Form NPORT-P BERNSTEIN SANFORD C FUND For: Mar 31

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      BERNSTEIN SANFORD C FUND INC
      811-05555
      0000832808
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      ALLIANCEBERNSTEIN LP
      1345 AVENUE OF THE AMERICAS
      NEW YORK
      
      10105
      212-969-1000
      Tax-Aware Overlay B Portfolio
      S000027650
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      2021-03-31
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        -0.00056959312
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        1
        
          
            
              ICE Futures Europe - Financial Products Division
              549300UF4R84F48NCH34
            
            Long
            
              
                FTSE 100 Index
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            2021-06-18
            1808887.06000000
            GBP
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        State of Illinois
        54930048FV8RWPR02D67
        ILLINOIS ST
        4521525F4
        
          
        
        5740000.00000000
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        USD
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          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
        04052FBN4
        
          
        
        850000.00000000
        PA
        USD
        1085575.63000000
        0.063372126406
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2035-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        County of Cuyahoga OH
        549300GHDK9DGLUNJU89
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        2322655J3
        
          
        
        4000000.00000000
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        USD
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        0.280488058975
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          2028-02-15
          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
        04052FBS3
        
          
        
        750000.00000000
        PA
        USD
        865693.73000000
        0.050536186490
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2039-11-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Hope Cultural Education Facilities Finance Corp
        N/A
        NEW HOPE CULTURAL EDU FACS FIN CORP TX HOSP REVENUE
        645424AD4
        
          
        
        1160000.00000000
        PA
        USD
        1284368.94000000
        0.074976987847
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-08-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of Bridgeport CT
        N/A
        BRIDGEPORT CT
        108152BD0
        
          
        
        1000000.00000000
        PA
        USD
        1168290.50000000
        0.068200732587
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-08-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        AK43782 NIKKEI 225 INDEX MAR22 22500 PUT
        000000000
        
          
        
        41000.00000000
        NC
        
        228649.76000000
        0.013347777062
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              UBS AG
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            Put
            Purchased
            
              
                Nikkei 225 Index
                NIH1 Index
              
            
            1.00000000
            22500.00000000
            JPY
            2022-03-11
            XXXX
            -35306.03000000
          
        
        
          N
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        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BS281C9   IRS USD R V 12MUSCPI IS281D0 CCPINFLATIONZERO / Short: BS281C9   IRS USD P F  2.58500 IS281C9 CCPINFLATIONZERO
        000000000
        
          
        
        2355000.00000000
        OU
        Notional Amount
        USD
        2909.25000000
        0.000169831887
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2025-01-15
            0.00000000
            USD
            0.00000000
            USD
            2355000.00000000
            USD
            2909.25000000
          
        
        
          N
          N
          N
        
      
      
        Puerto Rico Electric Power Authority
        5493003BRB67HF8ST418
        PUERTO RICO ELEC PWR AUTH PWR REVENUE
        74526QPP1
        
          
        
        1010000.00000000
        PA
        USD
        1228901.95000000
        0.071739018051
        Long
        DBT
        MUN
        PR
        N
        
        2
        
          2031-07-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago O'Hare International Airport
        N/A
        CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE
        167593RE4
        
          
        
        6690000.00000000
        PA
        USD
        7760478.94000000
        0.453029746402
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-01-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Illinois Finance Authority
        549300ZG6UBPNNNRN315
        ILLINOIS ST FIN AUTH REVENUE
        45204E6X1
        
          
        
        200000.00000000
        PA
        USD
        247602.16000000
        0.014454152201
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2033-09-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796F20
        
          
        
        13000000.00000000
        PA
        USD
        12999859.21000000
        0.758886528357
        Long
        STIV
        UST
        US
        N
        
        2
        
          2021-04-27
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Renewable Water Resources
        N/A
        RENEWABLE WTR RESOURCES SC SWR SYS REVENUE
        75972EBU8
        
          
        
        7220000.00000000
        PA
        USD
        8442450.69000000
        0.492840883233
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-01-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        California Municipal Finance Authority
        5493000UQOV6R4ZWS346
        CALIFORNIA ST MUNI FIN AUTH SOL WST DISP REVENUE
        13048RAG2
        
          
        
        4710000.00000000
        PA
        USD
        5117608.58000000
        0.298748174578
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2044-10-01
          Floating
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Jersey Transportation Trust Fund Authority
        549300YUVD5TEXR6L889
        NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
        6461363N9
        
          
        
        1675000.00000000
        PA
        USD
        1953429.22000000
        0.114034398004
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128286B1
        
          
        
        7796000.00000000
        PA
        USD
        8426988.75000000
        0.491938268998
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-02-15
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        County of Clark NV
        N/A
        CLARK CNTY NV
        180848PP2
        
          
        
        2000000.00000000
        PA
        USD
        2055811.20000000
        0.120011101606
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2021-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Greater Richmond Convention Center Authority
        N/A
        GTR RICHMOND VA CONVENTION CENTER AUTH HOTEL TAX REVENUE
        392329CK2
        
          
        
        2065000.00000000
        PA
        USD
        2256589.25000000
        0.131731825260
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        South Lyon Community Schools
        N/A
        SOUTH LYON MI CMNTY SCHS
        838736WU6
        
          
        
        1440000.00000000
        PA
        USD
        1445029.49000000
        0.084355791499
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2021-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        Long: IS0QGL9   IRS USD R V 12MLIBOR IS0QGM0 CPI SWAP 10212014 05 / Short: IS0QGL9   IRS USD P F  2.31000 IS0QGL9 CPI SWAP 10212014 05
        000000000
        
          
        
        12000000.00000000
        OU
        Notional Amount
        USD
        -511578.96000000
        -0.02986419888
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2026-10-23
            0.00000000
            USD
            0.00000000
            USD
            12000000.00000000
            USD
            -511578.96000000
          
        
        
          N
          N
          N
        
      
      
        Pennsylvania Turnpike Commission
        549300J8LLBYEYEXZJ24
        PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE
        709224N54
        
          
        
        1355000.00000000
        PA
        USD
        1746401.51000000
        0.101948840955
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        University of Hawaii
        N/A
        UNIV OF HAWAII HI REVENUE
        91428LJK3
        
          
        
        6035000.00000000
        PA
        USD
        6741499.95000000
        0.393545300017
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Puerto Rico Highway & Transportation Authority
        549300J6QBXVWJXB7Y41
        PUERTO RICO HIGHWAY & TRANSPRTN AUTH TRANSPRTN REVENUE
        745190ZR2
        
          
        
        1005000.00000000
        PA
        USD
        1243027.62000000
        0.072563625494
        Long
        DBT
        MUN
        PR
        N
        
        2
        
          2034-07-01
          Fixed
          5.25000000
          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
        64971WAZ3
        
          
        
        3350000.00000000
        PA
        USD
        3812041.72000000
        0.222533725951
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Illinois
        54930048FV8RWPR02D67
        ILLINOIS ST
        452152MJ7
        
          
        
        1665000.00000000
        PA
        USD
        1688956.52000000
        0.098595402404
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2021-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        8851.07000000
        0.000516694656
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            857000.00000000
            GBP
            1190321.58000000
            USD
            2021-04-09
            8851.07000000
          
        
        
          N
          N
          N
        
      
      
        Oregon State Lottery
        N/A
        OREGON ST DEPT OF ADMIN SVCS LOTTERY REVENUE
        68607VR80
        
          
        
        5105000.00000000
        PA
        USD
        5105000.00000000
        0.298012129568
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-04-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Fannie Mae Connecticut Avenue Securities
        30711XAV6
        
          
        
        24249.42000000
        PA
        USD
        24311.73000000
        0.001419234168
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-02-25
          Floating
          4.65900000
          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
        
          
        
        1130000.00000000
        OU
        Notional Amount
        USD
        81515.51000000
        0.004758591719
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2030-01-15
            0.00000000
            USD
            0.00000000
            USD
            1130000.00000000
            USD
            81515.51000000
          
        
        
          N
          N
          N
        
      
      
        Port of Seattle WA
        549300T9UCDUJ3GZL429
        PORT OF SEATTLE WA REVENUE
        735389C55
        
          
        
        6000000.00000000
        PA
        USD
        7189636.20000000
        0.419705934336
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Polk County Industrial Development Authority
        549300UTRO4TAORRAL04
        POLK CNTY FL INDL DEV AUTH
        731120NQ0
        
          
        
        1000000.00000000
        PA
        USD
        1054702.30000000
        0.061569848870
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2033-01-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Washington
        549300X3TODFMUKLQ364
        WASHINGTON ST
        93974DSB5
        
          
        
        3755000.00000000
        PA
        USD
        4322495.78000000
        0.252332257091
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        Long: IS1ISL8   IRS USD R V 12MUSCPI IS1ISM9 INFLATIONZERO / Short: IS1ISL8   IRS USD P F  2.17000 IS1ISL8 INFLATIONZERO
        000000000
        
          
        
        10000000.00000000
        OU
        Notional Amount
        USD
        173168.00000000
        0.010108945044
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2027-12-04
            0.00000000
            USD
            0.00000000
            USD
            10000000.00000000
            USD
            173168.00000000
          
        
        
          N
          N
          N
        
      
      
        New Jersey Economic Development Authority
        5493006JS6QWDVU4R678
        NEW JERSEY ST ECON DEV AUTH REVENUE
        64577BD68
        
          
        
        5025000.00000000
        PA
        USD
        5395983.19000000
        0.314998715292
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of Philadelphia PA
        549300IVFOPB4AG7UL47
        PHILADELPHIA PA
        717813XG9
        
          
        
        2890000.00000000
        PA
        USD
        3719900.78000000
        0.217154858615
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        41635.86000000
        0.002430556572
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            3480717.89000000
            USD
            2555000.00000000
            GBP
            2021-04-09
            41635.86000000
          
        
        
          N
          N
          N
        
      
      
        Illinois Finance Authority
        549300ZG6UBPNNNRN315
        ILLINOIS ST FIN AUTH REVENUE
        45204E6Q6
        
          
        
        100000.00000000
        PA
        USD
        119830.40000000
        0.006995281624
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-09-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pennsylvania Turnpike Commission
        549300J8LLBYEYEXZJ24
        PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE
        709224XU8
        
          
        
        2905000.00000000
        PA
        USD
        3608923.62000000
        0.210676398324
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-06-01
          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
        64971WAG5
        
          
        
        5275000.00000000
        PA
        USD
        5949019.46000000
        0.347283047624
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hong Kong Futures Exchange Ltd.
        213800YTVSXYQN17BW16
        HANG SENG IDX FUT APR21 XHKF 20210429
        000000000
        
          
        
        18.00000000
        NC
        
        -844.75000000
        -0.00004931356
        N/A
        DE
        
        HK
        N
        
        1
        
          
            
              Hong Kong Futures Exchange Ltd.
              213800YTVSXYQN17BW16
            
            Long
            
              
                Hang Seng Index
                HIJ1 Index
              
            
            2021-04-29
            25608720.37000000
            HKD
            -844.75000000
          
        
        
          N
          N
          N
        
      
      
        Greater Richmond Convention Center Authority
        N/A
        GTR RICHMOND VA CONVENTION CENTER AUTH HOTEL TAX REVENUE
        392329CH9
        
          
        
        1250000.00000000
        PA
        USD
        1259641.50000000
        0.073533485976
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2021-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        76429.21000000
        0.004461671230
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            4379000.00000000
            NZD
            3134380.91000000
            USD
            2021-05-27
            76429.21000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        Long: IS1FYS8   IRS USD R V 12MUSCPI IS1FYT9 INFLATIONZERO / Short: IS1FYS8   IRS USD P F  2.10400 IS1FYS8 INFLATIONZERO
        000000000
        
          
        
        10000000.00000000
        OU
        Notional Amount
        USD
        258676.10000000
        0.015100610270
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2027-07-20
            0.00000000
            USD
            0.00000000
            USD
            10000000.00000000
            USD
            258676.10000000
          
        
        
          N
          N
          N
        
      
      
        New Jersey Transportation Trust Fund Authority
        549300YUVD5TEXR6L889
        NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
        6461363E9
        
          
        
        2750000.00000000
        PA
        USD
        3132177.40000000
        0.182845613547
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        Long: IS1WTT5   IRS USD R V 01MMUNIP IS1WTU6 VANILLA / Short: IS1WTT5   IRS USD P F  1.11950 IS1WTT5 VANILLA
        000000000
        
          
        
        12470000.00000000
        OU
        Notional Amount
        USD
        35189.52000000
        0.002054241683
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2029-10-09
            0.00000000
            USD
            0.00000000
            USD
            12470000.00000000
            USD
            35189.52000000
          
        
        
          N
          N
          N
        
      
      
        Capital Region Water Water Revenue
        N/A
        CAPITAL REGION WTR PA WTR REVENUE
        14045AAT2
        
          
        
        1500000.00000000
        PA
        USD
        1902663.45000000
        0.111070869067
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Washington Metropolitan Area Transit Authority
        549300ADKOK76HQMJS30
        WASHINGTON DC MET AREA TRANSIT AUTH GROSS REVENUE
        938782EJ4
        
          
        
        3015000.00000000
        PA
        USD
        3190473.90000000
        0.186248760288
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Washington State Housing Finance Commission
        549300YL1HU59NREG764
        WASHINGTON ST HSG FIN COMMISSION
        939783ZC3
        
          
        
        740000.00000000
        PA
        USD
        734566.99000000
        0.042881463859
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-01-01
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of Austin TX Water & Wastewater System Revenue
        N/A
        AUSTIN TX WTR & WSTWTR SYS REVENUE
        0524766N3
        
          
        
        5830000.00000000
        PA
        USD
        6005688.80000000
        0.350591206428
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-11-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: IS1C8Y3   IRS USD R V 12MUSCPI IS1C8Z4 INFLATIONZERO / Short: IS1C8Y3   IRS USD P F  2.17500 IS1C8Y3 INFLATIONZERO
        000000000
        
          
        
        10000000.00000000
        OU
        Notional Amount
        USD
        23554.00000000
        0.001375000528
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2024-03-02
            0.00000000
            USD
            0.00000000
            USD
            10000000.00000000
            USD
            23554.00000000
          
        
        
          N
          N
          N
        
      
      
        City of Ashland KY
        N/A
        ASHLAND KY MED CENTER REVENUE
        044293BN7
        
          
        
        225000.00000000
        PA
        USD
        257249.59000000
        0.015017335582
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -64151.03000000
        -0.00374491382
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            8721000.00000000
            CAD
            6875797.29000000
            USD
            2021-04-22
            -64151.03000000
          
        
        
          N
          N
          N
        
      
      
        Patriots Energy Group Financing Agency
        5493008X0DFBVFH4HL19
        PATRIOTS ENERGY GROUP FING AGY SC GAS SPLY REVENUE
        70342PAK0
        
          
        
        7390000.00000000
        PA
        USD
        8066867.84000000
        0.470915663848
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2048-10-01
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alliance Bernstein
        5493006YWHO7MNK2U579
        AB Fixed Income Shares, Inc. - Government Money Market Portfolio
        018616748
        
          
        
        17807975.66000000
        NS
        USD
        17807975.66000000
        1.039567629724
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tobacco Settlement Financing Corp
        N/A
        TOBACCO SETTLEMENT FING CORP NJ
        888808HD7
        
          
        
        3450000.00000000
        PA
        USD
        4357982.73000000
        0.254403861702
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-06-01
          Fixed
          5.00000000
          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
        
          
        
        97000.00000000
        OU
        Notional Amount
        USD
        -26131.80000000
        -0.00152548351
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Citigroup Global Markets Inc.
              MBNUM2BPBDO7JBLYG310
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -9399.07000000
            USD
            97000.00000000
            USD
            -16732.73000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        144942.59000000
        0.008461243861
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            23059089.00000000
            SEK
            2785491.07000000
            USD
            2021-04-15
            144942.59000000
          
        
        
          N
          N
          N
        
      
      
        Dallas Fort Worth International Airport
        N/A
        DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE
        2350365T3
        
          
        
        2500000.00000000
        PA
        USD
        3065872.25000000
        0.178974949698
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-11-01
          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
        64990EDD6
        
          
        
        8610000.00000000
        PA
        USD
        9313322.49000000
        0.543679347425
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-12-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank and Trust Company
        571474TGEMMWANRLN572
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -526458.09000000
        -0.03073279070
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              State Street Bank and Trust Company
              571474TGEMMWANRLN572
            
            12251987.07000000
            USD
            1297729000.00000000
            JPY
            2021-05-20
            -526458.09000000
          
        
        
          N
          N
          N
        
      
      
        Port Beaumont Navigation District
        549300G8PKBXALUKJY33
        PORT BEAUMONT TX NAV DIST DOCK& WHARF FAC REVENUE
        73360CAC8
        
          
        
        300000.00000000
        PA
        USD
        306574.89000000
        0.017896774895
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2035-01-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Illinois
        54930048FV8RWPR02D67
        ILLINOIS ST
        452152SM4
        
          
        
        1345000.00000000
        PA
        USD
        1359445.57000000
        0.079359700166
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2021-07-01
          Fixed
          5.00000000
          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
        67766WXN7
        
          
        
        425000.00000000
        PA
        USD
        437750.00000000
        0.025554321198
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2033-06-01
          Floating
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citizens Property Insurance Inc
        254900K60HH43SRST947
        CITIZENS PROPERTY INSURANCE CORP FL
        176553GQ2
        
          
        
        10490000.00000000
        PA
        USD
        10569247.75000000
        0.616995892246
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2021-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        182083.24000000
        0.010629385722
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            1106021000.00000000
            JPY
            10175449.57000000
            USD
            2021-05-20
            182083.24000000
          
        
        
          N
          N
          N
        
      
      
        State of Illinois
        54930048FV8RWPR02D67
        ILLINOIS ST
        452152S44
        
          
        
        3810000.00000000
        PA
        USD
        4437464.71000000
        0.259043743019
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Illinois
        54930048FV8RWPR02D67
        ILLINOIS ST
        452152G39
        
          
        
        2750000.00000000
        PA
        USD
        2849004.13000000
        0.166314943767
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pennsylvania Turnpike Commission
        549300J8LLBYEYEXZJ24
        PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE
        709224XF1
        
          
        
        11050000.00000000
        PA
        USD
        13378008.48000000
        0.780961566408
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        North Broward Hospital District
        549300HZL14T4Q7UDP41
        NORTH BROWARD FL HOSP DIST
        657883DA9
        
          
        
        7070000.00000000
        PA
        USD
        8597269.88000000
        0.501878688622
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-01-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Global Markets Inc.
        MBNUM2BPBDO7JBLYG310
        Long: IS1PAG8   CDS USD R F  3.00000 IS1PAG8 CMBX / Short: IS1PAG8   CDS USD P V 01MEVENT IS1PAH9 CMBX
        000000000
        
          
        
        1344000.00000000
        OU
        Notional Amount
        USD
        -362073.60000000
        -0.02113659639
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Citigroup Global Markets Inc.
              MBNUM2BPBDO7JBLYG310
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -171058.70000000
            USD
            1344000.00000000
            USD
            -191014.90000000
          
        
        
          N
          N
          N
        
      
      
        Puerto Rico Highway & Transportation Authority
        549300J6QBXVWJXB7Y41
        PUERTO RICO HIGHWAY & TRANSPRTN AUTH TRANSPRTN REVENUE
        745190UR7
        
          
        
        905000.00000000
        PA
        USD
        1116835.34000000
        0.065196959461
        Long
        DBT
        MUN
        PR
        N
        
        2
        
          2041-07-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Colorado Health Facilities Authority
        5493002JB6DRFRZPEQ21
        COLORADO ST HLTH FACS AUTH HOSP REVENUE
        19648FKL7
        
          
        
        1500000.00000000
        PA
        USD
        1875788.70000000
        0.109502014712
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vauxmont Metropolitan District
        549300M7XL6MB0OW8D56
        VAUXMONT MET DIST CO
        92242SBB8
        
          
        
        110000.00000000
        PA
        USD
        137065.12000000
        0.008001384583
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2033-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of New York NY
        549300ABYZD2SFD5JB29
        NEW YORK NY
        64966KRW5
        
          
        
        2510000.00000000
        PA
        USD
        2782428.37000000
        0.162428482647
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York Transportation Development Corp
        N/A
        NEW YORK ST TRANSPRTN DEV CORPSPL FAC REVENUE
        650116CX2
        
          
        
        6500000.00000000
        PA
        USD
        7533188.65000000
        0.439761330466
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SS1U3H5   IRS USD R F  1.90700 IS1U3H5 CCPVANILLA / Short: SS1U3H5   IRS USD P V 03MLIBOR IS1U3I6 CCPVANILLA
        000000000
        
          
        
        61040000.00000000
        OU
        Notional Amount
        USD
        553295.12000000
        0.032299443093
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2021-06-17
            0.00000000
            USD
            0.00000000
            USD
            61040000.00000000
            USD
            553295.12000000
          
        
        
          N
          N
          N
        
      
      
        Pennsylvania Turnpike Commission
        549300J8LLBYEYEXZJ24
        PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE
        709224ZP7
        
          
        
        1065000.00000000
        PA
        USD
        1335106.68000000
        0.077938880491
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        AK37172 NIKKEI 225 INDEX MAR22 2250 PUT
        000000000
        
          
        
        38000.00000000
        NC
        
        211919.29000000
        0.012371110462
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            Put
            Purchased
            
              
                Nikkei 225 Index
                NKY Index
              
            
            1.00000000
            22500.00000000
            JPY
            2022-03-11
            XXXX
            -84623.53000000
          
        
        
          N
          N
          N
        
      
      
        Illinois Finance Authority
        549300ZG6UBPNNNRN315
        ILLINOIS ST FIN AUTH REVENUE
        45204ET32
        
          
        
        3020000.00000000
        PA
        USD
        3789124.54000000
        0.221195900757
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-04-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of Atlanta GA Airport Passenger Facility Charge
        N/A
        ATLANTA GA ARPT PASSENGER FAC CHARGE REVENUE
        04780TDV3
        
          
        
        4000000.00000000
        PA
        USD
        4742813.20000000
        0.276868924951
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City & County of Honolulu HI
        N/A
        HONOLULU CITY & CNTY HI
        438670YG0
        
          
        
        5800000.00000000
        PA
        USD
        5891720.62000000
        0.343938140801
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-08-01
          Fixed
          5.00000000
          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
        
          
        
        995000.00000000
        OU
        Notional Amount
        USD
        -268053.00000000
        -0.01564800105
        N/A
        DCR
        
        GB
        N
        
        2
        
          
            
              Credit Suisse International
              E58DKGMJYYYJLN8C3868
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -94919.04000000
            USD
            995000.00000000
            USD
            -173133.96000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Fannie Mae Connecticut Avenue Securities
        30711XGP3
        
          
        
        483516.49000000
        PA
        USD
        496731.82000000
        0.028997474535
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-09-25
          Floating
          3.75900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Wisconsin
        549300VTAT608CNZ5827
        WISCONSIN ST
        97705MTJ4
        
          
        
        1500000.00000000
        PA
        USD
        1932102.75000000
        0.112789432923
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of Houston TX Airport System Revenue
        N/A
        HOUSTON TX ARPT SYS REVENUE
        4423487H5
        
          
        
        375000.00000000
        PA
        USD
        408375.90000000
        0.023839563491
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of Ashland KY
        N/A
        ASHLAND KY MED CENTER REVENUE
        044293BT4
        
          
        
        195000.00000000
        PA
        USD
        232650.52000000
        0.013581327504
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BS283G7   IRS USD R V 12MUSCPI IS283H8 CCPINFLATIONZERO / Short: BS283G7   IRS USD P F  2.61250 IS283G7 CCPINFLATIONZERO
        000000000
        
          
        
        2355000.00000000
        OU
        Notional Amount
        USD
        168.99000000
        0.000009865047
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2025-01-15
            0.00000000
            USD
            0.00000000
            USD
            2355000.00000000
            USD
            168.99000000
          
        
        
          N
          N
          N
        
      
      
        New York Liberty Development Corp
        N/A
        NEW YORK ST LIBERTY DEV CORP LIBERTY REVENUE
        649519DH5
        
          
        
        2370000.00000000
        PA
        USD
        2341986.60000000
        0.136717025286
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2069-09-15
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Salt River Project Agricultural Improvement & Power District
        SHB8HO6GKXJ83RX5OV39
        SALT RIVER AZ PROJ AGRIC IMPT & PWR DIST ELEC
        79575DN89
        
          
        
        23120000.00000000
        PA
        USD
        23855965.09000000
        1.392628199684
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Texas
        549300X9CH74QB747L76
        TEXAS ST
        882723QZ5
        
          
        
        1790000.00000000
        PA
        USD
        1876303.96000000
        0.109532093797
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-04-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Illinois Finance Authority
        549300ZG6UBPNNNRN315
        ILLINOIS ST FIN AUTH REVENUE
        45204E6L7
        
          
        
        100000.00000000
        PA
        USD
        105974.06000000
        0.006186396728
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-09-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Jersey Transportation Trust Fund Authority
        549300YUVD5TEXR6L889
        NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
        646136G62
        
          
        
        2500000.00000000
        PA
        USD
        2631677.00000000
        0.153628142430
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lakewood Ranch Stewardship District
        N/A
        LAKEWOOD RANCH FL STEWARDSHIP DIST SPL ASSMNT REVENUE
        51265KDJ4
        
          
        
        1830000.00000000
        PA
        USD
        1888365.29000000
        0.110236192257
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2033-05-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York Transportation Development Corp
        N/A
        NEW YORK ST TRANSPRTN DEV CORPSPL FAC REVENUE
        650116DA1
        
          
        
        1355000.00000000
        PA
        USD
        1546302.56000000
        0.090267760795
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2045-10-01
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        North Broward Hospital District
        549300HZL14T4Q7UDP41
        NORTH BROWARD FL HOSP DIST
        657883DF8
        
          
        
        2950000.00000000
        PA
        USD
        3549225.24000000
        0.207191414709
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-01-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -26501.25000000
        -0.00154705072
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            1093297.50000000
            USD
            9316000.00000000
            SEK
            2021-04-15
            -26501.25000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Education
        54930099NR6T9V7LVB43
        CHICAGO IL BRD OF EDU
        167505NG7
        
          
        
        1000000.00000000
        PA
        USD
        1169881.70000000
        0.068293621304
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-11-01
          Fixed
          6.31900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Jersey Turnpike Authority
        5493005YN67D71KSMI84
        NEW JERSEY ST TURNPIKE AUTH
        6461397E9
        
          
        
        1565000.00000000
        PA
        USD
        1937236.35000000
        0.113089114621
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-01-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        AK43704 S+P 500 INDEX JAN22 3000 PUT
        000000000
        
          
        
        24600.00000000
        NC
        USD
        1631463.27000000
        0.095239146602
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            Put
            Purchased
            
              
                S&P 500 Index
                SPX Index
              
            
            1.00000000
            3000.00000000
            USD
            2022-01-21
            XXXX
            -391515.27000000
          
        
        
          N
          N
          N
        
      
      
        ASX Clear (Futures)
        549300ZD7BBOVZFVHK49
        SPI 200 FUTURES   JUN21 XSFE 20210617
        000000000
        
          
        
        -160.00000000
        NC
        
        -112681.42000000
        -0.00657794905
        N/A
        DE
        
        AU
        N
        
        1
        
          
            
              ASX Clear (Futures)
              549300ZD7BBOVZFVHK49
            
            Short
            
              
                S&P ASX Share Price Index 200
                XPM1 Index
              
            
            2021-06-17
            -27034528.46000000
            AUD
            -112681.42000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Fannie Mae Connecticut Avenue Securities
        30711XDK7
        
          
        
        122040.08000000
        PA
        USD
        126976.67000000
        0.007412455990
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-01-25
          Floating
          4.55900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City Of South Miami Health Facilities Authority Inc
        N/A
        S MIAMI FL HLTH FACS AUTH
        838810DR7
        
          
        
        2625000.00000000
        PA
        USD
        3269338.80000000
        0.190852618622
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-08-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mississippi Development Bank
        549300122LOI8CB50V38
        MISSISSIPPI ST DEV BANK SPL OBLG
        60534WCM8
        
          
        
        3725000.00000000
        PA
        USD
        3737624.40000000
        0.218189501855
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        279218.21000000
        0.016299787145
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            855950000.00000000
            JPY
            8013087.56000000
            USD
            2021-05-20
            279218.21000000
          
        
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO STOXX 50     JUN21 XEUR 20210618
        000000000
        
          
        
        639.00000000
        NC
        
        714048.22000000
        0.041683649492
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Long
            
              
                EURO STOXX 50 Index
                VGM1 Index
              
            
            2021-06-18
            24128921.39000000
            EUR
            714048.22000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Education
        54930099NR6T9V7LVB43
        CHICAGO IL BRD OF EDU
        167505WN2
        
          
        
        955000.00000000
        PA
        USD
        1171752.24000000
        0.068402816918
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metropolitan Transit Authority of Harris County Sales & Use Tax Revenue
        N/A
        HARRIS CNTY TX MET TRANSIT AUTH SALES & USE TAX
        41422EJA2
        
          
        
        1185000.00000000
        PA
        USD
        1514827.33000000
        0.088430346433
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-11-01
          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
        64971WCD0
        
          
        
        10665000.00000000
        PA
        USD
        12128926.96000000
        0.708044535305
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Public Finance Authority
        5493004S6D3NA627K012
        PUBLIC FIN AUTH WI REVENUE
        74442PMQ5
        
          
        
        805000.00000000
        PA
        USD
        943791.74000000
        0.055095276455
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        4561.42000000
        0.000266279821
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            26263000.00000000
            NOK
            3075155.88000000
            USD
            2021-04-15
            4561.42000000
          
        
        
          N
          N
          N
        
      
      
        State of Washington
        549300X3TODFMUKLQ364
        WASHINGTON ST
        93974DNZ7
        
          
        
        3735000.00000000
        PA
        USD
        4137485.09000000
        0.241531977028
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Fannie Mae Connecticut Avenue Securities
        30711XEP5
        
          
        
        440458.37000000
        PA
        USD
        453687.89000000
        0.026484719737
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-07-25
          Floating
          3.65900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICE Futures Europe - Financial Products Division
        549300UF4R84F48NCH34
        FTSE 100 IDX FUT  JUN21 IFLL 20210618
        000000000
        
          
        
        -209.00000000
        NC
        
        90153.93000000
        0.005262872608
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe - Financial Products Division
              549300UF4R84F48NCH34
            
            Short
            
              
                FTSE 100 Index
                Z M1 Index
              
            
            2021-06-18
            -14012734.90000000
            GBP
            90153.93000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        Long: IS1FXG9   IRS USD R V 12MUSCPI IS1FXH0 INFLATIONZERO / Short: IS1FXG9   IRS USD P F  1.93900 IS1FXG9 INFLATIONZERO
        000000000
        
          
        
        56000000.00000000
        OU
        Notional Amount
        USD
        705424.72000000
        0.041180239580
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2022-07-20
            0.00000000
            USD
            0.00000000
            USD
            56000000.00000000
            USD
            705424.72000000
          
        
        
          N
          N
          N
        
      
      
        Commonwealth of Pennsylvania
        N/A
        PENNSYLVANIA ST
        70914PJ94
        
          
        
        1000000.00000000
        PA
        USD
        1205852.80000000
        0.070393488907
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-01-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Colorado Health Facilities Authority
        5493002JB6DRFRZPEQ21
        COLORADO ST HLTH FACS AUTH HOSP REVENUE
        19648FJV7
        
          
        
        4100000.00000000
        PA
        USD
        5113838.16000000
        0.298528070584
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2035-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        San Francisco City & County Airport Comm-San Francisco International Airport
        54930055TIDYHNDP4F84
        SAN FRANCISCO CALIF CITY &CNTY ARPTS COMMN INTL ARPT REV
        79766DSH3
        
          
        
        3755000.00000000
        PA
        USD
        4274137.01000000
        0.249509240434
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Illinois Finance Authority
        549300ZG6UBPNNNRN315
        ILLINOIS ST FIN AUTH REVENUE
        45204ET57
        
          
        
        1725000.00000000
        PA
        USD
        2145518.26000000
        0.125247887500
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-04-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse International
        E58DKGMJYYYJLN8C3868
        Long: IS1NCU0   CDS USD R F  3.00000 IS1NCU0 CMBX / Short: IS1NCU0   CDS USD P V 01MEVENT IS1NCV1 CMBX
        000000000
        
          
        
        53000.00000000
        OU
        Notional Amount
        USD
        -14278.20000000
        -0.00083351161
        N/A
        DCR
        
        GB
        N
        
        2
        
          
            
              Credit Suisse International
              E58DKGMJYYYJLN8C3868
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -5182.91000000
            USD
            53000.00000000
            USD
            -9095.29000000
          
        
        
          N
          N
          N
        
      
      
        State of Illinois
        54930048FV8RWPR02D67
        ILLINOIS ST
        452152RF0
        
          
        
        1970000.00000000
        PA
        USD
        2054447.20000000
        0.119931476034
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-04-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Port of Seattle WA
        549300T9UCDUJ3GZL429
        PORT OF SEATTLE WA REVENUE
        735389F52
        
          
        
        5340000.00000000
        PA
        USD
        6540239.76000000
        0.381796430708
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-05-01
          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
        
          
        
        12470000.00000000
        OU
        Notional Amount
        USD
        29427.65000000
        0.001717883769
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2029-10-09
            0.00000000
            USD
            0.00000000
            USD
            12470000.00000000
            USD
            29427.65000000
          
        
        
          N
          N
          N
        
      
      
        Municipal Electric Authority of Georgia
        JA0WNILDDF2KUPS83B16
        MUNI ELEC AUTH OF GEORGIA
        626207X74
        
          
        
        180000.00000000
        PA
        USD
        224225.86000000
        0.013089525179
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-01-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        S+P MID 400 EMINI JUN21 XCME 20210618
        000000000
        
          
        
        52.00000000
        NC
        USD
        97.84000000
        0.000005711558
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                E-mini S&P MidCap 400 Index
                FAM1 Index
              
            
            2021-06-18
            13547462.16000000
            USD
            97.84000000
          
        
        
          N
          N
          N
        
      
      
        State of California
        N/A
        CALIFORNIA ST
        13063CMU1
        
          
        
        50000.00000000
        PA
        USD
        57841.09000000
        0.003376561490
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Fannie Mae Connecticut Avenue Securities
        30711XBM5
        
          
        
        200326.76000000
        PA
        USD
        211871.53000000
        0.012368322399
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-08-25
          Floating
          6.85900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -143371.51000000
        -0.00836952967
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            7922879.22000000
            USD
            5643000.00000000
            GBP
            2021-04-09
            -143371.51000000
          
        
        
          N
          N
          N
        
      
      
        City of Ashland KY
        N/A
        ASHLAND KY MED CENTER REVENUE
        044293BP2
        
          
        
        240000.00000000
        PA
        USD
        279167.30000000
        0.016296815196
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: IS1QI56   IRS USD R V 12MUSCPI IS1QI67 INFLATIONZERO / Short: IS1QI56   IRS USD P F  2.00900 IS1QI56 INFLATIONZERO
        000000000
        
          
        
        28000000.00000000
        OU
        Notional Amount
        USD
        991368.84000000
        0.057872661938
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2028-12-27
            0.00000000
            USD
            0.00000000
            USD
            28000000.00000000
            USD
            991368.84000000
          
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        AK43566 EURO STOXX 50 INDEX MAR22 2975 PUT
        000000000
        
          
        
        3070.00000000
        NC
        
        275928.58000000
        0.016107749997
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            Put
            Purchased
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            1.00000000
            2975.00000000
            EUR
            2022-03-18
            XXXX
            -73958.20000000
          
        
        
          N
          N
          N
        
      
      
        Illinois Finance Authority
        549300ZG6UBPNNNRN315
        ILLINOIS ST FIN AUTH REVENUE
        45204FGX7
        
          
        
        1000000.00000000
        PA
        USD
        1361700.70000000
        0.079491346805
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        South Lyon Community Schools
        N/A
        SOUTH LYON MI CMNTY SCHS
        838736XB7
        
          
        
        3640000.00000000
        PA
        USD
        4411938.08000000
        0.257553587217
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Illinois Finance Authority
        549300ZG6UBPNNNRN315
        ILLINOIS ST FIN AUTH REVENUE
        45204EL71
        
          
        
        6775000.00000000
        PA
        USD
        8378938.57000000
        0.489133266752
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2033-05-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pennsylvania Turnpike Commission
        549300J8LLBYEYEXZJ24
        PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE
        709224A33
        
          
        
        2000000.00000000
        PA
        USD
        2521907.60000000
        0.147220186964
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Education
        54930099NR6T9V7LVB43
        CHICAGO IL BRD OF EDU
        167505XC5
        
          
        
        160000.00000000
        PA
        USD
        193527.18000000
        0.011297443103
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2033-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        Long: IS1IRW2   IRS USD R V 12MUSCPI IS1IRX3 INFLATIONZERO / Short: IS1IRW2   IRS USD P F  2.23250 IS1IRW2 INFLATIONZERO
        000000000
        
          
        
        13000000.00000000
        OU
        Notional Amount
        USD
        302297.71000000
        0.017647088015
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2032-12-04
            0.00000000
            USD
            0.00000000
            USD
            13000000.00000000
            USD
            302297.71000000
          
        
        
          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
        
          
        
        863000.00000000
        OU
        Notional Amount
        USD
        -232492.20000000
        -0.01357208533
        N/A
        DCR
        
        GB
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -79908.57000000
            USD
            863000.00000000
            USD
            -152583.63000000
          
        
        
          N
          N
          N
        
      
      
        Palm Beach County Health Facilities Authority
        N/A
        PALM BEACH CNTY FL HLTH FACS AUTH REVENUE
        696507UT7
        
          
        
        200000.00000000
        PA
        USD
        210674.04000000
        0.012298417101
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2055-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Public School Building Authority
        5493006JN0UR7OGWTO86
        STATE PUBLIC SCH BLDG AUTH PA LEASE REVENUE
        85732GPJ3
        
          
        
        1110000.00000000
        PA
        USD
        1163745.53000000
        0.067935413060
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-04-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of New York NY
        549300ABYZD2SFD5JB29
        NEW YORK NY
        64966QRM4
        
          
        
        2000000.00000000
        PA
        USD
        1966033.20000000
        0.114770174482
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-08-01
          Fixed
          1.62300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metropolitan Transportation Authority
        5493000TKYODLXADQD60
        MET TRANSPRTN AUTH NY REVENUE
        59259YQL6
        
          
        
        3065000.00000000
        PA
        USD
        3262031.99000000
        0.190426072489
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-11-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Wisconsin
        549300VTAT608CNZ5827
        WISCONSIN ST
        97705MTF2
        
          
        
        1300000.00000000
        PA
        USD
        1689498.33000000
        0.098627031386
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2037-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        School District of Broward County/FL
        5493006KVNQDJ1D0OD92
        BROWARD CNTY FL SCH DIST
        115067GL8
        
          
        
        2210000.00000000
        PA
        USD
        2235748.05000000
        0.130515188552
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2021-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Snohomish County Public Utility District No 1
        549300LU0VT11TQC1877
        SNOHOMISH CNTY WA PUBLIC UTILITY DIST #1 ELEC REVENUE
        833102YJ9
        
          
        
        6065000.00000000
        PA
        USD
        6554355.13000000
        0.382620436873
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York Transportation Development Corp
        N/A
        NEW YORK ST TRANSPRTN DEV CORPSPL FAC REVENUE
        650116CQ7
        
          
        
        265000.00000000
        PA
        USD
        290790.07000000
        0.016975312050
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2036-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        252310.44000000
        0.014729005198
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            12702746.00000000
            EUR
            15164677.91000000
            USD
            2021-05-27
            252310.44000000
          
        
        
          N
          N
          N
        
      
      
        Comanche County Hospital Authority
        N/A
        COMANCHE CNTY OK HOSP AUTH REVENUE
        199875HN8
        
          
        
        1000000.00000000
        PA
        USD
        1085733.70000000
        0.063381353982
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAYLOR SCOTT & WHITE HOL
        549300JQDKSBWYRGGV95
        Baylor Scott & White Holdings
        072863AH6
        
          
        
        1000000.00000000
        PA
        USD
        950660.00000000
        0.055496221566
        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
        
          
        
        1630000.00000000
        PA
        USD
        1915391.48000000
        0.111813887152
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Wisconsin
        549300VTAT608CNZ5827
        WISCONSIN ST
        97705MTA3
        
          
        
        1000000.00000000
        PA
        USD
        1321119.00000000
        0.077122328423
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dallas Fort Worth International Airport
        N/A
        DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE
        2350365U0
        
          
        
        1225000.00000000
        PA
        USD
        1535729.95000000
        0.089650568627
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Fannie Mae Connecticut Avenue Securities
        30711XBD5
        
          
        
        75041.55000000
        PA
        USD
        76002.97000000
        0.004436788823
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-07-25
          Floating
          5.10900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Wisconsin
        549300VTAT608CNZ5827
        WISCONSIN ST
        97705MSY2
        
          
        
        3390000.00000000
        PA
        USD
        4529089.83000000
        0.264392498579
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Texas Water Development Board
        N/A
        TEXAS ST WTR DEV BRD
        8828544C3
        
          
        
        1255000.00000000
        PA
        USD
        1609308.59000000
        0.093945833504
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-04-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City & County of Honolulu HI
        N/A
        HONOLULU CITY & CNTY HI
        438670ZP9
        
          
        
        4000000.00000000
        PA
        USD
        4063255.60000000
        0.237198717793
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pennsylvania Turnpike Commission
        549300J8LLBYEYEXZJ24
        PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE
        709224L31
        
          
        
        3900000.00000000
        PA
        USD
        4704470.16000000
        0.274630591748
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Michigan Finance Authority
        54930022O46HOX5J1D14
        MICHIGAN ST FIN AUTH REVENUE
        59447TDZ3
        
          
        
        900000.00000000
        PA
        USD
        935893.35000000
        0.054634195941
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-10-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vauxmont Metropolitan District
        549300M7XL6MB0OW8D56
        VAUXMONT MET DIST CO
        92242SAN3
        
          
        
        215000.00000000
        PA
        USD
        227304.21000000
        0.013269228537
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2050-12-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0AD1
        
          
        
        140886.04000000
        PA
        USD
        140533.16000000
        0.008203836686
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-11-25
          Floating
          4.35900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vauxmont Metropolitan District
        549300M7XL6MB0OW8D56
        VAUXMONT MET DIST CO
        92242SAV5
        
          
        
        105000.00000000
        PA
        USD
        129065.70000000
        0.007534406290
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        University of Hawaii
        N/A
        UNIV OF HAWAII HI REVENUE
        91428LJN7
        
          
        
        7010000.00000000
        PA
        USD
        8637154.89000000
        0.504207036666
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nasdaq Nordic
        N/A
        OMXS30 IND FUTURE APR21 XSTO 20210416
        000000000
        
          
        
        900.00000000
        NC
        
        348489.51000000
        0.020343604506
        N/A
        DE
        
        SE
        N
        
        1
        
          
            
              Nasdaq Nordic
              N/A
            
            Long
            
              
                OMXS30 Index
                QCJ1 Index
              
            
            2021-04-16
            193976092.41000000
            SEK
            348489.51000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Connecticut Avenue Securities Trust 2020-SBT1
        20753VCZ9
        
          
        
        250000.00000000
        PA
        USD
        251130.00000000
        0.014660095220
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-02-25
          Floating
          3.75900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of Philadelphia PA Water & Wastewater Revenue
        N/A
        PHILADELPHIA PA WTR & WSTWTR REVENUE
        717893P96
        
          
        
        1655000.00000000
        PA
        USD
        2145758.81000000
        0.125261929972
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2038-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of California
        N/A
        CALIFORNIA ST
        13063CQT0
        
          
        
        2085000.00000000
        PA
        USD
        2448812.07000000
        0.142953124367
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-03-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of Austin TX Water & Wastewater System Revenue
        N/A
        AUSTIN TX WTR & WSTWTR SYS REVENUE
        0524766F0
        
          
        
        175000.00000000
        PA
        USD
        180083.33000000
        0.010512637937
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-11-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Public Finance Authority
        5493004S6D3NA627K012
        PUBLIC FIN AUTH WI REVENUE
        74442PMN2
        
          
        
        730000.00000000
        PA
        USD
        825250.18000000
        0.048175232824
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City & County of Honolulu HI
        N/A
        HONOLULU CITY & CNTY HI
        438670ZE4
        
          
        
        6205000.00000000
        PA
        USD
        6303125.25000000
        0.367954511007
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of Bridgeport CT
        N/A
        BRIDGEPORT CT
        108152AK5
        
          
        
        1890000.00000000
        PA
        USD
        2311649.17000000
        0.134946031727
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -5728.78000000
        -0.00033442623
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            442000.00000000
            GBP
            603617.74000000
            USD
            2021-04-09
            -5728.78000000
          
        
        
          N
          N
          N
        
      
      
        State of Wisconsin
        549300VTAT608CNZ5827
        WISCONSIN ST
        97705MTE5
        
          
        
        1210000.00000000
        PA
        USD
        1575829.46000000
        0.091991438435
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2036-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        California Housing Finance
        549300BOPCVLBA552Z14
        CALIFORNIA HSG FIN AGY MUNI CTFS
        13033DAE5
        
          
        
        1000000.00000000
        PA
        USD
        1140493.50000000
        0.066578040488
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2035-11-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        County of Fort Bend TX
        N/A
        FORT BEND CNTY TX
        346766SD1
        
          
        
        2880000.00000000
        PA
        USD
        3007699.49000000
        0.175579026467
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-03-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        County of Pima AZ Sewer System Revenue
        N/A
        PIMA CNTY AZ SWR REVENUE
        721876RG7
        
          
        
        4085000.00000000
        PA
        USD
        4132892.95000000
        0.241263903880
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Jersey Economic Development Authority
        5493006JS6QWDVU4R678
        NEW JERSEY ST ECON DEV AUTH SPL FAC REVENUE
        64578CAH4
        
          
        
        1185000.00000000
        PA
        USD
        1258111.06000000
        0.073444144216
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-09-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Wisconsin
        549300VTAT608CNZ5827
        WISCONSIN ST
        97705MSN6
        
          
        
        2500000.00000000
        PA
        USD
        3340036.75000000
        0.194979718845
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        South Dakota Health & Educational Facilities Authority
        549300ZW6LKR8UI2C378
        SOUTH DAKOTA ST HLTH & EDUCTNL FACS AUTH
        83755VC77
        
          
        
        2000000.00000000
        PA
        USD
        2454461.00000000
        0.143282889236
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-09-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Fannie Mae Connecticut Avenue Securities
        30711XBB9
        
          
        
        82291.36000000
        PA
        USD
        84402.29000000
        0.004927111887
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-07-25
          Floating
          5.10900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Jersey Health Care Facilities Financing Authority
        N/A
        NEW JERSEY ST HLTH CARE FACS FING AUTH REVENUE
        645790LB0
        
          
        
        1325000.00000000
        PA
        USD
        1650372.83000000
        0.096343020891
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tempe Industrial Development Authority
        N/A
        TEMPE AZ INDL DEV AUTH REVENUE
        87972MBA9
        
          
        
        1070000.00000000
        PA
        USD
        1070318.33000000
        0.062481458342
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Connecticut
        5493007GRO6CU0IKP741
        CONNECTICUT ST
        20772KCK3
        
          
        
        1415000.00000000
        PA
        USD
        1762529.66000000
        0.102890346210
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0LJ6
        
          
        
        425510.60000000
        PA
        USD
        442131.13000000
        0.025810076317
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-03-25
          Floating
          3.90900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        University of Michigan
        N/A
        UNIV OF MICHIGAN MI
        914455QJ2
        
          
        
        1955000.00000000
        PA
        USD
        2143641.08000000
        0.125138304266
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-04-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Illinois
        54930048FV8RWPR02D67
        ILLINOIS ST
        452152XT3
        
          
        
        3170000.00000000
        PA
        USD
        3551759.93000000
        0.207339381088
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-05-01
          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
        838810DS5
        
          
        
        2750000.00000000
        PA
        USD
        3396623.45000000
        0.198283053413
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-08-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: IS19KK4   IRS USD R V 03MLIBOR IS19KL5 CPILV506025 / Short: IS19KK4   IRS USD P F  2.01500 IS19KK4 CPILV506025
        000000000
        
          
        
        13000000.00000000
        OU
        Notional Amount
        USD
        427520.60000000
        0.024957164434
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2026-11-04
            0.00000000
            USD
            0.00000000
            USD
            13000000.00000000
            USD
            427520.60000000
          
        
        
          N
          N
          N
        
      
      
        SPDR S&P 500 ETF Trust
        549300NZAMSJ8FXPQQ63
        SPDR S&P 500 ETF Trust
        78462F103
        
          
        
        667241.00000000
        NS
        USD
        264447625.53000000
        15.43753184007
        Long
        EC
        RF
        US
        N
        
        1
        
          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
        
          
        
        3680000.00000000
        PA
        USD
        3799600.00000000
        0.221807421647
        Long
        DBT
        MUN
        PR
        N
        
        2
        
          2026-06-01
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US ULTRA BOND CBT JUN21 XCBT 20210621
        000000000
        
          
        
        105.00000000
        NC
        USD
        -899737.10000000
        -0.05252351992
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US Treasury Ultra Long Bond
                WNM1 Comdty
              
            
            2021-06-21
            19927705.85000000
            USD
            -899737.10000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        111283.49000000
        0.006496342769
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            38574000.00000000
            SEK
            4528479.55000000
            USD
            2021-04-15
            111283.49000000
          
        
        
          N
          N
          N
        
      
      
        Illinois Finance Authority
        549300ZG6UBPNNNRN315
        ILLINOIS ST FIN AUTH REVENUE
        45204E6T0
        
          
        
        100000.00000000
        PA
        USD
        126909.50000000
        0.007408534839
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-09-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Jersey Transportation Trust Fund Authority
        549300YUVD5TEXR6L889
        NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
        6461364B4
        
          
        
        5975000.00000000
        PA
        USD
        7390953.71000000
        0.431458149786
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-12-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natwest Markets PLC
        RR3QWICWWIPCS8A4S074
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        174651.80000000
        0.010195564123
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Natwest Markets PLC
              RR3QWICWWIPCS8A4S074
            
            441779000.00000000
            JPY
            4166311.44000000
            USD
            2021-05-20
            174651.80000000
          
        
        
          N
          N
          N
        
      
      
        Allegheny County Sanitary Authority
        N/A
        ALLEGHENY CNTY PA SAN AUTH
        017357YS7
        
          
        
        3105000.00000000
        PA
        USD
        3492634.41000000
        0.203887839045
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -26773.18000000
        -0.00156292505
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            4432093.54000000
            USD
            37679000.00000000
            NOK
            2021-04-15
            -26773.18000000
          
        
        
          N
          N
          N
        
      
      
        Puerto Rico Highway & Transportation Authority
        549300J6QBXVWJXB7Y41
        PUERTO RICO HIGHWAY & TRANSPRTN AUTH TRANSPRTN REVENUE
        745190ZS0
        
          
        
        1110000.00000000
        PA
        USD
        1379726.78000000
        0.080543646607
        Long
        DBT
        MUN
        PR
        N
        
        2
        
          2036-07-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        549300KB1O80CETXGJ21
        Freddie Mac STACR Trust 2019-DNA3
        35564TAH3
        
          
        
        162658.55000000
        PA
        USD
        162328.92000000
        0.009476197284
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-07-25
          Floating
          2.15900000
          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
        64971WAJ9
        
          
        
        2500000.00000000
        PA
        USD
        2816427.75000000
        0.164413248100
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pennsylvania Turnpike Commission
        549300J8LLBYEYEXZJ24
        PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE
        709224A58
        
          
        
        2540000.00000000
        PA
        USD
        3155506.52000000
        0.184207486365
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        University of Houston
        N/A
        UNIV OF HOUSTON TX UNIV REVENUES
        914302BZ6
        
          
        
        13870000.00000000
        PA
        USD
        15116994.83000000
        0.882477536134
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-02-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lower Alabama Gas District/The
        549300YTI1NTDG2OVU42
        LOWER AL GAS DIST GAS PROJ REVENUE
        547804AM6
        
          
        
        3015000.00000000
        PA
        USD
        3435141.46000000
        0.200531600757
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2050-12-01
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -1622.32000000
        -0.00009470539
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            18301000.00000000
            CAD
            14561844.51000000
            USD
            2021-04-22
            -1622.32000000
          
        
        
          N
          N
          N
        
      
      
        County of Osceola FL Transportation Revenue
        N/A
        OSCEOLA CNTY FL TRANSPRTN REVENUE
        688031EK5
        
          
        
        100000.00000000
        PA
        USD
        80037.50000000
        0.004672310640
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-10-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        California Housing Finance
        549300BOPCVLBA552Z14
        CALIFORNIA HSG FIN AGY MUNI CTFS
        13033DAC9
        
          
        
        2231734.93000000
        PA
        USD
        2586784.54000000
        0.151007476885
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2033-03-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -448481.92000000
        -0.02618081333
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            13047922.75000000
            USD
            110027000.00000000
            SEK
            2021-04-15
            -448481.92000000
          
        
        
          N
          N
          N
        
      
      
        Metropolitan Washington Airports Authority
        7HERAVJJLN8J1DZ6AZ19
        MET WASHINGTON DC ARPTS AUTH ARPT SYS REVENUE
        592647FC0
        
          
        
        4270000.00000000
        PA
        USD
        5352116.64000000
        0.312437938802
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Centerra Metropolitan District No 1
        549300SHE5ZPSMGZH793
        CENTERRA CO MET DIST #1 SPL REVENUE
        15200XAE3
        
          
        
        2375000.00000000
        PA
        USD
        2524322.19000000
        0.147361142323
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York Transportation Development Corp
        N/A
        NEW YORK ST TRANSPRTN DEV CORPSPL FAC REVENUE
        650116CK0
        
          
        
        1590000.00000000
        PA
        USD
        1912654.25000000
        0.111654097193
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-01-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Montreal Exchange / Bourse De Montreal
        N/A
        S+P/TSX 60 IX FUT JUN21 XMOD 20210617
        000000000
        
          
        
        109.00000000
        NC
        
        67959.95000000
        0.003967265313
        N/A
        DE
        
        CA
        N
        
        1
        
          
            
              The Montreal Exchange / Bourse De Montreal
              N/A
            
            Long
            
              
                S&P/TSX 60 Index
                PTM1 Index
              
            
            2021-06-17
            24136574.73000000
            CAD
            67959.95000000
          
        
        
          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
        
          
        
        20920000.00000000
        OU
        Notional Amount
        USD
        2006755.60000000
        0.117147406440
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2028-01-15
            0.00000000
            USD
            0.00000000
            USD
            20920000.00000000
            USD
            2006755.60000000
          
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MTGE CORP VA MF VARIABLE RATE CTFS
        N/A
        Federal Home Loan Mortgage Corp Enhanced Receipt
        31350ACN6
        
          
        
        4920000.00000000
        PA
        USD
        5190617.22000000
        0.303010164840
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2035-06-15
          Floating
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Greater Richmond Convention Center Authority
        N/A
        GTR RICHMOND VA CONVENTION CENTER AUTH HOTEL TAX REVENUE
        392329CJ5
        
          
        
        1500000.00000000
        PA
        USD
        1570306.50000000
        0.091669027255
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of Detroit MI Water Supply System Revenue
        N/A
        DETROIT MI WTR SPLY SYS REVENUE
        251256BY8
        
          
        
        1900000.00000000
        PA
        USD
        1923410.09000000
        0.112281985691
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-07-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Puerto Rico Highway & Transportation Authority
        549300J6QBXVWJXB7Y41
        PUERTO RICO HIGHWAY & TRANSPRTN AUTH TRANSPRTN REVENUE
        745190ZP6
        
          
        
        200000.00000000
        PA
        USD
        221825.72000000
        0.012949413361
        Long
        DBT
        MUN
        PR
        N
        
        2
        
          2032-07-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Jersey Turnpike Authority
        5493005YN67D71KSMI84
        NEW JERSEY ST TURNPIKE AUTH
        646139ZX6
        
          
        
        11070000.00000000
        PA
        USD
        13391173.10000000
        0.781730071097
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-01-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tennessee Energy Acquisition Corp
        549300OJ2Z8PGEY46K92
        TENNESSEE ST ENERGY ACQUISITION CORP GAS REVENUE
        880443JE7
        
          
        
        6500000.00000000
        PA
        USD
        7374344.25000000
        0.430488547329
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2049-11-01
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        562456.55000000
        0.032834255485
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            95715200.00000000
            SEK
            11523020.77000000
            USD
            2021-04-15
            562456.55000000
          
        
        
          N
          N
          N
        
      
      
        Port of Seattle WA
        549300T9UCDUJ3GZL429
        PORT OF SEATTLE WA REVENUE
        735389F45
        
          
        
        4925000.00000000
        PA
        USD
        5901493.05000000
        0.344508621246
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-05-01
          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
        64971WBA7
        
          
        
        6000000.00000000
        PA
        USD
        6823587.60000000
        0.398337291278
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Beaver County Industrial Development Authority
        N/A
        BEAVER CNTY PA INDL DEV AUTH
        074876HR7
        
          
        
        1245000.00000000
        PA
        USD
        1282350.00000000
        0.074859129158
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2035-01-01
          Floating
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natwest Markets PLC
        RR3QWICWWIPCS8A4S074
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -24937.70000000
        -0.00145577611
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Natwest Markets PLC
              RR3QWICWWIPCS8A4S074
            
            2113000.00000000
            GBP
            2888069.53000000
            USD
            2021-04-09
            -24937.70000000
          
        
        
          N
          N
          N
        
      
      
        Tennessee Energy Acquisition Corp
        549300OJ2Z8PGEY46K92
        TENNESSEE ST ENERGY ACQUISITION CORP GAS REVENUE
        880443HZ2
        
          
        
        5415000.00000000
        PA
        USD
        5784866.16000000
        0.337700349385
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2048-05-01
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Parish of St James LA
        N/A
        SAINT JAMES PARISH LA REVENUE
        790103AU9
        
          
        
        585000.00000000
        PA
        USD
        731347.34000000
        0.042693511899
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2038-06-01
          Floating
          6.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Golden State Tobacco Securitization Corp
        N/A
        GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT
        38122NZT2
        
          
        
        2025000.00000000
        PA
        USD
        2061561.38000000
        0.120346777099
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2036-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Coatesville School District
        549300FB4I8E5MPRFX97
        COATESVILLE PA AREA SCH DIST
        190684QD5
        
          
        
        1020000.00000000
        PA
        USD
        1079009.65000000
        0.062988827350
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Education
        54930099NR6T9V7LVB43
        CHICAGO IL BRD OF EDU
        167505XA9
        
          
        
        310000.00000000
        PA
        USD
        377931.63000000
        0.022062332984
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        University of Hawaii
        N/A
        UNIV OF HAWAII HI REVENUE
        91428LJJ6
        
          
        
        5740000.00000000
        PA
        USD
        6149402.63000000
        0.358980719557
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vauxmont Metropolitan District
        549300M7XL6MB0OW8D56
        VAUXMONT MET DIST CO
        92242SBE2
        
          
        
        100000.00000000
        PA
        USD
        119642.24000000
        0.006984297498
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2050-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Illinois Finance Authority
        549300ZG6UBPNNNRN315
        ILLINOIS ST FIN AUTH REVENUE
        45204E6W3
        
          
        
        100000.00000000
        PA
        USD
        124415.54000000
        0.007262946136
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-09-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energy Northwest
        N/A
        ENERGY N W WA ELEC REVENUE
        29270CWX9
        
          
        
        11390000.00000000
        PA
        USD
        11521945.18000000
        0.672611051883
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 2YR NOTE (CBT) JUN21 XCBT 20210630
        000000000
        
          
        
        222.00000000
        NC
        USD
        -48826.68000000
        -0.00285033161
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                2 Year US Treasury Note
                TUM1 Comdty
              
            
            2021-06-30
            49050123.44000000
            USD
            -48826.68000000
          
        
        
          N
          N
          N
        
      
      
        Energy Northwest
        N/A
        ENERGY N W WA ELEC REVENUE
        29270CWW1
        
          
        
        3300000.00000000
        PA
        USD
        3338366.46000000
        0.194882213129
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-07-01
          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
        04052FBQ7
        
          
        
        1100000.00000000
        PA
        USD
        1278213.97000000
        0.074617682124
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2037-11-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        AK43577 FTSE 100 INDEX MAR22 5100 PUT
        000000000
        
          
        
        660.00000000
        NC
        
        111144.53000000
        0.006488230768
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            Put
            Purchased
            
              
                FTSE 100 Index
                UKX Index
              
            
            1.00000000
            5100.00000000
            GBP
            2022-03-18
            XXXX
            -12486.45000000
          
        
        
          N
          N
          N
        
      
      
        Chelan County Public Utility District No 1
        5493004E8FN9GU2SU067
        CHELAN CNTY WA PUBLIC UTILITY DIST #1
        163103SU9
        
          
        
        7835000.00000000
        PA
        USD
        7927697.45000000
        0.462791380930
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-07-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of Philadelphia PA Water & Wastewater Revenue
        N/A
        PHILADELPHIA PA WTR & WSTWTR REVENUE
        717893P88
        
          
        
        685000.00000000
        PA
        USD
        889468.05000000
        0.051924048533
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2037-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        136178.69000000
        0.007949637886
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            23928800.00000000
            SEK
            2876319.74000000
            USD
            2021-04-15
            136178.69000000
          
        
        
          N
          N
          N
        
      
      
        Port of Seattle WA
        549300T9UCDUJ3GZL429
        PORT OF SEATTLE WA REVENUE
        735389F60
        
          
        
        5775000.00000000
        PA
        USD
        7197388.85000000
        0.420158507056
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Public Finance Authority
        5493004S6D3NA627K012
        PUBLIC FIN AUTH WI EXEMPT FACS REVENUE
        74443QAB8
        
          
        
        3245000.00000000
        PA
        USD
        3564200.59000000
        0.208065623513
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-01-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Wisconsin
        549300VTAT608CNZ5827
        WISCONSIN ST
        97705MSL0
        
          
        
        3800000.00000000
        PA
        USD
        4883737.58000000
        0.285095599700
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tobacco Settlement Finance Authority
        N/A
        TOBACCO SETTLEMENT FIN AUTH WV ASSET BACKED
        88880LAW3
        
          
        
        3070000.00000000
        PA
        USD
        3117538.64000000
        0.181991053696
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2049-06-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Fannie Mae Connecticut Avenue Securities
        30711XJX3
        
          
        
        450276.37000000
        PA
        USD
        460304.66000000
        0.026870983736
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-10-25
          Floating
          3.10900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tuscaloosa County Industrial Development Authority
        N/A
        TUSCALOOSA CNTY AL INDL DEV AUTH GULF OPPORTUNITY ZONE
        90068FAZ9
        
          
        
        785000.00000000
        PA
        USD
        892086.72000000
        0.052076917372
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2044-05-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Illinois
        54930048FV8RWPR02D67
        ILLINOIS ST
        452152G54
        
          
        
        4000000.00000000
        PA
        USD
        4450387.20000000
        0.259798113002
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Palm Beach County Health Facilities Authority
        N/A
        PALM BEACH CNTY FL HLTH FACS AUTH REVENUE
        696507UV2
        
          
        
        455000.00000000
        PA
        USD
        459198.33000000
        0.026806400042
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-06-01
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Jersey Transportation Trust Fund Authority
        549300YUVD5TEXR6L889
        NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
        6461364A6
        
          
        
        160000.00000000
        PA
        USD
        199051.12000000
        0.011619911491
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-12-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Wisconsin
        549300VTAT608CNZ5827
        WISCONSIN ST
        97705MTH8
        
          
        
        1500000.00000000
        PA
        USD
        1936563.45000000
        0.113049833061
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2039-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of Detroit MI
        549300BQRJP7MKKHOY28
        DETROIT MI
        2510933E8
        
          
        
        1200000.00000000
        PA
        USD
        1386604.68000000
        0.080945154467
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-04-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SS1WU92   IRS USD R F  1.47300 IS1WU92 CCPVANILLA / Short: SS1WU92   IRS USD P V 03MLIBOR IS1WUA3 CCPVANILLA
        000000000
        
          
        
        9275000.00000000
        OU
        Notional Amount
        USD
        -63559.61000000
        -0.00371038878
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2029-10-09
            0.00000000
            USD
            0.00000000
            USD
            9275000.00000000
            USD
            -63559.61000000
          
        
        
          N
          N
          N
        
      
      
        City of Detroit MI Sewage Disposal System Revenue
        N/A
        DETROIT MI SWR DISP SYS REVENUE
        251237G80
        
          
        
        3585000.00000000
        PA
        USD
        3628498.60000000
        0.211819117516
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2021-07-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Education
        54930099NR6T9V7LVB43
        CHICAGO IL BRD OF EDU
        167505WP7
        
          
        
        1075000.00000000
        PA
        USD
        1316321.05000000
        0.076842240804
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of Detroit MI Water Supply System Revenue
        N/A
        DETROIT MI WTR SPLY SYS REVENUE
        251256BX0
        
          
        
        7490000.00000000
        PA
        USD
        7582285.04000000
        0.442627406810
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-07-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        County of Osceola FL Transportation Revenue
        N/A
        OSCEOLA CNTY FL TRANSPRTN REVENUE
        688031EP4
        
          
        
        100000.00000000
        PA
        USD
        68297.40000000
        0.003986964469
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-10-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Wisconsin
        549300VTAT608CNZ5827
        WISCONSIN ST
        97705MTG0
        
          
        
        1450000.00000000
        PA
        USD
        1878924.94000000
        0.109685097486
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2038-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Jersey Turnpike Authority
        5493005YN67D71KSMI84
        NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE
        646140DH3
        
          
        
        4840000.00000000
        PA
        USD
        5878838.24000000
        0.343186112300
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-01-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0QQ5
        
          
        
        250000.00000000
        PA
        USD
        254745.78000000
        0.014871171870
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-03-25
          Floating
          2.60900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Connecticut
        5493007GRO6CU0IKP741
        CONNECTICUT ST
        20772JU91
        
          
        
        24370000.00000000
        PA
        USD
        26628945.47000000
        1.554505141564
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -174144.46000000
        -0.01016594738
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            13436000.00000000
            GBP
            18348886.84000000
            USD
            2021-04-09
            -174144.46000000
          
        
        
          N
          N
          N
        
      
      
        American Municipal Power Inc
        EARKGGZJJEMVD66XQ486
        AMERICAN MUNI PWR-OHIO INC OH REVENUE
        02765UPV0
        
          
        
        3085000.00000000
        PA
        USD
        3891874.96000000
        0.227194112604
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2036-02-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Illinois
        54930048FV8RWPR02D67
        ILLINOIS ST SALES TAX REVENUE
        452227LR0
        
          
        
        1340000.00000000
        PA
        USD
        1448137.87000000
        0.084537247903
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of Bridgeport CT
        N/A
        BRIDGEPORT CT
        108152AH2
        
          
        
        1735000.00000000
        PA
        USD
        2137843.06000000
        0.124799836042
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Public Finance Authority
        5493004S6D3NA627K012
        PUBLIC FIN AUTH WI REVENUE
        74442PMS1
        
          
        
        200000.00000000
        PA
        USD
        239890.86000000
        0.014003993350
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Parish of St James LA
        N/A
        SAINT JAMES PARISH LA REVENUE
        790103AX3
        
          
        
        500000.00000000
        PA
        USD
        625083.20000000
        0.036490181310
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-12-01
          Floating
          6.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Municipal Power Inc
        EARKGGZJJEMVD66XQ486
        AMERICAN MUNI PWR-OHIO INC OH REVENUE
        02765UPU2
        
          
        
        5260000.00000000
        PA
        USD
        6682707.97000000
        0.390113228878
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2035-02-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        County of Hamilton OH Sewer System Revenue
        N/A
        HAMILTON CNTY OH SWR SYS REVENUE
        407288A25
        
          
        
        2000000.00000000
        PA
        USD
        2063125.00000000
        0.120438055791
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2021-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of Dallas TX
        N/A
        DALLAS TX
        235219KE1
        
          
        
        19045000.00000000
        PA
        USD
        19837850.97000000
        1.158064684356
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-02-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN AIRLINES/AADVAN
        N/A
        American Airlines Inc/AAdvantage Loyalty IP Ltd
        00253XAB7
        
          
        
        620000.00000000
        PA
        USD
        659518.80000000
        0.038500411768
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2029-04-20
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        66115.42000000
        0.003859588072
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            3855000.00000000
            CHF
            4148158.67000000
            USD
            2021-05-06
            66115.42000000
          
        
        
          N
          N
          N
        
      
      
        California Community Housing Agency
        N/A
        CALIFORNIA CMNTY HSG AGY ESSENTIAL HSG REVENUE
        13013FAM6
        
          
        
        2000000.00000000
        PA
        USD
        2068347.20000000
        0.120742909649
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2047-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Great Lakes Water Authority Water Supply System Revenue
        N/A
        GREAT LAKES MI WTR AUTH WTR SPLY SYS REVENUE
        39081JBT4
        
          
        
        1745000.00000000
        PA
        USD
        2163952.51000000
        0.126324014846
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kentucky Public Energy Authority
        N/A
        KENTUCKY ST PUBLIC ENERGY AUTH GAS SPLY REVENUE
        74440DCZ5
        
          
        
        6370000.00000000
        PA
        USD
        7292789.41000000
        0.425727659661
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2050-12-01
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Illinois
        54930048FV8RWPR02D67
        ILLINOIS ST
        452152SN2
        
          
        
        460000.00000000
        PA
        USD
        484514.78000000
        0.028284286267
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-07-01
          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
        
          
        
        16190000.00000000
        OU
        Notional Amount
        USD
        2185131.11000000
        0.127560347791
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2028-01-15
            0.00000000
            USD
            0.00000000
            USD
            16190000.00000000
            USD
            2185131.11000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        Long: IS0QGH5   IRS USD R V 12MLIBOR IS0QGI6 CPI SWAP 10212014 03 / Short: IS0QGH5   IRS USD P F  2.03900 IS0QGH5 CPI SWAP 10212014 03
        000000000
        
          
        
        28000000.00000000
        OU
        Notional Amount
        USD
        -810688.76000000
        -0.04732518781
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2021-10-23
            0.00000000
            USD
            0.00000000
            USD
            28000000.00000000
            USD
            -810688.76000000
          
        
        
          N
          N
          N
        
      
      
        New York City Transitional Finance Authority Future Tax Secured Revenue
        N/A
        NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE
        64971WAH3
        
          
        
        2000000.00000000
        PA
        USD
        2254346.80000000
        0.131600918835
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Jersey Economic Development Authority
        5493006JS6QWDVU4R678
        NEW JERSEY ST ECON DEV AUTH REVENUE
        64577BCE2
        
          
        
        1610000.00000000
        PA
        USD
        1769741.30000000
        0.103311336650
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Osaka Exchange
        3538001249AILNPRUX57
        TOPIX INDX FUTR   JUN21 XOSE 20210610
        000000000
        
          
        
        145.00000000
        NC
        
        551266.37000000
        0.032181011730
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Osaka Exchange
              3538001249AILNPRUX57
            
            Long
            
              
                TOPIX Index
                TPM1 Index
              
            
            2021-06-10
            2784428355.00000000
            JPY
            551266.37000000
          
        
        
          N
          N
          N
        
      
      
        State of Illinois
        54930048FV8RWPR02D67
        ILLINOIS ST
        452152P88
        
          
        
        12010000.00000000
        PA
        USD
        13574045.49000000
        0.792405524650
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Hampshire Business Finance Authority
        N/A
        NATIONAL FIN AUTH NH MUNI CTFS
        63607WAA2
        
          
        
        1767287.27000000
        PA
        USD
        2048199.53000000
        0.119566758808
        Long
        ABS-MBS
        MUN
        US
        N
        
        2
        
          2034-01-20
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Jersey Transportation Trust Fund Authority
        549300YUVD5TEXR6L889
        NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
        646136Z79
        
          
        
        7340000.00000000
        PA
        USD
        7752803.07000000
        0.452581655831
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -219950.31000000
        -0.01283993345
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            13132399.41000000
            USD
            1429092000.00000000
            JPY
            2021-05-20
            -219950.31000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -533339.74000000
        -0.03113451747
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            14255115.27000000
            USD
            119828000.00000000
            SEK
            2021-04-15
            -533339.74000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Fannie Mae Connecticut Avenue Securities
        30711XAM6
        
          
        
        179205.15000000
        PA
        USD
        180791.99000000
        0.010554007041
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-07-25
          Floating
          3.00900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Ohio
        5493005LEB5E170OMX59
        OHIO ST MAJOR NEW STATE INFRASTRUCTURE PROJ REVENUE
        677581FP0
        
          
        
        1105000.00000000
        PA
        USD
        1142576.63000000
        0.066699646366
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2021-12-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Allentown Neighborhood Improvement Zone Development Authority
        N/A
        ALLENTOWN PA NEIGHBORHOOD IMPTZONE DEV AUTH TAX REV
        018444AV1
        
          
        
        925000.00000000
        PA
        USD
        961667.00000000
        0.056138771911
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citizens Property Insurance Inc
        254900K60HH43SRST947
        CITIZENS PROPERTY INSURANCE CORP FL
        176553GR0
        
          
        
        7660000.00000000
        PA
        USD
        8086911.72000000
        0.472085755790
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Great Lakes Water Authority Water Supply System Revenue
        N/A
        GREAT LAKES MI WTR AUTH WTR SPLY SYS REVENUE
        39081JBR8
        
          
        
        2500000.00000000
        PA
        USD
        2937821.75000000
        0.171499807249
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        AK39521 S+P 500 INDEX JAN22 3000 PUT
        000000000
        
          
        
        49500.00000000
        NC
        USD
        3282822.43000000
        0.191639746005
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            Put
            Purchased
            
              
                S&P 500 Index
                SPX Index
              
            
            1.00000000
            3000.00000000
            USD
            2022-01-21
            XXXX
            -3113221.07000000
          
        
        
          N
          N
          N
        
      
      
        Great Lakes Water Authority Water Supply System Revenue
        N/A
        GREAT LAKES MI WTR AUTH WTR SPLY SYS REVENUE
        39081JBQ0
        
          
        
        3000000.00000000
        PA
        USD
        3424111.20000000
        0.199887692574
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        AK41634 FTSE 100 INDEX MAR22 5100 PUT
        000000000
        
          
        
        1330.00000000
        NC
        
        223973.05000000
        0.013074767012
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            Put
            Purchased
            
              
                FTSE 100 Index
                UKX Index
              
            
            1.00000000
            5100.00000000
            GBP
            2022-03-18
            XXXX
            -41031.16000000
          
        
        
          N
          N
          N
        
      
      
        New Jersey Turnpike Authority
        5493005YN67D71KSMI84
        NEW JERSEY ST TURNPIKE AUTH
        6461395N1
        
          
        
        8955000.00000000
        PA
        USD
        9674576.34000000
        0.564768089668
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-01-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Public Finance Authority
        5493004S6D3NA627K012
        PUBLIC FIN AUTH WI REVENUE
        74442PMP7
        
          
        
        770000.00000000
        PA
        USD
        887784.05000000
        0.051825742475
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-10-01
          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
        64990EQN0
        
          
        
        14000000.00000000
        PA
        USD
        15863372.00000000
        0.926048437191
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Private Colleges & Universities Authority
        N/A
        PRIV CLGS & UNIVS AUTH GA
        74265LT57
        
          
        
        5000000.00000000
        PA
        USD
        6043888.00000000
        0.352821142753
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2036-09-01
          Fixed
          4.00000000
          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
        
          
        
        1130000.00000000
        OU
        Notional Amount
        USD
        79548.70000000
        0.004643776198
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2030-01-15
            0.00000000
            USD
            0.00000000
            USD
            1130000.00000000
            USD
            79548.70000000
          
        
        
          N
          N
          N
        
      
      
        Pennsylvania Turnpike Commission
        549300J8LLBYEYEXZJ24
        PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE
        709224L23
        
          
        
        4000000.00000000
        PA
        USD
        4673754.40000000
        0.272837512600
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kentucky Public Energy Authority
        N/A
        KENTUCKY ST PUBLIC ENERGY AUTH GAS SPLY REVENUE
        74440DBR4
        
          
        
        8500000.00000000
        PA
        USD
        9564717.65000000
        0.558354921763
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2049-12-01
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        County of Lee FL Airport Revenue
        N/A
        LEE CNTY FL ARPT REVENUE
        523470FU1
        
          
        
        2470000.00000000
        PA
        USD
        2513887.21000000
        0.146751984514
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-10-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        57686.78000000
        0.003367553409
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            8701401.76000000
            USD
            11007000.00000000
            CAD
            2021-04-22
            57686.78000000
          
        
        
          N
          N
          N
        
      
      
        Irving Hospital Authority
        N/A
        IRVING TX HOSP AUTH
        463794JV0
        
          
        
        1100000.00000000
        PA
        USD
        1301774.43000000
        0.075993059765
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-10-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Illinois Finance Authority
        549300ZG6UBPNNNRN315
        ILLINOIS ST FIN AUTH REVENUE
        45204ET40
        
          
        
        2450000.00000000
        PA
        USD
        3058929.13000000
        0.178569634521
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-04-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Louisiana Local Government Environmental Facilities & Community Development Auth
        5493004WIZ1HV87IVF85
        LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH
        546282H56
        
          
        
        1550000.00000000
        PA
        USD
        1715012.38000000
        0.100116452811
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-11-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pennsylvania Turnpike Commission
        549300J8LLBYEYEXZJ24
        PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE
        709223R86
        
          
        
        4080000.00000000
        PA
        USD
        4209876.19000000
        0.245757917454
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comanche County Hospital Authority
        N/A
        COMANCHE CNTY OK HOSP AUTH REVENUE
        199875HF5
        
          
        
        250000.00000000
        PA
        USD
        261231.50000000
        0.015249785626
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vauxmont Metropolitan District
        549300M7XL6MB0OW8D56
        VAUXMONT MET DIST CO
        92242SAS2
        
          
        
        115000.00000000
        PA
        USD
        131346.09000000
        0.007667527520
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Philadelphia Authority for Industrial Development
        549300DIY68KQZEW7M79
        PHILADELPHIA PA AUTH FOR INDLDEV CITY SVC AGREEMENT REVENUE
        71783DBR5
        
          
        
        3205000.00000000
        PA
        USD
        3999937.11000000
        0.233502404758
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metropolitan Transportation Authority
        5493000TKYODLXADQD60
        MET TRANSPRTN AUTH NY REVENUE
        59259YTR0
        
          
        
        2615000.00000000
        PA
        USD
        2803190.31000000
        0.163640492432
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-11-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        County of Pima AZ Sewer System Revenue
        N/A
        PIMA CNTY AZ SWR REVENUE
        721876RF9
        
          
        
        2500000.00000000
        PA
        USD
        2529310.25000000
        0.147652327902
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Howard Bend Levee District
        N/A
        HOWARD BEND MO LEVEE DIST
        442499CC1
        
          
        
        185000.00000000
        PA
        USD
        205322.45000000
        0.011986009906
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-03-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828U57
        
          
        
        1698000.00000000
        PA
        USD
        1781308.13000000
        0.103986567921
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-11-30
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pennsylvania Turnpike Commission
        549300J8LLBYEYEXZJ24
        PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE
        709223R78
        
          
        
        9585000.00000000
        PA
        USD
        9890113.55000000
        0.577350401706
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        Long: IS19KI2   IRS USD R V 03MLIBOR IS19KJ3 CPILV506024 / Short: IS19KI2   IRS USD P F  1.90000 IS19KI2 CPILV506024
        000000000
        
          
        
        22000000.00000000
        OU
        Notional Amount
        USD
        560736.22000000
        0.032733828608
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2023-11-04
            0.00000000
            USD
            0.00000000
            USD
            22000000.00000000
            USD
            560736.22000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -301003.47000000
        -0.01757153478
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            7895639.15000000
            USD
            10875551.00000000
            NZD
            2021-05-27
            -301003.47000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -141310.81000000
        -0.00824923318
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            2760789.03000000
            USD
            22875089.00000000
            SEK
            2021-04-15
            -141310.81000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        Long: IS0XPM4   IRS USD R V 12MLIBOR IS0XPN5 CPILV503714 / Short: IS0XPM4   IRS USD P F  1.81750 IS0XPM4 CPILV503714
        000000000
        
          
        
        10000000.00000000
        OU
        Notional Amount
        USD
        348891.80000000
        0.020367088796
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2025-09-04
            0.00000000
            USD
            0.00000000
            USD
            10000000.00000000
            USD
            348891.80000000
          
        
        
          N
          N
          N
        
      
      
        Port of Seattle WA
        549300T9UCDUJ3GZL429
        PORT OF SEATTLE WA REVENUE
        735389PR3
        
          
        
        5490000.00000000
        PA
        USD
        5501274.81000000
        0.321145273549
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wisconsin Health & Educational Facilities Authority
        549300ISNGXS0VHGVD41
        WISCONSIN ST HLTH & EDUCTNL FACS AUTH REVENUE
        97712D4G8
        
          
        
        515000.00000000
        PA
        USD
        513121.69000000
        0.029954258093
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-11-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SS1VWY8   IRS USD R F  1.34100 IS1VWY8 CCPVANILLA / Short: SS1VWY8   IRS USD P V 03MLIBOR IS1VWZ9 CCPVANILLA
        000000000
        
          
        
        32500000.00000000
        OU
        Notional Amount
        USD
        813195.58000000
        0.047471527238
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2024-09-10
            0.00000000
            USD
            0.00000000
            USD
            32500000.00000000
            USD
            813195.58000000
          
        
        
          N
          N
          N
        
      
      
        Colorado Health Facilities Authority
        5493002JB6DRFRZPEQ21
        COLORADO ST HLTH FACS AUTH HOSP REVENUE
        19648FJT2
        
          
        
        845000.00000000
        PA
        USD
        1060140.38000000
        0.061887305051
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2033-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Texas Transportation Commission State Highway Fund
        N/A
        TEXAS ST TRANSPRTN COMMISSIONST HIGHWAY FUND REVENUE
        88283LJU1
        
          
        
        10035000.00000000
        PA
        USD
        10760121.07000000
        0.628138412240
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Main Street Natural Gas Inc
        549300NY5M0QVZ6X4U26
        MAIN STREET NATURAL GAS INC GA GAS SUPPLY REVENUE
        56035DAK8
        
          
        
        6465000.00000000
        PA
        USD
        6981090.61000000
        0.407531768736
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2048-04-01
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital Trust Agency Inc
        549300F49UWS7X0OGQ59
        CAPITAL TRUST AGY FL EDUCTNL FACS LEASE REVENUE
        14054DAB3
        
          
        
        385000.00000000
        PA
        USD
        411855.25000000
        0.024042675832
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-12-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pennsylvania Turnpike Commission
        549300J8LLBYEYEXZJ24
        PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE
        709224N47
        
          
        
        2650000.00000000
        PA
        USD
        3427053.41000000
        0.200059448552
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        Long: IS0QGN1   IRS USD R V 12MLIBOR IS0QGO2 CPI SWAP 10212014 06 / Short: IS0QGN1   IRS USD P F  2.38800 IS0QGN1 CPI SWAP 10212014 06
        000000000
        
          
        
        10000000.00000000
        OU
        Notional Amount
        USD
        -513306.10000000
        -0.02996502330
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2029-10-23
            0.00000000
            USD
            0.00000000
            USD
            10000000.00000000
            USD
            -513306.10000000
          
        
        
          N
          N
          N
        
      
      
        State of Illinois
        54930048FV8RWPR02D67
        ILLINOIS ST SALES TAX REVENUE
        452227LQ2
        
          
        
        15625000.00000000
        PA
        USD
        16352987.50000000
        0.954630485736
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank and Trust Company
        571474TGEMMWANRLN572
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        15920.64000000
        0.000929391543
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              State Street Bank and Trust Company
              571474TGEMMWANRLN572
            
            5043780.00000000
            AUD
            3847945.16000000
            USD
            2021-06-04
            15920.64000000
          
        
        
          N
          N
          N
        
      
      
        Michigan Finance Authority
        54930022O46HOX5J1D14
        MICHIGAN ST FIN AUTH REVENUE
        59447TXA6
        
          
        
        5000000.00000000
        PA
        USD
        5097583.50000000
        0.297579180115
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2049-09-01
          Floating
          2.36600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank and Trust Company
        571474TGEMMWANRLN572
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -21868.40000000
        -0.00127660106
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              State Street Bank and Trust Company
              571474TGEMMWANRLN572
            
            425170.40000000
            USD
            3521911.00000000
            SEK
            2021-04-15
            -21868.40000000
          
        
        
          N
          N
          N
        
      
      
        Kentucky Economic Development Finance Authority
        N/A
        KENTUCKY ST ECON DEV FIN AUTH
        49126KJU6
        
          
        
        4265000.00000000
        PA
        USD
        4912835.16000000
        0.286794215132
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Territory of Guam
        N/A
        GUAM GOVT
        40065BCQ4
        
          
        
        210000.00000000
        PA
        USD
        232073.27000000
        0.013547629658
        Long
        DBT
        MUN
        GU
        N
        
        2
        
          2031-11-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pima County Regional Transportation Authority
        N/A
        PIMA CNTY AZ REGL TRANSPRTN EXCISE TAX REVENUE
        72178RBG9
        
          
        
        1685000.00000000
        PA
        USD
        1778707.06000000
        0.103834726509
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Central Plains Energy Project
        SVQOT7V5CPLIGNP5BE29
        CENTRL PLAINS ENERGY PROJ NE GAS PROJ REVENUE
        154871CT2
        
          
        
        17000000.00000000
        PA
        USD
        18936760.70000000
        1.105462171075
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2050-03-01
          Floating
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BS23W54   IRS USD R V 12MUSCPI IS23W65 CCPINFLATIONZERO / Short: BS23W54   IRS USD P F  1.58700 IS23W54 CCPINFLATIONZERO
        000000000
        
          
        
        5125000.00000000
        OU
        Notional Amount
        USD
        435921.84000000
        0.025447599581
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2030-01-15
            0.00000000
            USD
            0.00000000
            USD
            5125000.00000000
            USD
            435921.84000000
          
        
        
          N
          N
          N
        
      
      
        Metropolitan Transportation Authority
        5493000TKYODLXADQD60
        MET TRANSPRTN AUTH NY REVENUE
        59259YTS8
        
          
        
        11220000.00000000
        PA
        USD
        12011884.04000000
        0.701211977060
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-11-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        549300O2GEH6GH9NO762
        Bellemeade Re 2018-1 Ltd
        078768AE8
        
          
        
        220000.00000000
        PA
        USD
        221665.22000000
        0.012940043930
        Long
        ABS-MBS
        CORP
        BM
        N
        
        2
        
          2028-04-25
          Floating
          3.00900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kentucky Economic Development Finance Authority
        N/A
        KENTUCKY ST ECON DEV FIN AUTH
        49126KJZ5
        
          
        
        6195000.00000000
        PA
        USD
        7068055.16000000
        0.412608456442
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Colorado Health Facilities Authority
        5493002JB6DRFRZPEQ21
        COLORADO ST HLTH FACS AUTH HOSP REVENUE
        19648FKN3
        
          
        
        8975000.00000000
        PA
        USD
        11141398.96000000
        0.650396088236
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2036-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN AIRLINES/AADVAN
        N/A
        American Airlines Inc/AAdvantage Loyalty IP Ltd
        00253XAA9
        
          
        
        700000.00000000
        PA
        USD
        728119.00000000
        0.042505052648
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2026-04-20
          Fixed
          5.50000000
          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
        
          
        
        5125000.00000000
        OU
        Notional Amount
        USD
        443693.65000000
        0.025901290795
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2030-01-15
            0.00000000
            USD
            0.00000000
            USD
            5125000.00000000
            USD
            443693.65000000
          
        
        
          N
          N
          N
        
      
      
        County of Osceola FL Transportation Revenue
        N/A
        OSCEOLA CNTY FL TRANSPRTN REVENUE
        688031EM1
        
          
        
        100000.00000000
        PA
        USD
        73875.17000000
        0.004312575266
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-10-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Connecticut Special Tax Revenue
        N/A
        CONNECTICUT ST SPL TAX OBLIG REVENUE
        207758ZW6
        
          
        
        2835000.00000000
        PA
        USD
        3628435.14000000
        0.211815412942
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        North Broward Hospital District
        549300HZL14T4Q7UDP41
        NORTH BROWARD FL HOSP DIST
        657883DE1
        
          
        
        3590000.00000000
        PA
        USD
        4342105.36000000
        0.253476996110
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-01-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0NX3
        
          
        
        270000.00000000
        PA
        USD
        279794.90000000
        0.016333452299
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-10-25
          Floating
          3.55900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chelan County Public Utility District No 1
        5493004E8FN9GU2SU067
        CHELAN CNTY WA PUBLIC UTILITY DIST #1
        163103TL8
        
          
        
        5540000.00000000
        PA
        USD
        5608887.68000000
        0.327427338301
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-07-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Snohomish & Island Counties School District No 401 Stanwood-Camano
        N/A
        SNOHOMISH & ISLAND CNTYS WA SCH DIST #401 STANWOOD
        833068NF2
        
          
        
        1000000.00000000
        PA
        USD
        1271843.80000000
        0.074245813774
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-12-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Public Finance Authority
        5493004S6D3NA627K012
        PUBLIC FIN AUTH WI REVENUE
        74442PML6
        
          
        
        195000.00000000
        PA
        USD
        210170.49000000
        0.012269021605
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Illinois Finance Authority
        549300ZG6UBPNNNRN315
        ILLINOIS ST FIN AUTH REVENUE
        45204EL63
        
          
        
        20130000.00000000
        PA
        USD
        24986761.07000000
        1.458640132712
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-05-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Long: SELS95904 TRS CHF R F   .00000 SELS95904/SMM1 / Short: SELS95904 TRS CHF P E SELS95904/ZERO RATE
        000000000
        
          
        
        6643249.02000000
        OU
        Notional Amount
        
        -18347.34000000
        -0.00107105384
        N/A
        DE
        
        CH
        N
        
        2
        
          
            
              Morgan Stanley
              IGJSJL3JD5P30I6NJZ34
            
            
              
                Swiss Market Index
                SMM1 Index
              
            
            Y
            
            equity-performance leg
            2021-06-18
            0.00000000
            CHF
            0.00000000
            CHF
            6643249.02000000
            CHF
            -18347.34000000
          
        
        
          N
          N
          N
        
      
      
        St Lucie County School Board
        N/A
        SAINT LUCIE CNTY FL SCH DIST SALES TAX REVENUE
        79207QCS4
        
          
        
        1565000.00000000
        PA
        USD
        1738279.30000000
        0.101474694608
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SS1X4F9   IRS USD R F  1.56600 IS1X4F9 CCPVANILLA / Short: SS1X4F9   IRS USD P V 03MLIBOR IS1X4G0 CCPVANILLA
        000000000
        
          
        
        13760000.00000000
        OU
        Notional Amount
        USD
        467907.63000000
        0.027314818659
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2025-01-15
            0.00000000
            USD
            0.00000000
            USD
            13760000.00000000
            USD
            467907.63000000
          
        
        
          N
          N
          N
        
      
      
        Illinois Finance Authority
        549300ZG6UBPNNNRN315
        ILLINOIS ST FIN AUTH REVENUE
        45204E6R4
        
          
        
        100000.00000000
        PA
        USD
        122530.95000000
        0.007152930332
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-09-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        iShares Core MSCI EAFE ETF
        5493009FT582MI7Y3I36
        iShares Core MSCI EAFE ETF
        46432F842
        
          
        
        1820051.00000000
        NS
        USD
        131134674.55000000
        7.655185822322
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Oklahoma Development Finance Authority
        549300PXGPHUWC32DJ91
        OKLAHOMA ST DEV FIN AUTH
        6789083U6
        
          
        
        610000.00000000
        PA
        USD
        612813.93000000
        0.035773944036
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-07-06
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Maryland Department of Transportation
        N/A
        MARYLAND ST DEPT OF TRANSPRTN CONSOL TRANSPRTN
        574204L43
        
          
        
        4860000.00000000
        PA
        USD
        5640503.36000000
        0.329272951646
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-10-01
          Fixed
          5.00000000
          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
        
          
        
        1000.00000000
        OU
        Notional Amount
        USD
        -269.40000000
        -0.00001572663
        N/A
        DCR
        
        GB
        N
        
        2
        
          
            
              Credit Suisse International
              E58DKGMJYYYJLN8C3868
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -121.23000000
            USD
            1000.00000000
            USD
            -148.17000000
          
        
        
          N
          N
          N
        
      
      
        State of North Carolina
        N/A
        NORTH CAROLINA ST GRANT ANTICIPATION REVENUE
        658268DD6
        
          
        
        1850000.00000000
        PA
        USD
        2158688.78000000
        0.126016736611
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-03-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Public Finance Authority
        5493004S6D3NA627K012
        PUBLIC FIN AUTH WI REVENUE
        74442PMR3
        
          
        
        440000.00000000
        PA
        USD
        522296.81000000
        0.030489869660
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of Corpus Christi TX Utility System Revenue
        N/A
        CORPUS CHRISTI TX UTILITY SYSREVENUE
        220245WY6
        
          
        
        2000000.00000000
        PA
        USD
        2122709.00000000
        0.123916362300
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        iShares Core MSCI Emerging Markets ETF
        5493007C24Z3ZDJ0VD06
        iShares Core MSCI Emerging Markets ETF
        46434G103
        
          
        
        1013239.00000000
        NS
        USD
        65212062.04000000
        3.806853179649
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        State of Florida Department of Transportation Turnpike System Revenue
        N/A
        FLORIDA ST TURNPIKE AUTH
        3431367F8
        
          
        
        3795000.00000000
        PA
        USD
        4361899.00000000
        0.254632479912
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Illinois Finance Authority
        549300ZG6UBPNNNRN315
        ILLINOIS ST FIN AUTH REVENUE
        45204E6Y9
        
          
        
        100000.00000000
        PA
        USD
        123190.18000000
        0.007191413885
        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
        
          
        
        435000.00000000
        PA
        USD
        491061.32000000
        0.028666450484
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2041-08-01
          Floating
          5.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Arizona
        N/A
        ARIZONA ST COPS
        040588G58
        
          
        
        7000000.00000000
        PA
        USD
        7506905.70000000
        0.438227023335
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of New York NY
        549300ABYZD2SFD5JB29
        NEW YORK NY
        64966QRL6
        
          
        
        3415000.00000000
        PA
        USD
        3352665.32000000
        0.195716930802
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-08-01
          Fixed
          1.39600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Texas A&M University
        N/A
        TEXAS ST A & M UNIV REVENUE
        8821356L5
        
          
        
        3950000.00000000
        PA
        USD
        4353711.33000000
        0.254154512239
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-05-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of Corpus Christi TX Utility System Revenue
        N/A
        CORPUS CHRISTI TX UTILITY SYSREVENUE
        220245XC3
        
          
        
        1030000.00000000
        PA
        USD
        1216591.92000000
        0.071020401350
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of Corpus Christi TX Utility System Revenue
        N/A
        CORPUS CHRISTI TX UTILITY SYSREVENUE
        220245WD2
        
          
        
        1290000.00000000
        PA
        USD
        1482450.07000000
        0.086540274699
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Connecticut
        5493007GRO6CU0IKP741
        CONNECTICUT ST
        20772JV25
        
          
        
        3060000.00000000
        PA
        USD
        3476938.16000000
        0.202971546609
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        S+P500 EMINI FUT  JUN21 XCME 20210618
        000000000
        
          
        
        703.00000000
        NC
        USD
        2670347.91000000
        0.155885615543
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                E-mini S&P 500 Index
                ESM1 Index
              
            
            2021-06-18
            136783762.09000000
            USD
            2670347.91000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -26667.12000000
        -0.00155673363
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            2966197.48000000
            USD
            25142000.00000000
            NOK
            2021-04-15
            -26667.12000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        353581.73000000
        0.020640870584
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            39382054.07000000
            USD
            49933294.00000000
            CAD
            2021-04-22
            353581.73000000
          
        
        
          N
          N
          N
        
      
      
        Port of Seattle WA
        549300T9UCDUJ3GZL429
        PORT OF SEATTLE WA REVENUE
        735389C89
        
          
        
        1875000.00000000
        PA
        USD
        2258205.19000000
        0.131826158212
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Allegheny County Sanitary Authority
        N/A
        ALLEGHENY CNTY PA SAN AUTH
        017357YU2
        
          
        
        4365000.00000000
        PA
        USD
        4906215.91000000
        0.286407806359
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metropolitan Washington Airports Authority
        7HERAVJJLN8J1DZ6AZ19
        MET WASHINGTON DC ARPTS AUTH ARPT SYS REVENUE
        592647FD8
        
          
        
        1910000.00000000
        PA
        USD
        2386701.05000000
        0.139327299227
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ohio Air Quality Development Authority
        549300DZUU80AYOR6M80
        OHIO ST AIR QUALITY DEV AUTH
        677525WA1
        
          
        
        475000.00000000
        PA
        USD
        489250.00000000
        0.028560711927
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2033-06-01
          Floating
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of North Carolina
        N/A
        NORTH CAROLINA ST GRANT ANTICIPATION REVENUE
        658268DA2
        
          
        
        3500000.00000000
        PA
        USD
        3812326.00000000
        0.222550321228
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-03-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Port of Seattle WA
        549300T9UCDUJ3GZL429
        PORT OF SEATTLE WA REVENUE
        735389C63
        
          
        
        6500000.00000000
        PA
        USD
        7960966.00000000
        0.464733483072
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of Detroit MI
        549300BQRJP7MKKHOY28
        DETROIT MI
        2510933G3
        
          
        
        2475000.00000000
        PA
        USD
        2953983.04000000
        0.172443247102
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-04-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR NOTE (CBT)JUN21 XCBT 20210621
        000000000
        
          
        
        572.00000000
        NC
        USD
        -1891024.16000000
        -0.11039140783
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                10 Year US Treasury Note
                TYM1 Comdty
              
            
            2021-06-21
            76787274.16000000
            USD
            -1891024.16000000
          
        
        
          N
          N
          N
        
      
      
        State of Wisconsin
        549300VTAT608CNZ5827
        WISCONSIN ST
        97705MTB1
        
          
        
        1400000.00000000
        PA
        USD
        1841675.78000000
        0.107510621189
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2033-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Moon Industrial Development Authority
        549300CGX4T1GTNHL435
        MOON INDL DEV AUTH PA REVENUE
        61543RAQ9
        
          
        
        2535000.00000000
        PA
        USD
        2710270.15000000
        0.158216136945
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-07-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Jersey Transportation Trust Fund Authority
        549300YUVD5TEXR6L889
        NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
        6461365F4
        
          
        
        1570000.00000000
        PA
        USD
        1917181.17000000
        0.111918363024
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mississippi Development Bank
        549300122LOI8CB50V38
        MISSISSIPPI ST DEV BANK SPL OBLG
        60534WCW6
        
          
        
        3695000.00000000
        PA
        USD
        3706440.83000000
        0.216369113588
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Florida
        5493004G5XFOOUT0LQ57
        FLORIDA ST BRD OF EDU PUBLIC EDU
        34153QGL4
        
          
        
        1310000.00000000
        PA
        USD
        1446539.07000000
        0.084443915525
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        AK43351 EURO STOXX 50 INDEX MAR22 2975 PUT
        000000000
        
          
        
        5980.00000000
        NC
        
        537476.51000000
        0.031376007705
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            Put
            Purchased
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            1.00000000
            2975.00000000
            EUR
            2022-03-18
            XXXX
            -137372.67000000
          
        
        
          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
        
          
        
        4710000.00000000
        OU
        Notional Amount
        USD
        9801.60000000
        0.000572183288
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2025-01-15
            0.00000000
            USD
            0.00000000
            USD
            4710000.00000000
            USD
            9801.60000000
          
        
        
          N
          N
          N
        
      
      
        Puerto Rico Sales Tax Financing Corp Sales Tax Revenue
        N/A
        PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE
        74529JQB4
        
          
        
        1477000.00000000
        PA
        USD
        1386239.24000000
        0.080923821352
        Long
        DBT
        MUN
        PR
        N
        
        2
        
          2024-07-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vanguard Mid-Cap ETF
        F7RXEPKL33W3OZ8V3S02
        Vanguard Mid-Cap ETF
        922908629
        
          
        
        75875.00000000
        NS
        USD
        16794172.50000000
        0.980385330278
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        City Of South Miami Health Facilities Authority Inc
        N/A
        S MIAMI FL HLTH FACS AUTH
        838810DU0
        
          
        
        2000000.00000000
        PA
        USD
        2455923.80000000
        0.143368282408
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-08-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Colorado Health Facilities Authority
        5493002JB6DRFRZPEQ21
        COLORADO ST HLTH FACS AUTH HOSP REVENUE
        19648FJU9
        
          
        
        1500000.00000000
        PA
        USD
        1875788.70000000
        0.109502014712
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Parish of St John the Baptist LA
        N/A
        SAINT JOHN THE BAPTIST PARISH LA REVENUE
        79020FAX4
        
          
        
        1570000.00000000
        PA
        USD
        1613227.60000000
        0.094174611666
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2037-06-01
          Floating
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        AK37763 NIKKEI 225 INDEX MAR22 22500 PUT
        000000000
        
          
        
        37000.00000000
        NC
        
        206342.47000000
        0.012045555123
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            Put
            Purchased
            
              
                Nikkei 225 Index
                NKY Index
              
            
            1.00000000
            22500.00000000
            JPY
            2022-03-11
            XXXX
            -86625.61000000
          
        
        
          N
          N
          N
        
      
      
        New York State Dormitory Authority
        549300C8XO7EXTX2XU71
        NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
        64990EQQ3
        
          
        
        8340000.00000000
        PA
        USD
        9444783.95000000
        0.551353609844
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Wisconsin
        549300VTAT608CNZ5827
        WISCONSIN ST
        97705MSZ9
        
          
        
        3500000.00000000
        PA
        USD
        4650871.75000000
        0.271501703147
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of Bridgeport CT
        N/A
        BRIDGEPORT CT
        108152AL3
        
          
        
        2015000.00000000
        PA
        USD
        2455578.74000000
        0.143348139007
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Coatesville School District
        549300FB4I8E5MPRFX97
        COATESVILLE PA AREA SCH DIST
        190684QC7
        
          
        
        105000.00000000
        PA
        USD
        111637.10000000
        0.006516985290
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of Bridgeport CT
        N/A
        BRIDGEPORT CT
        108152AM1
        
          
        
        1335000.00000000
        PA
        USD
        1622897.16000000
        0.094739086919
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metropolitan Transportation Authority
        5493000TKYODLXADQD60
        MET TRANSPRTN AUTH NY REVENUE
        59261AQA8
        
          
        
        4340000.00000000
        PA
        USD
        5299287.13000000
        0.309353935907
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-11-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comanche County Hospital Authority
        N/A
        COMANCHE CNTY OK HOSP AUTH REVENUE
        199875HK4
        
          
        
        1000000.00000000
        PA
        USD
        1099771.40000000
        0.064200826043
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0NE5
        
          
        
        240634.38000000
        PA
        USD
        246731.91000000
        0.014403350035
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-08-25
          Floating
          3.65900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of Jacksonville FL
        549300XQE0JVN9WV0J40
        JACKSONVILLE FL SALES TAX REVENUE
        469485JM9
        
          
        
        2500000.00000000
        PA
        USD
        2558483.00000000
        0.149355331497
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2021-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        E-MINI RUSS 2000  JUN21 XCME 20210618
        000000000
        
          
        
        373.00000000
        NC
        USD
        -1119280.18000000
        -0.06533968071
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                E-mini Russell 2000 Index
                RTYM1 Index
              
            
            2021-06-18
            42568905.18000000
            USD
            -1119280.18000000
          
        
        
          N
          N
          N
        
      
      
        Illinois Finance Authority
        549300ZG6UBPNNNRN315
        ILLINOIS ST FIN AUTH REVENUE
        45204E6M5
        
          
        
        100000.00000000
        PA
        USD
        109885.34000000
        0.006414723639
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-09-01
          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
        64990EJU2
        
          
        
        5000.00000000
        PA
        USD
        5168.96000000
        0.000301745891
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2021-12-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Osaka Exchange
        3538001249AILNPRUX57
        NIKKEI 225  (OSE) JUN21 XOSE 20210610
        000000000
        
          
        
        17.00000000
        NC
        
        78839.20000000
        0.004602358057
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Osaka Exchange
              3538001249AILNPRUX57
            
            Long
            
              
                Nikkei 225 Index
                NKM1 Index
              
            
            2021-06-10
            489460810.00000000
            JPY
            78839.20000000
          
        
        
          N
          N
          N
        
      
      
        Michigan Finance Authority
        54930022O46HOX5J1D14
        MICHIGAN ST FIN AUTH REVENUE
        59447PZF1
        
          
        
        10115000.00000000
        PA
        USD
        11566032.15000000
        0.675184695726
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-07-01
          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
        64971WBB5
        
          
        
        1155000.00000000
        PA
        USD
        1312780.85000000
        0.076635576251
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Walled Lake Consolidated School District
        N/A
        WALLED LAKE MI CONSOL SCH DIST
        932423TF3
        
          
        
        2000000.00000000
        PA
        USD
        2100991.00000000
        0.122648541060
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Via Metropolitan Transit
        549300JAPHDC9HLZQY91
        VIA MET TRANSIT AUTH TX SALES TAX REVENUE
        92555RAG1
        
          
        
        2580000.00000000
        PA
        USD
        2950352.29000000
        0.172231296556
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -35984.79000000
        -0.00210066677
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            5869000.00000000
            CAD
            4634415.01000000
            USD
            2021-04-22
            -35984.79000000
          
        
        
          N
          N
          N
        
      
      
        County of Cuyahoga OH
        549300GHDK9DGLUNJU89
        CUYAHOGA CNTY OH HOSP REVENUE
        2322655F1
        
          
        
        1500000.00000000
        PA
        USD
        1716937.35000000
        0.100228825858
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-02-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comanche County Hospital Authority
        N/A
        COMANCHE CNTY OK HOSP AUTH REVENUE
        199875HM0
        
          
        
        1000000.00000000
        PA
        USD
        1091623.60000000
        0.063725185842
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0HW2
        
          
        
        196743.32000000
        PA
        USD
        206652.67000000
        0.012063663519
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-07-25
          Floating
          5.65900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pennsylvania Turnpike Commission
        549300J8LLBYEYEXZJ24
        PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE
        709224A41
        
          
        
        2500000.00000000
        PA
        USD
        3121978.00000000
        0.182250208079
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Michigan Strategic Fund
        N/A
        MICHIGAN ST STRATEGIC FUND LTD OBLG REVENUE
        594698QP0
        
          
        
        1090000.00000000
        PA
        USD
        1340833.09000000
        0.078273168373
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2033-06-30
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of Austin TX Water & Wastewater System Revenue
        N/A
        AUSTIN TX WTR & WSTWTR SYS REVENUE
        0524766G8
        
          
        
        215000.00000000
        PA
        USD
        221245.23000000
        0.012915526375
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-11-15
          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
        04052FBR5
        
          
        
        600000.00000000
        PA
        USD
        695005.98000000
        0.040572029806
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2038-11-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of New York NY
        549300ABYZD2SFD5JB29
        NEW YORK NY
        64966LV65
        
          
        
        7220000.00000000
        PA
        USD
        8001858.13000000
        0.467120623276
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Parish of St John the Baptist LA
        N/A
        SAINT JOHN THE BAPTIST PARISH LA REVENUE
        79020FAW6
        
          
        
        4885000.00000000
        PA
        USD
        4981929.15000000
        0.290827681753
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2037-06-01
          Floating
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Jersey Transportation Trust Fund Authority
        549300YUVD5TEXR6L889
        NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
        6461364L2
        
          
        
        3075000.00000000
        PA
        USD
        3841169.77000000
        0.224234120116
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Puerto Rico Highway & Transportation Authority
        549300J6QBXVWJXB7Y41
        PUERTO RICO HIGHWAY & TRANSPRTN AUTH HIGHWAY REVENUE
        745181D46
        
          
        
        100000.00000000
        PA
        USD
        123134.73000000
        0.007188176907
        Long
        DBT
        MUN
        PR
        N
        
        2
        
          2031-07-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        23473.91000000
        0.001370325153
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            6314000.00000000
            CAD
            5047993.31000000
            USD
            2021-04-22
            23473.91000000
          
        
        
          N
          N
          N
        
      
      
        Puerto Rico Public Buildings Authority
        N/A
        PUERTO RICO PUBLIC BLDGS AUTH REVENUE GTD
        745235K34
        
          
        
        415000.00000000
        PA
        USD
        466031.06000000
        0.027205271035
        Long
        DBT
        MUN
        PR
        N
        
        2
        
          2025-07-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank and Trust Company
        571474TGEMMWANRLN572
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        23074.37000000
        0.001347001399
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              State Street Bank and Trust Company
              571474TGEMMWANRLN572
            
            3521911.00000000
            SEK
            426376.37000000
            USD
            2021-04-15
            23074.37000000
          
        
        
          N
          N
          N
        
      
      
        City Of South Miami Health Facilities Authority Inc
        N/A
        S MIAMI FL HLTH FACS AUTH
        838810DQ9
        
          
        
        3550000.00000000
        PA
        USD
        4429312.99000000
        0.258567873981
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-08-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -119017.86000000
        -0.00694784836
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            11061291.60000000
            USD
            93590000.00000000
            NOK
            2021-04-15
            -119017.86000000
          
        
        
          N
          N
          N
        
      
      
        BAYLOR SCOTT & WHITE HOL
        549300JQDKSBWYRGGV95
        Baylor Scott & White Holdings
        072863AG8
        
          
        
        1075000.00000000
        PA
        USD
        1052769.00000000
        0.061456989546
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          0.82700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Austin Community College District Public Facility Corp
        N/A
        AUSTIN TX CMNTY CLG DIST PUBLIC FAC CORP LEASE REVENUE
        052405CM7
        
          
        
        1000000.00000000
        PA
        USD
        1063348.30000000
        0.062074572253
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of Austin TX Water & Wastewater System Revenue
        N/A
        AUSTIN TX WTR & WSTWTR SYS REVENUE
        0524766M5
        
          
        
        5770000.00000000
        PA
        USD
        5943880.68000000
        0.346983063535
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-11-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: IS1FYQ6   IRS USD R V 12MUSCPI IS1FYR7 INFLATIONZERO / Short: IS1FYQ6   IRS USD P F  1.99500 IS1FYQ6 INFLATIONZERO
        000000000
        
          
        
        33000000.00000000
        OU
        Notional Amount
        USD
        717991.89000000
        0.041913867218
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2024-07-20
            0.00000000
            USD
            0.00000000
            USD
            33000000.00000000
            USD
            717991.89000000
          
        
        
          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
        
          
        
        662000.00000000
        OU
        Notional Amount
        USD
        -178287.63000000
        -0.01040781122
        N/A
        DCR
        
        GB
        N
        
        2
        
          
            
              Credit Suisse International
              E58DKGMJYYYJLN8C3868
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -64816.95000000
            USD
            662000.00000000
            USD
            -113470.68000000
          
        
        
          N
          N
          N
        
      
      
        State of Wisconsin
        549300VTAT608CNZ5827
        WISCONSIN ST
        97705MTD7
        
          
        
        750000.00000000
        PA
        USD
        980258.03000000
        0.057224051527
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2035-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oregon State Lottery
        N/A
        OREGON ST DEPT OF ADMIN SVCS LOTTERY REVENUE
        68607VS55
        
          
        
        825000.00000000
        PA
        USD
        826839.83000000
        0.048268031057
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-04-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Fannie Mae Connecticut Avenue Securities
        30711XNX8
        
          
        
        202190.30000000
        PA
        USD
        204152.54000000
        0.011917714633
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-01-25
          Floating
          2.30900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of New York NY
        549300ABYZD2SFD5JB29
        NEW YORK NY
        64966LMQ1
        
          
        
        1290000.00000000
        PA
        USD
        1372075.22000000
        0.080096975169
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Education
        54930099NR6T9V7LVB43
        CHICAGO IL BRD OF EDU
        167505WZ5
        
          
        
        270000.00000000
        PA
        USD
        330610.87000000
        0.019299911738
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Public Finance Authority
        5493004S6D3NA627K012
        PUBLIC FIN AUTH WI REVENUE
        74442PMK8
        
          
        
        175000.00000000
        PA
        USD
        183375.26000000
        0.010704809352
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York Liberty Development Corp
        N/A
        NEW YORK ST LIBERTY DEV CORP LIBERTY REVENUE
        649519DF9
        
          
        
        855000.00000000
        PA
        USD
        877433.75000000
        0.051221527990
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2069-09-15
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Samoa Economic Development Authority
        N/A
        AMERICAN SAMOA AS ECON DEV AUTH GEN REVENUE
        02936TAF8
        
          
        
        400000.00000000
        PA
        USD
        480547.44000000
        0.028052686768
        Long
        DBT
        MUN
        AS
        N
        
        2
        
          2028-09-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tuscaloosa County Industrial Development Authority
        N/A
        TUSCALOOSA CNTY AL INDL DEV AUTH GULF OPPORTUNITY ZONE
        90068FAY2
        
          
        
        2095000.00000000
        PA
        USD
        2328289.35000000
        0.135917427511
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Franklin County School District No 1 Pasco
        N/A
        FRANKLIN CNTY WA SCH DIST #1 PASCO
        353442ZY5
        
          
        
        8615000.00000000
        PA
        USD
        10045558.66000000
        0.586424746126
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Public Finance Authority
        5493004S6D3NA627K012
        PUBLIC FIN AUTH WI EXEMPT FACS REVENUE
        74443QAC6
        
          
        
        2510000.00000000
        PA
        USD
        2914609.24000000
        0.170144741718
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Jersey Turnpike Authority
        5493005YN67D71KSMI84
        NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE
        646140DS9
        
          
        
        1225000.00000000
        PA
        USD
        1181578.90000000
        0.068976463122
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-01-01
          Fixed
          1.71300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -6630.37000000
        -0.00038705792
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            3789016.29000000
            USD
            32351000.00000000
            NOK
            2021-04-15
            -6630.37000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        105388.52000000
        0.006152214941
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            323071000.00000000
            JPY
            3024471.30000000
            USD
            2021-05-20
            105388.52000000
          
        
        
          N
          N
          N
        
      
      
        Howard Bend Levee District
        N/A
        HOWARD BEND MO LEVEE DIST
        442499CE7
        
          
        
        155000.00000000
        PA
        USD
        177405.72000000
        0.010356328386
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-03-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of Bridgeport CT
        N/A
        BRIDGEPORT CT
        108152AG4
        
          
        
        1650000.00000000
        PA
        USD
        2038082.31000000
        0.118976150722
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mississippi Development Bank
        549300122LOI8CB50V38
        MISSISSIPPI ST DEV BANK SPL OBLG
        60534WCN6
        
          
        
        1720000.00000000
        PA
        USD
        1725325.64000000
        0.100718505029
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago O'Hare International Airport
        N/A
        CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE
        167593RA2
        
          
        
        11425000.00000000
        PA
        USD
        12828835.45000000
        0.748902756580
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-01-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Singapore Exchange Derivatives Clearing Limited
        549300ZLWT3FK3F0FW61
        MSCI SING IX ETS  APR21 XSIM 20210429
        000000000
        
          
        
        512.00000000
        NC
        
        105448.78000000
        0.006155732710
        N/A
        DE
        
        SG
        N
        
        1
        
          
            
              Singapore Exchange Derivatives Clearing Limited
              549300ZLWT3FK3F0FW61
            
            Long
            
              
                MSCI Singapore Index
                QZJ1 Index
              
            
            2021-04-29
            18223239.07000000
            SGD
            105448.78000000
          
        
        
          N
          N
          N
        
      
      
        City of Ashland KY
        N/A
        ASHLAND KY MED CENTER REVENUE
        044293BS6
        
          
        
        155000.00000000
        PA
        USD
        186020.32000000
        0.010859218747
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Puerto Rico Highway & Transportation Authority
        549300J6QBXVWJXB7Y41
        PUERTO RICO HIGHWAY & TRANSPRTN AUTH TRANSPRTN REVENUE
        745190UP1
        
          
        
        155000.00000000
        PA
        USD
        170244.70000000
        0.009938292966
        Long
        DBT
        MUN
        PR
        N
        
        2
        
          2035-07-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        778669.97000000
        0.045456042309
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            11263527.00000000
            CHF
            12705571.22000000
            USD
            2021-05-06
            778669.97000000
          
        
        
          N
          N
          N
        
      
      
        Coatesville School District
        549300FB4I8E5MPRFX97
        COATESVILLE PA AREA SCH DIST
        190684PL8
        
          
        
        1250000.00000000
        PA
        USD
        1382285.25000000
        0.080693001180
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Fannie Mae Connecticut Avenue Securities
        30711XCB8
        
          
        
        114969.41000000
        PA
        USD
        121106.42000000
        0.007069771229
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-09-25
          Floating
          6.10900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Jersey Transportation Trust Fund Authority
        549300YUVD5TEXR6L889
        NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
        6461365X5
        
          
        
        1250000.00000000
        PA
        USD
        1526418.13000000
        0.089106976989
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Education
        54930099NR6T9V7LVB43
        CHICAGO IL BRD OF EDU
        167505XB7
        
          
        
        200000.00000000
        PA
        USD
        242850.10000000
        0.014176743480
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
      
      
      
    
    
      2021-04-19
      BERNSTEIN SANFORD C FUND INC
      Joseph Mantineo
      Joseph Mantineo
      Treasurer and Chief Financial Officer
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Form NPORT-P BERNSTEIN SANFORD C FUND For: Mar 31

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