 2042-06-01 Fixed 5.00000000 N N N N N N Chattanooga Health Educational & Housing Facility Board N/A CHATTANOOGA TN HLTH EDUCTNL &HSG FAC BRD REVENUE 162410EK6 130000.00000000 PA USD 142717.26000000 0.022414850859 Long DBT MUN US N 2 2038-08-01 Fixed 4.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: BS27SO7 IRS USD R V 03MLIBOR IS27SP8 CCPVANILLA / Short: BS27SO7 IRS USD P F 1.17300 IS27SO7 CCPVANILLA 000000000 11500000.00000000 OU Notional Amount USD 417772.10000000 0.065614343456 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2028-01-15 0.00000000 USD 0.00000000 USD 11500000.00000000 USD 417772.10000000 N N N Alliance Bernstein 5493006YWHO7MNK2U579 AB Fixed Income Shares, Inc. - Government Money Market Portfolio 018616748 3780635.36000000 NS USD 3780635.36000000 0.593778059845 Long STIV RF US N 1 N N N Buckeye Tobacco Settlement Financing Authority N/A BUCKEYE OH TOBACCO SETTLEMENT FING AUTH 118217CZ9 2735000.00000000 PA USD 2977466.50000000 0.467634170787 Long DBT MUN US N 2 2055-06-01 Fixed 5.00000000 N N N N N N Onondaga Civic Development Corp N/A ONONDAGA NY CIVIC DEV CORP 682832KF6 525000.00000000 PA USD 558363.33000000 0.087695284841 Long DBT MUN US N 2 2042-07-01 Fixed 4.00000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT 649906VJ0 2535000.00000000 PA USD 2571482.20000000 0.403871192603 Long DBT MUN US N 2 2034-07-01 Fixed 5.00000000 N N N N N N New York Transportation Development Corp N/A NEW YORK ST TRANSPRTN DEV CORP EXEMPT FAC REVENUE 650110AD1 3000000.00000000 PA USD 3249680.70000000 0.510387518875 Long DBT MUN US N 2 2046-10-31 Fixed 4.00000000 N N N N N N Indiana Finance Authority 549300PS0PAS7NDSSI20 INDIANA ST FIN AUTH EXEMPT FAC REVENUE 45470DAA5 800000.00000000 PA USD 659633.52000000 0.103600552398 Long DBT MUN US N 2 2039-03-01 Fixed 7.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long: BS28VF2 IRS USD R V 03MLIBOR IS28VG3 CCPVANILLA / Short: BS28VF2 IRS USD P F 1.21400 IS28VF2 CCPVANILLA 000000000 6500000.00000000 OU Notional Amount USD 225253.61000000 0.035377823773 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-01-15 0.00000000 USD 0.00000000 USD 6500000.00000000 USD 225253.61000000 N N N LCH Limited F226TOH6YD6XJB17KS62 Long: SS2C596 IRS USD R F 3.46600 IS2C596 CCPINFLATIONZERO / Short: SS2C596 IRS USD P V 12MUSCPI IS2C5A7 CCPINFLATIONZERO 000000000 6100000.00000000 OU Notional Amount USD -158399.25000000 -0.02487782882 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on US CPI Urban Consumers NSA 2027-01-15 0.00000000 USD -8100.45000000 USD 6100000.00000000 USD -150298.80000000 N N N Ulster County Capital Resource Corp N/A ULSTER CNTY NY CAPITAL RESOURCE CORP REVENUE 903768AE9 135000.00000000 PA USD 130551.82000000 0.020504174300 Long DBT MUN US N 2 2042-09-15 Fixed 5.25000000 N N N N N N Monroe County Industrial Development Corp/NY N/A MONROE CNTY NY INDL DEV CORP REVENUE 61075TUG1 2150000.00000000 PA USD 2199785.83000000 0.345493399345 Long DBT MUN US N 2 2040-01-01 Fixed 5.00000000 N N N N N N New York Transportation Development Corp N/A NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE 650116DT0 1050000.00000000 PA USD 1119920.97000000 0.175892260804 Long DBT MUN US N 2 2038-12-01 Fixed 4.00000000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 PORT AUTH OF NEW YORK & NEW JERSEY NY 73358WPY4 5000000.00000000 PA USD 5299544.50000000 0.832334502440 Long DBT MUN US N 2 2031-12-01 Fixed 5.00000000 N N N N N N Puerto Rico Highway & Transportation Authority 549300J6QBXVWJXB7Y41 PUERTO RICO HIGHWAY & TRANSPRTN AUTH TRANSPRTN REVENUE 745190UR7 285000.00000000 PA USD 295770.21000000 0.046453001871 Long DBT MUN US N 2 2041-07-01 Fixed 5.25000000 N N N N N N Build NYC Resource Corp 549300GROJFKMNLWEK84 BUILD NYC RESOURCE CORP NY REVENUE 12008ERW8 2000000.00000000 PA USD 2264807.20000000 0.355705509017 Long DBT MUN US N 2 2051-06-15 Fixed 5.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long: BS29Y12 IRS USD R V 03MLIBOR IS29Y23 CCPVANILLA / Short: BS29Y12 IRS USD P F 1.20450 IS29Y12 CCPVANILLA 000000000 12600000.00000000 OU Notional Amount USD 443520.49000000 0.069658327497 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-01-15 0.00000000 USD 0.00000000 USD 12600000.00000000 USD 443520.49000000 N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT 65000BJD1 375000.00000000 PA USD 439591.39000000 0.069041231915 Long DBT MUN US N 2 2046-07-01 Fixed 5.00000000 N N N N N N Puerto Rico Sales Tax Financing Corp Sales Tax Revenue N/A PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE 74529JRH0 620000.00000000 PA USD 677371.02000000 0.106386364129 Long DBT MUN US N 2 2040-07-01 Fixed 4.32900000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT 64990GGC0 2000000.00000000 PA USD 2304132.60000000 0.361881867616 Long DBT MUN US N 2 2033-08-01 Fixed 5.00000000 N N N N N N Long Island Power Authority 1R46U5SYJ63KQXF39168 LONG ISLAND NY PWR AUTH ELEC SYS REVENUE 5426908D7 6000000.00000000 PA USD 6865552.20000000 1.078288138605 Long DBT MUN US N 2 2030-09-01 Fixed 5.00000000 N N N N N N Municipal Electric Authority of Georgia JA0WNILDDF2KUPS83B16 MUNI ELEC AUTH OF GEORGIA 6262072T0 170000.00000000 PA USD 194504.16000000 0.030548384533 Long DBT MUN US N 2 2059-01-01 Fixed 5.00000000 N N N N N N New York Transportation Development Corp N/A NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE 650116AR7 5015000.00000000 PA USD 5349737.71000000 0.840217734757 Long DBT MUN US N 2 2046-07-01 Fixed 5.00000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT 64990GA85 2945000.00000000 PA USD 4294224.07000000 0.674441143888 Long DBT MUN US N 2 2050-10-01 Fixed 5.00000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT 65000BDB1 1600000.00000000 PA USD 2020007.52000000 0.317257823589 Long DBT MUN US N 2 2033-07-01 Fixed 5.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: SS2BYW9 IRS USD R F 2.90900 IS2BYW9 CCPINFLATIONZERO / Short: SS2BYW9 IRS USD P V 12MUSCPI IS2BYX0 CCPINFLATIONZERO 000000000 2800000.00000000 OU Notional Amount USD -99354.89000000 -0.01560445486 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on US CPI Urban Consumers NSA 2032-04-15 0.00000000 USD 0.00000000 USD 2800000.00000000 USD -99354.89000000 N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT 64990CQC8 2000000.00000000 PA USD 2292310.60000000 0.360025130969 Long DBT MUN US N 2 2037-12-01 Fixed 5.00000000 N N N N N N New York State Thruway Authority N/A NEW YORK ST THRUWAY AUTH 650009G49 10000000.00000000 PA USD 10950083.00000000 1.719795330614 Long DBT MUN US N 2 2031-01-01 Fixed 5.00000000 N N N N N N City of New York NY 549300ABYZD2SFD5JB29 NEW YORK NY 64966MHG7 2000000.00000000 PA USD 2294605.60000000 0.360385578491 Long DBT MUN US N 2 2034-12-01 Fixed 5.00000000 N N N N N N Triborough Bridge & Tunnel Authority 54930020ZN4LQF7K3456 TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX 89602HAT4 5000000.00000000 PA USD 5551503.50000000 0.871906614515 Long DBT MUN US N 2 2056-05-15 Fixed 4.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: BS283G7 IRS USD R V 12MUSCPI IS283H8 CCPINFLATIONZERO / Short: BS283G7 IRS USD P F 2.61250 IS283G7 CCPINFLATIONZERO 000000000 1955000.00000000 OU Notional Amount USD 154288.13000000 0.024232145595 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on US CPI Urban Consumers NSA 2025-01-15 0.00000000 USD 0.00000000 USD 1955000.00000000 USD 154288.13000000 N N N New York Liberty Development Corp N/A NEW YORK ST LIBERTY DEV CORP LIBERTY REVENUE 649519DH5 5780000.00000000 PA USD 5732723.07000000 0.900368551315 Long DBT MUN US N 2 2069-09-15 Fixed 2.80000000 N N N N N N Suffolk County Economic Development Corp 5493003FN78GO4R0BJ89 SUFFOLK CNTY NY ECON DEV CORPREVENUE 86476RDK7 1500000.00000000 PA USD 1678104.00000000 0.263559228134 Long DBT MUN US N 2 2040-12-01 Fixed 5.00000000 N N N N N N Onondaga Civic Development Corp N/A ONONDAGA NY CIVIC DEV CORP 682832JQ4 700000.00000000 PA USD 817417.86000000 0.128381804849 Long DBT MUN US N 2 2051-07-01 Fixed 5.00000000 N N N N N N Monroe County Industrial Development Corp/NY N/A MONROE CNTY NY INDL DEV CORP REVENUE 61075TWN4 1000000.00000000 PA USD 1117239.80000000 0.175471162293 Long DBT MUN US N 2 2039-12-01 Fixed 4.00000000 N N N N N N City of New York NY 549300ABYZD2SFD5JB29 NEW YORK NY 64966L4Q1 5000000.00000000 PA USD 5633474.00000000 0.884780716304 Long DBT MUN US N 2 2032-08-01 Fixed 5.00000000 N N N N N N New York Transportation Development Corp N/A NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE 650116CJ3 2395000.00000000 PA USD 2729541.74000000 0.428695667345 Long DBT MUN US N 2 2030-01-01 Fixed 5.00000000 N N N N N N Illinois Finance Authority 549300ZG6UBPNNNRN315 ILLINOIS ST FIN AUTH REVENUE 45204E7A0 115000.00000000 PA USD 133186.76000000 0.020918012032 Long DBT MUN US N 2 2036-09-01 Fixed 5.00000000 N N N N N N Puerto Rico Industrial Tourist Educational Medical & Envirml Ctl Facs Fing Auth N/A PUERTO RICO INDL TOURIST EDUCTNL MED & ENVRNMNTL CONTROL FAC 745272EZ3 1000000.00000000 PA USD 1013253.60000000 0.159139324332 Long DBT MUN US N 2 2032-04-01 Fixed 5.12500000 N N N N N N Westchester County Local Development Corp 549300KOSU8OC75V9238 WESTCHESTER CNTY NY LOCAL DEV CORP REVENUE 95737TCD6 6825000.00000000 PA USD 7557179.18000000 1.186913511649 Long DBT MUN US N 2 2046-11-01 Fixed 5.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: BS2AU39 IRS USD R V 12MUSCPI IS2AU40 CCPINFLATIONZERO / Short: BS2AU39 IRS USD P F 2.68000 IS2AU39 CCPINFLATIONZERO 000000000 3450000.00000000 OU Notional Amount USD 244846.60000000 0.038455054577 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 3450000.00000000 USD 244846.60000000 N N N Ulster County Capital Resource Corp N/A ULSTER CNTY NY CAPITAL RESOURCE CORP REVENUE 903768AD1 1515000.00000000 PA USD 1456404.65000000 0.228739628416 Long DBT MUN US N 2 2037-09-15 Fixed 5.00000000 N N N N N N New York City Water & Sewer System N/A NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE 64972GDE1 5000000.00000000 PA USD 5235153.50000000 0.822221397257 Long DBT MUN US N 2 2046-06-15 Fixed 5.00000000 N N N N N N Municipal Electric Authority of Georgia JA0WNILDDF2KUPS83B16 MUNI ELEC AUTH OF GEORGIA 6262072N3 100000.00000000 PA USD 116283.07000000 0.018263156618 Long DBT MUN US N 2 2037-01-01 Fixed 5.00000000 N N N N N N Public Finance Authority 5493004S6D3NA627K012 PUBLIC FIN AUTH WI REVENUE 74442PMQ5 405000.00000000 PA USD 455468.59000000 0.071534869125 Long DBT MUN US N 2 2027-10-01 Fixed 5.00000000 N N N N N N Build NYC Resource Corp 549300GROJFKMNLWEK84 BUILD NYC RESOURCE CORP NY REVENUE 12008EGK6 1625000.00000000 PA USD 1740263.69000000 0.273321888802 Long DBT MUN US N 2 2044-11-01 Fixed 5.50000000 N N N N N N American Samoa Economic Development Authority N/A AMERICAN SAMOA AS ECON DEV AUTH GEN REVENUE 02936TAG6 935000.00000000 PA USD 1173478.67000000 0.184303912330 Long DBT MUN US N 2 2038-09-01 Fixed 7.12500000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long: SS2DHH1 IRS USD R F 1.65650 IS2DHH1 CCPOIS / Short: SS2DHH1 IRS USD P V 00MSOFR IS2DHI2 CCPOIS 000000000 4400000.00000000 OU Notional Amount USD -59135.51000000 -0.00928768978 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2041-02-15 0.00000000 USD 0.00000000 USD 4400000.00000000 USD -59135.51000000 N N N Nassau County Local Economic Assistance Corp 549300FCI13UFG0Y6Y37 NASSAU CNTY NY LOCAL ECON ASSISTANCE CORP REVENUE 63166LBV2 4180000.00000000 PA USD 4224697.99000000 0.663521534627 Long DBT MUN US N 2 2031-07-01 Fixed 5.00000000 N N N N N N Build NYC Resource Corp 549300GROJFKMNLWEK84 BUILD NYC RESOURCE CORP NY REVENUE 12008ERS7 735000.00000000 PA USD 759761.93000000 0.119326494565 Long DBT MUN US N 2 2051-06-15 Fixed 4.00000000 N N N N N N Huntington Local Development Corp N/A HUNTINGTON NY LOCAL DEV CORP REVENUE 446490AT1 1725000.00000000 PA USD 1696990.31000000 0.266525469371 Long DBT MUN US N 2 2025-07-01 Fixed 3.00000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT 64990CJF9 2815000.00000000 PA USD 3222490.96000000 0.506117159655 Long DBT MUN US N 2 2035-07-01 Fixed 5.00000000 N N N N N N New York City Transitional Finance Authority Building Aid Revenue N/A NEW YORK CITY NY TRANSITIONAL FIN AUTH BLDG AID REVENUE 64972HWZ1 5160000.00000000 PA USD 5737278.61000000 0.901084034149 Long DBT MUN US N 2 2035-07-15 Fixed 5.00000000 N N N N N N New York City Transitional Finance Authority Building Aid Revenue N/A NEW YORK CITY NY TRANSITIONAL FIN AUTH BLDG AID REVENUE 64972HS60 7000000.00000000 PA USD 8295127.40000000 1.302813994137 Long DBT MUN US N 2 2043-07-15 Fixed 5.00000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 Long: IS1WUB4 IRS USD R V 01MMUNIP IS1WUC5 VANILLA / Short: IS1WUB4 IRS USD P F 1.12500 IS1WUB4 VANILLA 000000000 9395000.00000000 OU Notional Amount USD 300630.37000000 0.047216327635 N/A DIR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A N/A Y 2029-10-09 0.00000000 USD 0.00000000 USD 9395000.00000000 USD 300630.37000000 N N N Golden State Tobacco Securitization Corp N/A GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT 38122NZU9 435000.00000000 PA USD 439784.48000000 0.069071558195 Long DBT MUN US N 2 2047-06-01 Fixed 5.00000000 N N N N N N Kentucky Economic Development Finance Authority N/A KENTUCKY ST ECON DEV FIN AUTH 49126PGE4 105000.00000000 PA USD 121847.63000000 0.019137113857 Long DBT MUN US N 2 2044-08-01 Fixed 5.00000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT 65000BJE9 1200000.00000000 PA USD 1402355.16000000 0.220250737463 Long DBT MUN US N 2 2051-07-01 Fixed 5.00000000 N N N N N N New York Transportation Development Corp N/A NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE 650116BP0 1060000.00000000 PA USD 1070564.17000000 0.168140393154 Long DBT MUN US N 2 2031-08-01 Fixed 5.00000000 N N N N N N Guam Government Waterworks Authority N/A GUAM GOVT WTRWKS AUTH WTR & WSTWTR SYS REVENUE 40065FDA9 1100000.00000000 PA USD 1245325.40000000 0.195587997644 Long DBT MUN US N 2 2034-07-01 Fixed 5.00000000 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 87638RKD8 1000000.00000000 PA USD 1030075.30000000 0.161781302582 Long DBT MUN US N 2 2054-12-01 Fixed 5.75000000 N N N N N N Metropolitan Transportation Authority 5493000TKYODLXADQD60 MET TRANSPRTN AUTH NY DEDICATED TAX FUND 59259N2X0 5000000.00000000 PA USD 5796836.00000000 0.910437983450 Long DBT MUN US N 2 2035-11-15 Fixed 5.25000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Long: BS2BLY0 CDS USD R V 03MEVENT IS2BLZ1 CCPCDX / Short: BS2BLY0 CDS USD P F 5.00000 IS2BLY0 CCPCDX 000000000 1000000.00000000 OU Notional Amount USD -65694.85000000 -0.01031788492 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S37 2I65BRYQ7 Y buy protection 2026-12-20 0.00000000 USD -89037.06000000 USD 1000000.00000000 USD 23342.21000000 N N N Triborough Bridge & Tunnel Authority 54930020ZN4LQF7K3456 TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX 89602HAH0 3500000.00000000 PA USD 3337255.60000000 0.524141835084 Long DBT MUN US N 2 2035-05-15 Fixed 2.51100000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT 649906UN2 1200000.00000000 PA USD 1217269.68000000 0.191181629560 Long DBT MUN US N 2 2031-07-01 Fixed 5.00000000 N N N N N N Triborough Bridge & Tunnel Authority 54930020ZN4LQF7K3456 TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX 89602HCH8 5000000.00000000 PA USD 7229936.50000000 1.135517514647 Long DBT MUN US N 2 2052-05-15 Fixed 5.00000000 N N N N N N Puerto Rico Highway & Transportation Authority 549300J6QBXVWJXB7Y41 PUERTO RICO HIGHWAY & TRANSPRTN AUTH HIGHWAY REVENUE 745181C88 100000.00000000 PA USD 104237.79000000 0.016371352118 Long DBT MUN US N 2 2036-07-01 Fixed 5.25000000 N N N N N N Triborough Bridge & Tunnel Authority 54930020ZN4LQF7K3456 TRIBOROUGH NY BRIDGE & TUNNEL AUTH REVENUES 89602RGA7 3000000.00000000 PA USD 3614032.50000000 0.567611790539 Long DBT MUN US N 2 2054-11-15 Fixed 5.00000000 N N N N N N Trust for Cultural Resources of The City of New York/The N/A NEW YORK CITY NY TRUST FOR CULTURAL RESOURCES 649717VK8 3000000.00000000 PA USD 3410924.40000000 0.535712090602 Long DBT MUN US N 2 2034-12-01 Fixed 4.00000000 N N N N N N City of Baltimore MD N/A BALTIMORE MD SPL OBLIG 05923TCX5 200000.00000000 PA USD 200089.36000000 0.031425583443 Long DBT MUN US N 2 2039-06-01 Fixed 3.70000000 N N N N N N Metropolitan Transportation Authority 5493000TKYODLXADQD60 MET TRANSPRTN AUTH NY REVENUE 59261AQE0 5000000.00000000 PA USD 5738844.50000000 0.901329969300 Long DBT MUN US N 2 2033-11-15 Fixed 5.00000000 N N N N N N Ulster County Capital Resource Corp N/A ULSTER CNTY NY CAPITAL RESOURCE CORP REVENUE 903768AF6 235000.00000000 PA USD 222064.31000000 0.034876919511 Long DBT MUN US N 2 2047-09-15 Fixed 5.25000000 N N N N N N Washington State Housing Finance Commission 549300YL1HU59NREG764 WASHINGTON ST HSG FIN COMMISSION NONPROFIT HSG REVENUE 939783ZB5 305000.00000000 PA USD 318284.67000000 0.049989072162 Long DBT MUN US N 2 2055-01-01 Fixed 5.00000000 N N N N N N Public Finance Authority 5493004S6D3NA627K012 PUBLIC FIN AUTH WI REVENUE 74442PMN2 365000.00000000 PA USD 398346.87000000 0.062563460659 Long DBT MUN US N 2 2025-10-01 Fixed 5.00000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE 64990FD50 4500000.00000000 PA USD 4334274.90000000 0.680731436886 Long DBT MUN US N 2 2026-03-15 Fixed 1.18700000 N N N N N N Town of Oyster Bay NY N/A OYSTER BAY NY 692160SN5 850000.00000000 PA USD 894721.90000000 0.140523002959 Long DBT MUN US N 2 2024-03-01 Fixed 4.00000000 N N N N N N Municipal Electric Authority of Georgia JA0WNILDDF2KUPS83B16 MUNI ELEC AUTH OF GEORGIA 626207Z56 490000.00000000 PA USD 568401.23000000 0.089271814767 Long DBT MUN US N 2 2056-01-01 Fixed 5.00000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT 65000BDE5 3400000.00000000 PA USD 4271863.36000000 0.670929221226 Long DBT MUN US N 2 2036-07-01 Fixed 5.00000000 N N N N N N City of Detroit MI 549300BQRJP7MKKHOY28 DETROIT MI 2510933Q1 245000.00000000 PA USD 277389.27000000 0.043566132905 Long DBT MUN US N 2 2036-04-01 Fixed 5.00000000 N N N N N N Troy Capital Resource Corp N/A TROY NY CAPITAL RESOURCE CORP REVENUE 897579BX5 2000000.00000000 PA USD 2421657.20000000 0.380340016135 Long DBT MUN US N 2 2039-09-01 Fixed 5.00000000 N N N N N N Guam Government Waterworks Authority N/A GUAM GOVT WTRWKS AUTH WTR & WSTWTR SYS REVENUE 40065FCH5 1275000.00000000 PA USD 1408817.75000000 0.221265737267 Long DBT MUN US N 2 2046-01-01 Fixed 5.00000000 N N N N N N Ulster County Capital Resource Corp N/A ULSTER CNTY NY CAPITAL RESOURCE CORP REVENUE 903768AG4 505000.00000000 PA USD 470500.42000000 0.073895734431 Long DBT MUN US N 2 2053-09-15 Fixed 5.25000000 N N N N N N TSASC Inc/NY N/A TSASC INC NY 898526FF0 10850000.00000000 PA USD 12079709.71000000 1.897211953045 Long DBT MUN US N 2 2041-06-01 Fixed 5.00000000 N N N N N N Puerto Rico Industrial Tourist Educational Medical & Envirml Ctl Facs Fing Auth N/A PUERTO RICO INDL TOURIST EDUCTNL MED & ENVRNMNTL CONTROL FAC 74527JAC1 1715000.00000000 PA USD 1770737.50000000 0.278108036646 Long DBT MUN US N 2 2026-06-01 Fixed 6.62500000 N N N N N N Washington State Housing Finance Commission 549300YL1HU59NREG764 WASHINGTON ST HSG FIN COMMISSION NONPROFIT HSG REVENUE 939783ZA7 105000.00000000 PA USD 109976.94000000 0.017272730068 Long DBT MUN US N 2 2049-01-01 Fixed 5.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long: SS2DMK9 IRS USD R F 1.71500 IS2DMK9 CCPOIS / Short: SS2DMK9 IRS USD P V 00MSOFR IS2DML0 CCPOIS 000000000 4500000.00000000 OU Notional Amount USD -17412.75000000 -0.00273480722 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2041-02-15 0.00000000 USD 0.00000000 USD 4500000.00000000 USD -17412.75000000 N N N New York City Transitional Finance Authority Future Tax Secured Revenue N/A NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE 64971WG61 10000000.00000000 PA USD 11275054.00000000 1.770834542681 Long DBT MUN US N 2 2032-02-01 Fixed 5.00000000 N N N N N N New York City Transitional Finance Authority Future Tax Secured Revenue N/A NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE 64971WSA9 5000.00000000 PA USD 5226.43000000 0.000820851304 Long DBT MUN US N 2 2032-05-01 Fixed 5.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: BS2EGQ6 IRS USD R V 00MSOFR IS2EGR7 CCPOIS / Short: BS2EGQ6 IRS USD P F 1.73700 IS2EGQ6 CCPOIS 000000000 5000000.00000000 OU Notional Amount USD -40484.33000000 -0.00635837752 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2032-04-15 0.00000000 USD 0.00000000 USD 5000000.00000000 USD -40484.33000000 N N N Puerto Rico Highway & Transportation Authority 549300J6QBXVWJXB7Y41 PUERTO RICO HIGHWAY & TRANSPRTN AUTH TRANSPRTN REVENUE 745190ZS0 685000.00000000 PA USD 714030.44000000 0.112144009924 Long DBT MUN US N 2 2036-07-01 Fixed 5.25000000 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 74529JRJ6 55000.00000000 PA USD 60089.36000000 0.009437499309 Long DBT MUN US N 2 2040-07-01 Fixed 4.32900000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT 64990BQF3 3000000.00000000 PA USD 3308487.90000000 0.519623645027 Long DBT MUN US N 2 2033-07-01 Fixed 5.00000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT 64990GZN5 1345000.00000000 PA USD 1457004.74000000 0.228833877198 Long DBT MUN US N 2 2039-09-01 Fixed 4.00000000 N N N N N N Puerto Rico Sales Tax Financing Corp Sales Tax Revenue N/A PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE 74529JPV1 73000.00000000 PA USD 80688.31000000 0.012672723921 Long DBT MUN US N 2 2040-07-01 Fixed 4.55000000 N N N N N N Troy Capital Resource Corp N/A TROY NY CAPITAL RESOURCE CORP REVENUE 897579BT4 1450000.00000000 PA USD 1764992.35000000 0.277205716349 Long DBT MUN US N 2 2035-09-01 Fixed 5.00000000 N N N N N N Trust for Cultural Resources of The City of New York/The N/A NEW YORK CITY NY TRUST FOR CULTURAL RESOURCES 649717VL6 1000000.00000000 PA USD 1127385.30000000 0.177064591633 Long DBT MUN US N 2 2035-12-01 Fixed 4.00000000 N N N N N N New York City Transitional Finance Authority Future Tax Secured Revenue N/A NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE 64971WSD3 4995000.00000000 PA USD 5219415.86000000 0.819749679026 Long DBT MUN US N 2 2032-05-01 Fixed 5.00000000 N N N N N N Dutchess County Local Development Corp N/A DUTCHESS CNTY NY LOCAL DEV CORP REVENUE 267045NJ7 3000000.00000000 PA USD 3410817.90000000 0.535695363952 Long DBT MUN US N 2 2045-07-01 Fixed 5.00000000 N N N N N N County of Nassau NY 549300ICRCGQYCPS7T40 NASSAU CNTY NY 63165TQL2 1000000.00000000 PA USD 1114046.20000000 0.174969582682 Long DBT MUN US N 2 2038-01-01 Fixed 5.00000000 N N N N N N Broome County Local Development Corp N/A BROOME CNTY NY LOCAL DEV CORP REVENUE 114731BE1 1000000.00000000 PA USD 1059563.10000000 0.166412589920 Long DBT MUN US N 2 2047-01-01 Fixed 4.00000000 N N N N N N Marshall Creek Community Development District N/A MARSHALL CREEK FL CDD SPL ASSMNT 57231NAH3 45000.00000000 PA USD 45291.22000000 0.007113336828 Long DBT MUN US N 2 2045-05-01 Fixed 6.32000000 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 16000000.00000000 OU Notional Amount USD 2901270.88000000 0.455667058621 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 16000000.00000000 USD 2901270.88000000 N N N Brookhaven Local Development Corp 549300384JET720NAQ98 BROOKHAVEN NY LOCAL DEV CORP REVENUE 113168BK3 1000000.00000000 PA USD 1074465.70000000 0.168753158653 Long DBT MUN US N 2 2045-11-01 Fixed 4.00000000 N N N N N N Metropolitan Transportation Authority 5493000TKYODLXADQD60 MET TRANSPRTN AUTH NY REVENUE 59259YV97 12000000.00000000 PA USD 12717999.60000000 1.997460323071 Long DBT MUN US N 2 2044-11-15 Fixed 5.00000000 N N N N N N Niagara Area Development Corp N/A NIAGARA NY AREA DEV CORP SOLID WASTE DISP FAC REVENUE 653542AC4 5000000.00000000 PA USD 5085558.50000000 0.798726344071 Long DBT MUN US N 2 2042-11-01 Fixed 4.75000000 N N N N N N Westchester Tobacco Asset Securitization Corp N/A WESTCHESTER NY TOBACCO ASSET SECURITIZATION 957480BR6 1000000.00000000 PA USD 1129487.80000000 0.177394805539 Long DBT MUN US N 2 2041-06-01 Fixed 5.00000000 N N N N N N Chicago Board of Education 54930099NR6T9V7LVB43 CHICAGO IL BRD OF EDU 167505UX2 1710000.00000000 PA USD 1943016.91000000 0.305165852087 Long DBT MUN US N 2 2031-12-01 Fixed 5.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: SS2D890 IRS USD R F 3.32300 IS2D890 CCPINFLATIONZERO / Short: SS2D890 IRS USD P V 12MUSCPI IS2D8A1 CCPINFLATIONZERO 000000000 4830000.00000000 OU Notional Amount USD -170790.10000000 -0.02682390777 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on US CPI Urban Consumers NSA 2027-01-15 0.00000000 USD 0.00000000 USD 4830000.00000000 USD -170790.10000000 N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 PORT AUTH OF NEW YORK & NEW JERSEY NY 73358XAX0 3000000.00000000 PA USD 3266121.60000000 0.512969689535 Long DBT MUN US N 2 2046-07-15 Fixed 4.00000000 N N N N N N Brookhaven Local Development Corp 549300384JET720NAQ98 BROOKHAVEN NY LOCAL DEV CORP REVENUE 113168AY4 1500000.00000000 PA USD 1710982.95000000 0.268723121840 Long DBT MUN US N 2 2036-11-01 Fixed 5.25000000 N N N N N N Metropolitan Transportation Authority 5493000TKYODLXADQD60 MET TRANSPRTN AUTH NY DEDICATED TAX FUND 59259N2W2 10740000.00000000 PA USD 12461376.05000000 1.957155607297 Long DBT MUN US N 2 2034-11-15 Fixed 5.25000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT 6499072S0 1000000.00000000 PA USD 1080916.80000000 0.169766353864 Long DBT MUN US N 2 2031-07-01 Fixed 5.00000000 N N N N N N Tuscaloosa County Industrial Development Authority N/A TUSCALOOSA CNTY AL INDL DEV AUTH GULF OPPORTUNITY ZONE 90068FAZ9 1270000.00000000 PA USD 1352496.53000000 0.212420053525 Long DBT MUN US N 2 2044-05-01 Fixed 5.25000000 N N N N N N New York Transportation Development Corp N/A NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE 650116AJ5 2000000.00000000 PA USD 2086394.80000000 0.327684460004 Long DBT MUN US N 2 2032-07-01 Fixed 4.00000000 N N N N N N Dutchess County Local Development Corp N/A DUTCHESS CNTY NY LOCAL DEV CORP REVENUE 267045GX4 4980000.00000000 PA USD 5585436.53000000 0.877236059647 Long DBT MUN US N 2 2046-07-01 Fixed 5.00000000 N N N N N N Troy Capital Resource Corp N/A TROY NY CAPITAL RESOURCE CORP REVENUE 897579BW7 1500000.00000000 PA USD 1819544.25000000 0.285773514684 Long DBT MUN US N 2 2038-09-01 Fixed 5.00000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT 64990BR39 1000000.00000000 PA USD 1137266.40000000 0.178616494905 Long DBT MUN US N 2 2030-07-01 Fixed 5.00000000 N N N N N N Build NYC Resource Corp 549300GROJFKMNLWEK84 BUILD NYC RESOURCE CORP NY REVENUE 12008EGG5 2305000.00000000 PA USD 2488346.62000000 0.390814105977 Long DBT MUN US N 2 2029-11-01 Fixed 5.25000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT 64990GF31 2235000.00000000 PA USD 2721894.75000000 0.427494648348 Long DBT MUN US N 2 2053-07-01 Fixed 5.00000000 N N N N N N Guam Government Waterworks Authority N/A GUAM GOVT WTRWKS AUTH WTR & WSTWTR SYS REVENUE 40065FDE1 1375000.00000000 PA USD 1551227.43000000 0.243632280306 Long DBT MUN US N 2 2040-07-01 Fixed 5.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: SS2CQM6 IRS USD R F 3.29000 IS2CQM6 CCPINFLATIONZERO / Short: SS2CQM6 IRS USD P V 12MUSCPI IS2CQN7 CCPINFLATIONZERO 000000000 4160000.00000000 OU Notional Amount USD -88357.78000000 -0.01387727357 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on US CPI Urban Consumers NSA 2029-01-15 0.00000000 USD 0.00000000 USD 4160000.00000000 USD -88357.78000000 N N N Illinois Finance Authority 549300ZG6UBPNNNRN315 ILLINOIS ST FIN AUTH REVENUE 45204E7B8 100000.00000000 PA USD 107941.85000000 0.016953103424 Long DBT MUN US N 2 2037-09-01 Fixed 4.00000000 N N N N N N Triborough Bridge & Tunnel Authority 54930020ZN4LQF7K3456 TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX 89602HAV9 6960000.00000000 PA USD 7908461.47000000 1.242085115560 Long DBT MUN US N 2 2050-05-15 Floating 5.00000000 N N N N N N City of New York NY 549300ABYZD2SFD5JB29 NEW YORK NY 64966QRP7 4000000.00000000 PA USD 3822798.00000000 0.600400028957 Long DBT MUN US N 2 2030-08-01 Fixed 1.82300000 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 74529JQD0 654000.00000000 PA USD 547075.58000000 0.085922456293 Long DBT MUN US N 2 2029-07-01 None 0.00000000 N N N N N N County of Grand Forks ND N/A GRAND FORKS CNTY ND 38543PAE8 105000.00000000 PA USD 101223.40000000 0.015897918825 Long DBT MUN US N 2 2031-12-15 Fixed 6.62500000 N N N N N N Suffolk County Economic Development Corp 5493003FN78GO4R0BJ89 SUFFOLK CNTY NY ECON DEV CORPREVENUE 86476RCS1 2500000.00000000 PA USD 2689143.25000000 0.422350771652 Long DBT MUN US N 2 2031-07-01 Fixed 5.00000000 N N N N N N New York City Transitional Finance Authority Future Tax Secured Revenue N/A NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE 64971XL63 5000000.00000000 PA USD 5618396.50000000 0.882412678172 Long DBT MUN US N 2 2047-02-01 Fixed 4.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: SS2COQ6 IRS USD R F 3.39000 IS2COQ6 CCPINFLATIONZERO / Short: SS2COQ6 IRS USD P V 12MUSCPI IS2COR7 CCPINFLATIONZERO 000000000 11050000.00000000 OU Notional Amount USD -135106.80000000 -0.02121956918 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on US CPI Urban Consumers NSA 2029-01-15 0.00000000 USD 0.00000000 USD 11050000.00000000 USD -135106.80000000 N N N Public Finance Authority 5493004S6D3NA627K012 PUBLIC FIN AUTH WI REVENUE 74442PMS1 100000.00000000 PA USD 114864.68000000 0.018040387485 Long DBT MUN US N 2 2029-10-01 Fixed 5.00000000 N N N N N N Hudson Yards Infrastructure Corp 549300EE2HJ67TPURL87 HUDSON YARDS INFRASTRUCTURE CORP NY 2ND INDENTURE REVENUE 44420RBE9 5000000.00000000 PA USD 5730806.00000000 0.900067460626 Long DBT MUN US N 2 2042-02-15 Fixed 5.00000000 N N N N N N Suffolk Tobacco Asset Securitization Corp N/A SUFFOLK NY TOBACCO ASSET SECURITIZATION CORP TOBACCO SETTLEM 864809CA4 4000000.00000000 PA USD 4314074.40000000 0.677558791932 Long DBT MUN US N 2 2050-06-01 Fixed 4.00000000 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 12350000.00000000 OU Notional Amount USD 2716343.60000000 0.426622797254 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 12350000.00000000 USD 2716343.60000000 N N N LCH Limited F226TOH6YD6XJB17KS62 Long: SS2DTX1 IRS USD R F 1.74000 IS2DTX1 CCPOIS / Short: SS2DTX1 IRS USD P V 00MSOFR IS2DTY2 CCPOIS 000000000 5500000.00000000 OU Notional Amount USD 1212.27000000 0.000190396391 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2041-02-15 0.00000000 USD 0.00000000 USD 5500000.00000000 USD 1212.27000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long: SS29917 IRS USD R F 2.00350 IS29917 CCPVANILLA / Short: SS29917 IRS USD P V 03MLIBOR IS29928 CCPVANILLA 000000000 1250000.00000000 OU Notional Amount USD -7131.20000000 -0.00112001018 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2041-01-15 0.00000000 USD 0.00000000 USD 1250000.00000000 USD -7131.20000000 N N N City of New York NY 549300ABYZD2SFD5JB29 NEW YORK NY 64966QRN2 3000000.00000000 PA USD 2884207.20000000 0.452987075539 Long DBT MUN US N 2 2029-08-01 Fixed 1.72300000 N N N N N N Jefferson County Industrial Development Agency N/A JEFFERSON CNTY NY INDL DEV AGY SOL WST DISP REVENUE 473300AF8 1000000.00000000 PA USD 970812.20000000 0.152473573804 Long DBT MUN US N 2 2024-01-01 Fixed 5.25000000 N N N N N N Metropolitan Transportation Authority 5493000TKYODLXADQD60 MET TRANSPRTN AUTH NY REVENUE 59261AL96 835000.00000000 PA USD 820651.44000000 0.128889663628 Long DBT MUN US N 2 2026-11-01 Floating 0.46400000 N N N N N N Build NYC Resource Corp 549300GROJFKMNLWEK84 BUILD NYC RESOURCE CORP NY REVENUE 12008EDJ2 550000.00000000 PA USD 593551.48000000 0.093221856289 Long DBT MUN US N 2 2034-06-01 Fixed 5.00000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT 64990BNF6 5000000.00000000 PA USD 5500687.00000000 0.863925489676 Long DBT MUN US N 2 2033-05-01 Fixed 5.00000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT 64990BQD8 3000000.00000000 PA USD 3312545.70000000 0.520260953940 Long DBT MUN US N 2 2031-07-01 Fixed 5.00000000 N N N N N N Dutchess County Local Development Corp N/A DUTCHESS CNTY NY LOCAL DEV CORP REVENUE 267045NL2 1500000.00000000 PA USD 1742555.40000000 0.273681819604 Long DBT MUN US N 2 2039-07-01 Fixed 5.91800000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT 6499076W7 1300000.00000000 PA USD 1382033.25000000 0.217059024128 Long DBT MUN US N 2 2032-07-01 Fixed 4.00000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT 64990GZL9 800000.00000000 PA USD 869706.40000000 0.136594124969 Long DBT MUN US N 2 2037-09-01 Fixed 4.00000000 N N N N N N Public Finance Authority 5493004S6D3NA627K012 PUBLIC FIN AUTH WI REVENUE 74442PMP7 390000.00000000 PA USD 432545.26000000 0.067934582635 Long DBT MUN US N 2 2026-10-01 Fixed 5.00000000 N N N N N N Municipal Electric Authority of Georgia JA0WNILDDF2KUPS83B16 MUNI ELEC AUTH OF GEORGIA 6262072Q6 100000.00000000 PA USD 115952.11000000 0.018211176787 Long DBT MUN US N 2 2039-01-01 Fixed 5.00000000 N N N N N N Troy Capital Resource Corp N/A TROY NY CAPITAL RESOURCE CORP REVENUE 897579BV9 2000000.00000000 PA USD 2430568.60000000 0.381739620514 Long DBT MUN US N 2 2037-09-01 Fixed 5.00000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT 64990GUV2 1265000.00000000 PA USD 1515674.04000000 0.238048345087 Long DBT MUN US N 2 2040-07-01 Fixed 5.00000000 N N N N N N Build NYC Resource Corp 549300GROJFKMNLWEK84 BUILD NYC RESOURCE CORP NY REVENUE 12008EDE3 1110000.00000000 PA USD 1198922.66000000 0.188300087993 Long DBT MUN US N 2 2030-06-01 Fixed 5.00000000 N N N N N N Long Island Power Authority 1R46U5SYJ63KQXF39168 LONG ISLAND NY PWR AUTH ELEC SYS REVENUE 5426902J0 2500000.00000000 PA USD 2550067.25000000 0.400507808872 Long DBT MUN US N 2 2027-09-01 Fixed 5.00000000 N N N N N N Build NYC Resource Corp 549300GROJFKMNLWEK84 BUILD NYC RESOURCE CORP NY REVENUE 12008ERT5 250000.00000000 PA USD 257026.88000000 0.040368061873 Long DBT MUN US N 2 2056-06-15 Fixed 4.00000000 N N N N N N Hempstead Town Local Development Corp N/A HEMPSTEAD TOWN NY LOCAL DEV CORP REVENUE 424682GC0 1845000.00000000 PA USD 1957868.43000000 0.307498398310 Long DBT MUN US N 2 2034-07-01 Fixed 5.00000000 N N N N N N New York State Thruway Authority N/A NEW YORK ST THRUWAY AUTH GEN REVENUE JUNIOR INDEBTEDNESS OBL 650010BD2 2940000.00000000 PA USD 3306962.27000000 0.519384033021 Long DBT MUN US N 2 2056-01-01 Fixed 5.25000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT 65000BJT6 275000.00000000 PA USD 324235.53000000 0.050923700807 Long DBT MUN US N 2 2042-07-01 Fixed 5.00000000 N N N N N N Suffolk Tobacco Asset Securitization Corp N/A SUFFOLK NY TOBACCO ASSET SECURITIZATION CORP TOBACCO SETTLEM 864809CC0 1000000.00000000 PA USD 1063158.70000000 0.166977306743 Long DBT MUN US N 2 2050-06-01 Fixed 4.00000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT 64990CJG7 3000000.00000000 PA USD 3432202.20000000 0.539053933863 Long DBT MUN US N 2 2036-07-01 Fixed 5.00000000 N N N N N N Wisconsin Health & Educational Facilities Authority 549300ISNGXS0VHGVD41 WISCONSIN ST HLTH & EDUCTNL FACS AUTH REVENUE 97712D4D5 100000.00000000 PA USD 106879.78000000 0.016786297106 Long DBT MUN US N 2 2054-11-01 Fixed 5.00000000 N N N N N N Chattanooga Health Educational & Housing Facility Board N/A CHATTANOOGA TN HLTH EDUCTNL &HSG FAC BRD REVENUE 162410EJ9 65000.00000000 PA USD 71479.15000000 0.011226354029 Long DBT MUN US N 2 2037-08-01 Fixed 4.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: SS2DII9 IRS USD R F 3.06350 IS2DII9 CCPINFLATIONZERO / Short: SS2DII9 IRS USD P V 12MUSCPI IS2DIJ0 CCPINFLATIONZERO 000000000 2870000.00000000 OU Notional Amount USD -59000.91000000 -0.00926654980 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y Inflation Based on US CPI Urban Consumers NSA 2032-01-15 0.00000000 USD 0.00000000 USD 2870000.00000000 USD -59000.91000000 N N N Schenectady County Capital Resource Corp N/A SCHENECTADY CNTY NY CAPITAL RESOURCE CORP REVENUE 806418BB4 2600000.00000000 PA USD 2993367.00000000 0.470131467443 Long DBT MUN US N 2 2040-01-01 Fixed 5.00000000 N N N N N N Territory of Guam N/A GUAM GOVT 40065BCQ4 115000.00000000 PA USD 127698.19000000 0.020055989611 Long DBT MUN US N 2 2031-11-15 Fixed 5.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: SS2CQK4 IRS USD R F 3.72000 IS2CQK4 CCPINFLATIONZERO / Short: SS2CQK4 IRS USD P V 12MUSCPI IS2CQL5 CCPINFLATIONZERO 000000000 12710000.00000000 OU Notional Amount USD -271854.44000000 -0.04269684499 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 12710000.00000000 USD -271854.44000000 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 2265000.00000000 OU Notional Amount USD 392994.35000000 0.061722805944 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 2265000.00000000 USD 392994.35000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long: BS2AVY7 IRS USD R V 03MLIBOR IS2AVZ8 CCPVANILLA / Short: BS2AVY7 IRS USD P F 1.25200 IS2AVY7 CCPVANILLA 000000000 10000000.00000000 OU Notional Amount USD 545247.49000000 0.085635340602 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-01-15 0.00000000 USD 0.00000000 USD 10000000.00000000 USD 545247.49000000 N N N Metropolitan Transportation Authority 5493000TKYODLXADQD60 MET TRANSPRTN AUTH NY REVENUE 59259YTW9 7070000.00000000 PA USD 7251812.12000000 1.138953250168 Long DBT MUN US N 2 2027-11-15 Fixed 5.00000000 N N N N N N Build NYC Resource Corp 549300GROJFKMNLWEK84 BUILD NYC RESOURCE CORP NY REVENUE 12008ENK8 500000.00000000 PA USD 539290.65000000 0.084699772751 Long DBT MUN US N 2 2052-06-01 Fixed 5.00000000 N N N N N N Mission Economic Development Corp N/A MISSION TX ECON DEV CORP REVENUE 605156AC2 1455000.00000000 PA USD 1529893.80000000 0.240281668511 Long DBT MUN US N 2 2031-10-01 Fixed 4.62500000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: BS2DIG7 IRS USD R V 12MUSCPI IS2DIH8 CCPINFLATIONZERO / Short: BS2DIG7 IRS USD P F 4.02750 IS2DIG7 CCPINFLATIONZERO 000000000 1290000.00000000 OU Notional Amount USD 24675.16000000 0.003875424957 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on US CPI Urban Consumers NSA 2025-01-15 0.00000000 USD 0.00000000 USD 1290000.00000000 USD 24675.16000000 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 2265000.00000000 OU Notional Amount USD 396434.32000000 0.062263079871 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 2265000.00000000 USD 396434.32000000 N N N Public Finance Authority 5493004S6D3NA627K012 PUBLIC FIN AUTH WI REVENUE 74442PML6 100000.00000000 PA USD 104593.82000000 0.016427269386 Long DBT MUN US N 2 2023-10-01 Fixed 5.00000000 N N N N N N TSASC Inc/NY N/A TSASC INC NY 898526FQ6 3350000.00000000 PA USD 3533385.03000000 0.554945480856 Long DBT MUN US N 2 2045-06-01 Fixed 5.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long: BS2AGX1 IRS USD R V 03MLIBOR IS2AGY2 CCPVANILLA / Short: BS2AGX1 IRS USD P F .99200 IS2AGX1 CCPVANILLA 000000000 12000000.00000000 OU Notional Amount USD 569854.72000000 0.089500096628 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-01-15 0.00000000 USD 0.00000000 USD 12000000.00000000 USD 569854.72000000 N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE 64990FGA6 12095000.00000000 PA USD 14100921.88000000 2.214658976245 Long DBT MUN US N 2 2033-02-15 Fixed 5.00000000 N N N N N N Long Island Power Authority 1R46U5SYJ63KQXF39168 LONG ISLAND NY PWR AUTH ELEC SYS REVENUE 5426908G0 3515000.00000000 PA USD 4017148.33000000 0.630924253297 Long DBT MUN US N 2 2033-09-01 Fixed 5.00000000 N N N N N N Nassau County Industrial Development Agency N/A NASSAU CNTY NY INDL DEV AGY CCRC REVENUE 63166UAS0 1446929.00000000 PA USD 1204689.36000000 0.189205792884 Long DBT MUN US N 2 2058-01-01 Floating 5.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: BS2BFX7 IRS USD R V 12MUSCPI IS2BFY8 CCPINFLATIONZERO / Short: BS2BFX7 IRS USD P F 2.78200 IS2BFX7 CCPINFLATIONZERO 000000000 3700000.00000000 OU Notional Amount USD 221051.95000000 0.034717920533 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 3700000.00000000 USD 221051.95000000 N N N Public Finance Authority 5493004S6D3NA627K012 PUBLIC FIN AUTH WI REVENUE 74442PMR3 225000.00000000 PA USD 255917.25000000 0.040193785889 Long DBT MUN US N 2 2028-10-01 Fixed 5.00000000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 PORT AUTH OF NEW YORK & NEW JERSEY NY 73358WTT1 5000000.00000000 PA USD 5383660.50000000 0.845545571619 Long DBT MUN US N 2 2031-09-01 Fixed 5.00000000 N N N N N N New York Liberty Development Corp N/A NEW YORK ST LIBERTY DEV CORP LIBERTY REVENUE 649519DG7 7780000.00000000 PA USD 7765897.97000000 1.219694413899 Long DBT MUN US N 2 2069-09-15 Fixed 2.62500000 N N N N N N New York State Thruway Authority N/A NEW YORK ST THRUWAY AUTH 650009G56 5000000.00000000 PA USD 5466301.50000000 0.858524980626 Long DBT MUN US N 2 2032-01-01 Fixed 5.00000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT 6499076B3 1000000.00000000 PA USD 1102829.30000000 0.173207881675 Long DBT MUN US N 2 2033-07-01 Fixed 5.00000000 N N N N N N Westchester County Local Development Corp 549300KOSU8OC75V9238 WESTCHESTER CNTY NY LOCAL DEV CORP REVENUE 95737TDV5 1000000.00000000 PA USD 1083234.10000000 0.170130303774 Long DBT MUN US N 2 2047-06-01 Fixed 5.00000000 N N N N N N City of New York NY 549300ABYZD2SFD5JB29 NEW YORK NY 64966QRL6 10000000.00000000 PA USD 9609918.00000000 1.509312039368 Long DBT MUN US N 2 2027-08-01 Fixed 1.39600000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT 64990CPX3 1000000.00000000 PA USD 1150517.10000000 0.180697619951 Long DBT MUN US N 2 2032-12-01 Fixed 5.00000000 N N N N N N Guam Power Authority 549300IPOV320QCKW060 GUAM PWR AUTH REVENUE 400653JK8 1930000.00000000 PA USD 2150702.64000000 0.337784504264 Long DBT MUN US N 2 2038-10-01 Fixed 5.00000000 N N N N N N Town of Oyster Bay NY N/A OYSTER BAY NY 692160SM7 850000.00000000 PA USD 874853.32000000 0.137402488612 Long DBT MUN US N 2 2023-03-01 Fixed 4.00000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT 64990GTN2 4770000.00000000 PA USD 5668734.78000000 0.890318694857 Long DBT MUN US N 2 2049-07-01 Fixed 5.00000000 N N N N N N Trust for Cultural Resources of The City of New York/The N/A NEW YORK CITY NY TRUST FOR CULTURAL RESOURCES 649717VJ1 1000000.00000000 PA USD 1146814.30000000 0.180116066537 Long DBT MUN US N 2 2033-12-01 Fixed 4.00000000 N N N N N N Bristol Industrial Development Board N/A BRISTOL TN INDL DEV BRD ST SALES TAX REVENUE 11023PAB0 820000.00000000 PA USD 851133.60000000 0.133677122904 Long DBT MUN US N 2 2035-12-01 Fixed 5.00000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT 64990GGE6 1515000.00000000 PA USD 1742604.96000000 0.273689603385 Long DBT MUN US N 2 2035-08-01 Fixed 5.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: BS2D7J3 IRS USD R V 00MSOFR IS2D7K4 CCPOIS / Short: BS2D7J3 IRS USD P F 1.28000 IS2D7J3 CCPOIS 000000000 7350000.00000000 OU Notional Amount USD 239916.32000000 0.037680715924 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2032-04-15 0.00000000 USD 0.00000000 USD 7350000.00000000 USD 239916.32000000 N N N New York Transportation Development Corp N/A NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE 650116DE3 1100000.00000000 PA USD 1203412.32000000 0.189005223863 Long DBT MUN US N 2 2025-12-01 Fixed 5.00000000 N N N N N N Monroe County Industrial Development Corp/NY N/A MONROE CNTY NY INDL DEV CORP REVENUE 61075TWJ3 3015000.00000000 PA USD 3401606.52000000 0.534248645392 Long DBT MUN US N 2 2035-12-01 Fixed 4.00000000 N N N N N N Monroe County Industrial Development Corp/NY N/A MONROE CNTY NY INDL DEV CORP REVENUE 61075TWM6 1200000.00000000 PA USD 1345251.96000000 0.211282237706 Long DBT MUN US N 2 2038-12-01 Fixed 4.00000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT 6499076C1 1000000.00000000 PA USD 1102355.10000000 0.173133404893 Long DBT MUN US N 2 2034-07-01 Fixed 5.00000000 N N N N N N Triborough Bridge & Tunnel Authority 54930020ZN4LQF7K3456 TRIBOROUGH NY BRIDGE & TUNNEL AUTH REVENUES 89602NS70 5000000.00000000 PA USD 5235073.50000000 0.822208832638 Long DBT MUN US N 2 2032-11-15 Fixed 5.00000000 N N N N N N Triborough Bridge & Tunnel Authority 54930020ZN4LQF7K3456 TRIBOROUGH NY BRIDGE & TUNNEL AUTH REVENUES 89602RDV4 5000000.00000000 PA USD 5886235.50000000 0.924478867219 Long DBT MUN US N 2 2043-11-15 Fixed 5.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long: BS2AIY6 IRS USD R V 03MLIBOR IS2AIZ7 CCPVANILLA / Short: BS2AIY6 IRS USD P F 1.23950 IS2AIY6 CCPVANILLA 000000000 8000000.00000000 OU Notional Amount USD 444575.67000000 0.069824051687 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-01-15 0.00000000 USD 0.00000000 USD 8000000.00000000 USD 444575.67000000 N N N Parish of St James LA N/A SAINT JAMES PARISH LA REVENUE 790103AW5 100000.00000000 PA USD 125056.16000000 0.019641038340 Long DBT MUN US N 2 2040-10-01 Fixed 6.35000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: BS281O1 IRS USD R V 12MUSCPI IS281P2 CCPINFLATIONZERO / Short: BS281O1 IRS USD P F 2.56500 IS281O1 CCPINFLATIONZERO 000000000 3910000.00000000 OU Notional Amount USD 316258.36000000 0.049670824485 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on US CPI Urban Consumers NSA 2025-01-15 0.00000000 USD 0.00000000 USD 3910000.00000000 USD 316258.36000000 N N N American Samoa Economic Development Authority N/A AMERICAN SAMOA AS ECON DEV AUTH GEN REVENUE 02936TAB7 280000.00000000 PA USD 317407.83000000 0.049851357650 Long DBT MUN US N 2 2035-09-01 Fixed 6.62500000 N N N N N N New York Transportation Development Corp N/A NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE 650116DX1 1940000.00000000 PA USD 2045431.63000000 0.321250876944 Long DBT MUN US N 2 2042-12-01 Fixed 4.00000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT 64990GLX8 1310000.00000000 PA USD 1481871.87000000 0.232739452531 Long DBT MUN US N 2 2035-07-01 Fixed 5.00000000 N N N N N N City of Baltimore MD N/A BALTIMORE MD SPL OBLIG 05923TCS6 650000.00000000 PA USD 649599.08000000 0.102024565891 Long DBT MUN US N 2 2039-06-01 Fixed 3.50000000 N N N N N N New York City Transitional Finance Authority Future Tax Secured Revenue N/A NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE FUTURE TAX 64971Q6J7 7500000.00000000 PA USD 7834279.50000000 1.230434262720 Long DBT MUN US N 2 2033-05-01 Fixed 5.00000000 N N N N N N Marshall Creek Community Development District N/A MARSHALL CREEK FL CDD SPL ASSMNT 57231NAD2 540000.00000000 PA USD 542063.39000000 0.085135253040 Long DBT MUN US N 2 2032-05-01 Fixed 5.00000000 N N N N N N Build NYC Resource Corp 549300GROJFKMNLWEK84 BUILD NYC RESOURCE CORP NY REVENUE 12008ESB3 1500000.00000000 PA USD 1623876.00000000 0.255042300802 Long DBT MUN US N 2 2051-06-01 Fixed 5.00000000 N N N N N N Nassau County Local Economic Assistance Corp 549300FCI13UFG0Y6Y37 NASSAU CNTY NY LOCAL ECON ASSISTANCE CORP REVENUE 63166LBT7 2015000.00000000 PA USD 2036547.00000000 0.319855477002 Long DBT MUN US N 2 2037-07-01 Fixed 5.00000000 N N N N N N Westchester County Healthcare Corp/NY N/A WESTCHESTER CNTY NY HLTHCARE CORP REVENUE 957366DV6 125000.00000000 PA USD 125452.28000000 0.019703252053 Long DBT MUN US N 2 2030-11-01 Fixed 6.00000000 N N N N N N Onondaga County Industrial Development Agency N/A ONONDAGA CNTY NY INDL DEV AGY 68275MAA4 3000000.00000000 PA USD 3248584.20000000 0.510215305059 Long DBT MUN US N 2 2024-03-01 Fixed 5.75000000 N N N N N N New York Convention Center Development Corp N/A NEW YORK ST CONVENTION CENTER DEV CORP REVENUE 649451DA6 9220000.00000000 PA USD 10293160.06000000 1.616620495794 Long DBT MUN US N 2 2034-11-15 Fixed 5.00000000 N N N N N N New York Liberty Development Corp N/A NEW YORK ST LIBERTY DEV CORP LIBERTY REVENUE 649519EL5 3000000.00000000 PA USD 2968926.00000000 0.466292819126 Long DBT MUN US N 2 2042-02-15 Fixed 3.00000000 N N N N N N County of Nassau NY 549300ICRCGQYCPS7T40 NASSAU CNTY NY 63165TWQ4 5335000.00000000 PA USD 6018425.77000000 0.945240372780 Long DBT MUN US N 2 2034-04-01 Fixed 5.00000000 N N N N N N New York State Thruway Authority N/A NEW YORK ST THRUWAY AUTH GEN REVENUE JUNIOR INDEBTEDNESS OBL 650010BZ3 1575000.00000000 PA USD 1742328.79000000 0.273646228748 Long DBT MUN US N 2 2037-01-01 Fixed 4.00000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT 65000BJS8 200000.00000000 PA USD 238582.18000000 0.037471178906 Long DBT MUN US N 2 2037-07-01 Fixed 5.00000000 N N N N N N Parish of St James LA N/A SAINT JAMES PARISH LA REVENUE 790103AV7 100000.00000000 PA USD 125056.16000000 0.019641038340 Long DBT MUN US N 2 2040-07-01 Fixed 6.35000000 N N N N N N Puerto Rico Public Buildings Authority N/A PUERTO RICO PUBLIC BLDGS AUTH REVENUE GTD 745235K34 340000.00000000 PA USD 360691.58000000 0.056649405769 Long DBT MUN US N 2 2025-07-01 Fixed 6.00000000 N N N N N N Oneida County Local Development Corp N/A ONEIDA CO NY LOCAL DEV CORP REVENUE 682440CN0 6405000.00000000 PA USD 9046894.05000000 1.420884768065 Long DBT MUN US N 2 2051-07-01 Fixed 5.00000000 N N N N N N Orange County Funding Corp N/A ORANGE CNTY NY FUNDING CORP ASSTD LIVING RESIDENCE REVENUE 684593AB2 2035000.00000000 PA USD 2027435.09000000 0.318424380975 Long DBT MUN US N 2 2046-01-01 Fixed 6.50000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT 64990GUU4 1115000.00000000 PA USD 1343122.09000000 0.210947725129 Long DBT MUN US N 2 2036-07-01 Fixed 5.00000000 N N N N N N New York State Environmental Facilities Corp 549300QJ33JJW73OQO60 NEW YORK ST ENVRNMNTL FACS CORP SOL WST DISP REVENUE 649852AQ3 3125000.00000000 PA USD 3169520.94000000 0.497797807824 Long DBT MUN US N 2 2044-12-01 Floating 2.87500000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT 64990CQE4 4900000.00000000 PA USD 7031502.94000000 1.104351987415 Long DBT MUN US N 2 2047-10-01 Fixed 5.00000000 N N N N N N Public Finance Authority 5493004S6D3NA627K012 PUBLIC FIN AUTH WI REVENUE 74442PMK8 100000.00000000 PA USD 101744.27000000 0.015979725492 Long DBT MUN US N 2 2022-10-01 Fixed 5.00000000 N N N N N N New York Transportation Development Corp N/A NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE 650116EY8 2000000.00000000 PA USD 1993307.00000000 0.313064300159 Long DBT MUN US N 2 2026-08-01 Fixed 2.25000000 N N N N N N Long Island Power Authority 1R46U5SYJ63KQXF39168 LONG ISLAND NY PWR AUTH ELEC SYS REVENUE 5426903E0 1000000.00000000 PA USD 1087221.30000000 0.170756524410 Long DBT MUN US N 2 2035-09-01 Fixed 5.00000000 N N N N N N Guam Power Authority 549300IPOV320QCKW060 GUAM PWR AUTH REVENUE 400653JH5 1000000.00000000 PA USD 1116152.20000000 0.175300346290 Long DBT MUN US N 2 2036-10-01 Fixed 5.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: BS2CZ96 IRS USD R V 12MUSCPI IS2CZA7 CCPINFLATIONZERO / Short: BS2CZ96 IRS USD P F 2.98850 IS2CZ96 CCPINFLATIONZERO 000000000 2900000.00000000 OU Notional Amount USD 106450.04000000 0.016718803111 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 2900000.00000000 USD 106450.04000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long: BS28QJ1 IRS USD R V 03MLIBOR IS28QK2 CCPVANILLA / Short: BS28QJ1 IRS USD P F 1.20800 IS28QJ1 CCPVANILLA 000000000 11100000.00000000 OU Notional Amount USD 388489.08000000 0.061015218403 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-01-15 0.00000000 USD 0.00000000 USD 11100000.00000000 USD 388489.08000000 N N N East Rochester Housing Authority N/A E ROCHESTER NY HSG AUTH 274722FQ5 2210000.00000000 PA USD 2214127.18000000 0.347745819419 Long DBT MUN US N 2 2027-04-20 Fixed 5.00000000 N N N N N N New York State Thruway Authority N/A NEW YORK ST THRUWAY AUTH PERSONAL INCOME TAX REVENUE 650028XE8 5000000.00000000 PA USD 5592218.00000000 0.878301142025 Long DBT MUN US N 2 2044-03-15 Fixed 4.00000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 NEW YORK ST DORM AUTH SALES TAX REVENUE 64990AQN8 5000000.00000000 PA USD 5917454.00000000 0.929381974394 Long DBT MUN US N 2 2048-03-15 Fixed 5.00000000 N N N N N N Trust for Cultural Resources of The City of New York/The N/A NEW YORK CITY NY TRUST FOR CULTURAL RESOURCES 649717ST3 4080000.00000000 PA USD 4412097.72000000 0.692954113413 Long DBT MUN US N 2 2033-07-01 Fixed 5.00000000 N N N N N N 2022-03-30 AB MUNICIPAL INCOME FUND, INC. Joseph Mantineo Joseph Mantineo Treasurer and Chief Financial Officer XXXX