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

Article Stock Quotes (1)
FREE Breaking News Alerts from StreetInsider.com!
StreetInsider.com Top Tickers, 4/24/2024
1. TSLA
2. ENPH
3. TXN
4. SPOT
5. V
6. BA
7. KMB
8. MSFT
9. FI
10. MSCI
Top News Most Read Special Reports
May 10, 2022 10:12 AM EDT
E-mail

  
    NPORT-P
    false
    
      
      
        
          0000832808
          XXXXXXXX
        
      
      
      
      
        S000011060
        C000030502
        C000084886
        C000030504
        C000157747
      
      
      
    
  
  
    
      BERNSTEIN SANFORD C FUND INC
      811-05555
      0000832808
      549300GA5IHQHIM7CU60
      ALLIANCEBERNSTEIN LP
      1345 AVENUE OF THE AMERICAS
      NEW YORK
      
      10105
      212-969-1000
      New York Municipal Portfolio
      S000011060
      I9V72LSADV3RBJDSMF19
      2022-09-30
      2022-03-31
      N
    
    
      1702401481.29
      9216664.48
      1693184816.81
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      4645873.10000000
      0.00000000
      0.00000000
      51871631.22000000
      
        
          USD
          
          
        
      
      
      
      N
      
        
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SS2C1M1   IRS USD R F  3.32000 IS2C1M1 CCPINFLATIONZERO / Short: SS2C1M1   IRS USD P V 12MUSCPI IS2C1N2 CCPINFLATIONZERO
        000000000
        
          
        
        10500000.00000000
        OU
        Notional Amount
        USD
        -580211.41000000
        -0.03426745882
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            Inflation based on US CPI Urban Consumers NSA
            2027-01-15
            0.00000000
            USD
            0.00000000
            USD
            10500000.00000000
            USD
            -580211.41000000
          
        
        
          N
          N
          N
        
      
      
        New York Transportation Development Corp
        N/A
        NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE
        650116AV8
        
          
        
        2535000.00000000
        PA
        USD
        2651888.60000000
        0.156621331213
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2050-01-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Thruway Authority
        N/A
        NEW YORK ST THRUWAY AUTH
        650009S53
        
          
        
        8775000.00000000
        PA
        USD
        8209223.10000000
        0.484839163362
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2035-01-01
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of Detroit MI
        549300BQRJP7MKKHOY28
        DETROIT MI
        2510933H1
        
          
        
        250000.00000000
        PA
        USD
        274111.00000000
        0.016189077369
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-04-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Guam Government Waterworks Authority
        N/A
        GUAM GOVT WTRWKS AUTH WTR & WSTWTR SYS REVENUE
        40065FCX0
        
          
        
        2000000.00000000
        PA
        USD
        2204253.60000000
        0.130183874679
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2031-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Dormitory Authority
        549300C8XO7EXTX2XU71
        NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
        65000BJL3
        
          
        
        325000.00000000
        PA
        USD
        356567.28000000
        0.021058969845
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BS281C9   IRS USD R V 12MUSCPI IS281D0 CCPINFLATIONZERO / Short: BS281C9   IRS USD P F  2.58500 IS281C9 CCPINFLATIONZERO
        000000000
        
          
        
        3565000.00000000
        OU
        Notional Amount
        USD
        342936.57000000
        0.020253936049
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            Inflation based on US CPI Urban Consumers NSA
            
            2025-01-15
            0.00000000
            USD
            0.00000000
            USD
            3565000.00000000
            USD
            342936.57000000
          
        
        
          N
          N
          N
        
      
      
        Wappingers Central School District
        N/A
        WAPPINGERS NY CENTRL SCH DIST
        933883XY1
        
          
        
        2210000.00000000
        PA
        USD
        2214881.67000000
        0.130811571661
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-08-11
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Puerto Rico Electric Power Authority
        5493003BRB67HF8ST418
        PUERTO RICO ELEC PWR AUTH PWR REVENUE
        74526QPP1
        
          
        
        1390000.00000000
        PA
        USD
        1444956.99000000
        0.085339590554
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2031-07-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Urban Development Corp
        54930039Y2EMGXN6LM88
        NEW YORK ST URBAN DEV CORP REVENUE
        650035U22
        
          
        
        5010000.00000000
        PA
        USD
        5535321.55000000
        0.326917740759
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Albany County Airport Authority
        N/A
        ALBANY CNTY NY ARPT AUTH
        012123NK7
        
          
        
        855000.00000000
        PA
        USD
        941258.47000000
        0.055591005816
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-12-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Illinois Finance Authority
        549300ZG6UBPNNNRN315
        ILLINOIS ST FIN AUTH REVENUE
        45204E6X1
        
          
        
        200000.00000000
        PA
        USD
        223626.22000000
        0.013207431213
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2033-09-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Buffalo & Erie County Industrial Land Development Corp
        N/A
        BUFFALO & ERIE CNTY NY INDL LAND DEV CORP REVENUE
        11943KBN1
        
          
        
        1000000.00000000
        PA
        USD
        1027060.80000000
        0.060658517003
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Port Authority of New York & New Jersey
        54930006MR4KZ4W74Z83
        PORT AUTH OF NEW YORK & NEW JERSEY NY
        73358WYB4
        
          
        
        8405000.00000000
        PA
        USD
        9189230.21000000
        0.542718675407
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-10-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128286B1
        
          
        
        2377000.00000000
        PA
        USD
        2408198.13000000
        0.142228899414
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-02-15
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Guam Power Authority
        549300IPOV320QCKW060
        GUAM PWR AUTH REVENUE
        400653HX2
        
          
        
        1225000.00000000
        PA
        USD
        1334895.73000000
        0.078839339731
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2026-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Puerto Rico Highway & Transportation Authority
        549300J6QBXVWJXB7Y41
        PUERTO RICO HIGHWAY & TRANSPRTN AUTH TRANSPRTN REVENUE
        745190ZR2
        
          
        
        1580000.00000000
        PA
        USD
        1656462.36000000
        0.097831160754
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2034-07-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Washington State Housing Finance Commission
        549300YL1HU59NREG764
        WASHINGTON ST HSG FIN COMMISSION
        93978TS59
        
          
        
        988203.42000000
        PA
        USD
        976293.49000000
        0.057660184541
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2035-12-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Dormitory Authority
        549300C8XO7EXTX2XU71
        NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
        65000BJK5
        
          
        
        620000.00000000
        PA
        USD
        672714.26000000
        0.039730704724
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broome County Local Development Corp
        N/A
        BROOME CNTY NY LOCAL DEV CORP REVENUE
        114731AG7
        
          
        
        1000000.00000000
        PA
        USD
        1179834.70000000
        0.069681389077
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-04-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of New York NY
        549300ABYZD2SFD5JB29
        NEW YORK NY
        64966QQA1
        
          
        
        4960000.00000000
        PA
        USD
        5747715.46000000
        0.339461788396
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2038-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York Transportation Development Corp
        N/A
        NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE
        650116CP9
        
          
        
        2000000.00000000
        PA
        USD
        2173187.40000000
        0.128349095646
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2036-01-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commonwealth of Puerto Rico
        549300X44HXPLJU48U63
        PUERTO RICO CMWLTH
        74514L3E5
        
          
        
        930000.00000000
        PA
        USD
        952567.85000000
        0.056258941170
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2023-07-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Triborough Bridge & Tunnel Authority
        54930020ZN4LQF7K3456
        TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX
        89602HBA4
        
          
        
        5000000.00000000
        PA
        USD
        5891204.00000000
        0.347936264341
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2039-05-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Port Authority of New York & New Jersey
        54930006MR4KZ4W74Z83
        PORT AUTH OF NEW YORK & NEW JERSEY NY
        73358WXX7
        
          
        
        2135000.00000000
        PA
        USD
        2175048.97000000
        0.128459040525
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-10-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        County of Nassau NY
        549300ICRCGQYCPS7T40
        NASSAU CNTY NY
        63165TZR9
        
          
        
        8920000.00000000
        PA
        USD
        9975519.66000000
        0.589157164708
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metropolitan Transportation Authority
        5493000TKYODLXADQD60
        MET TRANSPRTN AUTH NY REVENUE
        59261AL54
        
          
        
        3715000.00000000
        PA
        USD
        3694323.05000000
        0.218187820568
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-11-01
          Floating
          0.98800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Long Island Power Authority
        1R46U5SYJ63KQXF39168
        LONG ISLAND NY PWR AUTH ELEC SYS REVENUE
        542691CR9
        
          
        
        9490000.00000000
        PA
        USD
        9405542.80000000
        0.555494161453
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2049-09-01
          Floating
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Illinois Finance Authority
        549300ZG6UBPNNNRN315
        ILLINOIS ST FIN AUTH REVENUE
        45204E6Q6
        
          
        
        150000.00000000
        PA
        USD
        164811.78000000
        0.009733832855
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-09-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hudson Yards Infrastructure Corp
        549300EE2HJ67TPURL87
        HUDSON YARDS INFRASTRUCTURE CORP NY 2ND INDENTURE REVENUE
        44420RAS9
        
          
        
        17060000.00000000
        PA
        USD
        19145625.94000000
        1.130746375110
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-02-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metropolitan Transportation Authority
        5493000TKYODLXADQD60
        MET TRANSPRTN AUTH NY REVENUE
        59261AL62
        
          
        
        3000000.00000000
        PA
        USD
        3002448.90000000
        0.177325527029
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-11-01
          Floating
          0.73100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of New York NY
        549300ABYZD2SFD5JB29
        NEW YORK NY
        64966HCH1
        
          
        
        5550000.00000000
        PA
        USD
        5550000.00000000
        0.327784654392
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-09-01
          Floating
          0.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York City Housing Development Corp
        549300SQWVHKBRF8D702
        NEW YORK CITY NY HSG DEV CORP
        64970HDM3
        
          
        
        4000000.00000000
        PA
        USD
        4000000.00000000
        0.236241192354
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2035-04-15
          Floating
          0.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York City Health and Hospitals Corp
        N/A
        NEW YORK CITY NY HLTH & HOSP CORP
        649674GS1
        
          
        
        2000000.00000000
        PA
        USD
        2000000.00000000
        0.118120596177
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-02-15
          Floating
          0.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Thruway Authority
        N/A
        NEW YORK ST THRUWAY AUTH
        650009ZU0
        
          
        
        18900000.00000000
        PA
        USD
        19879375.32000000
        1.174081832215
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-01-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hospitals & Higher Education Facilities Authority of Philadelphia/The
        N/A
        PHILADELPHIA PA HOSPS & HGR EDU FACS AUTH
        717903K72
        
          
        
        2085000.00000000
        PA
        USD
        2201633.02000000
        0.130029102443
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Town of Oyster Bay NY
        N/A
        OYSTER BAY NY
        692160PW8
        
          
        
        2085000.00000000
        PA
        USD
        2144146.24000000
        0.126633916080
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-02-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metropolitan Transportation Authority
        5493000TKYODLXADQD60
        MET TRANSPRTN AUTH NY REVENUE
        59261APX9
        
          
        
        9140000.00000000
        PA
        USD
        10244039.79000000
        0.605016043629
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-11-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sales Tax Asset Receivable Corp
        N/A
        SALES TAX ASSET RECEIVABLE CORP NY
        794665FN4
        
          
        
        7065000.00000000
        PA
        USD
        7602553.95000000
        0.449009102522
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-10-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        County of Osceola FL Transportation Revenue
        N/A
        OSCEOLA CNTY FL TRANSPRTN REVENUE
        688031EN9
        
          
        
        100000.00000000
        PA
        USD
        66056.12000000
        0.003901294137
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2033-10-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Port Authority of New York & New Jersey
        54930006MR4KZ4W74Z83
        PORT AUTH OF NEW YORK & NEW JERSEY NY
        73358WXY5
        
          
        
        5850000.00000000
        PA
        USD
        6117579.59000000
        0.361306074166
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-10-15
          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 FUTURE TAX
        64971QSS3
        
          
        
        1600000.00000000
        PA
        USD
        1603104.80000000
        0.094679847355
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Suffolk Tobacco Asset Securitization Corp
        N/A
        SUFFOLK NY TOBACCO ASSET SECURITIZATION CORP TOBACCO SETTLEM
        864809BU1
        
          
        
        2425000.00000000
        PA
        USD
        2574629.05000000
        0.152058359160
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2036-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of New York NY
        549300ABYZD2SFD5JB29
        NEW YORK NY
        64966QRK8
        
          
        
        6000000.00000000
        PA
        USD
        5584848.00000000
        0.329842787659
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-08-01
          Fixed
          1.21600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Build NYC Resource Corp
        549300GROJFKMNLWEK84
        BUILD NYC RESOURCE CORP NY REVENUE
        12008EGD2
        
          
        
        1585000.00000000
        PA
        USD
        1651297.38000000
        0.097526115495
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Onondaga Civic Development Corp
        N/A
        ONONDAGA NY CIVIC DEV CORP
        682832KE9
        
          
        
        450000.00000000
        PA
        USD
        458154.99000000
        0.027058770280
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2039-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of New York NY
        549300ABYZD2SFD5JB29
        NEW YORK NY
        64966QPX2
        
          
        
        3750000.00000000
        PA
        USD
        4383763.50000000
        0.258906379060
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2035-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of Ashland KY
        N/A
        ASHLAND KY MED CENTER REVENUE
        044293BN7
        
          
        
        350000.00000000
        PA
        USD
        384581.12000000
        0.022713475586
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York City Transitional Finance Authority Future Tax Secured Revenue
        N/A
        NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE
        64971XL22
        
          
        
        14250000.00000000
        PA
        USD
        15024360.68000000
        0.887343220352
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2041-02-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Suffolk Tobacco Asset Securitization Corp
        N/A
        SUFFOLK NY TOBACCO ASSET SECURITIZATION CORP TOBACCO SETTLEM
        864809BV9
        
          
        
        1170000.00000000
        PA
        USD
        1239933.01000000
        0.073230813180
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2037-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of New York NY
        549300ABYZD2SFD5JB29
        NEW YORK NY
        64966QQL7
        
          
        
        1350000.00000000
        PA
        USD
        1577777.67000000
        0.093184019507
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-04-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BS27SO7   IRS USD R V 03MLIBOR IS27SP8 CCPVANILLA / Short: BS27SO7   IRS USD P F  1.17300 IS27SO7 CCPVANILLA
        000000000
        
          
        
        15000000.00000000
        OU
        Notional Amount
        USD
        1005987.40000000
        0.059413915717
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2028-01-15
            0.00000000
            USD
            0.00000000
            USD
            15000000.00000000
            USD
            1005987.40000000
          
        
        
          N
          N
          N
        
      
      
        New York City Municipal Water Finance Authority
        549300Q2EHQ6RJPQKP05
        NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE
        64972GFS8
        
          
        
        1785000.00000000
        PA
        USD
        1943918.37000000
        0.114808398392
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-06-15
          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
        
          
        
        161645.02000000
        OU
        Notional Amount
        USD
        -39363.26000000
        -0.00232480586
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Citigroup Global Markets, Inc.
              MBNUM2BPBDO7JBLYG310
            
            
              
                CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -15291.29000000
            USD
            161645.02000000
            USD
            -24071.97000000
          
        
        
          N
          N
          N
        
      
      
        City of New York NY
        549300ABYZD2SFD5JB29
        NEW YORK NY
        64966MRR2
        
          
        
        1200000.00000000
        PA
        USD
        1313215.32000000
        0.077558888253
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York City Transitional Finance Authority Building Aid Revenue
        N/A
        NEW YORK CITY NY TRANSITIONAL FIN AUTH BLDG AID REVENUE
        64972HG22
        
          
        
        2905000.00000000
        PA
        USD
        3355666.30000000
        0.198186651964
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of New York NY
        549300ABYZD2SFD5JB29
        NEW YORK NY
        64966QAU4
        
          
        
        9665000.00000000
        PA
        USD
        10977258.61000000
        0.648320165702
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2038-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Environmental Facilities Corp
        549300QJ33JJW73OQO60
        NEW YORK ST ENVRNMNTL FACS CORP ST CLEAN WTR & DRINKING WTR
        64986DJC0
        
          
        
        445000.00000000
        PA
        USD
        509408.37000000
        0.030085810181
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Troy Capital Resource Corp
        N/A
        TROY NY CAPITAL RESOURCE CORP REVENUE
        897579BQ0
        
          
        
        3460000.00000000
        PA
        USD
        4045549.99000000
        0.238931388341
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-09-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Jersey Economic Development Authority
        5493006JS6QWDVU4R678
        NEW JERSEY ST ECON DEV AUTH REVENUE
        645918V34
        
          
        
        1445000.00000000
        PA
        USD
        1488161.57000000
        0.087891265928
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-03-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SS2C596   IRS USD R F  3.46600 IS2C596 CCPINFLATIONZERO / Short: SS2C596   IRS USD P V 12MUSCPI IS2C5A7 CCPINFLATIONZERO
        000000000
        
          
        
        10700000.00000000
        OU
        Notional Amount
        USD
        -491699.88000000
        -0.02903994148
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            Inflation based on US CPI Urban Consumers NSA
            2027-01-15
            0.00000000
            USD
            -13962.38000000
            USD
            10700000.00000000
            USD
            -477737.50000000
          
        
        
          N
          N
          N
        
      
      
        County of Monroe NY
        N/A
        MONROE CNTY NY
        61074PQF7
        
          
        
        1540000.00000000
        PA
        USD
        1549701.69000000
        0.091525843759
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-06-01
          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
        
          
        
        1650000.00000000
        PA
        USD
        1654212.78000000
        0.097698299888
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2033-06-01
          Floating
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York City Health and Hospitals Corp
        N/A
        NEW YORK CITY NY HLTH & HOSP CORP
        649674GU6
        
          
        
        495000.00000000
        PA
        USD
        495000.00000000
        0.029234847553
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-02-15
          Floating
          0.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of New York NY
        549300ABYZD2SFD5JB29
        NEW YORK NY
        64966QPW4
        
          
        
        5000000.00000000
        PA
        USD
        5863401.50000000
        0.346294240403
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Thruway Authority
        N/A
        NEW YORK ST THRUWAY AUTH
        650009F73
        
          
        
        1310000.00000000
        PA
        USD
        1412050.31000000
        0.083396112224
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-01-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York Transportation Development Corp
        N/A
        NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE
        650116DG8
        
          
        
        2210000.00000000
        PA
        USD
        2406427.67000000
        0.142124335519
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Dormitory Authority
        549300C8XO7EXTX2XU71
        NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
        6499075S7
        
          
        
        1130000.00000000
        PA
        USD
        1201879.87000000
        0.070983383388
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Utility Debt Securitization Authority
        N/A
        UTILITY DEBT SECURITIZATION AUTH NY
        91802RAH2
        
          
        
        18745000.00000000
        PA
        USD
        19724669.94000000
        1.164944886356
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-12-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broome County Local Development Corp
        N/A
        BROOME CNTY NY LOCAL DEV CORP REVENUE
        114731AR3
        
          
        
        1400000.00000000
        PA
        USD
        1497242.74000000
        0.088427602535
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2039-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Dormitory Authority
        549300C8XO7EXTX2XU71
        NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
        64990GJH6
        
          
        
        2975000.00000000
        PA
        USD
        3501658.60000000
        0.206809000720
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trust for Cultural Resources of The City of New York/The
        N/A
        NEW YORK CITY NY TRUST FOR CULTURAL RESOURCES
        649717VH5
        
          
        
        2000000.00000000
        PA
        USD
        2392238.00000000
        0.141286289379
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Environmental Facilities Corp
        549300QJ33JJW73OQO60
        NEW YORK ST ENVRNMNTL FACS CORP REVENUE
        64985HTY3
        
          
        
        7590000.00000000
        PA
        USD
        7720671.72000000
        0.455985173227
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-09-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York City Municipal Water Finance Authority
        549300Q2EHQ6RJPQKP05
        NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE
        64972GPE8
        
          
        
        3725000.00000000
        PA
        USD
        4191702.27000000
        0.247563185565
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2038-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Antonio B Won Pat International Airport Authority
        N/A
        GUAM INTERNATIONAL ARPT AUTH
        40064REG0
        
          
        
        550000.00000000
        PA
        USD
        509826.74000000
        0.030110519237
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2029-10-01
          Fixed
          3.18900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broome County Local Development Corp
        N/A
        BROOME CNTY NY LOCAL DEV CORP REVENUE
        114731AS1
        
          
        
        1500000.00000000
        PA
        USD
        1601838.15000000
        0.094605038628
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commonwealth of Puerto Rico
        549300X44HXPLJU48U63
        PUERTO RICO CMWLTH
        74514L3G0
        
          
        
        1055000.00000000
        PA
        USD
        1151945.85000000
        0.068034265283
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2027-07-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Thruway Authority Highway & Bridge Trust Fund
        N/A
        NEW YORK ST THRUWAY AUTH 2ND GEN HIGHWAY & BRIDGE TRUST FUND
        650014VX8
        
          
        
        18980000.00000000
        PA
        USD
        19035260.27000000
        1.124228145741
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-04-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Guam Power Authority
        549300IPOV320QCKW060
        GUAM PWR AUTH REVENUE
        400653HY0
        
          
        
        1230000.00000000
        PA
        USD
        1352218.21000000
        0.079862410563
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2027-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Port Authority of New York & New Jersey
        54930006MR4KZ4W74Z83
        PORT AUTH OF NEW YORK & NEW JERSEY NY
        73358WR71
        
          
        
        9310000.00000000
        PA
        USD
        10473507.01000000
        0.618568446044
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-09-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Port Authority of New York & New Jersey
        54930006MR4KZ4W74Z83
        PORT AUTH OF NEW YORK & NEW JERSEY NY
        73358WPR9
        
          
        
        10480000.00000000
        PA
        USD
        10992629.20000000
        0.649227957330
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Housing Finance Agency
        5493000LS7KCDB02O506
        NEW YORK ST HSG FIN AGY
        64986MJ55
        
          
        
        400000.00000000
        PA
        USD
        400000.00000000
        0.023624119235
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2036-11-15
          Floating
          0.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SS2BYW9   IRS USD R F  2.90900 IS2BYW9 CCPINFLATIONZERO / Short: SS2BYW9   IRS USD P V 12MUSCPI IS2BYX0 CCPINFLATIONZERO
        000000000
        
          
        
        5400000.00000000
        OU
        Notional Amount
        USD
        -365379.88000000
        -0.02157944462
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            Inflation based on US CPI Urban Consumers NSA
            2032-04-15
            0.00000000
            USD
            0.00000000
            USD
            5400000.00000000
            USD
            -365379.88000000
          
        
        
          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
        
          
        
        1658535.21000000
        OU
        Notional Amount
        USD
        -403880.96000000
        -0.02385332988
        N/A
        DCR
        
        GB
        N
        
        2
        
          
            
              Credit Suisse International
              E58DKGMJYYYJLN8C3868
            
            
              
                CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -154462.78000000
            USD
            1658535.21000000
            USD
            -249418.18000000
          
        
        
          N
          N
          N
        
      
      
        New York State Dormitory Authority
        549300C8XO7EXTX2XU71
        NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
        64990EMS3
        
          
        
        2400000.00000000
        PA
        USD
        2535963.60000000
        0.149774766158
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-02-15
          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
        64971XK98
        
          
        
        2220000.00000000
        PA
        USD
        2348120.42000000
        0.138680691953
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-02-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Dormitory Authority
        549300C8XO7EXTX2XU71
        NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
        64990GG63
        
          
        
        2135000.00000000
        PA
        USD
        2481438.76000000
        0.146554512854
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of Ashland KY
        N/A
        ASHLAND KY MED CENTER REVENUE
        044293BT4
        
          
        
        275000.00000000
        PA
        USD
        314489.12000000
        0.018573821172
        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
        
          
        
        3565000.00000000
        OU
        Notional Amount
        USD
        338967.47000000
        0.020019519820
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            Inflation based on US CPI Urban Consumers NSA
            
            2025-01-15
            0.00000000
            USD
            0.00000000
            USD
            3565000.00000000
            USD
            338967.47000000
          
        
        
          N
          N
          N
        
      
      
        New York Liberty Development Corp
        N/A
        NEW YORK ST LIBERTY DEV CORP LIBERTY REVENUE
        649519DH5
        
          
        
        6470000.00000000
        PA
        USD
        6180343.92000000
        0.365012954205
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2069-09-15
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Global Markets, Inc.
        MBNUM2BPBDO7JBLYG310
        Long: IS1PAM4   CDS USD R F  3.00000 IS1PAM4 CMBX / Short: IS1PAM4   CDS USD P V 01MEVENT IS1PAN5 CMBX
        000000000
        
          
        
        535628.45000000
        OU
        Notional Amount
        USD
        -130434.45000000
        -0.00770349749
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Citigroup Global Markets, Inc.
              MBNUM2BPBDO7JBLYG310
            
            
              
                CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -65369.62000000
            USD
            535628.45000000
            USD
            -65064.83000000
          
        
        
          N
          N
          N
        
      
      
        New York City Housing Development Corp
        549300SQWVHKBRF8D702
        NEW YORK CITY NY HSG DEV CORP
        64970HAR5
        
          
        
        1300000.00000000
        PA
        USD
        1300000.00000000
        0.076778387515
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-04-01
          Floating
          0.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Illinois Finance Authority
        549300ZG6UBPNNNRN315
        ILLINOIS ST FIN AUTH REVENUE
        45204E6L7
        
          
        
        140000.00000000
        PA
        USD
        141812.10000000
        0.008375464898
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-09-01
          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
        64990FZR8
        
          
        
        3775000.00000000
        PA
        USD
        4439563.08000000
        0.262201918888
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2036-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Dormitory Authority
        549300C8XO7EXTX2XU71
        NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
        64990GUJ9
        
          
        
        1000000.00000000
        PA
        USD
        1040167.90000000
        0.061432626236
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York City Municipal Water Finance Authority
        549300Q2EHQ6RJPQKP05
        NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE
        64972GSB1
        
          
        
        8280000.00000000
        PA
        USD
        8822786.29000000
        0.521076388259
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0BK4
        
          
        
        120531.86000000
        PA
        USD
        122340.60000000
        0.007225472304
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-08-25
          Floating
          4.45700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broome County Local Development Corp
        N/A
        BROOME CNTY NY LOCAL DEV CORP REVENUE
        114731AJ1
        
          
        
        2000000.00000000
        PA
        USD
        2325207.60000000
        0.137327453974
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-04-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of New York NY
        549300ABYZD2SFD5JB29
        NEW YORK NY
        64966G4P4
        
          
        
        530000.00000000
        PA
        USD
        530000.00000000
        0.031301957986
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2038-04-01
          Floating
          0.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dutchess County Local Development Corp
        N/A
        DUTCHESS CNTY NY LOCAL DEV CORP REVENUE
        267045GR7
        
          
        
        4890000.00000000
        PA
        USD
        5375028.83000000
        0.317450804934
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York Transportation Development Corp
        N/A
        NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE
        650116CJ3
        
          
        
        24415000.00000000
        PA
        USD
        26756398.50000000
        1.580240871189
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-01-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Port Authority of New York & New Jersey
        54930006MR4KZ4W74Z83
        PORT AUTH OF NEW YORK & NEW JERSEY NY
        73358XBT8
        
          
        
        3000000.00000000
        PA
        USD
        3056274.90000000
        0.180504506634
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-10-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BS2AU39   IRS USD R V 12MUSCPI IS2AU40 CCPINFLATIONZERO / Short: BS2AU39   IRS USD P F  2.68000 IS2AU39 CCPINFLATIONZERO
        000000000
        
          
        
        5830000.00000000
        OU
        Notional Amount
        USD
        571411.07000000
        0.033747708125
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            Inflation based on US CPI Urban Consumers NSA
            
            2031-01-15
            0.00000000
            USD
            0.00000000
            USD
            5830000.00000000
            USD
            571411.07000000
          
        
        
          N
          N
          N
        
      
      
        Broome County Local Development Corp
        N/A
        BROOME CNTY NY LOCAL DEV CORP REVENUE
        114731AL6
        
          
        
        725000.00000000
        PA
        USD
        780090.58000000
        0.046072382190
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Suffolk Tobacco Asset Securitization Corp
        N/A
        SUFFOLK NY TOBACCO ASSET SECURITIZATION CORP TOBACCO SETTLEM
        864809BT4
        
          
        
        2300000.00000000
        PA
        USD
        2446396.84000000
        0.144484926613
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2035-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Utility Debt Securitization Authority
        N/A
        UTILITY DEBT SECURITIZATION AUTH NY
        91802RAG4
        
          
        
        12020000.00000000
        PA
        USD
        12648201.26000000
        0.747006536701
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-12-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of Houston TX Airport System Revenue
        N/A
        HOUSTON TX ARPT SYS REVENUE
        4423487V4
        
          
        
        1750000.00000000
        PA
        USD
        1909683.13000000
        0.112786454912
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Public Finance Authority
        5493004S6D3NA627K012
        PUBLIC FIN AUTH WI REVENUE
        74442PMQ5
        
          
        
        1090000.00000000
        PA
        USD
        1175559.88000000
        0.069428916933
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metropolitan Transportation Authority
        5493000TKYODLXADQD60
        MET TRANSPRTN AUTH NY REVENUE
        59261ANK9
        
          
        
        5000000.00000000
        PA
        USD
        5603960.50000000
        0.330971577607
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-11-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XEP5
        
          
        
        853471.70000000
        PA
        USD
        868799.80000000
        0.051311575167
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-07-25
          Floating
          4.00700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Colorado Health Facilities Authority
        5493002JB6DRFRZPEQ21
        COLORADO ST HLTH FACS AUTH HOSP REVENUE
        19648FKK9
        
          
        
        3280000.00000000
        PA
        USD
        3735068.51000000
        0.220594259582
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2033-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York City Housing Development Corp
        549300SQWVHKBRF8D702
        NEW YORK CITY NY HSG DEV CORP
        64970HDM3
        
          
        
        200000.00000000
        PA
        USD
        200000.00000000
        0.011812059617
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2035-04-15
          Floating
          0.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Albany County Airport Authority
        N/A
        ALBANY CNTY NY ARPT AUTH
        012123NG6
        
          
        
        1050000.00000000
        PA
        USD
        1100729.39000000
        0.065009405888
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-12-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Monroe County Industrial Development Corp/NY
        N/A
        MONROE CNTY NY INDL DEV CORP REVENUE
        61075TUF3
        
          
        
        2645000.00000000
        PA
        USD
        2577768.86000000
        0.152243797275
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Dormitory Authority
        549300C8XO7EXTX2XU71
        NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
        65000BJP4
        
          
        
        300000.00000000
        PA
        USD
        336861.57000000
        0.019895144738
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Washington Health Care Facilities Authority
        549300ZVPWQIL3N5TL85
        WASHINGTON ST HLTH CARE FACS AUTH
        93978HVL6
        
          
        
        1095000.00000000
        PA
        USD
        1246920.74000000
        0.073643510597
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2033-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Dormitory Authority
        549300C8XO7EXTX2XU71
        NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
        64990BPY3
        
          
        
        3745000.00000000
        PA
        USD
        4064488.95000000
        0.240049928965
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Build NYC Resource Corp
        549300GROJFKMNLWEK84
        BUILD NYC RESOURCE CORP NY REVENUE
        12008ERR9
        
          
        
        525000.00000000
        PA
        USD
        522883.67000000
        0.030881665415
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2041-06-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Thruway Authority
        N/A
        NEW YORK ST THRUWAY AUTH
        650009F99
        
          
        
        3035000.00000000
        PA
        USD
        3268059.17000000
        0.193012548751
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-01-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of New York NY
        549300ABYZD2SFD5JB29
        NEW YORK NY
        64966MFY0
        
          
        
        8070000.00000000
        PA
        USD
        8070000.00000000
        0.476616605575
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2044-08-01
          Floating
          0.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Troy Capital Resource Corp
        N/A
        TROY NY CAPITAL RESOURCE CORP REVENUE
        897579BR8
        
          
        
        2365000.00000000
        PA
        USD
        2760804.98000000
        0.163053965083
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2033-09-01
          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
        
          
        
        88952.58000000
        OU
        Notional Amount
        USD
        -21661.43000000
        -0.00127933051
        N/A
        DCR
        
        GB
        N
        
        2
        
          
            
              Credit Suisse International
              E58DKGMJYYYJLN8C3868
            
            
              
                CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -8492.32000000
            USD
            88952.58000000
            USD
            -13169.11000000
          
        
        
          N
          N
          N
        
      
      
        Dutchess County Local Development Corp
        N/A
        DUTCHESS CNTY NY LOCAL DEV CORP REVENUE
        267045NH1
        
          
        
        1900000.00000000
        PA
        USD
        2085298.64000000
        0.123158359282
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        Long: IS1WUB4   IRS USD R V 01MMUNIP IS1WUC5 VANILLA / Short: IS1WUB4   IRS USD P F  1.12500 IS1WUB4 VANILLA
        000000000
        
          
        
        16980000.00000000
        OU
        Notional Amount
        USD
        1117321.31000000
        0.065989329629
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2029-10-09
            0.00000000
            USD
            0.00000000
            USD
            16980000.00000000
            USD
            1117321.31000000
          
        
        
          N
          N
          N
        
      
      
        New York Transportation Development Corp
        N/A
        NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE
        650116DM5
        
          
        
        1035000.00000000
        PA
        USD
        1153347.08000000
        0.068117022344
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XBM5
        
          
        
        318632.42000000
        PA
        USD
        340867.93000000
        0.020131761554
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-08-25
          Floating
          7.20700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Connecticut
        5493007GRO6CU0IKP741
        CONNECTICUT ST
        20772KBP3
        
          
        
        14565000.00000000
        PA
        USD
        15790219.45000000
        0.932575067602
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-04-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of Ashland KY
        N/A
        ASHLAND KY MED CENTER REVENUE
        044293BP2
        
          
        
        375000.00000000
        PA
        USD
        419809.61000000
        0.024794080707
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York City Housing Development Corp
        549300SQWVHKBRF8D702
        NEW YORK CITY NY HSG DEV CORP MF MTGE REVENUE
        64966TAF1
        
          
        
        8800000.00000000
        PA
        USD
        8800000.00000000
        0.519730623180
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2041-10-15
          Floating
          0.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Illinois
        54930048FV8RWPR02D67
        ILLINOIS ST
        452152P70
        
          
        
        7505000.00000000
        PA
        USD
        7830804.06000000
        0.462489622057
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York Transportation Development Corp
        N/A
        NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE
        650116BP0
        
          
        
        2985000.00000000
        PA
        USD
        3010856.67000000
        0.177822092432
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        County of Albany NY
        549300GBQON0LOLHN826
        ALBANY CNTY NY
        01212PCS3
        
          
        
        1515000.00000000
        PA
        USD
        1590581.38000000
        0.093940210437
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-11-01
          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
        649902AT0
        
          
        
        5000000.00000000
        PA
        USD
        5184052.50000000
        0.306171685957
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-03-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York City Municipal Water Finance Authority
        549300Q2EHQ6RJPQKP05
        NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE
        64972GHA5
        
          
        
        11465000.00000000
        PA
        USD
        12485727.80000000
        0.737410805721
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        Long: IS1N5S9   CDS USD R F  3.00000 IS1N5S9 CMBX / Short: IS1N5S9   CDS USD P V 01MEVENT IS1N5T0 CMBX
        000000000
        
          
        
        1437588.47000000
        OU
        Notional Amount
        USD
        -350076.76000000
        -0.02067563779
        N/A
        DCR
        
        GB
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            
              
                CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -129952.94000000
            USD
            1437588.47000000
            USD
            -220123.82000000
          
        
        
          N
          N
          N
        
      
      
        City of New York NY
        549300ABYZD2SFD5JB29
        NEW YORK NY
        64966JN44
        
          
        
        2320000.00000000
        PA
        USD
        2350373.21000000
        0.138813742402
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Thruway Authority
        N/A
        NEW YORK ST THRUWAY AUTH PERSONAL INCOME TAX REVENUE
        650028XA6
        
          
        
        7250000.00000000
        PA
        USD
        7734845.93000000
        0.456822306295
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-03-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Antonio B Won Pat International Airport Authority
        N/A
        GUAM INTERNATIONAL ARPT AUTH
        40064REF2
        
          
        
        665000.00000000
        PA
        USD
        619826.95000000
        0.036607164430
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2028-10-01
          Fixed
          3.09900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse International
        E58DKGMJYYYJLN8C3868
        Long: IS1PCY0   CDS USD R F  3.00000 IS1PCY0 CMBX / Short: IS1PCY0   CDS USD P V 01MEVENT IS1PCZ1 CMBX
        000000000
        
          
        
        1092299.42000000
        OU
        Notional Amount
        USD
        -265993.12000000
        -0.01570963295
        N/A
        DCR
        
        GB
        N
        
        2
        
          
            
              Credit Suisse International
              E58DKGMJYYYJLN8C3868
            
            
              
                CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -128424.50000000
            USD
            1092299.42000000
            USD
            -137568.62000000
          
        
        
          N
          N
          N
        
      
      
        City of New York NY
        549300ABYZD2SFD5JB29
        NEW YORK NY
        64966QRM4
        
          
        
        4000000.00000000
        PA
        USD
        3654171.20000000
        0.215816440339
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-08-01
          Fixed
          1.62300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York City Transitional Finance Authority Building Aid Revenue
        N/A
        NEW YORK CITY NY TRANSITIONAL FIN AUTH BLDG AID REVENUE
        64972HF98
        
          
        
        2025000.00000000
        PA
        USD
        2344699.31000000
        0.138478640176
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of New York NY
        549300ABYZD2SFD5JB29
        NEW YORK NY
        64966QDT4
        
          
        
        5615000.00000000
        PA
        USD
        6497074.95000000
        0.383719183251
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-01-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York City Municipal Water Finance Authority
        549300Q2EHQ6RJPQKP05
        NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE
        64972GZK3
        
          
        
        2000000.00000000
        PA
        USD
        2155708.40000000
        0.127316780696
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2039-06-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Territory of Guam
        N/A
        GUAM GOVT LTD OBLG REVENUE
        40065HDN7
        
          
        
        1000000.00000000
        PA
        USD
        1098422.60000000
        0.064873166183
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2030-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metropolitan Transportation Authority
        5493000TKYODLXADQD60
        MET TRANSPRTN AUTH NY REVENUE
        59261AA49
        
          
        
        17490000.00000000
        PA
        USD
        17731540.40000000
        1.047230061595
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-09-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Illinois
        54930048FV8RWPR02D67
        ILLINOIS ST
        452152Z61
        
          
        
        1405000.00000000
        PA
        USD
        1480247.30000000
        0.087423846782
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kentucky Economic Development Finance Authority
        N/A
        KENTUCKY ST ECON DEV FIN AUTH
        49126PFZ8
        
          
        
        555000.00000000
        PA
        USD
        630712.16000000
        0.037250048177
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2035-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Triborough Bridge & Tunnel Authority
        54930020ZN4LQF7K3456
        TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX
        89602HAH0
        
          
        
        10000000.00000000
        PA
        USD
        9100507.00000000
        0.537478656177
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2035-05-15
          Fixed
          2.51100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Albany County Airport Authority
        N/A
        ALBANY CNTY NY ARPT AUTH
        012123NH4
        
          
        
        855000.00000000
        PA
        USD
        911332.79000000
        0.053823586235
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-12-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Port Authority of New York & New Jersey
        54930006MR4KZ4W74Z83
        PORT AUTH OF NEW YORK & NEW JERSEY NY
        73358WUQ5
        
          
        
        5000000.00000000
        PA
        USD
        5093791.50000000
        0.300840844391
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-10-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Dormitory Authority
        549300C8XO7EXTX2XU71
        NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
        65000BJN9
        
          
        
        500000.00000000
        PA
        USD
        557677.20000000
        0.032936581669
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York City Municipal Water Finance Authority
        549300Q2EHQ6RJPQKP05
        NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE
        64972GFL3
        
          
        
        6045000.00000000
        PA
        USD
        6592985.30000000
        0.389383677112
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Long Island Power Authority
        1R46U5SYJ63KQXF39168
        LONG ISLAND NY PWR AUTH ELEC SYS REVENUE
        542691EF3
        
          
        
        1400000.00000000
        PA
        USD
        1634413.90000000
        0.096528972134
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-09-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of New York NY
        549300ABYZD2SFD5JB29
        NEW YORK NY
        64966QMR8
        
          
        
        6000000.00000000
        PA
        USD
        6961543.20000000
        0.411150816549
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0AD1
        
          
        
        143414.78000000
        PA
        USD
        145102.03000000
        0.008569769145
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-11-25
          Floating
          4.70700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Guam Power Authority
        549300IPOV320QCKW060
        GUAM PWR AUTH REVENUE
        400653HW4
        
          
        
        2980000.00000000
        PA
        USD
        3210516.41000000
        0.189614056193
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2025-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broome County Local Development Corp
        N/A
        BROOME CNTY NY LOCAL DEV CORP REVENUE
        114731AQ5
        
          
        
        1400000.00000000
        PA
        USD
        1499480.92000000
        0.088559790113
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2038-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Triborough Bridge & Tunnel Authority
        54930020ZN4LQF7K3456
        TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX
        89602HAC1
        
          
        
        9185000.00000000
        PA
        USD
        9167653.21000000
        0.541444331356
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2045-05-15
          Floating
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York City Municipal Water Finance Authority
        549300Q2EHQ6RJPQKP05
        NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE
        64972GXL3
        
          
        
        6855000.00000000
        PA
        USD
        6910315.74000000
        0.408125307491
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metropolitan Transportation Authority
        5493000TKYODLXADQD60
        MET TRANSPRTN AUTH NY DEDICATED TAX FUND
        59259N6G3
        
          
        
        2060000.00000000
        PA
        USD
        2297156.47000000
        0.135670745874
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-11-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Colorado Health Facilities Authority
        5493002JB6DRFRZPEQ21
        COLORADO ST HLTH FACS AUTH HOSP REVENUE
        19648FJR6
        
          
        
        3265000.00000000
        PA
        USD
        3733536.97000000
        0.220503806373
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Illinois
        54930048FV8RWPR02D67
        ILLINOIS ST
        452152S36
        
          
        
        2075000.00000000
        PA
        USD
        2212516.89000000
        0.130671907049
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TSASC Inc/NY
        N/A
        TSASC INC NY
        898526EQ7
        
          
        
        1000000.00000000
        PA
        USD
        1005184.00000000
        0.059366466673
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        South Carolina Public Service Authority
        EMBXY64GWKA9MZGFUD26
        SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE
        837151YT0
        
          
        
        2500000.00000000
        PA
        USD
        2910358.50000000
        0.171886640554
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Public Finance Authority
        5493004S6D3NA627K012
        PUBLIC FIN AUTH WI REVENUE
        74442PMN2
        
          
        
        995000.00000000
        PA
        USD
        1052373.09000000
        0.062153468395
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Monroe County Industrial Development Corp/NY
        N/A
        MONROE CNTY NY INDL DEV CORP REVENUE
        61075TVX3
        
          
        
        510000.00000000
        PA
        USD
        544120.53000000
        0.032135920697
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dutchess County Industrial Development Agency
        N/A
        DUTCHESS CNTY NY INDL DEV AGY
        267041GN5
        
          
        
        870000.00000000
        PA
        USD
        870000.00000000
        0.051382459337
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2038-07-01
          Floating
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Guam Government Waterworks Authority
        N/A
        GUAM GOVT WTRWKS AUTH WTR & WSTWTR SYS REVENUE
        40065FCU6
        
          
        
        1250000.00000000
        PA
        USD
        1387896.75000000
        0.081969595771
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2028-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Dormitory Authority
        549300C8XO7EXTX2XU71
        NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
        64990FD50
        
          
        
        5500000.00000000
        PA
        USD
        5104819.50000000
        0.301492161358
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-03-15
          Fixed
          1.18700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Michigan Strategic Fund
        N/A
        MICHIGAN ST STRATEGIC FUND LTD OBLG REVENUE
        594698QM7
        
          
        
        1690000.00000000
        PA
        USD
        1865657.59000000
        0.110186293396
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-06-30
          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
        64990FE67
        
          
        
        2775000.00000000
        PA
        USD
        3007380.72000000
        0.177616801789
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-02-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trust for Cultural Resources of The City of New York/The
        N/A
        NEW YORK CITY NY TRUST FOR CULTURAL RESOURCES
        649717QE8
        
          
        
        2955000.00000000
        PA
        USD
        2955000.00000000
        0.174523180852
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-07-01
          Floating
          0.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Michigan Strategic Fund
        N/A
        MICHIGAN ST STRATEGIC FUND LTD OBLG REVENUE
        594698QG0
        
          
        
        8600000.00000000
        PA
        USD
        9559630.14000000
        0.564594605685
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-12-31
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Port Authority of New York & New Jersey
        54930006MR4KZ4W74Z83
        PORT AUTH OF NEW YORK & NEW JERSEY NY
        73358WR55
        
          
        
        3040000.00000000
        PA
        USD
        3300630.14000000
        0.194936199948
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-09-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Dormitory Authority
        549300C8XO7EXTX2XU71
        NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
        64990EQP5
        
          
        
        12485000.00000000
        PA
        USD
        13218290.24000000
        0.780676161796
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Jersey Transportation Trust Fund Authority
        549300YUVD5TEXR6L889
        NEW JERSEY ST TRANSPRTN TRUST FND AUTH
        6461355T6
        
          
        
        4700000.00000000
        PA
        USD
        4938497.27000000
        0.291669120876
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-12-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York Transportation Development Corp
        N/A
        NEW YORK ST TRANSPRTN DEV CORP EXEMPT FAC REVENUE
        650110AC3
        
          
        
        1975000.00000000
        PA
        USD
        2056998.25000000
        0.121486929812
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2041-10-31
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hudson Yards Infrastructure Corp
        549300EE2HJ67TPURL87
        HUDSON YARDS INFRASTRUCTURE CORP NY 2ND INDENTURE REVENUE
        44420RCB4
        
          
        
        5000000.00000000
        PA
        USD
        5416586.00000000
        0.319905183782
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-02-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tempe Industrial Development Authority
        N/A
        TEMPE AZ INDL DEV AUTH REVENUE
        87972MBA9
        
          
        
        0.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        DBT
        MUN
        US
        N
        
        N/A
        
          2023-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Jersey Transportation Trust Fund Authority
        549300YUVD5TEXR6L889
        NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
        6461362B6
        
          
        
        5000000.00000000
        PA
        USD
        5539288.50000000
        0.327152030009
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Connecticut
        5493007GRO6CU0IKP741
        CONNECTICUT ST
        20772KCK3
        
          
        
        4690000.00000000
        PA
        USD
        5326683.92000000
        0.314595540139
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        County of Nassau NY
        549300ICRCGQYCPS7T40
        NASSAU CNTY NY
        63165TZS7
        
          
        
        13185000.00000000
        PA
        USD
        15017082.12000000
        0.886913346429
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chattanooga Health Educational & Housing Facility Board
        N/A
        CHATTANOOGA TN HLTH EDUCTNL &HSG FAC BRD REVENUE
        162410EE0
        
          
        
        1000000.00000000
        PA
        USD
        1138740.40000000
        0.067254347469
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2033-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Jersey Transportation Trust Fund Authority
        549300YUVD5TEXR6L889
        NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
        6461365B3
        
          
        
        1500000.00000000
        PA
        USD
        1682051.10000000
        0.099342439366
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of Detroit MI Sewage Disposal System Revenue
        N/A
        DETROIT MI WTR & SEWERAGE DEPT SEWERAGE DISP SYS REVENUE
        251250AJ5
        
          
        
        3055000.00000000
        PA
        USD
        3083834.31000000
        0.182132173604
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Housing Finance Agency
        5493000LS7KCDB02O506
        NEW YORK ST HSG FIN AGY
        64986MVB8
        
          
        
        5500000.00000000
        PA
        USD
        5500000.00000000
        0.324831639487
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-05-15
          Floating
          0.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Monroe County Industrial Development Corp/NY
        N/A
        MONROE CNTY NY INDL DEV CORP REVENUE
        61075TWB0
        
          
        
        1210000.00000000
        PA
        USD
        1382555.68000000
        0.081654150584
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York City Municipal Water Finance Authority
        549300Q2EHQ6RJPQKP05
        NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE
        64972GNL4
        
          
        
        1795000.00000000
        PA
        USD
        2020828.41000000
        0.119350728280
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2037-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Illinois Finance Authority
        549300ZG6UBPNNNRN315
        ILLINOIS ST FIN AUTH REVENUE
        45204E6T0
        
          
        
        225000.00000000
        PA
        USD
        256120.72000000
        0.015126566069
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-09-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Triborough Bridge & Tunnel Authority
        54930020ZN4LQF7K3456
        TRIBOROUGH NY BRIDGE & TUNNEL AUTH REVENUES
        89602RGS8
        
          
        
        2400000.00000000
        PA
        USD
        2641251.36000000
        0.155993092648
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Jersey Transportation Trust Fund Authority
        549300YUVD5TEXR6L889
        NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
        6461364B4
        
          
        
        3360000.00000000
        PA
        USD
        3761404.75000000
        0.222149685767
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-12-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Suffolk Tobacco Asset Securitization Corp
        N/A
        SUFFOLK NY TOBACCO ASSET SECURITIZATION CORP TOBACCO SETTLEM
        864809CB2
        
          
        
        1450000.00000000
        PA
        USD
        1434555.04000000
        0.084725248286
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-06-01
          Fixed
          0.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Port Authority of New York & New Jersey
        54930006MR4KZ4W74Z83
        PORT AUTH OF NEW YORK & NEW JERSEY NY
        73358WTM6
        
          
        
        5010000.00000000
        PA
        USD
        5223395.44000000
        0.308495291721
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-09-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Triborough Bridge & Tunnel Authority
        54930020ZN4LQF7K3456
        TRIBOROUGH NY BRIDGE & TUNNEL AUTH REVENUES
        89602NH56
        
          
        
        5000000.00000000
        PA
        USD
        5168766.00000000
        0.305268860710
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-11-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Municipal Electric Authority of Georgia
        JA0WNILDDF2KUPS83B16
        MUNI ELEC AUTH OF GEORGIA
        626207Y32
        
          
        
        565000.00000000
        PA
        USD
        643803.54000000
        0.038023228982
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-01-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Puerto Rico Highway & Transportation Authority
        549300J6QBXVWJXB7Y41
        PUERTO RICO HIGHWAY & TRANSPRTN AUTH TRANSPRTN REVENUE
        745190ZS0
        
          
        
        1515000.00000000
        PA
        USD
        1588915.49000000
        0.093841822477
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2036-07-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Territory of Guam
        N/A
        GUAM GOVT BUSINESS PRIVILEGE TAX REVENUE
        40065NCC9
        
          
        
        3730000.00000000
        PA
        USD
        4020205.94000000
        0.237434561194
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2031-11-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        549300KB1O80CETXGJ21
        Freddie Mac STACR Trust 2019-DNA3
        35564TAH3
        
          
        
        134686.96000000
        PA
        USD
        134686.87000000
        0.007954646690
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-07-25
          Floating
          2.50700000
          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
        64971WED8
        
          
        
        2425000.00000000
        PA
        USD
        2553345.79000000
        0.150801363480
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SS2DMO3   IRS USD R F  1.65350 IS2DMO3 CCPOIS / Short: SS2DMO3   IRS USD P V 00MSOFR IS2DMP4 CCPOIS
        000000000
        
          
        
        7000000.00000000
        OU
        Notional Amount
        USD
        -364965.69000000
        -0.02155498244
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2036-02-15
            0.00000000
            USD
            0.00000000
            USD
            7000000.00000000
            USD
            -364965.69000000
          
        
        
          N
          N
          N
        
      
      
        Onondaga Civic Development Corp
        N/A
        ONONDAGA NY CIVIC DEV CORP
        682832KD1
        
          
        
        350000.00000000
        PA
        USD
        358420.86000000
        0.021168442832
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2036-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Build NYC Resource Corp
        549300GROJFKMNLWEK84
        BUILD NYC RESOURCE CORP NY REVENUE
        12008ERZ1
        
          
        
        1050000.00000000
        PA
        USD
        1100750.18000000
        0.065010633751
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2036-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sales Tax Asset Receivable Corp
        N/A
        SALES TAX ASSET RECEIVABLE CORP NY
        794665FM6
        
          
        
        6075000.00000000
        PA
        USD
        6537227.92000000
        0.386090629628
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-10-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        County of Osceola FL Transportation Revenue
        N/A
        OSCEOLA CNTY FL TRANSPRTN REVENUE
        688031EK5
        
          
        
        100000.00000000
        PA
        USD
        74489.46000000
        0.004399369712
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-10-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Port Authority of New York & New Jersey
        54930006MR4KZ4W74Z83
        PORT AUTH OF NEW YORK & NEW JERSEY NY
        73358W3U6
        
          
        
        3135000.00000000
        PA
        USD
        3550024.47000000
        0.209665503420
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2035-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Onondaga Civic Development Corp
        N/A
        ONONDAGA NY CIVIC DEV CORP
        682832KC3
        
          
        
        300000.00000000
        PA
        USD
        308378.01000000
        0.018212897194
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Housing Finance Agency
        5493000LS7KCDB02O506
        NEW YORK ST HSG FIN AGY
        64986MC78
        
          
        
        1500000.00000000
        PA
        USD
        1500000.00000000
        0.088590447132
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2035-05-01
          Floating
          0.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Washington Health Care Facilities Authority
        549300ZVPWQIL3N5TL85
        WASHINGTON ST HLTH CARE FACS AUTH
        93978HVK8
        
          
        
        580000.00000000
        PA
        USD
        661439.66000000
        0.039064823487
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York Transportation Development Corp
        N/A
        NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE
        650116DK9
        
          
        
        1010000.00000000
        PA
        USD
        1129115.46000000
        0.066685895644
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York Transportation Development Corp
        N/A
        NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE
        650116DL7
        
          
        
        400000.00000000
        PA
        USD
        446528.64000000
        0.026372114583
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Territory of Guam
        N/A
        GUAM GOVT BUSINESS PRIVILEGE TAX REVENUE
        40065NCN5
        
          
        
        1000000.00000000
        PA
        USD
        1127695.40000000
        0.066602026477
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2030-01-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BS21YN0   IRS USD R V 12MUSCPI IS21YO1 CCPINFLATIONZERO / Short: BS21YN0   IRS USD P F  1.23000 IS21YN0 CCPINFLATIONZERO
        000000000
        
          
        
        27600000.00000000
        OU
        Notional Amount
        USD
        5454175.93000000
        0.322125256253
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            Inflation based on US CPI Urban Consumers NSA
            
            2028-01-15
            0.00000000
            USD
            0.00000000
            USD
            27600000.00000000
            USD
            5454175.93000000
          
        
        
          N
          N
          N
        
      
      
        Hospitals & Higher Education Facilities Authority of Philadelphia/The
        N/A
        PHILADELPHIA PA HOSPS & HGR EDU FACS AUTH
        717903K64
        
          
        
        1690000.00000000
        PA
        USD
        1755756.89000000
        0.103695525294
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XAX2
        
          
        
        120543.81000000
        PA
        USD
        120543.77000000
        0.007119350988
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-05-25
          Floating
          4.45700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Niagara Area Development Corp
        N/A
        NIAGARA NY AREA DEV CORP SOLID WASTE DISP FAC REVENUE
        653542AC4
        
          
        
        1000000.00000000
        PA
        USD
        1009180.60000000
        0.059602507061
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2042-11-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metropolitan Transportation Authority
        5493000TKYODLXADQD60
        MET TRANSPRTN AUTH NY REVENUE
        59261APY7
        
          
        
        7365000.00000000
        PA
        USD
        8233172.21000000
        0.486253604937
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-11-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commonwealth of Puerto Rico
        549300X44HXPLJU48U63
        PUERTO RICO CMWLTH
        74514L3Q8
        
          
        
        1475000.00000000
        PA
        USD
        1345931.01000000
        0.079491086657
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2024-07-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York Transportation Development Corp
        N/A
        NEW YORK ST TRANSPRTN DEV CORP EXEMPT FAC REVENUE
        650110AB5
        
          
        
        500000.00000000
        PA
        USD
        529099.20000000
        0.031248756470
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-10-31
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Housing Finance Agency
        5493000LS7KCDB02O506
        NEW YORK ST HSG FIN AGY
        64986MJ55
        
          
        
        6000000.00000000
        PA
        USD
        6000000.00000000
        0.354361788531
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2036-11-15
          Floating
          0.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City & County of Denver CO
        MMTY7HA2MSCBUO4F7J71
        DENVER CITY & CNTY CO SPL FACS ARPT REVENUE
        249271GV3
        
          
        
        2425000.00000000
        PA
        USD
        2496481.24000000
        0.147442926207
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volusia County School Board
        N/A
        VOLUSIA CNTY FL SCH BRD COPS
        92884EHD2
        
          
        
        1000000.00000000
        PA
        USD
        1066737.40000000
        0.063001828826
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SS2D890   IRS USD R F  3.32300 IS2D890 CCPINFLATIONZERO / Short: SS2D890   IRS USD P V 12MUSCPI IS2D8A1 CCPINFLATIONZERO
        000000000
        
          
        
        8430000.00000000
        OU
        Notional Amount
        USD
        -464220.63000000
        -0.02741700878
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            Inflation based on US CPI Urban Consumers NSA
            2027-01-15
            0.00000000
            USD
            0.00000000
            USD
            8430000.00000000
            USD
            -464220.63000000
          
        
        
          N
          N
          N
        
      
      
        Parish of St James LA
        N/A
        SAINT JAMES PARISH LA REVENUE
        790103AU9
        
          
        
        345000.00000000
        PA
        USD
        407358.16000000
        0.024058694358
        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
        
          
        
        1945000.00000000
        PA
        USD
        1952969.05000000
        0.115342934250
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2036-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Dormitory Authority
        549300C8XO7EXTX2XU71
        NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
        64990CPN5
        
          
        
        1400000.00000000
        PA
        USD
        1467776.94000000
        0.086687343604
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Niagara Falls City School District
        N/A
        NIAGARA FALLS NY CITY SCH DIST
        653420MA4
        
          
        
        3865000.00000000
        PA
        USD
        3894115.82000000
        0.229987641120
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of Detroit MI
        549300BQRJP7MKKHOY28
        DETROIT MI
        2510933L2
        
          
        
        1005000.00000000
        PA
        USD
        1091944.56000000
        0.064490571209
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-04-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of New York NY
        549300ABYZD2SFD5JB29
        NEW YORK NY
        64966JRF5
        
          
        
        2860000.00000000
        PA
        USD
        2872399.82000000
        0.169644789599
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-10-01
          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
        64990FE83
        
          
        
        1220000.00000000
        PA
        USD
        1320287.54000000
        0.077976575675
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-02-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Education
        54930099NR6T9V7LVB43
        CHICAGO IL BRD OF EDU
        167505SF4
        
          
        
        8160000.00000000
        PA
        USD
        8514003.65000000
        0.502839593496
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Thruway Authority
        N/A
        NEW YORK ST THRUWAY AUTH
        650009ZV8
        
          
        
        15000000.00000000
        PA
        USD
        15769351.50000000
        0.931342600254
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-01-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vauxmont Metropolitan District
        549300M7XL6MB0OW8D56
        VAUXMONT MET DIST CO
        92242SBE2
        
          
        
        160000.00000000
        PA
        USD
        183720.42000000
        0.010850582770
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2050-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of New York NY
        549300ABYZD2SFD5JB29
        NEW YORK NY
        64966QMP2
        
          
        
        4000000.00000000
        PA
        USD
        4568904.00000000
        0.269840832178
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Triborough Bridge & Tunnel Authority
        54930020ZN4LQF7K3456
        TRIBOROUGH NY BRIDGE & TUNNEL AUTH REVENUES
        89602RED3
        
          
        
        7570000.00000000
        PA
        USD
        7570000.00000000
        0.447086456531
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-01-01
          Floating
          0.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Illinois
        54930048FV8RWPR02D67
        ILLINOIS ST
        452152MR9
        
          
        
        7120000.00000000
        PA
        USD
        7230959.50000000
        0.427062623537
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Illinois Finance Authority
        549300ZG6UBPNNNRN315
        ILLINOIS ST FIN AUTH REVENUE
        45204E6W3
        
          
        
        365000.00000000
        PA
        USD
        409728.05000000
        0.024198660768
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-09-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metropolitan Transportation Authority
        5493000TKYODLXADQD60
        MET TRANSPRTN AUTH NY REVENUE
        59261AJM0
        
          
        
        1210000.00000000
        PA
        USD
        1330788.13000000
        0.078596743650
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-11-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Dormitory Authority
        549300C8XO7EXTX2XU71
        NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
        64990FJ62
        
          
        
        6000000.00000000
        PA
        USD
        6917504.40000000
        0.408549871893
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Port Authority of New York & New Jersey
        54930006MR4KZ4W74Z83
        PORT AUTH OF NEW YORK & NEW JERSEY NY
        73358W3V4
        
          
        
        5210000.00000000
        PA
        USD
        5890495.81000000
        0.347894438428
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2036-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York Transportation Development Corp
        N/A
        NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE
        650116CF1
        
          
        
        2165000.00000000
        PA
        USD
        2357954.11000000
        0.139261472615
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-01-01
          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
        64990FUG7
        
          
        
        1160000.00000000
        PA
        USD
        1194632.84000000
        0.070555371636
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-02-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XJX3
        
          
        
        179430.81000000
        PA
        USD
        183204.49000000
        0.010820111790
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-10-25
          Floating
          3.45700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York Transportation Development Corp
        N/A
        NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE
        650116DR4
        
          
        
        1050000.00000000
        PA
        USD
        1168679.72000000
        0.069022572633
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2036-12-01
          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 FUTURE TAX
        64971QXP3
        
          
        
        8705000.00000000
        PA
        USD
        8875183.62000000
        0.524170990188
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metropolitan Pier & Exposition Authority
        254900I3VDCQ58UGBR15
        MET PIER & EXPOSITION AUTH IL REVENUE
        592250AN4
        
          
        
        5090000.00000000
        PA
        USD
        5129023.50000000
        0.302921656813
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-12-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Build NYC Resource Corp
        549300GROJFKMNLWEK84
        BUILD NYC RESOURCE CORP NY REVENUE
        12008EGG5
        
          
        
        1900000.00000000
        PA
        USD
        2014829.16000000
        0.118996410787
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-11-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Dormitory Authority
        549300C8XO7EXTX2XU71
        NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
        64990FX33
        
          
        
        10000000.00000000
        PA
        USD
        10622502.00000000
        0.627368134567
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2042-03-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        County of Nassau NY
        549300ICRCGQYCPS7T40
        NASSAU CNTY NY
        63165TMJ1
        
          
        
        10190000.00000000
        PA
        USD
        10801759.71000000
        0.637955148354
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-04-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        County of Osceola FL Transportation Revenue
        N/A
        OSCEOLA CNTY FL TRANSPRTN REVENUE
        688031EP4
        
          
        
        110000.00000000
        PA
        USD
        69738.78000000
        0.004118793135
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-10-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SS2CQM6   IRS USD R F  3.29000 IS2CQM6 CCPINFLATIONZERO / Short: SS2CQM6   IRS USD P V 12MUSCPI IS2CQN7 CCPINFLATIONZERO
        000000000
        
          
        
        27050000.00000000
        OU
        Notional Amount
        USD
        -1197113.44000000
        -0.07070187661
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            Inflation based on US CPI Urban Consumers NSA
            2029-01-15
            0.00000000
            USD
            0.00000000
            USD
            27050000.00000000
            USD
            -1197113.44000000
          
        
        
          N
          N
          N
        
      
      
        New York City Health and Hospitals Corp
        N/A
        NEW YORK CITY NY HLTH & HOSP CORP
        649674GR3
        
          
        
        10000000.00000000
        PA
        USD
        10000000.00000000
        0.590602980886
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-02-15
          Floating
          0.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Triborough Bridge & Tunnel Authority
        54930020ZN4LQF7K3456
        TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX
        89602HAV9
        
          
        
        15000000.00000000
        PA
        USD
        16618843.50000000
        0.981513850998
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2050-05-15
          Floating
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        County of Albany NY
        549300GBQON0LOLHN826
        ALBANY CNTY NY
        01212PCR5
        
          
        
        1915000.00000000
        PA
        USD
        1956119.26000000
        0.115528986592
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metropolitan Transportation Authority
        5493000TKYODLXADQD60
        MET TRANSPRTN AUTH NY REVENUE
        59261APZ4
        
          
        
        1685000.00000000
        PA
        USD
        1874664.61000000
        0.110718250682
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-11-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Suffolk Tobacco Asset Securitization Corp
        N/A
        SUFFOLK NY TOBACCO ASSET SECURITIZATION CORP TOBACCO SETTLEM
        864809BS6
        
          
        
        2275000.00000000
        PA
        USD
        2604238.00000000
        0.153807072573
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York City Housing Development Corp
        549300SQWVHKBRF8D702
        NEW YORK CITY NY HSG DEV CORP REVENUE
        64966WCV7
        
          
        
        2000000.00000000
        PA
        USD
        2077316.00000000
        0.122686902184
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Urban Development Corp
        54930039Y2EMGXN6LM88
        NEW YORK ST URBAN DEV CORP REVENUE
        650036DH6
        
          
        
        4650000.00000000
        PA
        USD
        4864720.26000000
        0.287311828673
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2043-03-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Port Authority of New York & New Jersey
        54930006MR4KZ4W74Z83
        PORT AUTH OF NEW YORK & NEW JERSEY NY
        73358WTQ7
        
          
        
        7500000.00000000
        PA
        USD
        7951650.00000000
        0.469626819296
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-09-01
          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
        64971XRN0
        
          
        
        2580000.00000000
        PA
        USD
        2942590.10000000
        0.173790248458
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        County of Monroe NY
        N/A
        MONROE CNTY NY
        61074PQV2
        
          
        
        4325000.00000000
        PA
        USD
        4352946.42000000
        0.257086313129
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Port Authority of New York & New Jersey
        54930006MR4KZ4W74Z83
        PORT AUTH OF NEW YORK & NEW JERSEY NY
        73358XBU5
        
          
        
        2750000.00000000
        PA
        USD
        2875785.28000000
        0.169844735875
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-10-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SS2DHN7   IRS USD R F  1.58900 IS2DHN7 CCPOIS / Short: SS2DHN7   IRS USD P V 00MSOFR IS2DHO8 CCPOIS
        000000000
        
          
        
        27500000.00000000
        OU
        Notional Amount
        USD
        -1649883.20000000
        -0.09744259360
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2036-02-15
            0.00000000
            USD
            0.00000000
            USD
            27500000.00000000
            USD
            -1649883.20000000
          
        
        
          N
          N
          N
        
      
      
        Metropolitan Transportation Authority
        5493000TKYODLXADQD60
        MET TRANSPRTN AUTH NY DEDICATED TAX FUND
        59260XAP3
        
          
        
        11605000.00000000
        PA
        USD
        12480867.65000000
        0.737123763814
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2038-11-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of Sparks NV
        N/A
        SPARKS NV TOURISM IMPT DIST #1 REVENUE
        846562AC0
        
          
        
        580000.00000000
        PA
        USD
        575815.94000000
        0.034007861060
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-06-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Public Finance Authority
        5493004S6D3NA627K012
        PUBLIC FIN AUTH WI REVENUE
        74442PMS1
        
          
        
        275000.00000000
        PA
        USD
        300272.34000000
        0.017734173908
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Triborough Bridge & Tunnel Authority
        54930020ZN4LQF7K3456
        TRIBOROUGH NY BRIDGE & TUNNEL AUTH REVENUES
        89602NZE7
        
          
        
        18000000.00000000
        PA
        USD
        18359310.60000000
        1.084306356738
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-11-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Parish of St James LA
        N/A
        SAINT JAMES PARISH LA REVENUE
        790103AX3
        
          
        
        460000.00000000
        PA
        USD
        543144.22000000
        0.032078259538
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-12-01
          Floating
          6.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Port Authority of New York & New Jersey
        54930006MR4KZ4W74Z83
        PORT AUTH OF NEW YORK & NEW JERSEY NY
        73358W5J9
        
          
        
        3000000.00000000
        PA
        USD
        3443119.50000000
        0.203351664024
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2033-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Washington Health Care Facilities Authority
        549300ZVPWQIL3N5TL85
        WASHINGTON ST HLTH CARE FACS AUTH
        93978HWD3
        
          
        
        1500000.00000000
        PA
        USD
        1706239.95000000
        0.100771040057
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Port Authority of New York & New Jersey
        54930006MR4KZ4W74Z83
        PORT AUTH OF NEW YORK & NEW JERSEY NY
        73358WJ54
        
          
        
        6925000.00000000
        PA
        USD
        7788761.48000000
        0.460006574750
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-10-15
          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
        
          
        
        23260000.00000000
        OU
        Notional Amount
        USD
        5465894.85000000
        0.322817379162
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            Inflation based on US CPI Urban Consumers NSA
            
            2028-01-15
            0.00000000
            USD
            0.00000000
            USD
            23260000.00000000
            USD
            5465894.85000000
          
        
        
          N
          N
          N
        
      
      
        Metropolitan Transportation Authority
        5493000TKYODLXADQD60
        MET TRANSPRTN AUTH NY REVENUE
        59261ANL7
        
          
        
        4020000.00000000
        PA
        USD
        4552333.63000000
        0.268862181186
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-11-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Guam Government Waterworks Authority
        N/A
        GUAM GOVT WTRWKS AUTH WTR & WSTWTR SYS REVENUE
        40065FCW2
        
          
        
        1000000.00000000
        PA
        USD
        1104214.90000000
        0.065215261147
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2030-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Port Authority of New York & New Jersey
        54930006MR4KZ4W74Z83
        PORT AUTH OF NEW YORK & NEW JERSEY NY
        73358WUR3
        
          
        
        3455000.00000000
        PA
        USD
        3613032.05000000
        0.213386749876
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-10-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Dormitory Authority
        549300C8XO7EXTX2XU71
        NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
        649903ZG9
        
          
        
        2345000.00000000
        PA
        USD
        2345000.00000000
        0.138496399017
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2036-11-15
          Floating
          0.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metropolitan Transportation Authority
        5493000TKYODLXADQD60
        MET TRANSPRTN AUTH NY REVENUE
        59261AQB6
        
          
        
        39660000.00000000
        PA
        USD
        43886403.59000000
        2.591944078064
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-11-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jefferson County Industrial Development Agency
        N/A
        JEFFERSON CNTY NY INDL DEV AGY SOL WST DISP REVENUE
        473300AF8
        
          
        
        1250000.00000000
        PA
        USD
        1203541.38000000
        0.071081512664
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-01-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Illinois
        54930048FV8RWPR02D67
        ILLINOIS ST
        452152P88
        
          
        
        5505000.00000000
        PA
        USD
        5860234.90000000
        0.346107220063
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metropolitan Transportation Authority
        5493000TKYODLXADQD60
        MET TRANSPRTN AUTH NY REVENUE
        59261AL96
        
          
        
        2085000.00000000
        PA
        USD
        2044304.97000000
        0.120737260912
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-11-01
          Floating
          0.46400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broome County Local Development Corp
        N/A
        BROOME CNTY NY LOCAL DEV CORP REVENUE
        114731AM4
        
          
        
        2220000.00000000
        PA
        USD
        2091464.00000000
        0.123522487281
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2035-04-01
          Fixed
          3.00000000
          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
        64971WEC0
        
          
        
        7110000.00000000
        PA
        USD
        7491553.17000000
        0.442453363367
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BS29QY9   IRS USD R V 03MLIBOR IS29QZ0 CCPVANILLA / Short: BS29QY9   IRS USD P F  1.11650 IS29QY9 CCPVANILLA
        000000000
        
          
        
        19500000.00000000
        OU
        Notional Amount
        USD
        1384522.90000000
        0.081770335184
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2028-01-15
            0.00000000
            USD
            0.00000000
            USD
            19500000.00000000
            USD
            1384522.90000000
          
        
        
          N
          N
          N
        
      
      
        City of Sparks NV
        N/A
        SPARKS NV TOURISM IMPT DIST #1 REVENUE
        846562AD8
        
          
        
        715000.00000000
        PA
        USD
        694836.86000000
        0.041037272074
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-06-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XAM6
        
          
        
        124458.85000000
        PA
        USD
        124458.69000000
        0.007350567331
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-07-25
          Floating
          3.35700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XCL6
        
          
        
        119626.11000000
        PA
        USD
        124525.21000000
        0.007354496022
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-10-25
          Floating
          5.75700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dutchess County Local Development Corp
        N/A
        DUTCHESS CNTY NY LOCAL DEV CORP REVENUE
        267045NL2
        
          
        
        5070000.00000000
        PA
        USD
        5497486.68000000
        0.324683202059
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2039-07-01
          Fixed
          5.91800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Buffalo & Erie County Industrial Land Development Corp
        N/A
        BUFFALO & ERIE CNTY NY INDL LAND DEV CORP REVENUE
        11943KBM3
        
          
        
        1000000.00000000
        PA
        USD
        1006931.00000000
        0.059469645014
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of New York NY
        549300ABYZD2SFD5JB29
        NEW YORK NY
        64966MJH3
        
          
        
        1260000.00000000
        PA
        USD
        1347356.05000000
        0.079575249944
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        South Carolina Public Service Authority
        EMBXY64GWKA9MZGFUD26
        SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE
        837151YR4
        
          
        
        2125000.00000000
        PA
        USD
        2277337.85000000
        0.134500252269
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2038-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Public Finance Authority
        5493004S6D3NA627K012
        PUBLIC FIN AUTH WI REVENUE
        74442PMP7
        
          
        
        1050000.00000000
        PA
        USD
        1123044.09000000
        0.066327318722
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commonwealth of Puerto Rico
        549300X44HXPLJU48U63
        PUERTO RICO CMWLTH
        74514L3H8
        
          
        
        760000.00000000
        PA
        USD
        847549.42000000
        0.050056521390
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2029-07-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of New York NY
        549300ABYZD2SFD5JB29
        NEW YORK NY
        64966MFY0
        
          
        
        925000.00000000
        PA
        USD
        925000.00000000
        0.054630775732
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2044-08-01
          Floating
          0.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Dormitory Authority
        549300C8XO7EXTX2XU71
        NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
        64990FXN9
        
          
        
        6475000.00000000
        PA
        USD
        6864313.91000000
        0.405408425698
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Illinois
        54930048FV8RWPR02D67
        ILLINOIS ST
        4521522G5
        
          
        
        2910000.00000000
        PA
        USD
        3092655.75000000
        0.182653170480
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chattanooga Health Educational & Housing Facility Board
        N/A
        CHATTANOOGA TN HLTH EDUCTNL &HSG FAC BRD REVENUE
        162410EC4
        
          
        
        1500000.00000000
        PA
        USD
        1715254.35000000
        0.101303433208
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Municipal Electric Authority of Georgia
        JA0WNILDDF2KUPS83B16
        MUNI ELEC AUTH OF GEORGIA
        626207Y24
        
          
        
        905000.00000000
        PA
        USD
        1032808.08000000
        0.060997953073
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-01-01
          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
        64971WGS3
        
          
        
        1655000.00000000
        PA
        USD
        1766619.32000000
        0.104337063648
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of New York NY
        549300ABYZD2SFD5JB29
        NEW YORK NY
        64966HCH1
        
          
        
        300000.00000000
        PA
        USD
        300000.00000000
        0.017718089426
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-09-01
          Floating
          0.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comanche County Hospital Authority
        N/A
        COMANCHE CNTY OK HOSP AUTH REVENUE
        199875HF5
        
          
        
        250000.00000000
        PA
        USD
        251916.80000000
        0.014878281301
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-07-01
          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
        64971WCB4
        
          
        
        6345000.00000000
        PA
        USD
        6735409.75000000
        0.397795307584
        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 REVENUES NON ST SUPPORTED DEBT
        64990BPU1
        
          
        
        2670000.00000000
        PA
        USD
        2696056.26000000
        0.159229886379
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Dormitory Authority
        549300C8XO7EXTX2XU71
        NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
        64990GG30
        
          
        
        3050000.00000000
        PA
        USD
        3431760.57000000
        0.202680802233
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Albany County Airport Authority
        N/A
        ALBANY CNTY NY ARPT AUTH
        012123NF8
        
          
        
        785000.00000000
        PA
        USD
        803060.57000000
        0.047428996647
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-12-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Connecticut
        5493007GRO6CU0IKP741
        CONNECTICUT ST
        20772KEN5
        
          
        
        4025000.00000000
        PA
        USD
        4591792.85000000
        0.271192654482
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-09-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Howard Bend Levee District
        N/A
        HOWARD BEND MO LEVEE DIST
        442499CC1
        
          
        
        120000.00000000
        PA
        USD
        126473.35000000
        0.007469553751
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-03-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Dormitory Authority
        549300C8XO7EXTX2XU71
        NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
        64990CPP0
        
          
        
        1700000.00000000
        PA
        USD
        1824195.71000000
        0.107737542404
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Suffolk County Economic Development Corp
        5493003FN78GO4R0BJ89
        SUFFOLK CNTY NY ECON DEV CORPREVENUE
        86476RDJ0
        
          
        
        1000000.00000000
        PA
        USD
        1102415.60000000
        0.065108993953
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York City Transitional Finance Authority Building Aid Revenue
        N/A
        NEW YORK CITY NY TRANSITIONAL FIN AUTH BLDG AID REVENUE
        64972HTP7
        
          
        
        7390000.00000000
        PA
        USD
        7468887.51000000
        0.441114722731
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Build NYC Resource Corp
        549300GROJFKMNLWEK84
        BUILD NYC RESOURCE CORP NY REVENUE
        12008EJF4
        
          
        
        325000.00000000
        PA
        USD
        325000.00000000
        0.019194596878
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2045-04-01
          Floating
          0.49000000
          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
        64971WPD6
        
          
        
        20000000.00000000
        PA
        USD
        21755076.00000000
        1.284861273501
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metropolitan Transportation Authority
        5493000TKYODLXADQD60
        MET TRANSPRTN AUTH NY REVENUE
        59261AC54
        
          
        
        3230000.00000000
        PA
        USD
        3293498.57000000
        0.194515007298
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-11-15
          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
        64971XQG6
        
          
        
        3065000.00000000
        PA
        USD
        3256618.59000000
        0.192336864686
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2037-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Colorado Health Facilities Authority
        5493002JB6DRFRZPEQ21
        COLORADO ST HLTH FACS AUTH HOSP REVENUE
        19648FJT2
        
          
        
        2750000.00000000
        PA
        USD
        3131536.10000000
        0.184949455541
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2033-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Washington Health Care Facilities Authority
        549300ZVPWQIL3N5TL85
        WASHINGTON ST HLTH CARE FACS AUTH
        93978HVM4
        
          
        
        1020000.00000000
        PA
        USD
        1160243.17000000
        0.068524307475
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Albany County Airport Authority
        N/A
        ALBANY CNTY NY ARPT AUTH
        012123NJ0
        
          
        
        855000.00000000
        PA
        USD
        927414.05000000
        0.054773350244
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-12-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Washington Health Care Facilities Authority
        549300ZVPWQIL3N5TL85
        WASHINGTON ST HLTH CARE FACS AUTH
        93978HWC5
        
          
        
        1500000.00000000
        PA
        USD
        1708110.60000000
        0.100881521204
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2033-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Suffolk Tobacco Asset Securitization Corp
        N/A
        SUFFOLK NY TOBACCO ASSET SECURITIZATION CORP TOBACCO SETTLEM
        864809CC0
        
          
        
        2500000.00000000
        PA
        USD
        2533583.25000000
        0.149634181977
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2050-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York City Transitional Finance Authority Future Tax Secured Revenue
        N/A
        NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE FUTURE TAX
        64971QM42
        
          
        
        11025000.00000000
        PA
        USD
        11238362.42000000
        0.663741034553
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metropolitan Transportation Authority
        5493000TKYODLXADQD60
        MET TRANSPRTN AUTH NY DEDICATED TAX FUND
        59259NS38
        
          
        
        14130000.00000000
        PA
        USD
        14419995.64000000
        0.851649240935
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-11-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SS2DII9   IRS USD R F  3.06350 IS2DII9 CCPINFLATIONZERO / Short: SS2DII9   IRS USD P V 12MUSCPI IS2DIJ0 CCPINFLATIONZERO
        000000000
        
          
        
        5600000.00000000
        OU
        Notional Amount
        USD
        -296224.99000000
        -0.01749513621
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            Inflation Based on US CPI Urban Consumers NSA
            2032-01-15
            0.00000000
            USD
            0.00000000
            USD
            5600000.00000000
            USD
            -296224.99000000
          
        
        
          N
          N
          N
        
      
      
        New York City Transitional Finance Authority Future Tax Secured Revenue
        N/A
        NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE FUTURE TAX
        64971QST1
        
          
        
        5000000.00000000
        PA
        USD
        5009702.50000000
        0.295874522985
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Build NYC Resource Corp
        549300GROJFKMNLWEK84
        BUILD NYC RESOURCE CORP NY REVENUE
        12008ESA5
        
          
        
        800000.00000000
        PA
        USD
        832145.20000000
        0.049146743565
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2041-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Territory of Guam
        N/A
        GUAM GOVT
        40065BCQ4
        
          
        
        270000.00000000
        PA
        USD
        289430.06000000
        0.017093825619
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2031-11-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SS2CQK4   IRS USD R F  3.72000 IS2CQK4 CCPINFLATIONZERO / Short: SS2CQK4   IRS USD P V 12MUSCPI IS2CQL5 CCPINFLATIONZERO
        000000000
        
          
        
        16830000.00000000
        OU
        Notional Amount
        USD
        -680133.46000000
        -0.04016888488
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            Inflation based on US CPI Urban Consumers NSA
            2026-01-15
            0.00000000
            USD
            0.00000000
            USD
            16830000.00000000
            USD
            -680133.46000000
          
        
        
          N
          N
          N
        
      
      
        New Jersey Transportation Trust Fund Authority
        549300YUVD5TEXR6L889
        NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
        6461363J8
        
          
        
        11680000.00000000
        PA
        USD
        12927595.70000000
        0.763507655611
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-06-15
          Fixed
          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
        
          
        
        4375000.00000000
        OU
        Notional Amount
        USD
        849939.08000000
        0.050197655422
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            Inflation based on US CPI Urban Consumers NSA
            
            2030-01-15
            0.00000000
            USD
            0.00000000
            USD
            4375000.00000000
            USD
            849939.08000000
          
        
        
          N
          N
          N
        
      
      
        City of New York NY
        549300ABYZD2SFD5JB29
        NEW YORK NY
        64966QFE5
        
          
        
        4205000.00000000
        PA
        USD
        4926861.00000000
        0.290981879301
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kentucky Economic Development Finance Authority
        N/A
        KENTUCKY ST ECON DEV FIN AUTH
        49126PFY1
        
          
        
        1635000.00000000
        PA
        USD
        1859801.55000000
        0.109840433928
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Housing Finance Agency
        5493000LS7KCDB02O506
        NEW YORK ST HSG FIN AGY
        64986MC78
        
          
        
        700000.00000000
        PA
        USD
        700000.00000000
        0.041342208662
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2035-05-01
          Floating
          0.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Jersey Transportation Trust Fund Authority
        549300YUVD5TEXR6L889
        NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
        646136Z95
        
          
        
        5000000.00000000
        PA
        USD
        5312191.00000000
        0.313739583963
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Town of Cortland IL
        N/A
        CORTLAND IL SPL TAX REVENUE
        22061PAA2
        
          
        
        1307000.00000000
        PA
        USD
        26140.00000000
        0.001543836192
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-03-01
          Fixed
          5.50000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Mission Economic Development Corp
        N/A
        MISSION TX ECON DEV CORP REVENUE
        605156AC2
        
          
        
        4540000.00000000
        PA
        USD
        4771560.88000000
        0.281809807921
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-10-01
          Fixed
          4.62500000
          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
        64971W6V7
        
          
        
        1220000.00000000
        PA
        USD
        1382583.18000000
        0.081655774743
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Dormitory Authority
        549300C8XO7EXTX2XU71
        NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
        64990GUM2
        
          
        
        1000000.00000000
        PA
        USD
        1112553.40000000
        0.065707735443
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BS2DIG7   IRS USD R V 12MUSCPI IS2DIH8 CCPINFLATIONZERO / Short: BS2DIG7   IRS USD P F  4.02750 IS2DIG7 CCPINFLATIONZERO
        000000000
        
          
        
        4070000.00000000
        OU
        Notional Amount
        USD
        148862.45000000
        0.008791860671
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            Inflation based on US CPI Urban Consumers NSA
            
            2025-01-15
            0.00000000
            USD
            0.00000000
            USD
            4070000.00000000
            USD
            148862.45000000
          
        
        
          N
          N
          N
        
      
      
        New York State Urban Development Corp
        54930039Y2EMGXN6LM88
        NEW YORK ST URBAN DEV CORP REVENUE
        650036AH9
        
          
        
        4350000.00000000
        PA
        USD
        4604545.91000000
        0.271945854007
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2038-03-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Michigan Strategic Fund
        N/A
        MICHIGAN ST STRATEGIC FUND LTD OBLG REVENUE
        594698QJ4
        
          
        
        4000000.00000000
        PA
        USD
        4426047.20000000
        0.261403666986
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-12-31
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BS23XF1   IRS USD R V 12MUSCPI IS23XG2 CCPINFLATIONZERO / Short: BS23XF1   IRS USD P F  1.57200 IS23XF1 CCPINFLATIONZERO
        000000000
        
          
        
        4375000.00000000
        OU
        Notional Amount
        USD
        856340.23000000
        0.050575709249
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            Inflation based on US CPI Urban Consumers NSA
            
            2030-01-15
            0.00000000
            USD
            0.00000000
            USD
            4375000.00000000
            USD
            856340.23000000
          
        
        
          N
          N
          N
        
      
      
        County of Osceola FL Transportation Revenue
        N/A
        OSCEOLA CNTY FL TRANSPRTN REVENUE
        688031EM1
        
          
        
        100000.00000000
        PA
        USD
        68510.74000000
        0.004046264726
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-10-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Dormitory Authority
        549300C8XO7EXTX2XU71
        NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
        64990EX85
        
          
        
        4380000.00000000
        PA
        USD
        4522720.11000000
        0.267113197868
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Public Finance Authority
        5493004S6D3NA627K012
        PUBLIC FIN AUTH WI REVENUE
        74442PML6
        
          
        
        260000.00000000
        PA
        USD
        267683.42000000
        0.015809462578
        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
        45204E6R4
        
          
        
        145000.00000000
        PA
        USD
        161473.19000000
        0.009536654734
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-09-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Colorado Health Facilities Authority
        5493002JB6DRFRZPEQ21
        COLORADO ST HLTH FACS AUTH HOSP REVENUE
        19648FKH6
        
          
        
        2000000.00000000
        PA
        USD
        2287005.80000000
        0.135071244278
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Niagara Falls City School District
        N/A
        NIAGARA FALLS NY CITY SCH DIST
        653420MD8
        
          
        
        3660000.00000000
        PA
        USD
        3945784.51000000
        0.233039209354
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Dormitory Authority
        549300C8XO7EXTX2XU71
        NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
        65000BAK4
        
          
        
        1400000.00000000
        PA
        USD
        1543635.66000000
        0.091167582219
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Ohio
        5493005LEB5E170OMX59
        OHIO ST
        677519E97
        
          
        
        3020000.00000000
        PA
        USD
        3020000.00000000
        0.178362100227
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-02-01
          Floating
          0.48000000
          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
        64971XA99
        
          
        
        7770000.00000000
        PA
        USD
        8165091.29000000
        0.482232725508
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York City Municipal Water Finance Authority
        549300Q2EHQ6RJPQKP05
        NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE
        64972GTF1
        
          
        
        6190000.00000000
        PA
        USD
        7081931.34000000
        0.418260975983
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Territory of Guam
        N/A
        GUAM GOVT LTD OBLG REVENUE
        40065HDQ0
        
          
        
        925000.00000000
        PA
        USD
        1013696.22000000
        0.059869200924
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2032-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BS27OG1   IRS USD R V 03MLIBOR IS27OH2 CCPVANILLA / Short: BS27OG1   IRS USD P F  1.86750 IS27OG1 CCPVANILLA
        000000000
        
          
        
        2670000.00000000
        OU
        Notional Amount
        USD
        209352.96000000
        0.012364448223
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2041-02-15
            0.00000000
            USD
            0.00000000
            USD
            2670000.00000000
            USD
            209352.96000000
          
        
        
          N
          N
          N
        
      
      
        Port Authority of New York & New Jersey
        54930006MR4KZ4W74Z83
        PORT AUTH OF NEW YORK & NEW JERSEY NY
        73358XAR3
        
          
        
        2690000.00000000
        PA
        USD
        2815147.41000000
        0.166263445198
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2036-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Washington State Housing Finance Commission
        549300YL1HU59NREG764
        Washington State Housing Finance Commission
        93978TS67
        
          
        
        989407.41000000
        PA
        USD
        55182.42000000
        0.003259090174
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-12-20
          Variable
          0.72400000
          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
        
          
        
        35389.75000000
        OU
        Notional Amount
        USD
        -8618.00000000
        -0.00050898164
        N/A
        DCR
        
        GB
        N
        
        2
        
          
            
              Credit Suisse International
              E58DKGMJYYYJLN8C3868
            
            
              
                CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -4188.62000000
            USD
            35389.75000000
            USD
            -4429.38000000
          
        
        
          N
          N
          N
        
      
      
        Evans-Brant Central School District
        N/A
        EVANS-BRANT NY CENTRL SCH DIST
        299083MV4
        
          
        
        10000000.00000000
        PA
        USD
        10012775.00000000
        0.591357476194
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-06-24
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trust for Cultural Resources of The City of New York/The
        N/A
        NEW YORK CITY NY TRUST FOR CULTURAL RESOURCES
        649717UE3
        
          
        
        7175000.00000000
        PA
        USD
        8084805.07000000
        0.477490997422
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BS2BFX7   IRS USD R V 12MUSCPI IS2BFY8 CCPINFLATIONZERO / Short: BS2BFX7   IRS USD P F  2.78200 IS2BFX7 CCPINFLATIONZERO
        000000000
        
          
        
        6400000.00000000
        OU
        Notional Amount
        USD
        558202.43000000
        0.032967601909
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            Inflation based on US CPI Urban Consumers NSA
            
            2031-01-15
            0.00000000
            USD
            0.00000000
            USD
            6400000.00000000
            USD
            558202.43000000
          
        
        
          N
          N
          N
        
      
      
        Public Finance Authority
        5493004S6D3NA627K012
        PUBLIC FIN AUTH WI REVENUE
        74442PMR3
        
          
        
        900000.00000000
        PA
        USD
        977242.59000000
        0.057716238670
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Dormitory Authority
        549300C8XO7EXTX2XU71
        NEW YORK ST DORM AUTH SALES TAX REVENUE
        64990ADP7
        
          
        
        2215000.00000000
        PA
        USD
        2286164.63000000
        0.135021564527
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York Liberty Development Corp
        N/A
        NEW YORK ST LIBERTY DEV CORP LIBERTY REVENUE
        649519DG7
        
          
        
        22240000.00000000
        PA
        USD
        21373144.85000000
        1.262304305933
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2069-09-15
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Municipal Electric Authority of Georgia
        JA0WNILDDF2KUPS83B16
        MUNI ELEC AUTH OF GEORGIA
        6262072L7
        
          
        
        1185000.00000000
        PA
        USD
        1320427.96000000
        0.077984868922
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2035-01-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Urban Development Corp
        54930039Y2EMGXN6LM88
        NEW YORK ST URBAN DEV CORP SALES TAX REVENUE
        64985TCH2
        
          
        
        4000000.00000000
        PA
        USD
        4680624.00000000
        0.276439048680
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2036-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Troy Capital Resource Corp
        N/A
        TROY NY CAPITAL RESOURCE CORP REVENUE
        897579BP2
        
          
        
        2570000.00000000
        PA
        USD
        3009954.96000000
        0.177768837171
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-09-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Illinois Finance Authority
        549300ZG6UBPNNNRN315
        ILLINOIS ST FIN AUTH REVENUE
        45204E6Y9
        
          
        
        225000.00000000
        PA
        USD
        250363.51000000
        0.014786543531
        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
        
          
        
        240000.00000000
        PA
        USD
        258724.70000000
        0.015280357904
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2041-08-01
          Floating
          5.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York City Municipal Water Finance Authority
        549300Q2EHQ6RJPQKP05
        NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE
        64970KYY7
        
          
        
        3195000.00000000
        PA
        USD
        3195000.00000000
        0.188697652393
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2035-06-15
          Floating
          0.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Build NYC Resource Corp
        549300GROJFKMNLWEK84
        BUILD NYC RESOURCE CORP NY REVENUE
        12008EJF4
        
          
        
        1420000.00000000
        PA
        USD
        1420000.00000000
        0.083865623285
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2045-04-01
          Floating
          0.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Dormitory Authority
        549300C8XO7EXTX2XU71
        NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
        64990FPM0
        
          
        
        9425000.00000000
        PA
        USD
        10969842.33000000
        0.647882157995
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-02-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of New York NY
        549300ABYZD2SFD5JB29
        NEW YORK NY
        64966QRL6
        
          
        
        5000000.00000000
        PA
        USD
        4587614.00000000
        0.270945850355
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-08-01
          Fixed
          1.39600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southeast Alabama Gas Supply District/The
        549300BL04JIB2GJZ178
        S E ALABAMA ST GAS SPLY DIST GAS SPLY REVENUE
        84131TAF9
        
          
        
        10000000.00000000
        PA
        USD
        10263630.00000000
        0.606173047271
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2049-04-01
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Dormitory Authority
        549300C8XO7EXTX2XU71
        NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
        64990FRE6
        
          
        
        11385000.00000000
        PA
        USD
        12017074.71000000
        0.709732014526
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-02-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Housing Finance Agency
        5493000LS7KCDB02O506
        NEW YORK ST HSG FIN AGY REVENUE
        64986UEB9
        
          
        
        3140000.00000000
        PA
        USD
        3140000.00000000
        0.185449335998
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2044-05-01
          Floating
          0.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trust for Cultural Resources of The City of New York/The
        N/A
        NEW YORK CITY NY TRUST FOR CULTURAL RESOURCES
        649717VJ1
        
          
        
        1140000.00000000
        PA
        USD
        1250878.22000000
        0.073877240545
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2033-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BS2BAW1   IRS USD R V 03MLIBOR IS2BAX2 CCPVANILLA / Short: BS2BAW1   IRS USD P F  1.32250 IS2BAW1 CCPVANILLA
        000000000
        
          
        
        8000000.00000000
        OU
        Notional Amount
        USD
        659465.39000000
        0.038948222512
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2031-01-15
            0.00000000
            USD
            0.00000000
            USD
            8000000.00000000
            USD
            659465.39000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BS2D7J3   IRS USD R V 00MSOFR IS2D7K4 CCPOIS / Short: BS2D7J3   IRS USD P F  1.28000 IS2D7J3 CCPOIS
        000000000
        
          
        
        13400000.00000000
        OU
        Notional Amount
        USD
        947443.14000000
        0.055956274270
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2032-04-15
            0.00000000
            USD
            0.00000000
            USD
            13400000.00000000
            USD
            947443.14000000
          
        
        
          N
          N
          N
        
      
      
        Metropolitan Pier & Exposition Authority
        254900I3VDCQ58UGBR15
        MET PIER & EXPOSITION AUTH IL REVENUE
        592250CQ5
        
          
        
        2000000.00000000
        PA
        USD
        2202846.40000000
        0.130100765027
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-12-15
          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 FUTURE TAX
        64971QYD9
        
          
        
        2100000.00000000
        PA
        USD
        2140640.46000000
        0.126426863668
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of New York NY
        549300ABYZD2SFD5JB29
        NEW YORK NY
        64966ME39
        
          
        
        7690000.00000000
        PA
        USD
        8597331.57000000
        0.507760965291
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XSX3
        
          
        
        148977.66000000
        PA
        USD
        151597.04000000
        0.008953366371
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-02-25
          Floating
          3.25700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commonwealth of Puerto Rico
        549300X44HXPLJU48U63
        PUERTO RICO CMWLTH
        74514L3K1
        
          
        
        675000.00000000
        PA
        USD
        658944.59000000
        0.038917463909
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2033-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BS2AIY6   IRS USD R V 03MLIBOR IS2AIZ7 CCPVANILLA / Short: BS2AIY6   IRS USD P F  1.23950 IS2AIY6 CCPVANILLA
        000000000
        
          
        
        19000000.00000000
        OU
        Notional Amount
        USD
        1730964.59000000
        0.102231284666
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2031-01-15
            0.00000000
            USD
            0.00000000
            USD
            19000000.00000000
            USD
            1730964.59000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SS2EQS8   IRS USD R F  3.73500 IS2EQS8 CCPINFLATIONZERO / Short: SS2EQS8   IRS USD P V 12MUSCPI IS2EQT9 CCPINFLATIONZERO
        000000000
        
          
        
        10810000.00000000
        OU
        Notional Amount
        USD
        -54924.96000000
        -0.00324388451
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            Inflation based on US CPI Urban Consumers NSA
            2029-01-15
            0.00000000
            USD
            0.00000000
            USD
            10810000.00000000
            USD
            -54924.96000000
          
        
        
          N
          N
          N
        
      
      
        Broome County Local Development Corp
        N/A
        BROOME CNTY NY LOCAL DEV CORP REVENUE
        114731AN2
        
          
        
        2000000.00000000
        PA
        USD
        1874994.40000000
        0.110737728178
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2036-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Utility Debt Securitization Authority
        N/A
        UTILITY DEBT SECURITIZATION AUTH NY
        91802RAD1
        
          
        
        2800000.00000000
        PA
        USD
        2946336.40000000
        0.174011506053
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chattanooga Health Educational & Housing Facility Board
        N/A
        CHATTANOOGA TN HLTH EDUCTNL &HSG FAC BRD REVENUE
        162410EF7
        
          
        
        1000000.00000000
        PA
        USD
        1137493.30000000
        0.067180693371
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        Long: IS1PBC1   CDS USD R F  3.00000 IS1PBC1 CMBX / Short: IS1PBC1   CDS USD P V 01MEVENT IS1PBD2 CMBX
        000000000
        
          
        
        206599.53000000
        OU
        Notional Amount
        USD
        -50310.43000000
        -0.00297134899
        N/A
        DCR
        
        GB
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            
              
                CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -25108.58000000
            USD
            206599.53000000
            USD
            -25201.85000000
          
        
        
          N
          N
          N
        
      
      
        New Jersey Transportation Trust Fund Authority
        549300YUVD5TEXR6L889
        NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
        6461365F4
        
          
        
        2360000.00000000
        PA
        USD
        2626528.25000000
        0.155123541383
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trust for Cultural Resources of The City of New York/The
        N/A
        NEW YORK CITY NY TRUST FOR CULTURAL RESOURCES
        649717VG7
        
          
        
        1800000.00000000
        PA
        USD
        2159992.44000000
        0.127569797375
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Territory of Guam
        N/A
        GUAM GOVT BUSINESS PRIVILEGE TAX REVENUE
        40065NBW6
        
          
        
        1555000.00000000
        PA
        USD
        1694708.20000000
        0.100089971465
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2025-11-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Niagara Falls City School District
        N/A
        NIAGARA FALLS NY CITY SCH DIST
        653420MC0
        
          
        
        4055000.00000000
        PA
        USD
        4282163.94000000
        0.252905878760
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BS281O1   IRS USD R V 12MUSCPI IS281P2 CCPINFLATIONZERO / Short: BS281O1   IRS USD P F  2.56500 IS281O1 CCPINFLATIONZERO
        000000000
        
          
        
        7130000.00000000
        OU
        Notional Amount
        USD
        691642.37000000
        0.040848604542
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            Inflation based on US CPI Urban Consumers NSA
            
            2025-01-15
            0.00000000
            USD
            0.00000000
            USD
            7130000.00000000
            USD
            691642.37000000
          
        
        
          N
          N
          N
        
      
      
        Puerto Rico Sales Tax Financing Corp Sales Tax Revenue
        N/A
        PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE
        74529JQB4
        
          
        
        1822000.00000000
        PA
        USD
        1707947.36000000
        0.100871880201
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2024-07-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Colorado Health Facilities Authority
        5493002JB6DRFRZPEQ21
        COLORADO ST HLTH FACS AUTH HOSP REVENUE
        19648FJU9
        
          
        
        4000000.00000000
        PA
        USD
        4549973.20000000
        0.268722773487
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York Transportation Development Corp
        N/A
        NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE
        650116CL8
        
          
        
        2355000.00000000
        PA
        USD
        2570503.46000000
        0.151814700585
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-01-01
          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
        64971WGB0
        
          
        
        5000000.00000000
        PA
        USD
        5327807.00000000
        0.314661869578
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Triborough Bridge & Tunnel Authority
        54930020ZN4LQF7K3456
        TRIBOROUGH NY BRIDGE & TUNNEL AUTH REVENUES
        89602RGJ8
        
          
        
        5095893.02000000
        PA
        USD
        5092598.02000000
        0.300770357106
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-01-01
          Floating
          0.56800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Dormitory Authority
        549300C8XO7EXTX2XU71
        NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
        64990EQQ3
        
          
        
        2010000.00000000
        PA
        USD
        2127261.39000000
        0.125636691805
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York City Health and Hospitals Corp
        N/A
        NEW YORK CITY NY HLTH & HOSP CORP
        649674GU6
        
          
        
        2025000.00000000
        PA
        USD
        2025000.00000000
        0.119597103629
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-02-15
          Floating
          0.47000000
          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
        64971WR51
        
          
        
        2150000.00000000
        PA
        USD
        2381146.72000000
        0.140631235076
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Long Island Power Authority
        1R46U5SYJ63KQXF39168
        LONG ISLAND NY PWR AUTH ELEC SYS REVENUE
        542691EL0
        
          
        
        10940000.00000000
        PA
        USD
        11921460.22000000
        0.704084994245
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York City Municipal Water Finance Authority
        549300Q2EHQ6RJPQKP05
        NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE
        64972GXK5
        
          
        
        4495000.00000000
        PA
        USD
        4530819.31000000
        0.267591539034
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Dormitory Authority
        549300C8XO7EXTX2XU71
        NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
        65000BJQ2
        
          
        
        320000.00000000
        PA
        USD
        362302.88000000
        0.021397716091
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Illinois
        54930048FV8RWPR02D67
        ILLINOIS ST
        452152SS1
        
          
        
        7435000.00000000
        PA
        USD
        7813488.34000000
        0.461466950472
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-07-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Illinois
        54930048FV8RWPR02D67
        ILLINOIS ST
        452152ML2
        
          
        
        3370000.00000000
        PA
        USD
        3496050.81000000
        0.206477802971
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Build NYC Resource Corp
        549300GROJFKMNLWEK84
        BUILD NYC RESOURCE CORP NY REVENUE
        12008EGF7
        
          
        
        1750000.00000000
        PA
        USD
        1855717.85000000
        0.109599249389
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Illinois Finance Authority
        549300ZG6UBPNNNRN315
        ILLINOIS ST FIN AUTH REVENUE
        45204E6M5
        
          
        
        130000.00000000
        PA
        USD
        134964.99000000
        0.007971072540
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-09-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Washington Health Care Facilities Authority
        549300ZVPWQIL3N5TL85
        WASHINGTON ST HLTH CARE FACS AUTH
        93978HWB7
        
          
        
        1585000.00000000
        PA
        USD
        1807554.92000000
        0.106754732386
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York City Municipal Water Finance Authority
        549300Q2EHQ6RJPQKP05
        NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE
        64972GEZ3
        
          
        
        3000000.00000000
        PA
        USD
        3191316.30000000
        0.188480091973
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Battery Park City Authority
        549300RF3SFDOWRHVM56
        BATTERY PARK CITY NY AUTH
        07133AHC9
        
          
        
        4325000.00000000
        PA
        USD
        4418876.72000000
        0.260980176300
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TSASC Inc/NY
        N/A
        TSASC INC NY
        898526ER5
        
          
        
        1000000.00000000
        PA
        USD
        1031742.70000000
        0.060935031412
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Dormitory Authority
        549300C8XO7EXTX2XU71
        NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
        65000BJH2
        
          
        
        555000.00000000
        PA
        USD
        583773.09000000
        0.034477812711
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hudson Yards Infrastructure Corp
        549300EE2HJ67TPURL87
        HUDSON YARDS INFRASTRUCTURE CORP NY 2ND INDENTURE REVENUE
        44420RAT7
        
          
        
        5590000.00000000
        PA
        USD
        6259730.63000000
        0.369701556962
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-02-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York City Transitional Finance Authority Building Aid Revenue
        N/A
        NEW YORK CITY NY TRANSITIONAL FIN AUTH BLDG AID REVENUE
        64972HY48
        
          
        
        13135000.00000000
        PA
        USD
        15172694.28000000
        0.896103846984
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Territory of Guam
        N/A
        GUAM GOVT BUSINESS PRIVILEGE TAX REVENUE
        40065NBU0
        
          
        
        1865000.00000000
        PA
        USD
        1951733.13000000
        0.115269940447
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2023-11-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BS2AQZ3   IRS USD R V 03MLIBOR IS2AR05 CCPVANILLA / Short: BS2AQZ3   IRS USD P F  1.24050 IS2AQZ3 CCPVANILLA
        000000000
        
          
        
        15000000.00000000
        OU
        Notional Amount
        USD
        1365326.72000000
        0.080636603071
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2031-01-15
            0.00000000
            USD
            0.00000000
            USD
            15000000.00000000
            USD
            1365326.72000000
          
        
        
          N
          N
          N
        
      
      
        Territory of Guam
        N/A
        GUAM GOVT LTD OBLG REVENUE
        40065HDM9
        
          
        
        620000.00000000
        PA
        USD
        682447.21000000
        0.040305535652
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2029-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Dormitory Authority
        549300C8XO7EXTX2XU71
        NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
        64990GSL7
        
          
        
        1020000.00000000
        PA
        USD
        1305593.47000000
        0.077108739520
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2036-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broome County Local Development Corp
        N/A
        BROOME CNTY NY LOCAL DEV CORP REVENUE
        114731AK8
        
          
        
        1000000.00000000
        PA
        USD
        1160552.30000000
        0.068542564785
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2033-04-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Port Authority of New York & New Jersey
        54930006MR4KZ4W74Z83
        PORT AUTH OF NEW YORK & NEW JERSEY NY
        73358W5K6
        
          
        
        13030000.00000000
        PA
        USD
        14915830.60000000
        0.880933401476
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Dormitory Authority
        549300C8XO7EXTX2XU71
        NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
        64990BFU2
        
          
        
        2040000.00000000
        PA
        USD
        2124514.14000000
        0.125474438401
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nassau County Local Economic Assistance Corp
        549300FCI13UFG0Y6Y37
        NASSAU CNTY NY LOCAL ECON ASSISTANCE CORP REVENUE
        63166LDB4
        
          
        
        4550000.00000000
        PA
        USD
        4833244.78000000
        0.285452877442
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York Liberty Development Corp
        N/A
        NEW YORK ST LIBERTY DEV CORP LIBERTY REVENUE
        649519EL5
        
          
        
        20000000.00000000
        PA
        USD
        18048582.00000000
        1.065954632997
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2042-02-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of New York NY
        549300ABYZD2SFD5JB29
        NEW YORK NY
        64966JSG2
        
          
        
        6855000.00000000
        PA
        USD
        6884720.54000000
        0.406613647349
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Housing Finance Agency
        5493000LS7KCDB02O506
        NEW YORK ST HSG FIN AGY REVENUE
        64986URC3
        
          
        
        1835000.00000000
        PA
        USD
        1835000.00000000
        0.108375646992
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2041-11-01
          Floating
          0.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Puerto Rico Highway & Transportation Authority
        549300J6QBXVWJXB7Y41
        PUERTO RICO HIGHWAY & TRANSPRTN AUTH HIGHWAY REVENUE
        745181D46
        
          
        
        1000000.00000000
        PA
        USD
        1063379.10000000
        0.062803486627
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2031-07-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of New York NY
        549300ABYZD2SFD5JB29
        NEW YORK NY
        64966QHK9
        
          
        
        10315000.00000000
        PA
        USD
        10359721.71000000
        0.611848252308
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Triborough Bridge & Tunnel Authority
        54930020ZN4LQF7K3456
        TRIBOROUGH NY BRIDGE & TUNNEL AUTH REVENUES
        89602NT38
        
          
        
        7525000.00000000
        PA
        USD
        7696256.21000000
        0.454543185929
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-11-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Antonio B Won Pat International Airport Authority
        N/A
        GUAM INTERNATIONAL ARPT AUTH
        40064REH8
        
          
        
        450000.00000000
        PA
        USD
        417867.93000000
        0.024679404507
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2030-10-01
          Fixed
          3.33900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Utility Debt Securitization Authority
        N/A
        UTILITY DEBT SECURITIZATION AUTH NY
        91802RAF6
        
          
        
        1285000.00000000
        PA
        USD
        1352157.96000000
        0.079858852180
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-12-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse International
        E58DKGMJYYYJLN8C3868
        Long: IS1NQY2   CDS USD R F  3.00000 IS1NQY2 CMBX / Short: IS1NQY2   CDS USD P V 01MEVENT IS1NQZ3 CMBX
        000000000
        
          
        
        1100907.75000000
        OU
        Notional Amount
        USD
        -268089.38000000
        -0.01583343869
        N/A
        DCR
        
        GB
        N
        
        2
        
          
            
              Credit Suisse International
              E58DKGMJYYYJLN8C3868
            
            
              
                CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -105232.64000000
            USD
            1100907.75000000
            USD
            -162856.74000000
          
        
        
          N
          N
          N
        
      
      
        Suffolk County Economic Development Corp
        5493003FN78GO4R0BJ89
        SUFFOLK CNTY NY ECON DEV CORPREVENUE
        86476RDH4
        
          
        
        500000.00000000
        PA
        USD
        556979.80000000
        0.032895393017
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broome County Local Development Corp
        N/A
        BROOME CNTY NY LOCAL DEV CORP REVENUE
        114731AP7
        
          
        
        1500000.00000000
        PA
        USD
        1398677.25000000
        0.082606295314
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2037-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Dormitory Authority
        549300C8XO7EXTX2XU71
        NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
        64990CPR6
        
          
        
        1500000.00000000
        PA
        USD
        1681003.20000000
        0.099280550079
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XNX8
        
          
        
        141364.21000000
        PA
        USD
        142060.58000000
        0.008390140201
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-01-25
          Floating
          2.65700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kentucky Economic Development Finance Authority
        N/A
        KENTUCKY ST ECON DEV FIN AUTH
        49126PFX3
        
          
        
        1000000.00000000
        PA
        USD
        1138740.40000000
        0.067254347469
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2033-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commonwealth of Puerto Rico
        549300X44HXPLJU48U63
        PUERTO RICO CMWLTH
        74514L3R6
        
          
        
        2085000.00000000
        PA
        USD
        1204091.46000000
        0.071114000553
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2033-07-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dutchess County Industrial Development Agency
        N/A
        DUTCHESS CNTY NY INDL DEV AGY
        267041GN5
        
          
        
        425000.00000000
        PA
        USD
        425000.00000000
        0.025100626687
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2038-07-01
          Floating
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Public Finance Authority
        5493004S6D3NA627K012
        PUBLIC FIN AUTH WI REVENUE
        74442PMK8
        
          
        
        240000.00000000
        PA
        USD
        242688.91000000
        0.014333279367
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York Transportation Development Corp
        N/A
        NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE
        650116EY8
        
          
        
        2000000.00000000
        PA
        USD
        1928525.40000000
        0.113899284995
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-08-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Dormitory Authority
        549300C8XO7EXTX2XU71
        NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
        65000BJR0
        
          
        
        280000.00000000
        PA
        USD
        319782.96000000
        0.018886476941
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tennergy Corp/TN
        5493008K3JJFBSC4C235
        TENNERGY CORP TN GAS REVENUE
        880397BG8
        
          
        
        4690000.00000000
        PA
        USD
        4989349.57000000
        0.294672472872
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2050-02-01
          Floating
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York Liberty Development Corp
        N/A
        NEW YORK ST LIBERTY DEV CORP LIBERTY REVENUE
        649519DF9
        
          
        
        20000000.00000000
        PA
        USD
        19443320.00000000
        1.148328275033
        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
        
          
        
        1055000.00000000
        PA
        USD
        1208791.25000000
        0.071391571551
        Long
        DBT
        MUN
        US
        
        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
        
          
        
        1300600.00000000
        PA
        USD
        1273740.53000000
        0.075227495389
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York Transportation Development Corp
        N/A
        NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE
        650116AG1
        
          
        
        965000.00000000
        PA
        USD
        985024.04000000
        0.058175813426
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-01-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Port Authority of New York & New Jersey
        54930006MR4KZ4W74Z83
        PORT AUTH OF NEW YORK & NEW JERSEY NY
        73358W5L4
        
          
        
        2260000.00000000
        PA
        USD
        2582571.61000000
        0.152527449121
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2035-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Howard Bend Levee District
        N/A
        HOWARD BEND MO LEVEE DIST
        442499CE7
        
          
        
        275000.00000000
        PA
        USD
        295412.84000000
        0.017447170389
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-03-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commonwealth of Puerto Rico
        549300X44HXPLJU48U63
        PUERTO RICO CMWLTH
        74514L3F2
        
          
        
        665000.00000000
        PA
        USD
        701606.72000000
        0.041437102024
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2025-07-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BS2CZ96   IRS USD R V 12MUSCPI IS2CZA7 CCPINFLATIONZERO / Short: BS2CZ96   IRS USD P F  2.98850 IS2CZ96 CCPINFLATIONZERO
        000000000
        
          
        
        5150000.00000000
        OU
        Notional Amount
        USD
        335116.78000000
        0.019792096921
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            Inflation based on US CPI Urban Consumers NSA
            
            2031-01-15
            0.00000000
            USD
            0.00000000
            USD
            5150000.00000000
            USD
            335116.78000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BS28QJ1   IRS USD R V 03MLIBOR IS28QK2 CCPVANILLA / Short: BS28QJ1   IRS USD P F  1.20800 IS28QJ1 CCPVANILLA
        000000000
        
          
        
        24250000.00000000
        OU
        Notional Amount
        USD
        1597009.65000000
        0.094319865979
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2028-01-15
            0.00000000
            USD
            0.00000000
            USD
            24250000.00000000
            USD
            1597009.65000000
          
        
        
          N
          N
          N
        
      
      
        City of Ashland KY
        N/A
        ASHLAND KY MED CENTER REVENUE
        044293BS6
        
          
        
        210000.00000000
        PA
        USD
        244761.05000000
        0.014455660573
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XCB8
        
          
        
        76530.86000000
        PA
        USD
        80673.83000000
        0.004764620447
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-09-25
          Floating
          6.45700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of New York NY
        549300ABYZD2SFD5JB29
        NEW YORK NY
        64966MJG5
        
          
        
        1075000.00000000
        PA
        USD
        1121886.66000000
        0.066258960561
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Niagara Area Development Corp
        N/A
        NIAGARA NY AREA DEV CORP SOLID WASTE DISP FAC REVENUE
        653542AD2
        
          
        
        3400000.00000000
        PA
        USD
        3425425.54000000
        0.202306653472
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-11-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Jersey Transportation Trust Fund Authority
        549300YUVD5TEXR6L889
        NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
        6461365X5
        
          
        
        2900000.00000000
        PA
        USD
        3227513.53000000
        0.190617911166
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Dormitory Authority
        549300C8XO7EXTX2XU71
        NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
        64990FRD8
        
          
        
        40000.00000000
        PA
        USD
        42282.30000000
        0.002497205241
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-02-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York City Municipal Water Finance Authority
        549300Q2EHQ6RJPQKP05
        NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE
        64972GSL9
        
          
        
        1005000.00000000
        PA
        USD
        1029612.95000000
        0.060809247742
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
      
      
      
    
    
      2022-04-19
      BERNSTEIN SANFORD C FUND INC
      Joseph Mantineo
      Joseph Mantineo
      Treasurer and Chief Financial Officer
Serious News for Serious Traders! Try StreetInsider.com Premium Free!
Create E-mail Alert Related Categories

SEC Filings
Related Entities

Sanford C. Bernstein
Sign up for StreetInsider Free!

Receive full access to all new and archived articles, unlimited portfolio tracking, e-mail alerts, custom newswires and RSS feeds - and more!
Form NPORT-P BERNSTEIN SANFORD C FUND For: Mar 31

You May Also Be Interested In

Create E-mail Alert Related Categories

Related Entities

Sign up for StreetInsider Free!

Free News Feed
