Tax-Aware Overlay C Portfolio

Fund Profile

Fund profile

Tickers

SCTTX, SCTOX

Fund manager

Bernstein Sanford C Fund Inc

Total assets

$180.74 mm

Liabilities

$1.27 mm

Net assets

$179.47 mm

Number of holdings

243.00

Top 200 of 243 Holdings

As of Sep 2023

Security	$Holding	Balance	% of Fund	Category	Position	Country
SPY SPDR S&P 500 ETF Trust	19.49 mm	45.59 k shares	10.86	Common equity	Long	USA
AB Fixed Income Shares, Inc. - Government Money Market Portfolio	11.32 mm	11.32 mm shares	6.31	Short-term investment vehicle	Long	USA
iShares Core MSCI Emerging Markets ETF	10.85 mm	227.89 k shares	6.04	Common equity	Long	USA
CALIFORNIA ST INFRASTRUCTURE & ECON DEV BANK REVENUE	4.28 mm	4.31 mm principal	2.38	Debt	Long	USA
LOS ANGELES CA DEPT OF ARPTS ARPT REVENUE	3.67 mm	3.59 mm principal	2.05	Debt	Long	USA
UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE	3.20 mm	3.00 mm principal	1.78	Debt	Long	USA
CALIFORNIA ST STWD CMNTYS DEV AUTH HOSP REVENUE	2.97 mm	2.92 mm principal	1.66	Debt	Long	USA
LOS ANGELES CA DEPT OF ARPTS ARPT REVENUE	2.95 mm	2.89 mm principal	1.64	Debt	Long	USA
CALIFORNIA ST STWD CMNTYS DEV AUTH HOSP REVENUE	2.84 mm	2.79 mm principal	1.58	Debt	Long	USA
CALIFORNIA CMNTY CHOICE FING AUTH CLEAN ENERGY PROJ REVENUE	2.49 mm	2.50 mm principal	1.39	Debt	Long	USA
United States Treasury Note/Bond	2.42 mm	2.67 mm principal	1.35	Debt	Long	USA
SAN JOSE CA ARPT REVENUE	2.37 mm	2.36 mm principal	1.32	Debt	Long	USA
CALIFORNIA HSG FIN AGY MUNI CTFS	2.24 mm	2.55 mm principal	1.25	Debt	Long	USA
TEXAS ST MUNI GAS ACQUISITION & SPLY CORP I GAS SPLY REVENUE	2.18 mm	2.14 mm principal	1.22	Debt	Long	USA
ILLINOIS ST	2.17 mm	2.17 mm principal	1.21	Debt	Long	USA
MICHIGAN ST FIN AUTH REVENUE	2.16 mm	2.17 mm principal	1.21	Debt	Long	USA
CALIFORNIA CMNTY CHOICE FING AUTH CLEAN ENERGY PROJ REVENUE	2.15 mm	2.13 mm principal	1.20	Debt	Long	USA
CORONADO CA CMNTY DEV AGY SUCCESSOR AGY TAX ALLOCATION	2.08 mm	2.04 mm principal	1.16	Debt	Long	USA
CALIFORNIA ST EDUCTNL FACS AUTH REVENUE	2.05 mm	2.00 mm principal	1.14	Debt	Long	USA
CALIFORNIA ST MUNI FIN AUTH SPL FAC REVENUE	2.05 mm	2.14 mm principal	1.14	Debt	Long	USA
MICHIGAN ST STRATEGIC FUND LTD OBLG REVENUE	2.03 mm	2.00 mm principal	1.13	Debt	Long	USA
SACRAMENTO CNTY CA SANTN DISTS FING AUTH REVENUE	2.02 mm	2.00 mm principal	1.12	Debt	Long	USA
CALIFORNIA HSG FIN AGY MUNI CTFS	1.99 mm	2.09 mm principal	1.11	Debt	Long	USA
CALIFORNIA ST INFRASTRUCTURE & ECON DEV BANK REVENUE	1.98 mm	2.00 mm principal	1.10	Debt	Long	USA
SAN JOSE CA ARPT REVENUE	1.96 mm	1.96 mm principal	1.09	Debt	Long	USA
BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE	1.96 mm	2.00 mm principal	1.09	Debt	Long	USA
BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE	1.95 mm	2.00 mm principal	1.09	Debt	Long	USA
STOCKTON CA REDEV AGY SUCCESSOR AGY TAX ALLOCATION	1.93 mm	1.90 mm principal	1.08	Debt	Long	USA
WALNUT CA ENERGY CENTER AUTH REVENUE	1.81 mm	1.80 mm principal	1.01	Debt	Long	USA
CALIFORNIA HSG FIN AGY MUNI CTFS	1.80 mm	1.95 mm principal	1.01	Debt	Long	USA
CALIFORNIA ST HLTH FACS FING AUTH REVENUE	1.77 mm	1.85 mm principal	0.99	Debt	Long	USA
CALIFORNIA ST MUNI FIN AUTH REVENUE	1.74 mm	1.70 mm principal	0.97	Debt	Long	USA
LOS ANGELES CNTY CA CMNTY FACS DIST #2021-01 SPL TAX	1.73 mm	1.80 mm principal	0.96	Debt	Long	USA
FREMONT CA CMNTY FACS DIST #1	1.52 mm	1.51 mm principal	0.85	Debt	Long	USA
CALIFORNIA ST UNIV REVENUE	1.47 mm	2.00 mm principal	0.82	Debt	Long	USA
MET PIER & EXPOSITION AUTH IL REVENUE	1.43 mm	1.40 mm principal	0.80	Debt	Long	USA
UNIV OF CALIFORNIA CA REVENUES	1.42 mm	1.50 mm principal	0.79	Debt	Long	USA
Long: BS2MVV0 IRS USD R V 00MSOFR IS2MVW1 CCPOIS / Short: BS2MVV0 IRS USD P F 3.11950 IS2MVV0 CCPOIS	1.37 mm	14.00 mm other units	0.77	Interest rate derivative	N/A	USA
SAN DIEGO CNTY CA COPS	1.32 mm	1.30 mm principal	0.73	Debt	Long	USA
SAN DIEGO CNTY CA COPS	1.27 mm	1.25 mm principal	0.71	Debt	Long	USA
CALIFORNIA CMNTY CHOICE FING AUTH CLEAN ENERGY PROJ REVENUE	1.26 mm	1.30 mm principal	0.70	Debt	Long	USA
CALIFORNIA CMNTY CHOICE FING AUTH CLEAN ENERGY PROJ REVENUE	1.19 mm	1.20 mm principal	0.66	Debt	Long	USA
SACRAMENTO CNTY CA WTR FING AUTH REVENUE	1.19 mm	1.45 mm principal	0.66	Debt	Long	USA
AL66720 ALLIANCE	1.10 mm	11.30 k contracts	0.62	Equity derivative	N/A	USA
OAKLAND CA UNIF SCH DIST ALAMEDA CNTY	1.05 mm	1.02 mm principal	0.58	Debt	Long	USA
CALIFORNIA ST	1.04 mm	1.00 mm principal	0.58	Debt	Long	USA
CALIFORNIA PUBLIC FIN AUTH REVENUE	1.03 mm	1.00 mm principal	0.58	Debt	Long	USA
CALIFORNIA CMNTY CHOICE FING AUTH CLEAN ENERGY PROJ REVENUE	1.03 mm	1.00 mm principal	0.57	Debt	Long	USA
GUAM PWR AUTH REVENUE	1.03 mm	1.00 mm principal	0.57	Debt	Long	USA
CALIFORNIA ST MUNI FIN AUTH REVENUE	1.02 mm	1.00 mm principal	0.57	Debt	Long	USA
ROSEVILLE CA SPL TAX	1.02 mm	1.00 mm principal	0.57	Debt	Long	USA
CALIFORNIA ST MUNI FIN AUTH REVENUE	1.02 mm	1.00 mm principal	0.57	Debt	Long	USA
TOBACCO SECURITIZATION AUTH STHRN CA TOBACCO SETTLEMENT REVE	1.02 mm	960.00 k principal	0.57	Debt	Long	USA
DETROIT MI	1.01 mm	1.00 mm principal	0.56	Debt	Long	USA
LOS ANGELES CA	1.01 mm	1.00 mm principal	0.56	Debt	Long	USA
KALISPEL TRIBE OF INDIANS PRIORITY DIST WA REVENUE	1.01 mm	990.00 k principal	0.56	Debt	Long	USA
CALIFORNIA CMNTY CHOICE FING AUTH CLEAN ENERGY PROJ REVENUE	1.01 mm	1.00 mm principal	0.56	Debt	Long	USA
WALNUT CA ENERGY CENTER AUTH REVENUE	1.01 mm	1.00 mm principal	0.56	Debt	Long	USA
MET WTR DIST OF STHRN CA WTRWKS REVENUE	996.74 k	1.00 mm principal	0.56	Debt	Long	USA
CALIFORNIA CMNTY CHOICE FING AUTH CLEAN ENERGY PROJ REVENUE	993.12 k	1.00 mm principal	0.55	Debt	Long	USA
MISSION TX ECON DEV CORP REVENUE	966.67 k	1.01 mm principal	0.54	Debt	Long	USA
CALIFORNIA ST HLTH FACS FING AUTH REVENUE	944.97 k	900.00 k principal	0.53	Debt	Long	USA
CALIFORNIA ST SCH FIN AUTH CHRT SCH REVENUE	943.38 k	1.00 mm principal	0.53	Debt	Long	USA
GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT	934.89 k	1.00 mm principal	0.52	Debt	Long	USA
Long: IS19KI2 IRS USD R V 03MLIBOR IS19KJ3 CPILV506024 / Short: IS19KI2 IRS USD P F 1.90000 IS19KI2 CPILV506024	931.50 k	7.00 mm other units	0.52	Interest rate derivative	N/A	USA
RIVER ISLANDS CA PUBLIC FING AUTH SPL TAX	929.02 k	1.00 mm principal	0.52	Debt	Long	USA
GUAM GOVT HOTEL OCCUPANCY TAX REVENUE	928.05 k	1.00 mm principal	0.52	Debt	Long	USA
CALIFORNIA STWD CMNTYS DEV AUTH REVENUE	927.51 k	1.00 mm principal	0.52	Debt	Long	USA
ANAHEIM CA HSG & PUBLIC IMPT AUTH REVENUE	925.76 k	1.15 mm principal	0.52	Debt	Long	USA
RIVER ISLANDS CA PUBLIC FING AUTH SPL TAX	911.29 k	1.00 mm principal	0.51	Debt	Long	USA
Long: IS1QI56 IRS USD R V 12MUSCPI IS1QI67 INFLATIONZERO / Short: IS1QI56 IRS USD P F 2.00900 IS1QI56 INFLATIONZERO	874.40 k	7.00 mm other units	0.49	Interest rate derivative	N/A	USA
Freddie Mac Multifamily ML Certificates	860.52 k	1.24 mm principal	0.48	ABS-mortgage backed security	Long	USA
GUAM GOVT BUSINESS PRIVILEGE TAX REVENUE	827.88 k	840.00 k principal	0.46	Debt	Long	USA
PUERTO RICO CMWLTH	769.62 k	750.00 k principal	0.43	Debt	Long	USA
SAUGUS/HART CA SCH FACS FING AUTH SPL TAX	760.15 k	750.00 k principal	0.42	Debt	Long	USA
CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE	749.01 k	930.00 k principal	0.42	Debt	Long	USA
CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE	737.51 k	1.00 mm principal	0.41	Debt	Long	USA
CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE	714.13 k	950.00 k principal	0.40	Debt	Long	USA
CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE	709.32 k	1.00 mm principal	0.40	Debt	Long	USA
PUERTO RICO INDL TOURIST EDUCTNL MED & ENVRNMNTL CONTROL FAC	696.50 k	995.00 k principal	0.39	Debt	Long	USA
CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE	695.66 k	995.00 k principal	0.39	Debt	Long	USA
CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE	662.98 k	1.00 mm principal	0.37	Debt	Long	USA
Long: BS21YN0 IRS USD R V 12MUSCPI IS21YO1 CCPINFLATIONZERO / Short: BS21YN0 IRS USD P F 1.23000 IS21YN0 CCPINFLATIONZERO	658.14 k	3.70 mm other units	0.37	Interest rate derivative	N/A	USA
Long: IS1FYY4 IRS USD R V 12MUSCPI IS1FYZ5 INFLATIONZERO / Short: IS1FYY4 IRS USD P F 2.15800 IS1FYY4 INFLATIONZERO	654.26 k	5.00 mm other units	0.36	Interest rate derivative	N/A	USA
Long: IS1FYQ6 IRS USD R V 12MUSCPI IS1FYR7 INFLATIONZERO / Short: IS1FYQ6 IRS USD P F 1.99500 IS1FYQ6 INFLATIONZERO	609.74 k	5.00 mm other units	0.34	Interest rate derivative	N/A	USA
DETROIT MI	606.36 k	600.00 k principal	0.34	Debt	Long	USA
PUERTO RICO CMWLTH AQUEDUCT & SWR AUTH REVENUE	598.26 k	600.00 k principal	0.33	Debt	Long	USA
OHIO ST AIR QUALITY DEV AUTH EXEMPT FACS REVENUE	578.08 k	590.00 k principal	0.32	Debt	Long	USA
CALIFORNIA ST SCH FIN AUTH CHRT SCH REVENUE	569.36 k	600.00 k principal	0.32	Debt	Long	USA
Long: IS1ISL8 IRS USD R V 12MUSCPI IS1ISM9 INFLATIONZERO / Short: IS1ISL8 IRS USD P F 2.17000 IS1ISL8 INFLATIONZERO	556.22 k	5.00 mm other units	0.31	Interest rate derivative	N/A	USA
Long: IS0XPM4 IRS USD R V 12MLIBOR IS0XPN5 CPILV503714 / Short: IS0XPM4 IRS USD P F 1.81750 IS0XPM4 CPILV503714	534.12 k	4.00 mm other units	0.30	Interest rate derivative	N/A	USA
NEWPORT MESA CA UNIF SCH DIST	516.20 k	510.00 k principal	0.29	Debt	Long	USA
Long: IS19KK4 IRS USD R V 03MLIBOR IS19KL5 CPILV506025 / Short: IS19KK4 IRS USD P F 2.01500 IS19KK4 CPILV506025	511.63 k	4.00 mm other units	0.29	Interest rate derivative	N/A	USA
LOS ANGELES CA DEPT OF ARPTS ARPT REVENUE	504.74 k	485.00 k principal	0.28	Debt	Long	USA
SAN DIEGO CNTY CA WTR AUTH	503.75 k	500.00 k principal	0.28	Debt	Long	USA
LOS ANGELES CA DEPT OF WTR & PWR REVENUE	496.61 k	455.00 k principal	0.28	Debt	Long	USA
CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE	496.26 k	700.00 k principal	0.28	Debt	Long	USA
CALIFORNIA STWD CMNTYS DEV AUTH REVENUE	495.80 k	500.00 k principal	0.28	Debt	Long	USA
CALIFORNIA ST ENTERPRISE DEV AUTH CHRT SCH REVENUE	479.91 k	540.00 k principal	0.27	Debt	Long	USA
MIDDLE FORK PROJ FIN AUTH CA	463.77 k	450.00 k principal	0.26	Debt	Long	USA
Long: IS1WUB4 IRS USD R V 01MMUNIP IS1WUC5 VANILLA / Short: IS1WUB4 IRS USD P F 1.12500 IS1WUB4 VANILLA	462.40 k	3.82 mm other units	0.26	Interest rate derivative	N/A	USA
CALIFORNIA ST POLL CONTROL FING AUTH WTR FURNISHING REVENUE	461.54 k	450.00 k principal	0.26	Debt	Long	USA
CALIFORNIA CMNTY HSG AGY ESSENTIAL HSG REVENUE	455.93 k	615.00 k principal	0.25	Debt	Long	USA
CALIFORNIA ST SCH FIN AUTH CHRT SCH REVENUE	446.48 k	460.00 k principal	0.25	Debt	Long	USA
GUAM GOVT BUSINESS PRIVILEGE TAX REVENUE	419.97 k	420.00 k principal	0.23	Debt	Long	USA
CALIFORNIA CMNTY HSG AGY ESSENTIAL HSG REVENUE	414.32 k	595.00 k principal	0.23	Debt	Long	USA
LOS ANGELES CA DEPT OF WTR & PWR REVENUE	393.22 k	365.00 k principal	0.22	Debt	Long	USA
SPARKS NV TOURISM IMPT DIST #1 REVENUE	374.55 k	410.00 k principal	0.21	Debt	Long	USA
CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE	374.45 k	500.00 k principal	0.21	Debt	Long	USA
CALIFORNIA ST INFRASTRUCTURE & ECON DEV BANK REVENUE	369.51 k	370.00 k principal	0.21	Debt	Long	USA
CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE	362.34 k	500.00 k 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	359.64 k	3.00 mm other units	0.20	Interest rate derivative	N/A	USA
CALIFORNIA STWD CMNTYS DEV AUTH REVENUE	355.94 k	375.00 k principal	0.20	Debt	Long	USA
GUAM GOVT BUSINESS PRIVILEGE TAX REVENUE	349.15 k	350.00 k principal	0.19	Debt	Long	USA
CALIFORNIA ST UNIV REVENUE	336.19 k	400.00 k principal	0.19	Debt	Long	USA
Long: IS1C8Y3 IRS USD R V 12MUSCPI IS1C8Z4 INFLATIONZERO / Short: IS1C8Y3 IRS USD P F 2.17500 IS1C8Y3 INFLATIONZERO	329.76 k	3.00 mm other units	0.18	Interest rate derivative	N/A	USA
PUERTO RICO CMWLTH	327.10 k	555.00 k principal	0.18	Debt	Long	USA
ROSEVILLE CA SPL TAX	310.20 k	305.00 k principal	0.17	Debt	Long	USA
Long: IS0QGL9 IRS USD R V 12MLIBOR IS0QGM0 CPI SWAP 10212014 05 / Short: IS0QGL9 IRS USD P F 2.31000 IS0QGL9 CPI SWAP 10212014 05	298.87 k	5.00 mm other units	0.17	Interest rate derivative	N/A	USA
CSCDA CMNTY IMPT AUTH CA ESSENTIAL HSG REVENUE	283.50 k	400.00 k principal	0.16	Debt	Long	USA
Long: BS23XF1 IRS USD R V 12MUSCPI IS23XG2 CCPINFLATIONZERO / Short: BS23XF1 IRS USD P F 1.57200 IS23XF1 CCPINFLATIONZERO	264.58 k	1.58 mm other units	0.15	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	262.50 k	1.58 mm other units	0.15	Interest rate derivative	N/A	USA
PUERTO RICO CMWLTH	257.62 k	255.00 k principal	0.14	Debt	Long	USA
PUERTO RICO CMWLTH AQUEDUCT & SWR AUTH REVENUE	244.55 k	250.00 k principal	0.14	Debt	Long	USA
AMERICAN SAMOA AS ECON DEV AUTH GEN REVENUE	243.15 k	235.00 k principal	0.14	Debt	Long	USA
PUBLIC FIN AUTH WI REVENUE	242.56 k	245.00 k principal	0.14	Debt	Long	USA
PUBLIC FIN AUTH WI REVENUE	232.43 k	235.00 k principal	0.13	Debt	Long	USA
GUAM GOVT LTD OBLG REVENUE	225.92 k	225.00 k principal	0.13	Debt	Long	USA
PUBLIC FIN AUTH WI REVENUE	223.03 k	225.00 k principal	0.12	Debt	Long	USA
LOS ANGELES CA DEPT OF ARPTS ARPT REVENUE	220.56 k	215.00 k principal	0.12	Debt	Long	USA
CMFA SPL FIN AGY VIII CA ESSENTIAL HSG REVENUE	215.04 k	280.00 k principal	0.12	Debt	Long	USA
CALIFORNIA ST STWD CMNTYS DEV AUTH CLG HSG REVENUE	211.93 k	215.00 k principal	0.12	Debt	Long	USA
GUAM GOVT LTD OBLG REVENUE	206.05 k	205.00 k principal	0.11	Debt	Long	USA
United States Treasury Note/Bond	198.94 k	200.00 k principal	0.11	Debt	Long	USA
SAN DIEGO ASSN OF GOVTS CA CAPITAL GRANT RECEIPTS REVENUE	196.05 k	220.00 k principal	0.11	Debt	Long	USA
HTA TRRB 2005L-745190UR7 ASSURED CUSTODIAL TRUST	185.43 k	190.00 k principal	0.10	Debt	Long	USA
GUAM INTERNATIONAL ARPT AUTH	175.67 k	200.00 k principal	0.10	Debt	Long	USA
PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE	170.38 k	176.00 k principal	0.09	Debt	Long	USA
AL69127 ALLIANCE	168.09 k	1.42 k contracts	0.09	Equity derivative	N/A	USA
PUERTO RICO CMWLTH HIGHWAY & TRANSPRTN AUTH RESTRUCTURED TOL	145.13 k	225.00 k principal	0.08	Debt	Long	USA
MSCI EMGMKT DEC23	144.79 k	-95.00 contracts	0.08	Equity derivative	N/A	USA
ASHLAND KY MED CENTER REVENUE	141.99 k	140.00 k principal	0.08	Debt	Long	USA
GUAM GOVT LTD OBLG REVENUE	140.79 k	140.00 k principal	0.08	Debt	Long	USA
PUBLIC FIN AUTH WI REVENUE	133.59 k	135.00 k principal	0.07	Debt	Long	USA
PUERTO RICO CMWLTH	116.52 k	130.00 k principal	0.06	Debt	Long	USA
SAINT JAMES PARISH LA REVENUE	116.07 k	110.00 k principal	0.06	Debt	Long	USA
SAINT JAMES PARISH LA REVENUE	105.52 k	100.00 k principal	0.06	Debt	Long	USA
PUERTO RICO CMWLTH	104.43 k	100.00 k principal	0.06	Debt	Long	USA
ASHLAND KY MED CENTER REVENUE	100.76 k	100.00 k principal	0.06	Debt	Long	USA
VAUXMONT MET DIST CO	100.60 k	100.00 k principal	0.06	Debt	Long	USA
HOWARD BEND MO LEVEE DIST	100.50 k	100.00 k principal	0.06	Debt	Long	USA
PUBLIC FIN AUTH WI REVENUE	100.00 k	100.00 k principal	0.06	Debt	Long	USA
PUBLIC FIN AUTH WI REVENUE	98.68 k	100.00 k principal	0.05	Debt	Long	USA
AL73775 ALLIANCE	98.22 k	19.00 k contracts	0.05	Equity derivative	N/A	USA
CAPITAL TRUST AGY FL EDUCTNL FACS LEASE REVENUE	97.72 k	100.00 k principal	0.05	Debt	Long	USA
ILLINOIS ST FIN AUTH REVENUE	97.65 k	100.00 k principal	0.05	Debt	Long	USA
PURCHASED USD / SOLD EUR Morgan Stanley & Co. LLC	96.77 k	1.00 contracts	0.05	DFE	N/A	USA
GUAM INTERNATIONAL ARPT AUTH	95.53 k	120.00 k principal	0.05	Debt	Long	USA
ILLINOIS ST FIN AUTH REVENUE	95.41 k	100.00 k principal	0.05	Debt	Long	USA
Long: BS2AU39 IRS USD R V 12MUSCPI IS2AU40 CCPINFLATIONZERO / Short: BS2AU39 IRS USD P F 2.68000 IS2AU39 CCPINFLATIONZERO	92.36 k	1.18 mm other units	0.05	Interest rate derivative	N/A	USA
PUERTO RICO CMWLTH	90.32 k	93.50 k principal	0.05	Debt	Long	USA
Long: BS2BFX7 IRS USD R V 12MUSCPI IS2BFY8 CCPINFLATIONZERO / Short: BS2BFX7 IRS USD P F 2.78200 IS2BFX7 CCPINFLATIONZERO	89.35 k	1.30 mm other units	0.05	Interest rate derivative	N/A	USA
GUAM GOVT	83.77 k	85.00 k principal	0.05	Debt	Long	USA
OSCEOLA CNTY FL TRANSPRTN REVENUE	67.83 k	100.00 k principal	0.04	Debt	Long	USA
SPI 200 FUTURES DEC23	64.67 k	-20.00 contracts	0.04	Equity derivative	N/A	Australia
Long: IS0QGN1 IRS USD R V 12MLIBOR IS0QGO2 CPI SWAP 10212014 06 / Short: IS0QGN1 IRS USD P F 2.38800 IS0QGN1 CPI SWAP 10212014 06	55.17 k	1.00 mm other units	0.03	Interest rate derivative	N/A	USA
PURCHASED USD / SOLD EUR BNP Paribas SA	53.49 k	1.00 contracts	0.03	DFE	N/A	USA
Long: BS2CZ96 IRS USD R V 12MUSCPI IS2CZA7 CCPINFLATIONZERO / Short: BS2CZ96 IRS USD P F 2.98850 IS2CZ96 CCPINFLATIONZERO	50.62 k	1.03 mm other units	0.03	Interest rate derivative	N/A	USA
PURCHASED USD / SOLD CHF Bank of America N.A.	49.23 k	1.00 contracts	0.03	DFE	N/A	USA
CALIFORNIA HSG FIN AGY MUNI CTFS	48.00 k	975.14 k principal	0.03	Debt	Long	USA
CALIFORNIA ST STWD CMNTYS DEV AUTH CLG HSG REVENUE	40.04 k	40.00 k principal	0.02	Debt	Long	USA
Long: BS249F6 IRS USD R V 12MUSCPI IS249G7 CCPINFLATIONZERO / Short: BS249F6 IRS USD P F 1.71400 IS249F6 CCPINFLATIONZERO	37.30 k	240.00 k other units	0.02	Interest rate derivative	N/A	USA
Long: BS249D4 IRS USD R V 12MUSCPI IS249E5 CCPINFLATIONZERO / Short: BS249D4 IRS USD P F 1.73100 IS249D4 CCPINFLATIONZERO	36.94 k	240.00 k other units	0.02	Interest rate derivative	N/A	USA
AL67682 ALLIANCE	36.88 k	300.00 contracts	0.02	Equity derivative	N/A	USA
Fannie Mae Connecticut Avenue Securities	28.95 k	28.11 k principal	0.02	ABS-mortgage backed security	Long	USA
PURCHASED SEK / SOLD USD Morgan Stanley & Co. LLC	28.29 k	1.00 contracts	0.02	DFE	N/A	Sweden
Long: BS2N2X2 IRS USD R V 12MUSCPI IS2N2Y3 CCP INFLATION ZERO / Short: BS2N2X2 IRS USD P F 3.49300 BS2N2X2 CCP INFLATION ZERO	24.21 k	3.10 mm other units	0.01	Interest rate derivative	N/A	USA
Fannie Mae Connecticut Avenue Securities	22.60 k	22.40 k principal	0.01	ABS-mortgage backed security	Long	USA
PURCHASED NZD / SOLD USD Morgan Stanley & Co. LLC	19.35 k	1.00 contracts	0.01	DFE	N/A	New Zealand
PURCHASED USD / SOLD JPY Bank of America N.A.	17.66 k	1.00 contracts	0.01	DFE	N/A	USA
PURCHASED USD / SOLD CAD Barclays Bank PLC	16.62 k	1.00 contracts	0.01	DFE	N/A	USA
FTSE 100 IDX FUT DEC23	15.23 k	25.00 contracts	0.01	Equity derivative	N/A	UK
PURCHASED USD / SOLD EUR State Street Bank & Trust Co.	5.70 k	1.00 contracts	0.00	DFE	N/A	USA
PURCHASED NOK / SOLD USD Bank of America N.A.	4.47 k	1.00 contracts	0.00	DFE	N/A	Norway
PURCHASED USD / SOLD JPY State Street Bank & Trust Co.	4.44 k	1.00 contracts	0.00	DFE	N/A	USA
PURCHASED SEK / SOLD USD State Street Bank & Trust Co.	3.61 k	1.00 contracts	0.00	DFE	N/A	Sweden
PURCHASED USD / SOLD CAD State Street Bank & Trust Co.	3.52 k	1.00 contracts	0.00	DFE	N/A	USA
PURCHASED USD / SOLD AUD HSBC Bank USA N.A.	3.36 k	1.00 contracts	0.00	DFE	N/A	USA
MSCI SING IX ETS OCT23	3.11 k	10.00 contracts	0.00	Equity derivative	N/A	Singapore
PURCHASED USD / SOLD AUD HSBC Bank USA N.A.	2.87 k	1.00 contracts	0.00	DFE	N/A	USA
PURCHASED USD / SOLD CHF Morgan Stanley & Co. LLC	2.11 k	1.00 contracts	0.00	DFE	N/A	USA
PURCHASED USD / SOLD EUR State Street Bank & Trust Co.	2.10 k	1.00 contracts	0.00	DFE	N/A	USA
PURCHASED NZD / SOLD USD State Street Bank & Trust Co.	1.77 k	1.00 contracts	0.00	DFE	N/A	New Zealand
PURCHASED NZD / SOLD USD State Street Bank & Trust Co.	651.80	1.00 contracts	0.00	DFE	N/A	New Zealand
HANG SENG IDX FUT OCT23	469.24	4.00 contracts	0.00	Equity derivative	N/A	Hong Kong
Long: IS1PDS1 CDS USD R F 3.00000 IS1PDS1 CMBX / Short: IS1PDS1 CDS USD P V 01MEVENT IS1PDT2 CMBX	-562.65	3.91 k other units	-0.00	Credit derivative	N/A	UK
PURCHASED USD / SOLD AUD State Street Bank & Trust Co.	-717.97	1.00 contracts	-0.00	DFE	N/A	USA
PURCHASED USD / SOLD NZD State Street Bank & Trust Co.	-974.70	1.00 contracts	-0.00	DFE	N/A	USA
Long: IS1NCU0 CDS USD R F 3.00000 IS1NCU0 CMBX / Short: IS1NCU0 CDS USD P V 01MEVENT IS1NCV1 CMBX	-1.41 k	9.78 k other units	-0.00	Credit derivative	N/A	UK
Long: IS1NBC5 CDS USD R F 3.00000 IS1NBC5 CMBX / Short: IS1NBC5 CDS USD P V 01MEVENT IS1NBD6 CMBX	-2.60 k	18.08 k other units	-0.00	Credit derivative	N/A	USA