Tax-Aware Overlay B Portfolio

Fund Profile

Fund profile

Tickers

SBTOX, SBTTX

Fund manager

Bernstein Sanford C Fund Inc

Total assets

$646.66 mm

Liabilities

$5.71 mm

Net assets

$640.95 mm

Number of holdings

439.00

Top 200 of 439 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
SPY SPDR S&P 500 ETF Trust	90.58 mm	157.87 k shares	14.13	Common equity	Long	USA
iShares Core MSCI EAFE ETF	50.84 mm	651.39 k shares	7.93	Common equity	Long	USA
U.S. Treasury Notes	13.46 mm	14.01 mm principal	2.10	Debt	Long	USA
NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE	11.30 mm	11.07 mm principal	1.76	Debt	Long	USA
TEXAS ST MUNI GAS ACQUISITION& SPLY CORP IV	6.94 mm	6.37 mm principal	1.08	Debt	Long	USA
MET TRANSPRTN AUTH NY REVENUE	6.88 mm	6.40 mm principal	1.07	Debt	Long	USA
AB Fixed Income Shares, Inc. - Government Money Market Portfolio	6.80 mm	6.80 mm shares	1.06	Short-term investment vehicle	Long	USA
KENTUCKY ST ECON DEV FIN AUTH	6.40 mm	6.20 mm principal	1.00	Debt	Long	USA
SOUTHEAST ENERGY AUTH AL COMMODITY SPLY REVENUE	5.60 mm	5.50 mm principal	0.87	Debt	Long	USA
PATRIOTS ENERGY GROUP FING AGY SC GAS SPLY REVENUE	5.50 mm	5.00 mm principal	0.86	Debt	Long	USA
NATIONAL FIN AUTH NH MUNI CTFS	4.99 mm	4.85 mm principal	0.78	Debt	Long	USA
CALIFORNIA HSG FIN AGY MUNI CTFS	4.90 mm	4.80 mm principal	0.76	Debt	Long	USA
SACRAMENTO CNTY CA WTR FING AUTH REVENUE	4.73 mm	5.13 mm principal	0.74	Debt	Long	USA
CALIFORNIA ST MUNI FIN AUTH SOL WST DISP REVENUE	4.52 mm	4.71 mm principal	0.71	Debt	Long	USA
ALLEGHENY CNTY PA SAN AUTH	4.37 mm	4.37 mm principal	0.68	Debt	Long	USA
NEW YORK ST LIBERTY DEV CORP LIBERTY REVENUE	4.26 mm	4.62 mm principal	0.66	Debt	Long	USA
CALIFORNIA HSG FIN AGY MUNI CTFS	4.26 mm	4.15 mm principal	0.66	Debt	Long	USA
CUYAHOGA CNTY OH HOSP REVENUE	4.16 mm	4.00 mm principal	0.65	Debt	Long	USA
FEDERAL HOME LOAN MTGE CORP MF VARIABLE RATE CTFS	4.15 mm	4.67 mm principal	0.65	Debt	Long	USA
NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE	4.01 mm	4.00 mm principal	0.62	Debt	Long	USA
ILLINOIS ST	3.90 mm	3.81 mm principal	0.61	Debt	Long	USA
SOUTH LYON MI CMNTY SCHS	3.77 mm	3.64 mm principal	0.59	Debt	Long	USA
NORTH BROWARD FL HOSP DIST	3.77 mm	3.59 mm principal	0.59	Debt	Long	USA
TOBACCO SETTLEMENT FING CORP NJ	3.67 mm	3.45 mm principal	0.57	Debt	Long	USA
PENNSYLVANIA ST ECON DEV FING AUTH T/E PRIVATE ACTIVITY REV	3.65 mm	3.30 mm principal	0.57	Debt	Long	USA
Long: IS1QI56 IRS USD R V 12MUSCPI IS1QI67 INFLATIONZERO / Short: IS1QI56 IRS USD P F 2.00900 IS1QI56 INFLATIONZERO	3.62 mm	28.00 mm other units	0.57	Interest rate derivative	N/A	USA
PORT AUTH OF NEW YORK & NEW JERSEY NY	3.62 mm	3.62 mm principal	0.56	Debt	Long	USA
PUERTO RICO INDL TOURIST EDUCTNL MED & ENVRNMNTL CONTROL FAC	3.47 mm	3.49 mm principal	0.54	Debt	Long	USA
SOUTH CAROLINA ST JOBS-ECON DEV AUTH HLTH FACS REVENUE	3.44 mm	3.00 mm principal	0.54	Debt	Long	USA
NEW YORK NY CITY TRANSITIONAL FIN AUTH REV	3.41 mm	3.00 mm principal	0.53	Debt	Long	USA
CONNECTICUT ST HLTH & EDUCTNL FACS AUTH REVENUE	3.38 mm	3.38 mm principal	0.53	Debt	Long	USA
CHESTERFIELD CNTY VA ECON DEV AUTH REVENUE	3.38 mm	3.00 mm principal	0.53	Debt	Long	USA
CALIFORNIA HSG FIN AGY MUNI CTFS	3.38 mm	3.46 mm principal	0.53	Debt	Long	USA
COLORADO ST EDUC LOAN PROGRAM	3.36 mm	3.31 mm principal	0.52	Debt	Long	USA
NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE	3.35 mm	3.35 mm principal	0.52	Debt	Long	USA
NEW YORK CITY NY TRUST FOR CULTURAL RESOURCES	3.29 mm	3.13 mm principal	0.51	Debt	Long	USA
VERMONT ST	3.22 mm	3.14 mm principal	0.50	Debt	Long	USA
NEW YORK NY	3.16 mm	3.39 mm principal	0.49	Debt	Long	USA
iShares Core MSCI Emerging Markets ETF	3.13 mm	54.49 k shares	0.49	Common equity	Long	USA
ALLEGHENY CNTY PA SAN AUTH	3.11 mm	3.11 mm principal	0.49	Debt	Long	USA
NORTH BROWARD FL HOSP DIST	3.09 mm	2.95 mm principal	0.48	Debt	Long	USA
LOS ANGELES CA	3.05 mm	3.00 mm principal	0.48	Debt	Long	USA
UNIV SYS OF MD AUXILIARY FAC & TUITION REVENUE	3.00 mm	2.97 mm principal	0.47	Debt	Long	USA
NEW YORK ST THRUWAY AUTH	2.91 mm	2.81 mm principal	0.45	Debt	Long	USA
Novant Health Inc	2.85 mm	3.53 mm principal	0.44	Debt	Long	USA
CALIFORNIA CMNTY CHOICE FING AUTH CLEAN ENERGY PROJ REVENUE	2.81 mm	2.60 mm principal	0.44	Debt	Long	USA
MEMPHIS TN	2.72 mm	2.44 mm principal	0.42	Debt	Long	USA
PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE	2.70 mm	2.54 mm principal	0.42	Debt	Long	USA
CALIFORNIA CMNTY HSG AGY ESSENTIAL HSG REVENUE	2.69 mm	3.20 mm principal	0.42	Debt	Long	USA
AO38140 ALLIANCE	2.64 mm	28.30 k contracts	0.41	Equity derivative	N/A	USA
DETROIT MI	2.64 mm	2.48 mm principal	0.41	Debt	Long	USA
SAN MATEO CA FOSTER CITY SCH DIST	2.64 mm	2.61 mm principal	0.41	Debt	Long	USA
NEW YORK NY	2.64 mm	2.50 mm principal	0.41	Debt	Long	USA
NEW YORK ST LIBERTY DEV CORP LIBERTY REVENUE	2.61 mm	2.76 mm principal	0.41	Debt	Long	USA
ATLANTA GA ARPT REVENUE	2.56 mm	2.35 mm principal	0.40	Debt	Long	USA
TOBACCO SETTLEMENT FIN AUTH WV ASSET BACKED	2.54 mm	2.60 mm principal	0.40	Debt	Long	USA
TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX	2.52 mm	3.00 mm principal	0.39	Debt	Long	USA
PITTSBURGH PA WTR & SWR AUTH	2.44 mm	2.50 mm principal	0.38	Debt	Long	USA
WAUSAU WI SCH DIST	2.43 mm	2.18 mm principal	0.38	Debt	Long	USA
CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE	2.38 mm	2.75 mm principal	0.37	Debt	Long	USA
CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE	2.34 mm	2.70 mm principal	0.37	Debt	Long	USA
MASSACHUSETTS ST WTR RESOURCES AUTH	2.33 mm	2.00 mm principal	0.36	Debt	Long	USA
MASSACHUSETTS ST WTR RESOURCES AUTH	2.30 mm	2.00 mm principal	0.36	Debt	Long	USA
CHESTERFIELD CNTY VA ECON DEV AUTH REVENUE	2.25 mm	2.00 mm principal	0.35	Debt	Long	USA
UNIV HOSPS & CLINICS AUTH WI	2.24 mm	2.00 mm principal	0.35	Debt	Long	USA
CALIFORNIA ST	2.24 mm	2.00 mm principal	0.35	Debt	Long	USA
CALIFORNIA CMNTY CHOICE FING AUTH CLEAN ENERGY PROJ REVENUE	2.20 mm	2.20 mm principal	0.34	Debt	Long	USA
CALIFORNIA CMNTY CHOICE FING AUTH CLEAN ENERGY PROJ REVENUE	2.16 mm	2.00 mm principal	0.34	Debt	Long	USA
MAIN STREET NATURAL GAS INC GA GAS SUPPLY REVENUE	2.16 mm	2.00 mm principal	0.34	Debt	Long	USA
BRIDGEPORT CT	2.14 mm	2.02 mm principal	0.33	Debt	Long	USA
MICHIGAN ST STRATEGIC FUND LTD OBLG REVENUE	2.11 mm	2.00 mm principal	0.33	Debt	Long	USA
CALIFORNIA ST	2.10 mm	2.09 mm principal	0.33	Debt	Long	USA
CHANDLER AZ INDL DEV AUTH INDL DEV REVENUE	2.06 mm	2.00 mm principal	0.32	Debt	Long	USA
WHITING IN ENVRNMNTL FACS REVENUE	2.05 mm	2.00 mm principal	0.32	Debt	Long	USA
AUSTIN TX	2.04 mm	2.00 mm principal	0.32	Debt	Long	USA
MET WASHINGTON DC ARPTS AUTH ARPT SYS REVENUE	2.03 mm	1.91 mm principal	0.32	Debt	Long	USA
BRIDGEPORT CT	2.01 mm	1.89 mm principal	0.31	Debt	Long	USA
GLENDALE AZ COPS	2.00 mm	2.25 mm principal	0.31	Debt	Long	USA
PENNSYLVANIA ST ECON DEV FING AUTH UPMC REVENUE	2.00 mm	2.00 mm principal	0.31	Debt	Long	USA
BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE	1.97 mm	2.00 mm principal	0.31	Debt	Long	USA
BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE	1.97 mm	2.00 mm principal	0.31	Debt	Long	USA
SPOKANE CNTY WA SCH DIST #81 SPOKANE	1.97 mm	2.00 mm principal	0.31	Debt	Long	USA
NATIONAL FIN AUTH NH MUNI CTFS	1.95 mm	1.95 mm principal	0.30	Debt	Long	USA
NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE	1.93 mm	2.00 mm principal	0.30	Debt	Long	USA
KANSAS ST DEV FIN AUTH REVENUE	1.91 mm	2.00 mm principal	0.30	Debt	Long	USA
MASSACHUSETTS ST PORT AUTH	1.86 mm	1.84 mm principal	0.29	Debt	Long	USA
MET TRANSPRTN AUTH NY REVENUE	1.86 mm	1.74 mm principal	0.29	Debt	Long	USA
S+P500 EMINI FUT DEC24	1.86 mm	249.00 contracts	0.29	Equity derivative	N/A	USA
ILLINOIS ST FIN AUTH REVENUE	1.83 mm	1.73 mm principal	0.29	Debt	Long	USA
CALIFORNIA ST MUNI FIN AUTH REVENUE	1.79 mm	1.70 mm principal	0.28	Debt	Long	USA
TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX	1.78 mm	1.50 mm principal	0.28	Debt	Long	USA
ILLINOIS ST	1.77 mm	1.60 mm principal	0.28	Debt	Long	USA
Long: IS19KK4 IRS USD R V 03MLIBOR IS19KL5 CPILV506025 / Short: IS19KK4 IRS USD P F 2.01500 IS19KK4 CPILV506025	1.76 mm	13.00 mm other units	0.27	Interest rate derivative	N/A	USA
TEXAS ST MUNI GAS ACQUISITION & SPLY CORP I GAS SPLY REVENUE	1.73 mm	1.68 mm principal	0.27	Debt	Long	USA
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH	1.73 mm	1.68 mm principal	0.27	Debt	Long	USA
DENVER CITY & CNTY CO ARPT REVENUE	1.71 mm	1.62 mm principal	0.27	Debt	Long	USA
NATIONAL FIN AUTH NH MUNI CTFS	1.69 mm	1.67 mm principal	0.26	Debt	Long	USA
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH	1.68 mm	1.63 mm principal	0.26	Debt	Long	USA
ILLINOIS ST	1.68 mm	1.50 mm principal	0.26	Debt	Long	USA
CALIFORNIA ST UNIV REVENUE	1.65 mm	2.00 mm principal	0.26	Debt	Long	USA
CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE	1.64 mm	2.00 mm principal	0.26	Debt	Long	USA
LAKEWOOD RANCH FL STEWARDSHIP DIST SPL ASSMNT REVENUE	1.63 mm	1.83 mm principal	0.25	Debt	Long	USA
MET TRANSPRTN AUTH NY REVENUE	1.60 mm	1.54 mm principal	0.25	Debt	Long	USA
NEW YORK CITY NY TRANSITIONAL FIN AUTH BLDG AID REVENUE	1.58 mm	1.46 mm principal	0.25	Debt	Long	USA
LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH	1.56 mm	1.55 mm principal	0.24	Debt	Long	USA
PORT AUTH OF NEW YORK & NEW JERSEY NY	1.56 mm	1.46 mm principal	0.24	Debt	Long	USA
Ochsner LSU Health System of North Louisiana	1.55 mm	2.00 mm principal	0.24	Debt	Long	USA
Long: IS2TTB7 IRS USD R V 12MUSCPI IS2TTC8 INFLATIONZERO / Short: IS2TTB7 IRS USD P F 2.00900 IS2TTB7 INFLATIONZERO	1.55 mm	12.00 mm other units	0.24	Interest rate derivative	N/A	USA
NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE	1.55 mm	1.50 mm principal	0.24	Debt	Long	USA
UNIV OF CALIFORNIA CA REVENUES	1.54 mm	1.50 mm principal	0.24	Debt	Long	USA
FREMONT CA CMNTY FACS DIST #1	1.53 mm	1.51 mm principal	0.24	Debt	Long	USA
STHRN CA PUBLIC PWR AUTH REVENUE	1.52 mm	1.40 mm principal	0.24	Debt	Long	USA
MET PIER & EXPOSITION AUTH IL REVENUE	1.47 mm	1.40 mm principal	0.23	Debt	Long	USA
PUBLIC FIN AUTH WI HOTEL REVENUE	1.47 mm	1.40 mm principal	0.23	Debt	Long	USA
MET TRANSPRTN AUTH NY REVENUE	1.43 mm	1.36 mm principal	0.22	Debt	Long	USA
GUAM GOVT BUSINESS PRIVILEGE TAX REVENUE	1.43 mm	1.41 mm principal	0.22	Debt	Long	USA
BRIDGEPORT CT	1.41 mm	1.34 mm principal	0.22	Debt	Long	USA
NEW JERSEY ST HLTH CARE FACS FING AUTH REVENUE	1.41 mm	1.33 mm principal	0.22	Debt	Long	USA
CORONADO CA CMNTY DEV AGY SUCCESSOR AGY TAX ALLOCATION	1.41 mm	1.39 mm principal	0.22	Debt	Long	USA
PUERTO RICO CMWLTH AQUEDUCT & SWR AUTH REVENUE	1.40 mm	1.33 mm principal	0.22	Debt	Long	USA
MSCI EMGMKT DEC24	1.40 mm	357.00 contracts	0.22	Equity derivative	N/A	USA
Long: IS0XPM4 IRS USD R V 12MLIBOR IS0XPN5 CPILV503714 / Short: IS0XPM4 IRS USD P F 1.81750 IS0XPM4 CPILV503714	1.40 mm	10.00 mm other units	0.22	Interest rate derivative	N/A	USA
Long: BS23XF1 IRS USD R V 12MUSCPI IS23XG2 CCPINFLATIONZERO / Short: BS23XF1 IRS USD P F 1.57200 IS23XF1 CCPINFLATIONZERO	1.37 mm	7.83 mm other units	0.21	Interest rate derivative	N/A	USA
Long: BS2MVV0 IRS USD R V 00MSOFR IS2MVW1 CCPOIS / Short: BS2MVV0 IRS USD P F 3.11950 IS2MVV0 CCPOIS	1.37 mm	53.10 mm other units	0.21	Interest rate derivative	N/A	USA
Long: BS23W54 IRS USD R V 12MUSCPI IS23W65 CCPINFLATIONZERO / Short: BS23W54 IRS USD P F 1.58700 IS23W54 CCPINFLATIONZERO	1.36 mm	7.83 mm other units	0.21	Interest rate derivative	N/A	USA
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH	1.34 mm	1.25 mm principal	0.21	Debt	Long	USA
KENTON CNTY KY ARPT BRD	1.33 mm	1.21 mm principal	0.21	Debt	Long	USA
MET NASHVILLE TN ARPT AUTH ARPT REVENUE	1.30 mm	1.21 mm principal	0.20	Debt	Long	USA
MONTGOMERY CNTY OH HOSP REVENUE	1.28 mm	1.15 mm principal	0.20	Debt	Long	USA
CCO Holdings LLC / CCO Holdings Capital Corp	1.27 mm	1.55 mm principal	0.20	Debt	Long	USA
YUMA AZ INDL DEV AUTH HOSP REVENUE	1.26 mm	1.13 mm principal	0.20	Debt	Long	USA
Long: IS1FYS8 IRS USD R V 12MUSCPI IS1FYT9 INFLATIONZERO / Short: IS1FYS8 IRS USD P F 2.10400 IS1FYS8 INFLATIONZERO	1.26 mm	10.00 mm other units	0.20	Interest rate derivative	N/A	USA
Long: SS2PQG9 IRS USD R F 4.61550 IS2PQG9 CCPOIS / Short: SS2PQG9 IRS USD P V 00MSOFR IS2PQH0 CCPOIS	1.25 mm	18.00 mm other units	0.20	Interest rate derivative	N/A	USA
PUERTO RICO ELEC PWR AUTH PWRREVENUE	1.25 mm	1.24 mm principal	0.19	Debt	Long	USA
TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX	1.24 mm	1.50 mm principal	0.19	Debt	Long	USA
Long: BS2TRV3 IRS USD R V 12MUSCPI IS2TRW4 CCPINFLATIONZERO / Short: BS2TRV3 IRS USD P F 1.23000 BS2TRV3 CCPINFLATIONZERO	1.24 mm	6.60 mm other units	0.19	Interest rate derivative	N/A	USA
PUBLIC FIN AUTH WI REVENUE	1.24 mm	1.21 mm principal	0.19	Debt	Long	USA
TEMPE AZ COPS	1.24 mm	1.48 mm principal	0.19	Debt	Long	USA
DETROIT MI	1.23 mm	1.20 mm principal	0.19	Debt	Long	USA
LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH	1.23 mm	1.20 mm principal	0.19	Debt	Long	USA
TEXAS ST TRANSPRTN COMMISSION CENTRAL TX TURNPIKE SYS REVENU	1.22 mm	1.10 mm principal	0.19	Debt	Long	USA
PUBLIC FIN AUTH WI REVENUE	1.21 mm	1.19 mm principal	0.19	Debt	Long	USA
OHIO ST HGR EDUCTNL FAC COMMISSION HLTHCR REVENUE	1.20 mm	1.11 mm principal	0.19	Debt	Long	USA
CALIFORNIA ST UNIV REVENUE	1.19 mm	1.00 mm principal	0.19	Debt	Long	USA
DIST OF COLUMBIA INCOME TAX SECURED REVENUE	1.19 mm	1.00 mm principal	0.19	Debt	Long	USA
VIRGINIA ST SMALL BUSINESS FING AUTH REVENUE	1.19 mm	1.12 mm principal	0.19	Debt	Long	USA
SOUTHEAST ENERGY AUTH AL COMMODITY SPLY REVENUE	1.19 mm	1.10 mm principal	0.18	Debt	Long	USA
ONONDAGA CNTY NY	1.18 mm	1.15 mm principal	0.18	Debt	Long	USA
HILLSBOROUGH CNTY FLA INDL DEVAUTH HEALTH SYS REVENUE	1.18 mm	1.00 mm principal	0.18	Debt	Long	USA
MICHIGAN ST FIN AUTH REVENUE	1.18 mm	1.18 mm principal	0.18	Debt	Long	USA
NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE	1.16 mm	1.16 mm principal	0.18	Debt	Long	USA
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT	1.16 mm	1.00 mm principal	0.18	Debt	Long	USA
Lendbuzz Securitization Trust 2023-1	1.15 mm	1.13 mm principal	0.18	ABS-other	Long	USA
TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX	1.15 mm	1.00 mm principal	0.18	Debt	Long	USA
LONGVIEW TX INDEP SCH DIST	1.15 mm	1.00 mm principal	0.18	Debt	Long	USA
TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX	1.15 mm	1.00 mm principal	0.18	Debt	Long	USA
MICHIGAN ST STRATEGIC FUND LTD OBLG REVENUE	1.14 mm	1.09 mm principal	0.18	Debt	Long	USA
UNIV OF CALIFORNIA CA REVENUES	1.14 mm	1.00 mm principal	0.18	Debt	Long	USA
NEW YORK NY	1.13 mm	1.06 mm principal	0.18	Debt	Long	USA
IRVING TX HOSP AUTH	1.13 mm	1.10 mm principal	0.18	Debt	Long	USA
LONG ISLAND NY PWR AUTH ELEC SYS REVENUE	1.13 mm	1.00 mm principal	0.18	Debt	Long	USA
PUBLIC FIN AUTH WI REVENUE	1.13 mm	1.12 mm principal	0.18	Debt	Long	USA
Long: BS20V36 IRS USD R V 12MUSCPI IS20V47 CCPINFLATIONZERO / Short: BS20V36 IRS USD P F .73500 IS20V36 CCPINFLATIONZERO	1.13 mm	4.99 mm other units	0.18	Interest rate derivative	N/A	USA
NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE	1.13 mm	1.00 mm principal	0.18	Debt	Long	USA
NEW JERSEY ST ECON DEV AUTH SPL FAC REVENUE	1.13 mm	1.13 mm principal	0.18	Debt	Long	USA
CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE	1.13 mm	1.30 mm principal	0.18	Debt	Long	USA
HILLSBOROUGH CNTY FL AVIATION AUTH	1.12 mm	1.00 mm principal	0.18	Debt	Long	USA
NEW YORK NY	1.12 mm	1.00 mm principal	0.17	Debt	Long	USA
Long: IS2TSX2 IRS USD R V 12MUSCPI IS2TSY3 INFLATIONZERO / Short: IS2TSX2 IRS USD P F 1.81750 IS2TSX2 INFLATIONZERO	1.12 mm	8.00 mm other units	0.17	Interest rate derivative	N/A	USA
NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE	1.12 mm	1.23 mm principal	0.17	Debt	Long	USA
ILLINOIS ST	1.11 mm	1.00 mm principal	0.17	Debt	Long	USA
PASCO CNTY FL HOSP REVENUE	1.11 mm	1.00 mm principal	0.17	Debt	Long	USA
SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE	1.10 mm	1.10 mm principal	0.17	Debt	Long	USA
WASHINGTON CNTY OH HOSP REVENUE	1.10 mm	1.00 mm principal	0.17	Debt	Long	USA
SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE	1.10 mm	1.00 mm principal	0.17	Debt	Long	USA
CALIFORNIA CMNTY CHOICE FING AUTH CLEAN ENERGY PROJ REVENUE	1.10 mm	1.00 mm principal	0.17	Debt	Long	USA
IOWA ST FIN AUTH MIDWSTRN DISASTER AREA REVENUE	1.10 mm	1.00 mm principal	0.17	Debt	Long	USA
MINNEAPOLIS-SAINT PAUL MN MET ARPTS COMMISSION ARPT REVENUE	1.10 mm	1.00 mm principal	0.17	Debt	Long	USA
PHILADELPHIA PA WTR & WSTWTR REVENUE	1.09 mm	1.00 mm principal	0.17	Debt	Long	USA
HTA TRRB-2007N-745190ZS0 ASSURED CUSTODIAL TR	1.09 mm	1.09 mm principal	0.17	Debt	Long	USA
CALIFORNIA CMNTY CHOICE FING AUTH CLEAN ENERGY PROJ REVENUE	1.09 mm	1.00 mm principal	0.17	Debt	Long	USA
FREDDIE MAC STRUCTURED PASS THROUGH CERT	1.09 mm	997.94 k principal	0.17	ABS-mortgage backed security	Long	USA
SOUTHEAST ENERGY AUTH AL COMMODITY SPLY REVENUE	1.08 mm	1.00 mm principal	0.17	Debt	Long	USA
OKLAHOMA ST DEV FIN AUTH HLTHSYS REVENUE	1.07 mm	1.00 mm principal	0.17	Debt	Long	USA
DETROIT MI	1.06 mm	1.00 mm principal	0.17	Debt	Long	USA
NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE	1.06 mm	1.00 mm principal	0.16	Debt	Long	USA
CALIFORNIA PUBLIC FIN AUTH REVENUE	1.05 mm	1.00 mm principal	0.16	Debt	Long	USA
HEMPSTEAD TOWN NY LOCAL DEV CORP EDU REVENUE	1.05 mm	1.00 mm principal	0.16	Debt	Long	USA
CORPUS CHRISTI TX UTILITY SYSREVENUE	1.05 mm	1.03 mm principal	0.16	Debt	Long	USA
PUBLIC FIN AUTH WI EDUCTNL FAC REVENUE	1.05 mm	1.00 mm principal	0.16	Debt	Long	USA
OAKLAND CA UNIF SCH DIST ALAMEDA CNTY	1.05 mm	1.02 mm principal	0.16	Debt	Long	USA
TOBACCO SECURITIZATION AUTH STHRN CA TOBACCO SETTLEMENT REVE	1.04 mm	960.00 k principal	0.16	Debt	Long	USA
WASHINGTON ST HSG FIN COMMISSION	1.04 mm	1.09 mm principal	0.16	Debt	Long	USA
CALIFORNIA ST SCH FIN AUTH CHRT SCH REVENUE	1.04 mm	1.00 mm principal	0.16	Debt	Long	USA
HTA TRRB 2005L-745190UR7 ASSURED CUSTODIAL TRUST	1.04 mm	1.07 mm principal	0.16	Debt	Long	USA
GUAM GOVT HOTEL OCCUPANCY TAX REVENUE	1.04 mm	1.00 mm principal	0.16	Debt	Long	USA
ROSEVILLE CA SPL TAX	1.04 mm	1.00 mm principal	0.16	Debt	Long	USA
WISCONSIN ST HLTH & EDUCTNL FACS AUTH REVENUE	1.03 mm	1.00 mm principal	0.16	Debt	Long	USA
Baylor Scott & White Holdings	1.03 mm	1.08 mm principal	0.16	Debt	Long	USA
NEVADA DEPT OF BUSINESS & INDUSTRY NV REVENUE	1.03 mm	1.00 mm principal	0.16	Debt	Long	USA