ALLIANCEBE > BERNSTEIN SANFORD C FUND INC
Overlay B Portfolio
$752.81M
Avg Monthly Net Assets
$399.03M
Total Assets
$23.14M
Total Liabilities
$375.89M
Net Assets
Overlay B Portfolio is a Mutual Fund in BERNSTEIN SANFORD C FUND INC
from ALLIANCEBE,
based in New York,
United States of America.
The fund has two share classes
and monthly net assets of $752.81M.
On August 23rd, 2024 it reported 838 holdings, the largest
being United States Treasury (8.1%), iShares Core MSCI EAFE ETF (6.4%) and AB All Market Real Return Portfolio (3.9%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class 1 | C000083498 | SBOOX | |
| Class 2 | C000083499 | SBOTX |
Holdings
From latest NPORT-P, filed August 23rd, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| AB All Market Real Return Portfolio | Long | Equity-common | US | $15M | 2M | 3.91 |
| AB Fixed Income Shares, Inc. - Government Money Market Portfolio (Alliance Bernstein) | Long | Short-term investment vehicle | US | $14M | 14M | 3.76 |
| AB Issuer LLC | Long | ABS-other | US | $996K | – | 0.27 |
| ABN AMRO Bank NV | Long | Debt | NL | $209K | – | 0.06 |
| Adani Transmission Step-One Ltd (ADANI TRANS STEP-ONE LTD) | Long | Debt | IN | $310K | – | 0.08 |
| Aegea Finance Sarl | Long | Debt | LU | $389K | – | 0.10 |
| AES Andes SA | Long | Debt | CL | $200K | – | 0.05 |
| AES Panama Generation Holdings SRL (AES PANAMA GENERATION HL) | Long | Debt | PA | $423K | – | 0.11 |
| Affirm Asset Securitization Trust 2021-Z1 (Affirm Inc) | Long | ABS-other | US | $2K | – | 0.00 |
| Affirm Asset Securitization Trust 2021-Z2 (Affirm Inc) | Long | ABS-other | US | $32K | – | 0.01 |
| Affirm Asset Securitization Trust 2022-X1 (Affirm Inc) | Long | ABS-other | US | $19K | – | 0.01 |
| Affirm Asset Securitization Trust 2024-X1 (Affirm Inc) | Long | ABS-other | US | $111K | – | 0.03 |
| AGL CLO 10 Ltd (AGL CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $330K | – | 0.09 |
| Air Lease Corp | Long | Debt | US | $198K | – | 0.05 |
| Alexander Funding Trust II (ALEXANDER FUND TRUST II) | Long | Debt | US | $112K | – | 0.03 |
| Alibaba Group Holding Ltd | Long | Debt | KY | $329K | – | 0.09 |
| Allegro CLO XI Ltd (Allegro CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $273K | – | 0.07 |
| Ally Bank Auto Credit-Linked Notes Series 2024-A | Long | ABS-other | US | $250K | – | 0.07 |
| Ally Financial Inc | Long | Debt | US | $327K | – | 0.09 |
| Altice France SA | Long | Debt | FR | $238K | – | 0.06 |
| Altria Group Inc | Long | Debt | US | $538K | – | 0.14 |
| Altria Group Inc | Long | Debt | US | $232K | – | 0.06 |
| American Electric Power Co Inc | Long | Debt | US | $188K | – | 0.05 |
| American Express Co | Long | Debt | US | $406K | – | 0.11 |
| American Medical Systems Europe BV (AMERICAN MEDICAL SYST EU) | Long | Debt | NL | $316K | – | 0.08 |
| American Tower Corp | Long | Debt | US | $278K | – | 0.07 |
| American Tower Corp | Long | Debt | US | $183K | – | 0.05 |
| Amur Equipment Finance Receivables XI LLC (AXIS Equipment Finance Receivables LLC) | Long | ABS-other | US | $238K | – | 0.06 |
| Annington Funding PLC | Long | Debt | GB | $179K | – | 0.05 |
| AO29520 ALLIANCE (UBS AG) | Derivative-equity | US | $63K | – | 0.02 | |
| AO30221 ALLIANCE (UBS AG) | Derivative-equity | US | $236K | – | 0.06 | |
| AO31428 ALLIANCE (UBS AG) | Derivative-equity | US | $54K | – | 0.01 | |
| AO31439 ALLIANCE (UBS AG) | Derivative-equity | US | $13K | – | 0.00 | |
| AO32937 ALLIANCE (UBS AG) | Derivative-equity | US | $2M | – | 0.47 | |
| AO32960 ALLIANCE (UBS AG) | Derivative-equity | US | $54K | – | 0.01 | |
| AO33101 ALLIANCE (Goldman Sachs International) | Derivative-equity | US | $15K | – | 0.00 | |
| AO33112 ALLIANCE (Goldman Sachs International) | Derivative-equity | US | $344K | – | 0.09 | |
| AO33703 ALLIANCE (UBS AG) | Derivative-equity | US | $178K | – | 0.05 | |
| APCOA Parking Holdings GmbH | Long | Debt | DE | $335K | – | 0.09 |
| Apple Inc | Long | Debt | US | $337K | – | 0.09 |
| Ashford Hospitality Trust 2018-KEYS | Long | ABS-mortgage backed security | US | $112K | – | 0.03 |
| AT&T Inc | Long | Debt | US | $130K | – | 0.03 |
| AT&T Inc | Long | Debt | US | $57K | – | 0.02 |
| Atalaya Equipment Leasing Trust 21-1 (Atalaya Equipment Leasing Fund I LP) | Long | ABS-other | US | $226K | – | 0.06 |
| Athene Global Funding | Long | Debt | US | $377K | – | 0.10 |
| Athene Global Funding | Long | Debt | US | $43K | – | 0.01 |
| Athene Global Funding | Long | Debt | US | $17K | – | 0.00 |
| Athene Global Funding | Long | Debt | US | $13K | – | 0.00 |
| Athene Global Funding | Long | Debt | US | $2K | – | 0.00 |
| AUST 10Y BOND FUT SEP24 (ASX Clear (Futures)) | Derivative-interest rate | AU | $8K | – | 0.00 | |
| AUST 10Y BOND FUT SEP24 (ASX Clear (Futures)) | Derivative-interest rate | AU | $-7K | – | -0.00 | |
| AUST 3YR BOND FUT SEP24 (ASX Clear (Futures)) | Derivative-interest rate | AU | $8K | – | 0.00 | |
| Auxilior Term Funding 2023-1 LLC (Auxilior Term Funding LLC) | Long | ABS-other | US | $298K | – | 0.08 |
| Aviation Capital Group LLC | Long | Debt | US | $346K | – | 0.09 |
| Aviation Capital Group LLC | Long | Debt | US | $145K | – | 0.04 |
| Aviation Capital Group LLC | Long | Debt | US | $65K | – | 0.02 |
| Aviation Capital Group LLC | Long | Debt | US | $52K | – | 0.01 |
| Aviation Capital Group LLC | Long | Debt | US | $12K | – | 0.00 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $399K | – | 0.11 |
| Ballyrock CLO 17 Ltd (Ballyrock Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.07 |
| BAMLL Commercial Mortgage Securities Trust 2013-WBRK (Banc of America Merrill Lynch Large Loan Inc) | Long | ABS-mortgage backed security | US | $401K | – | 0.11 |
| BAMLL Commercial Mortgage Securities Trust 2017-SCH (Banc of America Merrill Lynch Large Loan Inc) | Long | ABS-mortgage backed security | US | $2M | – | 0.51 |
| Banco Bilbao Vizcaya Argentaria SA | Long | Debt | ES | $654K | – | 0.17 |
| Banco de Credito del Peru S.A. | Long | Debt | PE | $526K | – | 0.14 |
| Banco de Sabadell SA | Long | Debt | ES | $201K | – | 0.05 |
| Banco Santander SA | Long | Debt | ES | $578K | – | 0.15 |
| Banco Santander SA | Long | Debt | ES | $201K | – | 0.05 |
| Banco Santander SA | Long | Debt | ES | $112K | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $357K | – | 0.09 |
| Bank of America Corp. | Long | Debt | US | $354K | – | 0.09 |
| Bank of Ireland Group PLC | Long | Debt | IE | $795K | – | 0.21 |
| Bank of Ireland Group PLC | Long | Debt | IE | $165K | – | 0.04 |
| Bank of Montreal | Long | Debt | CA | $538K | – | 0.14 |
| Bank of Nova Scotia/The | Long | Debt | CA | $529K | – | 0.14 |
| Banque Federative du Credit Mutuel SA (BANQUE FED CRED MUTUEL) | Long | Debt | FR | $317K | – | 0.08 |
| Barclays PLC | Long | Debt | GB | $285K | – | 0.08 |
| Barclays PLC | Long | Debt | GB | $270K | – | 0.07 |
| Barclays PLC | Long | Debt | GB | $133K | – | 0.04 |
| Bayer US Finance LLC | Long | Debt | US | $209K | – | 0.06 |
| BBCMS 2020-BID Mortgage Trust (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.29 |
| Bell Telephone Co of Canada or Bell Canada (BELL CANADA) | Long | Debt | CA | $220K | – | 0.06 |
| Bell Telephone Co of Canada or Bell Canada (BELL CANADA) | Long | Debt | CA | $70K | – | 0.02 |
| Bell Telephone Co of Canada or Bell Canada (BELL CANADA) | Long | Debt | CA | $53K | – | 0.01 |
| Bellemeade Re 2021-2 Ltd (BELLEMEADE RE LT) | Long | ABS-mortgage backed security | US | $878K | – | 0.23 |
| Bellemeade Re 2022-1 Ltd (BELLEMEADE RE LT) | Long | ABS-mortgage backed security | BM | $337K | – | 0.09 |
| Bellemeade Re 2022-2 Ltd (BELLEMEADE RE LT) | Long | ABS-mortgage backed security | US | $1M | – | 0.38 |
| BHG Securitization Trust 2022-A (Bankers Healthcare Group Securitization Trust) | Long | ABS-other | US | $21K | – | 0.01 |
| BHG Securitization Trust 2023-A (Bankers Healthcare Group Securitization Trust) | Long | ABS-other | US | $246K | – | 0.07 |
| BHG Securitization Trust 2023-B (Bankers Healthcare Group Securitization Trust) | Long | ABS-other | US | $84K | – | 0.02 |
| BHP Billiton Finance Ltd | Long | Debt | AU | $241K | – | 0.06 |
| Block Inc | Long | Debt | US | $279K | – | 0.07 |
| BNG Bank NV | Long | Debt | NL | $1M | – | 0.36 |
| BNP Paribas SA | Long | Debt | FR | $467K | – | 0.12 |
| BNP Paribas SA | Long | Debt | FR | $200K | – | 0.05 |
| Boeing Co/The | Long | Debt | US | $167K | – | 0.04 |
| Boeing Co/The | Long | Debt | US | $104K | – | 0.03 |
| Boeing Co/The | Long | Debt | US | $57K | – | 0.02 |
| Boeing Co/The | Long | Debt | US | $55K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $51K | – | 0.01 |
| Booking Holdings Inc | Long | Debt | US | $420K | – | 0.11 |
| Booking Holdings Inc | Long | Debt | US | $238K | – | 0.06 |
| Booking Holdings Inc | Long | Debt | US | $181K | – | 0.05 |
| BP Capital Markets PLC | Long | Debt | GB | $200K | – | 0.05 |
| BP Capital Markets PLC | Long | Debt | GB | $105K | – | 0.03 |
| BPCE SA | Long | Debt | FR | $648K | – | 0.17 |
| BPCE SA | Long | Debt | FR | $296K | – | 0.08 |
| BPCE SFH SA (BPCE SFH - SOCIETE DE FI) | Long | Debt | FR | $296K | – | 0.08 |
| Braskem Netherlands Finance BV | Long | Debt | NL | $182K | – | 0.05 |
| Brazil Notas do Tesouro Nacional Serie F (NOTA DO TESOURO NACIONAL) | Long | Debt | BR | $484K | – | 0.13 |
| Brex Commercial Charge Card Master Trust (Brex Inc) | Long | ABS-other | US | $121K | – | 0.03 |
| Bristol-Myers Squibb Co | Long | Debt | US | $164K | – | 0.04 |
| Bundesrepublik Deutschland Bundesanleihe | Long | Debt | DE | $1M | – | 0.32 |
| Bundesrepublik Deutschland Bundesanleihe | Long | Debt | DE | $800K | – | 0.21 |
| BX Commercial Mortgage Trust 2019-IMC (BX Trust) | Long | ABS-mortgage backed security | US | $420K | – | 0.11 |
| Cadent Finance PLC | Long | Debt | GB | $157K | – | 0.04 |
| CaixaBank SA | Long | Debt | ES | $273K | – | 0.07 |
| CaixaBank SA | Long | Debt | ES | $204K | – | 0.05 |
| Cajun Global LLC | Long | ABS-other | US | $215K | – | 0.06 |
| CALIFORNIA ST EARTHQUAKE AUTH (California Earthquake Authority) | Long | Debt | US | $165K | – | 0.04 |
| CAN 10YR BOND FUT SEP24 (The Montreal Exchange / Bourse De Montreal) | Derivative-interest rate | CA | $-6K | – | -0.00 | |
| CAN 10YR BOND FUT SEP24 (The Montreal Exchange / Bourse De Montreal) | Derivative-interest rate | CA | $-24K | – | -0.01 | |
| CAN 5YR BOND FUT SEP24 (The Montreal Exchange / Bourse De Montreal) | Derivative-interest rate | CA | $21K | – | 0.01 | |
| Canada Housing Trust No 1 | Long | Debt | CA | $320K | – | 0.09 |
| Canada Housing Trust No 1 | Long | Debt | CA | $203K | – | 0.05 |
| Canadian Government Real Return Bond (CANADIAN GOVERNMENT RRB) | Long | Debt | CA | $267K | – | 0.07 |
| Capital One Financial Corp | Long | Debt | US | $161K | – | 0.04 |
| Capital One Financial Corp | Long | Debt | US | $15K | – | 0.00 |
| Cargill Inc | Long | Debt | US | $445K | – | 0.12 |
| Carvana Auto Receivables Trust 2021-N3 | Long | ABS-other | US | $85K | – | 0.02 |
| Carvana Auto Receivables Trust 2021-N4 | Long | ABS-other | US | $113K | – | 0.03 |
| Carvana Auto Receivables Trust 2021-P4 | Long | ABS-other | US | $539K | – | 0.14 |
| Charles Schwab Corp/The | Long | Debt | US | $564K | – | 0.15 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $375K | – | 0.10 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $212K | – | 0.06 |
| CHICAGO PARKING METERS 4.93 30 (Chicago Parking Meters LLC) | Long | Debt | US | $775K | – | 0.21 |
| China Government Bond | Long | Debt | CN | $2M | – | 0.46 |
| Cie de Financement Foncier SA (CIE FINANCEMENT FONCIER) | Long | Debt | FR | $297K | – | 0.08 |
| Citigroup Inc | Long | Debt | US | $551K | – | 0.15 |
| Citigroup Inc | Long | Debt | US | $260K | – | 0.07 |
| Citigroup Inc | Long | Debt | US | $205K | – | 0.05 |
| Citigroup Inc | Long | Debt | US | $31K | – | 0.01 |
| City of Calgary Canada (CALGARY (CITY OF)) | Long | Debt | CA | $51K | – | 0.01 |
| CK Hutchison Group Telecom Finance SA | Long | Debt | LU | $248K | – | 0.07 |
| CMWLTH FING AUTH PA (Commonwealth Financing Authority) | Long | Debt | US | $73K | – | 0.02 |
| CNH Equipment Trust 2022-C | Long | ABS-other | US | $102K | – | 0.03 |
| CNH Industrial Capital LLC (CNH INDUSTRIAL CAP LLC) | Long | Debt | US | $417K | – | 0.11 |
| College Ave Student Loans 2021-C LLC | Long | ABS-other | US | $220K | – | 0.06 |
| Colombia Government International Bonds | Long | Debt | CO | $205K | – | 0.05 |
| Colombian TES (TITULOS DE TESORERIA) | Long | Debt | CO | $1M | – | 0.28 |
| Comision Federal de Electricidad | Long | Debt | MX | $165K | – | 0.04 |
| COMM 2010-C1 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $734K | – | 0.20 |
| CommonSpirit Health | Long | Debt | US | $267K | – | 0.07 |
| Commonwealth Bank of Australia (COMMONWEALTH BANK AUST) | Long | Debt | AU | $540K | – | 0.14 |
| Commonwealth Bank of Australia (COMMONWEALTH BANK AUST) | Long | Debt | AU | $107K | – | 0.03 |
| Continental Resources Inc/OK | Long | Debt | US | $483K | – | 0.13 |
| Continental Resources Inc/OK | Long | Debt | US | $407K | – | 0.11 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $172K | – | 0.05 |
| Corp Nacional del Cobre de Chile (CODELCO INC) | Long | Debt | CL | $304K | – | 0.08 |
| Cox Communications Inc | Long | Debt | US | $79K | – | 0.02 |
| CPS Auto Receivables Trust 2021-C (CPS Auto Trust) | Long | ABS-other | US | $649K | – | 0.17 |
| CPS Auto Receivables Trust 2022-A (CPS Auto Trust) | Long | ABS-other | US | $689K | – | 0.18 |
| Credicorp Capital Sociedad Titulizadora SA | Long | Debt | PE | $192K | – | 0.05 |
| Credit Agricole Home Loan SFH SA | Long | Debt | FR | $498K | – | 0.13 |
| Credit Agricole SA | Long | Debt | FR | $573K | – | 0.15 |
| Crown Castle Inc | Long | Debt | US | $93K | – | 0.02 |
| Crown Castle Inc | Long | Debt | US | $90K | – | 0.02 |
| CU Inc | Long | Debt | CA | $30K | – | 0.01 |
| Cummins Inc | Long | Debt | US | $406K | – | 0.11 |
| CVS Health Corp | Long | Debt | US | $524K | – | 0.14 |
| Delta Air Lines Inc / SkyMiles IP Ltd (DELTA AIR LINES/SKYMILES) | Long | Debt | XX | $549K | – | 0.15 |
| Delta Air Lines Inc / SkyMiles IP Ltd (DELTA AIR LINES/SKYMILES) | Long | Debt | XX | $135K | – | 0.04 |
| Deutsche Bank AG | Long | Debt | DE | $315K | – | 0.08 |
| Deutsche Bank AG | Long | Debt | DE | $111K | – | 0.03 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $451K | – | 0.12 |
| Development Bank of Japan Inc (DEVELOPMENT BK OF JAPAN) | Long | Debt | JP | $344K | – | 0.09 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $254K | – | 0.07 |
| Dexia SA | Long | Debt | FR | $864K | – | 0.23 |
| Dext ABS 2023-1 LLC | Long | ABS-other | US | $549K | – | 0.15 |
| Diamond Issuer LLC | Long | ABS-other | US | $1M | – | 0.27 |
| Digital Dutch Finco BV | Long | Debt | NL | $158K | – | 0.04 |
| Discover Bank | Long | Debt | US | $299K | – | 0.08 |
| Discovery Communications LLC | Long | Debt | US | $23K | – | 0.01 |
| DISH DBS Corp | Long | Debt | US | $307K | – | 0.08 |
| DISH DBS Corp | Long | Debt | US | $133K | – | 0.04 |
| Dominican Republic International Bond | Long | Debt | DO | $296K | – | 0.08 |
| Dominican Republic International Bonds | Long | Debt | DO | $220K | – | 0.06 |
| DT Auto Owner Trust 2023-1 | Long | ABS-other | US | $123K | – | 0.03 |
| DTE Energy Co | Long | Debt | US | $75K | – | 0.02 |
| DTP Commercial Mortgage Trust 2023-STE2 | Long | ABS-mortgage backed security | US | $116K | – | 0.03 |
| Duke Energy Carolinas NC Storm Funding LLC | Long | Debt | US | $417K | – | 0.11 |
| E-MINI RUSS 2000 SEP24 (Chicago Mercantile Exchange) | Derivative-equity | US | $-54K | – | -0.01 | |
| Eagle RE 2021-2 Ltd (Eagle Re Ltd) | Long | ABS-mortgage backed security | BM | $97K | – | 0.03 |
| Ecopetrol SA | Long | Debt | CO | $303K | – | 0.08 |
| Ecopetrol SA | Long | Debt | CO | $48K | – | 0.01 |
| Electricite de France SA | Long | Debt | FR | $218K | – | 0.06 |
| Electricite de France SA | Long | Debt | FR | $59K | – | 0.02 |
| Elevance Health Inc | Long | Debt | US | $74K | – | 0.02 |
| Elmwood CLO 15 Ltd | Long | ABS-collateralized bond/debt obligation | JE | $500K | – | 0.13 |
| Elmwood CLO IX Ltd | Long | ABS-collateralized bond/debt obligation | KY | $453K | – | 0.12 |
| ENA Master Trust | Long | Debt | PA | $782K | – | 0.21 |
| Enbridge Inc | Long | Debt | CA | $146K | – | 0.04 |
| Enbridge Pipelines Inc | Long | Debt | CA | $125K | – | 0.03 |
| Enel Finance International NV (ENEL FINANCE INTL NV) | Long | Debt | NL | $462K | – | 0.12 |
| Energy Transfer LP | Long | Debt | US | $412K | – | 0.11 |
| Engie Energia Chile SA | Long | Debt | CL | $406K | – | 0.11 |
| Engie SA | Long | Debt | FR | $95K | – | 0.03 |
| Entegris Inc | Long | Debt | US | $410K | – | 0.11 |
| ERAC USA Finance LLC | Long | Debt | US | $199K | – | 0.05 |
| Essential Properties LP | Long | Debt | US | $344K | – | 0.09 |
| EURO STOXX 50 SEP24 (Eurex Deutschland) | Derivative-equity | DE | $-57K | – | -0.02 | |
| EURO-BOBL FUTURE SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $2K | – | 0.00 | |
| EURO-BUND FUTURE SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $7K | – | 0.00 | |
| EURO-BUND FUTURE SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $-5K | – | -0.00 | |
| EURO-BUXL 30Y BND SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $2K | – | 0.00 | |
| EURO-SCHATZ FUT SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $-6K | – | -0.00 | |
| European Investment Bank | Long | Debt | XX | $563K | – | 0.15 |
| European Investment Bank | Long | Debt | XX | $411K | – | 0.11 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $1M | – | 0.37 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $882K | – | 0.23 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $635K | – | 0.17 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $446K | – | 0.12 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $415K | – | 0.11 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $393K | – | 0.10 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $282K | – | 0.08 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $270K | – | 0.07 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $237K | – | 0.06 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $190K | – | 0.05 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $135K | – | 0.04 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $123K | – | 0.03 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $122K | – | 0.03 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $114K | – | 0.03 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $95K | – | 0.03 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $81K | – | 0.02 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $81K | – | 0.02 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $59K | – | 0.02 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $32K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.63 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.44 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.28 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $896K | – | 0.24 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $763K | – | 0.20 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $738K | – | 0.20 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $712K | – | 0.19 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $646K | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $575K | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $544K | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $494K | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $456K | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $421K | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $394K | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $374K | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $288K | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $272K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $241K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $201K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $194K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $181K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $178K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $168K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $163K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $106K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $101K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $100K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $74K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $62K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $58K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $53K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $108K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $91K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $52K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $47K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $40K | – | 0.01 |
| Federal Home Loan Banks | Long | Debt | US | $852K | – | 0.23 |
| Federal Home Loan Banks | Long | Debt | US | $268K | – | 0.07 |
| Federation des Caisses Desjardins du Quebec (FED CAISSES DESJARDINS) | Long | Debt | CA | $543K | – | 0.14 |
| FHF Trust 2021-2 | Long | ABS-other | US | $79K | – | 0.02 |
| Finning International Inc (FINNING INTL INC) | Long | Debt | CA | $143K | – | 0.04 |
| Fiserv Inc | Long | Debt | US | $176K | – | 0.05 |
| Flatiron CLO 21 Ltd (Flatiron CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $341K | – | 0.09 |
| FLORIDA ST BRD OF ADMIN FIN CORP REVENUE (State Board of Administration Finance Corp) | Long | Debt | US | $592K | – | 0.16 |
| FLORIDA ST BRD OF ADMIN FIN CORP REVENUE (State Board of Administration Finance Corp) | Long | Debt | US | $190K | – | 0.05 |
| FLORIDA ST BRD OF ADMIN FIN CORP REVENUE (State Board of Administration Finance Corp) | Long | Debt | US | $99K | – | 0.03 |
| Ford Credit Auto Owner Trust 2021-REV1 (Ford Credit Auto Owner Trust/Ford Credit) | Long | ABS-other | US | $765K | – | 0.20 |
| Ford Credit Canada Co/Canada | Long | Debt | CA | $177K | – | 0.05 |
| Ford Motor Co (FORD MOTOR COMPANY) | Long | Debt | US | $753K | – | 0.20 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $430K | – | 0.11 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $323K | – | 0.09 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $288K | – | 0.08 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $134K | – | 0.04 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $104K | – | 0.03 |
| Freddie Mac Multifamily Structured Credit Risk (Multifamily Structured Credit Risk) | Long | ABS-mortgage backed security | US | $88K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $577K | – | 0.15 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $541K | – | 0.14 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $171K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $28K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $235K | – | 0.06 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $143K | – | 0.04 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $115K | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| Freddie Mac STACR Debt Notes 2015-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Freddie Mac STACR Debt Notes 2015-HQA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $60K | – | 0.02 |
| Freddie Mac STACR REMIC Trust 2021-DNA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2021-DNA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $223K | – | 0.06 |
| Freddie Mac STACR REMIC Trust 2021-DNA6 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $19K | – | 0.01 |
| Freddie Mac STACR REMIC Trust 2021-HQA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $430K | – | 0.11 |
| Freddie Mac STACR REMIC Trust 2021-HQA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $420K | – | 0.11 |
| Freddie Mac STACR REMIC Trust 2022-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $739K | – | 0.20 |
| Freddie Mac STACR REMIC Trust 2022-DNA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $249K | – | 0.07 |
| Freddie Mac STACR REMIC Trust 2022-DNA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $922K | – | 0.25 |
| Freddie Mac STACR REMIC Trust 2022-DNA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $835K | – | 0.22 |
| Freddie Mac STACR REMIC Trust 2022-DNA7 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $438K | – | 0.12 |
| Freddie Mac STACR REMIC Trust 2022-HQA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $141K | – | 0.04 |
| Freddie Mac STACR REMIC Trust 2023-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $216K | – | 0.06 |
| French Republic Government Bonds OAT | Long | Debt | FR | $961K | – | 0.26 |
| FTSE 100 IDX FUT SEP24 (ICE Futures Europe - Financial Products Division) | Derivative-equity | GB | $61K | – | 0.02 | |
| GCI Funding I LLC | Long | ABS-other | US | $323K | – | 0.09 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $412K | – | 0.11 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $265K | – | 0.07 |
| General Motors Financial of Canada Ltd (GM FINANCIAL CAD) | Long | Debt | CA | $22K | – | 0.01 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4M | – | 0.95 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.64 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.63 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.39 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.31 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $280K | – | 0.07 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $160K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.41 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $855K | – | 0.23 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $136K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $51K | – | 0.01 |
| Glencore Funding LLC | Long | Debt | US | $411K | – | 0.11 |
| Globo Comunicacao e Participacoes SA (GLOBO COMMUNICACOES PART) | Long | Debt | BR | $556K | – | 0.15 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $333K | – | 0.09 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $150K | – | 0.04 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $171K | – | 0.05 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $38K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $58K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| Great Wolf Trust 2024-WOLF | Long | ABS-mortgage backed security | US | $263K | – | 0.07 |
| Greenko Wind Projects Mauritius Ltd (GREENKO WIND PROJECTS MU) | Long | Debt | MU | $197K | – | 0.05 |
| GS Mortgage Securities Trust 2011-GC5 | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GSF 2021 1 ISSUER LLC | Long | ABS-other | US | $1M | – | 0.27 |
| GSF 2021 1 ISSUER LLC | Long | ABS-other | US | $378K | – | 0.10 |
| GSF 2021 1 ISSUER LLC | Long | ABS-other | US | $36K | – | 0.01 |
| Hardee's Funding LLC (Hardee's Funding LLC and Carls' Jr Funding LLC) | Long | ABS-other | US | $384K | – | 0.10 |
| Hardee's Funding LLC | Long | ABS-other | US | $245K | – | 0.07 |
| Harley-Davidson Financial Services Inc (HARLEY-DAVIDSON FINL SER) | Long | Debt | US | $426K | – | 0.11 |
| Harley-Davidson Financial Services Inc (HARLEY-DAVIDSON FINL SER) | Long | Debt | US | $152K | – | 0.04 |
| Harley-Davidson Financial Services Inc (HARLEY-DAVIDSON FINL SER) | Long | Debt | US | $113K | – | 0.03 |
| Hasbro Inc | Long | Debt | US | $177K | – | 0.05 |
| Hasbro Inc | Long | Debt | US | $112K | – | 0.03 |
| Heathrow Funding Ltd | Long | Debt | JE | $165K | – | 0.04 |
| Hertz Vehicle Financing III LLC (Hertz Vehicle Financing LLC) | Long | ABS-other | US | $367K | – | 0.10 |
| HFX FUNDING ISSUER | Long | ABS-mortgage backed security | US | $1M | – | 0.32 |
| HILT COMMERCIAL MORTGAGE TRUST 2024-ORL (Hilton USA Trust) | Long | ABS-mortgage backed security | US | $176K | – | 0.05 |
| Hilton Domestic Operating Co Inc | Long | Debt | US | $188K | – | 0.05 |
| Hilton Domestic Operating Co Inc | Long | Debt | US | $110K | – | 0.03 |
| HINNT 2024-A LLC (Hin Timeshare Trust) | Long | ABS-other | US | $78K | – | 0.02 |
| HLTN Commercial Mortgage Trust 2024-DPLO | Long | ABS-mortgage backed security | US | $248K | – | 0.07 |
| Honeywell International Inc | Long | Debt | US | $1M | – | 0.29 |
| Hpefs Equipment Trust 2022-3 | Long | ABS-other | US | $61K | – | 0.02 |
| HPEFS Equipment Trust 2023-1 | Long | ABS-other | US | $107K | – | 0.03 |
| HSBC Holdings PLC | Long | Debt | GB | $271K | – | 0.07 |
| HSBC Holdings PLC | Long | Debt | GB | $233K | – | 0.06 |
| Humana Inc | Long | Debt | US | $74K | – | 0.02 |
| Hungary Government Bond | Long | Debt | HU | $96K | – | 0.03 |
| Hunt Oil Co of Peru LLC Sucursal Del Peru | Long | Debt | PE | $216K | – | 0.06 |
| Hyundai Capital America | Long | Debt | US | $483K | – | 0.13 |
| Hyundai Capital America | Long | Debt | US | $257K | – | 0.07 |
| Hyundai Capital America | Long | Debt | US | $89K | – | 0.02 |
| Hyundai Capital America | Long | Debt | US | $70K | – | 0.02 |
| Imperial Brands Finance PLC (IMPERIAL BRANDS FIN PLC) | Long | Debt | GB | $485K | – | 0.13 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $500K | – | 0.13 |
| Indonesia Treasury Bond (INDONESIA GOVERNMENT) | Long | Debt | ID | $2M | – | 0.43 |
| INEOS Quattro Finance 2 Plc | Long | Debt | GB | $163K | – | 0.04 |
| Infor Inc | Long | Debt | US | $217K | – | 0.06 |
| ING Groep NV | Long | Debt | NL | $344K | – | 0.09 |
| Inter-American Development Bank (INTER-AMERICAN DEVEL BK) | Long | Debt | XX | $98K | – | 0.03 |
| International Bank for Reconstruction & Development (INTL BK RECON & DEVELOP) | Long | Debt | XX | $544K | – | 0.14 |
| International Finance Corp (INTL FINANCE CORP) | Long | Debt | XX | $317K | – | 0.08 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $623K | – | 0.17 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $256K | – | 0.07 |
| Inversiones CMPC SA | Long | Debt | CL | $204K | – | 0.05 |
| iShares Core MSCI EAFE ETF | Long | Equity-common | US | $24M | 333K | 6.43 |
| iShares Core MSCI Emerging Markets ETF | Long | Equity-common | US | $11M | 198K | 2.82 |
| Italy Buoni Poliennali Del Tesoro (BUONI POLIENNALI DEL TES) | Long | Debt | IT | $1M | – | 0.28 |
| Italy Buoni Poliennali Del Tesoro | Long | Debt | IT | $667K | – | 0.18 |
| Italy Buoni Poliennali Del Tesoro (BUONI POLIENNALI DEL TES) | Long | Debt | IT | $383K | – | 0.10 |
| Italy Buoni Poliennali Del Tesoro (BUONI POLIENNALI DEL TES) | Long | Debt | IT | $128K | – | 0.03 |
| Japan Finance Organization for Municipalities (JAPAN FIN ORG MUNICIPAL) | Long | Debt | JP | $1M | – | 0.29 |
| Japan Government Five Year Bonds | Long | Debt | JP | $3M | – | 0.80 |
| Japan Government Forty Year Bonds | Long | Debt | JP | $687K | – | 0.18 |
| Japan Government Forty Year Bonds | Long | Debt | JP | $424K | – | 0.11 |
| Japan Government Thirty Year Bond (JAPAN (30 YEAR ISSUE)) | Long | Debt | JP | $1M | – | 0.34 |
| Japan Government Thirty Year Bond (JAPAN (30 YEAR ISSUE)) | Long | Debt | JP | $235K | – | 0.06 |
| Japan Government Thirty Year Bonds | Long | Debt | JP | $432K | – | 0.12 |
| Japan Government Twenty Year Bonds | Long | Debt | JP | $1M | – | 0.34 |
| Japan Government Twenty Year Bonds | Long | Debt | JP | $326K | – | 0.09 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $315K | – | 0.08 |
| JP Morgan Madison Avenue Securities Trust Series 2014-1 (L Street Securities) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| JPMBB Commercial Mortgage Securities Trust 2014-C21 | Long | ABS-mortgage backed security | US | $144K | – | 0.04 |
| JPMBB Commercial Mortgage Securities Trust 2014-C22 | Long | ABS-mortgage backed security | US | $357.34 | – | 0.00 |
| JPMCB/HSBC BANK REVERSE REPO (HSBC Securities USA, Inc.) | Short | Repurchase agreement | US | $-514K | – | -0.14 |
| JPMorgan Chase & Co | Long | Debt | US | $360K | – | 0.10 |
| JPMorgan Chase & Co | Long | Debt | US | $335K | – | 0.09 |
| JPMorgan Chase & Co | Long | Debt | US | $239K | – | 0.06 |
| JPMorgan Chase & Co | Long | Debt | US | $95K | – | 0.03 |
| JPN 10Y BOND(OSE) SEP24 (Osaka Exchange) | Derivative-interest rate | JP | $16K | – | 0.00 | |
| KBC Group NV | Long | Debt | BE | $208K | – | 0.06 |
| Kingdom of Belgium Government Bond (BELGIUM KINGDOM) | Long | Debt | BE | $120K | – | 0.03 |
| Kingdom of Belgium Government Bonds | Long | Debt | BE | $385K | – | 0.10 |
| Kings Park CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.07 |
| Korea Housing Finance Corp | Long | Debt | KR | $516K | – | 0.14 |
| Korea Treasury Bond | Long | Debt | KR | $1M | – | 0.35 |
| Kreditanstalt fuer Wiederaufbau (KFW) | Long | Debt | DE | $1M | – | 0.35 |
| Kubota Credit Owner Trust 2023-1 | Long | ABS-other | US | $391K | – | 0.10 |
| LAD Auto Receivables Trust 2021-1 | Long | ABS-other | US | $25K | – | 0.01 |
| Las Vegas Sands Corp | Long | Debt | US | $257K | – | 0.07 |
| Las Vegas Sands Corp | Long | Debt | US | $29K | – | 0.01 |
| LB-UBS Commercial Mortgage Trust 2006-C6 | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| Lear Corp | Long | Debt | US | $39K | – | 0.01 |
| Lendbuzz Securitization Trust 2023-1 | Long | ABS-other | US | $1M | – | 0.31 |
| Leviathan Bond Ltd | Long | Debt | IL | $98K | – | 0.03 |
| Lima Metro Line 2 Finance Ltd (LIMA METRO LINE 2 FIN LT) | Long | Debt | KY | $326K | – | 0.09 |
| LKQ Dutch Bond BV | Long | Debt | NL | $320K | – | 0.09 |
| Lloyds Banking Group PLC | Long | Debt | GB | $650K | – | 0.17 |
| Loblaw Cos Ltd | Long | Debt | CA | $185K | – | 0.05 |
| Loblaw Cos Ltd (LOBLAW COMPANIES LIMITED) | Long | Debt | CA | $88K | – | 0.02 |
| LONG GILT FUTURE SEP24 (ICE Futures Europe - Financial Products Division) | Derivative-interest rate | GB | $6K | – | 0.00 | |
| Long: BS1ZZM9 IRS USD R V 12MUSCPI IS1ZZN0 CCPINFLATIONZERO / Short: BS1ZZM9 IRS USD P F 1.58900 IS1ZZM9 CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $2M | – | 0.65 | |
| Long: BS20363 IRS USD R V 12MUSCPI IS20374 CCPINFLATIONZERO / Short: BS20363 IRS USD P F 1.52700 IS20363 CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $3M | – | 0.68 | |
| Long: BS2GTS5 IRS USD R V 12MUSCPI IS2GTT6 CCPINFLATIONZERO / Short: BS2GTS5 IRS USD P F 2.77750 IS2GTS5 CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $101K | – | 0.03 | |
| Long: BS2GTU7 IRS USD R V 12MUSCPI IS2GTV8 CCPINFLATIONZERO / Short: BS2GTU7 IRS USD P F 2.77000 IS2GTU7 CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $103K | – | 0.03 | |
| Long: BS2LCD6 IRS USD R V 00MSOFR IS2LCE7 CCPOIS / Short: BS2LCD6 IRS USD P F 1.88500 IS2LCD6 CCPOIS (Chicago Mercantile Exchange) | Derivative-interest rate | US | $612K | – | 0.16 | |
| Long: BS2LCF8 IRS USD R V 00MSOFR IS2LCG9 CCPOIS / Short: BS2LCF8 IRS USD P F 1.30000 IS2LCF8 CCPOIS (Chicago Mercantile Exchange) | Derivative-interest rate | US | $217K | – | 0.06 | |
| Long: BS2LCH0 IRS USD R V 00MSOFR IS2LCI1 CCPOIS / Short: BS2LCH0 IRS USD P F .34300 IS2LCH0 CCPOIS (Chicago Mercantile Exchange) | Derivative-interest rate | US | $1M | – | 0.31 | |
| Long: BS2LCJ2 IRS USD R V 00MSOFR IS2LCK3 CCPOIS / Short: BS2LCJ2 IRS USD P F 2.11000 IS2LCJ2 CCPOIS (Chicago Mercantile Exchange) | Derivative-interest rate | US | $38K | – | 0.01 | |
| Long: BS2LCL4 IRS USD R V 00MSOFR IS2LCM5 CCPOIS / Short: BS2LCL4 IRS USD P F 2.24000 IS2LCL4 CCPOIS (Chicago Mercantile Exchange) | Derivative-interest rate | US | $65K | – | 0.02 | |
| Long: BS2LCN6 IRS USD R V 00MSOFR IS2LCO7 CCPOIS / Short: BS2LCN6 IRS USD P F 1.81500 IS2LCN6 CCPOIS (LCH Limited) | Derivative-interest rate | US | $20K | – | 0.01 | |
| Long: BS2LCP8 IRS USD R V 00MSOFR IS2LCQ9 CCPOIS / Short: BS2LCP8 IRS USD P F 2.39000 IS2LCP8 CCPOIS (LCH Limited) | Derivative-interest rate | US | $161K | – | 0.04 | |
| Long: BS2LCR0 IRS USD R V 00MSOFR IS2LCS1 CCPOIS / Short: BS2LCR0 IRS USD P F 1.97000 IS2LCR0 CCPOIS (LCH Limited) | Derivative-interest rate | US | $11K | – | 0.00 | |
| Long: BS2LCT2 IRS USD R V 00MSOFR IS2LCU3 CCPOIS / Short: BS2LCT2 IRS USD P F 1.95000 IS2LCT2 CCPOIS (LCH Limited) | Derivative-interest rate | US | $31K | – | 0.01 | |
| Long: BS2LD33 IRS USD R V 00MSOFR IS2LD44 CCPOIS / Short: BS2LD33 IRS USD P F 1.57000 IS2LD33 CCPOIS (LCH Limited) | Derivative-interest rate | US | $119K | – | 0.03 | |
| Long: BS2LD55 IRS USD R V 00MSOFR IS2LD66 CCPOIS / Short: BS2LD55 IRS USD P F 1.15000 IS2LD55 CCPOIS (LCH Limited) | Derivative-interest rate | US | $86K | – | 0.02 | |
| Long: BS2LD77 IRS USD R V 00MSOFR IS2LD88 CCPOIS / Short: BS2LD77 IRS USD P F 1.39500 IS2LD77 CCPOIS (LCH Limited) | Derivative-interest rate | US | $2M | – | 0.66 | |
| Long: BS2LD99 IRS USD R V 00MSOFR IS2LDA0 CCPOIS / Short: BS2LD99 IRS USD P F 1.50500 IS2LD99 CCPOIS (LCH Limited) | Derivative-interest rate | US | $38K | – | 0.01 | |
| Long: BS2LDB1 IRS USD R V 00MSOFR IS2LDC2 CCPOIS / Short: BS2LDB1 IRS USD P F 1.45000 IS2LDB1 CCPOIS (LCH Limited) | Derivative-interest rate | US | $39K | – | 0.01 | |
| Long: BS2LJF7 IRS USD R V 00MUSCPI IS2LJG8 CCP INFLATION / Short: BS2LJF7 IRS USD P F 2.75250 BS2LJF7 CCP INFLATION (LCH Limited) | Derivative-interest rate | US | $64K | – | 0.02 | |
| Long: BS2LOP2 IRS USD R V 00MSOFR IS2LOQ3 CCPOIS / Short: BS2LOP2 IRS USD P F 1.53700 IS2LOP2 CCPOIS (Chicago Mercantile Exchange) | Derivative-interest rate | US | $260K | – | 0.07 | |
| Long: BS2U4T3 CDS USD R V 03MEVENT IS2U4U4 CCPSOVEREIGN / Short: BS2U4T3 CDS USD P F 1.00000 IS2U4T3 CCPSOVEREIGN (Intercontinental Exchange, Inc.) | Derivative-credit | US | $-216K | – | -0.06 | |
| Long: BS2UE60 CDS USD R V 03MEVENT IS2UE71 CCPITRAXX / Short: BS2UE60 CDS USD P F 1.00000 IS2UE60 CCPITRAXX (Intercontinental Exchange, Inc.) | Derivative-credit | US | $-102K | – | -0.03 | |
| Long: BS2UMM2 CDS USD R V 03MEVENT IS2UMN3 CCPCDX / Short: BS2UMM2 CDS USD P F 5.00000 IS2UMM2 CCPCDX (Intercontinental Exchange, Inc.) | Derivative-credit | US | $-304K | – | -0.08 | |
| Long: IS1BZI3 CDS USD R F 3.00000 IS1BZI3 CMBX-BBB--408196 / Short: IS1BZI3 CDS USD P V 00MEVENT IS1BZJ4 CMBX-BBB--408196 (Goldman Sachs International) | Derivative-credit | US | $-768.58 | – | -0.00 | |
| Long: IS1BZK5 CDS USD R F 3.00000 IS1BZK5 CMBX-BBB--408197 / Short: IS1BZK5 CDS USD P V 00MEVENT IS1BZL6 CMBX-BBB--408197 (Goldman Sachs International) | Derivative-credit | US | $-2K | – | -0.00 | |
| Long: IS1C069 CDS USD R F 3.00000 IS1C069 CMBX-BBB--408481 / Short: IS1C069 CDS USD P V 00MEVENT IS1C070 CMBX-BBB--408481 (Goldman Sachs International) | Derivative-credit | US | $-2K | – | -0.00 | |
| Long: IS1C2T6 CDS USD R F 3.00000 IS1C2T6 CMBX-BBB--408891 / Short: IS1C2T6 CDS USD P V 00MEVENT IS1C2U7 CMBX-BBB--408891 (Goldman Sachs International) | Derivative-credit | US | $-3K | – | -0.00 | |
| Long: IS1WFR5 CDS USD R F 3.00000 IS1WFR5 CMBX / Short: IS1WFR5 CDS USD P V 01MEVENT IS1WFS6 CMBX (JPMorgan Chase Bank NA) | Derivative-credit | US | $-15K | – | -0.00 | |
| Long: SELS67567 TRS CHF R E SELS67567/DE000C6XKED0 / Short: SELS67567 TRS CHF P F .00000 SELS67567/SMU4 (Morgan Stanley) | Derivative-equity | CH | $-1K | – | -0.00 | |
| Long: SS2UES2 CDS USD R F 1.00000 IS2UES2 CCPCDX / Short: SS2UES2 CDS USD P V 03MEVENT IS2UET3 CCPCDX (Intercontinental Exchange, Inc.) | Derivative-credit | US | $161K | – | 0.04 | |
| LSTAR Commercial Mortgage Trust 2016-4 | Long | ABS-mortgage backed security | US | $77K | – | 0.02 |
| Marble Point CLO XI Ltd | Long | ABS-collateralized bond/debt obligation | KY | $372K | – | 0.10 |
| Marlette Funding Trust 2024-1 | Long | ABS-other | US | $111K | – | 0.03 |
| Marriott International Inc/MD | Long | Debt | US | $96K | – | 0.03 |
| Marriott International Inc/MD | Long | Debt | US | $34K | – | 0.01 |
| MDC Holdings Inc | Long | Debt | US | $832K | – | 0.22 |
| Merchants Fleet Funding LLC | Long | ABS-other | US | $131K | – | 0.03 |
| Metro Inc/CN | Long | Debt | CA | $261K | – | 0.07 |
| Mizuho Financial Group Inc | Long | Debt | JP | $268K | – | 0.07 |
| Morgan Stanley | Long | Debt | US | $673K | – | 0.18 |
| Morgan Stanley | Long | Debt | US | $273K | – | 0.07 |
| Morgan Stanley | Long | Debt | US | $127K | – | 0.03 |
| MSCI EMGMKT SEP24 (ICE Futures U.S., Inc.) | Derivative-equity | US | $15K | – | 0.00 | |
| MSCI SING IX ETS JUL24 (Singapore Exchange Derivatives Clearing Limited) | Derivative-equity | SG | $537.51 | – | 0.00 | |
| MVW 2021-2 LLC (MVW Owner Trust) | Long | ABS-other | US | $247K | – | 0.07 |
| National Australia Bank Ltd | Long | Debt | AU | $540K | – | 0.14 |
| National Grid North America Inc (NATIONAL GRID NA INC) | Long | Debt | US | $322K | – | 0.09 |
| Nationwide Building Society (NATIONWIDE BLDG SOCIETY) | Long | Debt | GB | $944K | – | 0.25 |
| Nationwide Building Society (NATIONWIDE BLDG SOCIETY) | Long | Debt | GB | $533K | – | 0.14 |
| Nationwide Building Society (NATIONWIDE BLDG SOCIETY) | Long | Debt | GB | $386K | – | 0.10 |
| Nationwide Mutual Insurance Co | Long | Debt | US | $216K | – | 0.06 |
| Natixis Commercial Mortgage Securities Trust 2019-MILE | Long | ABS-mortgage backed security | US | $294K | – | 0.08 |
| NatWest Group PLC | Long | Debt | GB | $625K | – | 0.17 |
| NatWest Group PLC | Long | Debt | GB | $392K | – | 0.10 |
| NatWest Group PLC | Long | Debt | GB | $129K | – | 0.03 |
| Neighborly Issuer 2022-1 (Neighborly Issuer LLC) | Long | ABS-other | US | $723K | – | 0.19 |
| Neighborly Issuer 2023-1 (Neighborly Issuer LLC) | Long | ABS-other | US | $1M | – | 0.28 |
| Nelnet Student Loan Trust 2021-B | Long | ABS-other | US | $116K | – | 0.03 |
| Nelnet Student Loan Trust 2021-C | Long | ABS-other | US | $406K | – | 0.11 |
| Nelnet Student Loan Trust 2021-D | Long | ABS-other | US | $380K | – | 0.10 |
| NEW JERSEY ST ECON DEV AUTH LEASE REVENUE (New Jersey Economic Development Authority) | Long | Debt | US | $349K | – | 0.09 |
| New South Wales Treasury Corp (NEW S WALES TREASURY CRP) | Long | Debt | AU | $1M | – | 0.27 |
| New South Wales Treasury Corp (NEW S WALES TREASURY CRP) | Long | Debt | AU | $381K | – | 0.10 |
| Nexa Resources SA | Long | Debt | LU | $202K | – | 0.05 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $98K | – | 0.03 |
| Niagara Mohawk Power Corp | Long | Debt | US | $200K | – | 0.05 |
| NIKKEI 225 (OSE) SEP24 (Osaka Exchange) | Derivative-equity | JP | $25K | – | 0.01 | |
| Nissan Motor Acceptance Co LLC | Long | Debt | US | $160K | – | 0.04 |
| NJ Trust 2023-GSP | Long | ABS-mortgage backed security | US | $170K | – | 0.05 |
| Nomura Holdings Inc | Long | Debt | JP | $379K | – | 0.10 |
| NRG Energy Inc | Long | Debt | US | $303K | – | 0.08 |
| NRTH 2024-PARK Mortgage Trust (NRTH PARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $289K | – | 0.08 |
| NXP BV / NXP Funding LLC (NXP BV/NXP FUNDING LLC) | Long | Debt | XX | $207K | – | 0.05 |
| OCCU Auto Receivables Trust 2023-1 | Long | ABS-other | US | $81K | – | 0.02 |
| Ochsner LSU Health System of North Louisiana | Long | Debt | US | $575K | – | 0.15 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $205K | – | 0.05 |
| Octagon Investment Partners 30 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.07 |
| Odebrecht Holdco Finance Ltd (ODEBRECHT HOLDCO FIN LTD) | Long | Debt | KY | $799.05 | – | 0.00 |
| OEC Finance Ltd | Long | Debt | KY | $32K | – | 0.01 |
| OEC Finance Ltd | Long | Debt | KY | $9K | – | 0.00 |
| Oleoducto Central SA | Long | Debt | CO | $489K | – | 0.13 |
| OMXS30 IND FUTURE JUL24 (Nasdaq Stockholm AB) | Derivative-equity | SE | $599.48 | – | 0.00 | |
| ONEOK Inc | Long | Debt | US | $160K | – | 0.04 |
| Oracle Corp | Long | Debt | US | $275K | – | 0.07 |
| Orange SA | Long | Debt | FR | $92K | – | 0.02 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV (ORGANON & CO/ORG) | Long | Debt | US | $201K | – | 0.05 |
| Ovintiv Inc | Long | Debt | US | $148K | – | 0.04 |
| Ovintiv Inc | Long | Debt | US | $66K | – | 0.02 |
| OZLM XVIII Ltd (OZLM Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $510K | – | 0.14 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $74K | – | 0.02 |
| Pagaya AI Debt Grantor Trust 2024-5 (Pagaya AI Debt Selection Trust) | Long | ABS-other | US | $119K | – | 0.03 |
| Pagaya AI Debt Trust 2024-2 (Pagaya AI Debt Selection Trust) | Long | ABS-other | US | $94K | – | 0.02 |
| Panama Government International Bonds | Long | Debt | PA | $190K | – | 0.05 |
| Paramount Global | Long | Debt | US | $299K | – | 0.08 |
| Paramount Global | Long | Debt | US | $89K | – | 0.02 |
| Periama Holdings LLC/DE | Long | Debt | US | $198K | – | 0.05 |
| Petroleos Mexicanos | Long | Debt | MX | $129K | – | 0.03 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $214K | – | 0.06 |
| Pikes Peak Clo 15 2023 Ltd | Long | ABS-collateralized bond/debt obligation | JE | $252K | – | 0.07 |
| Pikes Peak CLO 8 | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.28 |
| Pilgrim's Pride Corp | Long | Debt | US | $137K | – | 0.04 |
| Plains All American Pipeline LP / PAA Finance Corp (PLAINS ALL AMER PIPELINE) | Long | Debt | US | $413K | – | 0.11 |
| PMT Credit Risk Transfer Trust 2019-2R | Long | ABS-mortgage backed security | US | $515K | – | 0.14 |
| PMT Credit Risk Transfer Trust 2019-3R | Long | ABS-mortgage backed security | US | $53K | – | 0.01 |
| PMT Credit Risk Transfer Trust 2020-1R | Long | ABS-mortgage backed security | US | $122K | – | 0.03 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $111K | – | 0.03 |
| Principal Life Global Funding II (PRINCIPAL LFE GLB FND II) | Long | Debt | US | $284K | – | 0.08 |
| Prosper Marketplace Issuance Trust Series 2023-1 | Long | ABS-other | US | $81K | – | 0.02 |
| Prosus NV | Long | Debt | NL | $241K | – | 0.06 |
| Province of Ontario Canada (ONTARIO (PROVINCE OF)) | Long | Debt | CA | $704K | – | 0.19 |
| Province of Quebec Canada | Long | Debt | CA | $743K | – | 0.20 |
| PURCHASED BRL / SOLD USD (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | BR | $-14K | – | -0.00 | |
| PURCHASED BRL / SOLD USD (Citibank NA) | Derivative-foreign exchange | BR | $-34K | – | -0.01 | |
| PURCHASED BRL / SOLD USD (HSBC Bank USA NA) | Derivative-foreign exchange | BR | $-40K | – | -0.01 | |
| PURCHASED CAD / SOLD USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | CA | $50K | – | 0.01 | |
| PURCHASED CHF / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | CH | $10K | – | 0.00 | |
| PURCHASED CHF / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | CH | $-8K | – | -0.00 | |
| PURCHASED CHF / SOLD USD (HSBC Bank USA NA) | Derivative-foreign exchange | CH | $-26K | – | -0.01 | |
| PURCHASED CLP / SOLD USD (Citibank NA) | Derivative-foreign exchange | CL | $-17K | – | -0.00 | |
| PURCHASED CNH / SOLD USD (HSBC Bank USA NA) | Derivative-foreign exchange | CN | $-4K | – | -0.00 | |
| PURCHASED COP / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | CO | $-18K | – | -0.00 | |
| PURCHASED COP / SOLD USD (Citibank NA) | Derivative-foreign exchange | CO | $-30K | – | -0.01 | |
| PURCHASED COP / SOLD USD (Citibank NA) | Derivative-foreign exchange | CO | $-35K | – | -0.01 | |
| PURCHASED CZK / SOLD USD (Bank of America NA) | Derivative-foreign exchange | CZ | $-11K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | XX | $-1K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | XX | $-2K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | XX | $-6K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (Citibank NA) | Derivative-foreign exchange | XX | $-12K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | XX | $-45K | – | -0.01 | |
| PURCHASED GBP / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | GB | $-2K | – | -0.00 | |
| PURCHASED GBP / SOLD USD (Bank of America NA) | Derivative-foreign exchange | GB | $-4K | – | -0.00 | |
| PURCHASED GBP / SOLD USD (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | GB | $-16K | – | -0.00 | |
| PURCHASED HUF / SOLD USD (BNP Paribas SA) | Derivative-foreign exchange | HU | $4K | – | 0.00 | |
| PURCHASED HUF / SOLD USD (Bank of America NA) | Derivative-foreign exchange | HU | $-2K | – | -0.00 | |
| PURCHASED HUF / SOLD USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | HU | $-12K | – | -0.00 | |
| PURCHASED IDR / SOLD USD (Citibank NA) | Derivative-foreign exchange | ID | $-4K | – | -0.00 | |
| PURCHASED IDR / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | ID | $-6K | – | -0.00 | |
| PURCHASED IDR / SOLD USD (Citibank NA) | Derivative-foreign exchange | ID | $-9K | – | -0.00 | |
| PURCHASED INR / SOLD USD (Citibank NA) | Derivative-foreign exchange | IN | $1K | – | 0.00 | |
| PURCHASED JPY / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | JP | $-9K | – | -0.00 | |
| PURCHASED JPY / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | JP | $-13K | – | -0.00 | |
| PURCHASED JPY / SOLD USD (Bank of America NA) | Derivative-foreign exchange | JP | $-34K | – | -0.01 | |
| PURCHASED JPY / SOLD USD (Bank of America NA) | Derivative-foreign exchange | JP | $-42K | – | -0.01 | |
| PURCHASED JPY / SOLD USD (NatWest Markets PLC) | Derivative-foreign exchange | JP | $-44K | – | -0.01 | |
| PURCHASED JPY / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | JP | $-59K | – | -0.02 | |
| PURCHASED JPY / SOLD USD (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | JP | $-66K | – | -0.02 | |
| PURCHASED KRW / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | KR | $-663.59 | – | -0.00 | |
| PURCHASED KRW / SOLD USD (Citibank NA) | Derivative-foreign exchange | KR | $-11K | – | -0.00 | |
| PURCHASED MXN / SOLD CAD (State Street Bank & Trust Co.) | Derivative-foreign exchange | MX | $-20K | – | -0.01 | |
| PURCHASED MXN / SOLD USD (BNP Paribas SA) | Derivative-foreign exchange | MX | $-20K | – | -0.01 | |
| PURCHASED MXN / SOLD USD (UBS AG) | Derivative-foreign exchange | MX | $-21K | – | -0.01 | |
| PURCHASED MXN / SOLD USD (Bank of America NA) | Derivative-foreign exchange | MX | $-37K | – | -0.01 | |
| PURCHASED MXN / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | MX | $-48K | – | -0.01 | |
| PURCHASED NOK / SOLD USD (Bank of America NA) | Derivative-foreign exchange | NO | $49K | – | 0.01 | |
| PURCHASED NZD / SOLD USD (Bank of America NA) | Derivative-foreign exchange | NZ | $-1K | – | -0.00 | |
| PURCHASED NZD / SOLD USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | NZ | $-28K | – | -0.01 | |
| PURCHASED PEN / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | PE | $-5K | – | -0.00 | |
| PURCHASED PEN / SOLD USD (Bank of America NA) | Derivative-foreign exchange | PE | $-7K | – | -0.00 | |
| PURCHASED PEN / SOLD USD (Bank of America NA) | Derivative-foreign exchange | PE | $-7K | – | -0.00 | |
| PURCHASED PEN / SOLD USD (Citibank NA) | Derivative-foreign exchange | PE | $-9K | – | -0.00 | |
| PURCHASED PEN / SOLD USD (Citibank NA) | Derivative-foreign exchange | PE | $-16K | – | -0.00 | |
| PURCHASED PLN / SOLD CHF (State Street Bank & Trust Co.) | Derivative-foreign exchange | PL | $-11K | – | -0.00 | |
| PURCHASED PLN / SOLD USD (Citibank NA) | Derivative-foreign exchange | PL | $7K | – | 0.00 | |
| PURCHASED SEK / SOLD USD (Bank of America NA) | Derivative-foreign exchange | SE | $98K | – | 0.03 | |
| PURCHASED SGD / SOLD USD (HSBC Bank USA NA) | Derivative-foreign exchange | SG | $260.43 | – | 0.00 | |
| PURCHASED SGD / SOLD USD (UBS AG) | Derivative-foreign exchange | SG | $-4K | – | -0.00 | |
| PURCHASED USD / SOLD AUD (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| PURCHASED USD / SOLD AUD (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | US | $-30K | – | -0.01 | |
| PURCHASED USD / SOLD BRL (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | US | $27K | – | 0.01 | |
| PURCHASED USD / SOLD BRL (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | US | $14K | – | 0.00 | |
| PURCHASED USD / SOLD CAD (Bank of America NA) | Derivative-foreign exchange | US | $741.84 | – | 0.00 | |
| PURCHASED USD / SOLD CAD (HSBC Bank USA NA) | Derivative-foreign exchange | US | $-12K | – | -0.00 | |
| PURCHASED USD / SOLD CAD (Citibank NA) | Derivative-foreign exchange | US | $-25K | – | -0.01 | |
| PURCHASED USD / SOLD CHF (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| PURCHASED USD / SOLD CHF (HSBC Bank USA NA) | Derivative-foreign exchange | US | $-28K | – | -0.01 | |
| PURCHASED USD / SOLD CLP (Bank of America NA) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| PURCHASED USD / SOLD CNH (Bank of America NA) | Derivative-foreign exchange | US | $13K | – | 0.00 | |
| PURCHASED USD / SOLD CNH (HSBC Bank USA NA) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| PURCHASED USD / SOLD CNH (Citibank NA) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD COP (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | US | $61K | – | 0.02 | |
| PURCHASED USD / SOLD COP (Bank of America NA) | Derivative-foreign exchange | US | $32K | – | 0.01 | |
| PURCHASED USD / SOLD CZK (Citibank NA) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| PURCHASED USD / SOLD CZK (Bank of America NA) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| PURCHASED USD / SOLD EUR (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $102K | – | 0.03 | |
| PURCHASED USD / SOLD EUR (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $56K | – | 0.01 | |
| PURCHASED USD / SOLD EUR (Deutsche Bank AG) | Derivative-foreign exchange | US | $12K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $535.98 | – | 0.00 | |
| PURCHASED USD / SOLD EUR (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $417.58 | – | 0.00 | |
| PURCHASED USD / SOLD EUR (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $333.94 | – | 0.00 | |
| PURCHASED USD / SOLD EUR (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $227.8 | – | 0.00 | |
| PURCHASED USD / SOLD EUR (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $210.12 | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Bank of America NA) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| PURCHASED USD / SOLD EUR (Citibank NA) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| PURCHASED USD / SOLD EUR (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| PURCHASED USD / SOLD GBP (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | US | $20K | – | 0.01 | |
| PURCHASED USD / SOLD HUF (HSBC Bank USA NA) | Derivative-foreign exchange | US | $13K | – | 0.00 | |
| PURCHASED USD / SOLD HUF (HSBC Bank USA NA) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD HUF (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $783.73 | – | 0.00 | |
| PURCHASED USD / SOLD HUF (Citibank NA) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| PURCHASED USD / SOLD IDR (HSBC Bank USA NA) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| PURCHASED USD / SOLD IDR (Standard Chartered Bank) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| PURCHASED USD / SOLD IDR (Citibank NA) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| PURCHASED USD / SOLD IDR (Barclays Bank PLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD IDR (Citibank NA) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD IDR (Barclays Bank PLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD INR (Barclays Bank PLC) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| PURCHASED USD / SOLD JPY (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | US | $325K | – | 0.09 | |
| PURCHASED USD / SOLD JPY (Deutsche Bank AG) | Derivative-foreign exchange | US | $149K | – | 0.04 | |
| PURCHASED USD / SOLD JPY (Citibank NA) | Derivative-foreign exchange | US | $67K | – | 0.02 | |
| PURCHASED USD / SOLD JPY (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $65K | – | 0.02 | |
| PURCHASED USD / SOLD JPY (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | US | $57K | – | 0.02 | |
| PURCHASED USD / SOLD KRW (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | US | $17K | – | 0.00 | |
| PURCHASED USD / SOLD KRW (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| PURCHASED USD / SOLD KRW (UBS AG) | Derivative-foreign exchange | US | $397.62 | – | 0.00 | |
| PURCHASED USD / SOLD MXN (HSBC Bank USA NA) | Derivative-foreign exchange | US | $48K | – | 0.01 | |
| PURCHASED USD / SOLD MXN (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $234.35 | – | 0.00 | |
| PURCHASED USD / SOLD MXN (BNP Paribas SA) | Derivative-foreign exchange | US | $-16K | – | -0.00 | |
| PURCHASED USD / SOLD MXN (UBS AG) | Derivative-foreign exchange | US | $-17K | – | -0.00 | |
| PURCHASED USD / SOLD NOK (Bank of America NA) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| PURCHASED USD / SOLD NOK (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $954.45 | – | 0.00 | |
| PURCHASED USD / SOLD NZD (Bank of America NA) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD PEN (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | US | $41K | – | 0.01 | |
| PURCHASED USD / SOLD PEN (Bank of America NA) | Derivative-foreign exchange | US | $16K | – | 0.00 | |
| PURCHASED USD / SOLD PLN (HSBC Bank USA NA) | Derivative-foreign exchange | US | $28K | – | 0.01 | |
| PURCHASED USD / SOLD PLN (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| PURCHASED USD / SOLD PLN (HSBC Bank USA NA) | Derivative-foreign exchange | US | $-9K | – | -0.00 | |
| PURCHASED USD / SOLD SEK (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | US | $11K | – | 0.00 | |
| PURCHASED USD / SOLD SEK (Barclays Bank PLC) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| PURCHASED USD / SOLD SEK (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| PURCHASED USD / SOLD SEK (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| PURCHASED USD / SOLD SEK (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $-14K | – | -0.00 | |
| PURCHASED USD / SOLD SEK (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $-43K | – | -0.01 | |
| PURCHASED USD / SOLD SEK (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $-58K | – | -0.02 | |
| PURCHASED USD / SOLD SGD (UBS AG) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| PURCHASED USD / SOLD SGD (Bank of America NA) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| PURCHASED USD / SOLD SGD (HSBC Bank USA NA) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD ZAR (Citibank NA) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| PURCHASED USD / SOLD ZAR (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| PURCHASED ZAR / SOLD USD (Bank of America NA) | Derivative-foreign exchange | ZA | $973.48 | – | 0.00 | |
| PURCHASED ZAR / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | ZA | $-823.73 | – | -0.00 | |
| PURCHASED ZAR / SOLD USD (Bank of America NA) | Derivative-foreign exchange | ZA | $-2K | – | -0.00 | |
| PURCHASED ZAR / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | ZA | $-4K | – | -0.00 | |
| Regal Rexnord Corp | Long | Debt | US | $491K | – | 0.13 |
| Republic of Austria Government Bonds | Long | Debt | AT | $455K | – | 0.12 |
| Republic of Poland Government Bond (POLAND GOVERNMENT BOND) | Long | Debt | PL | $1M | – | 0.28 |
| Research-Driven Pagaya Motor Asset Trust VII (Research-Driven Pagaya Motor Asset Trust I) | Long | ABS-other | US | $396K | – | 0.11 |
| Research-Driven Pagaya Motor Trust 2024-1 (Research-Driven Pagaya Motor Asset Trust I) | Long | ABS-other | US | $91K | – | 0.02 |
| REVERSE REPO HSBC (HSBC Securities USA, Inc.) | Short | Repurchase agreement | US | $-1M | – | -0.28 |
| Romanian Government International Bond | Long | Debt | RO | $262K | – | 0.07 |
| Ross Stores Inc | Long | Debt | US | $649K | – | 0.17 |
| Royal Bank of Canada | Long | Debt | CA | $255K | – | 0.07 |
| Ryder System Inc | Long | Debt | US | $216K | – | 0.06 |
| S&P Global Inc | Long | Debt | US | $121K | – | 0.03 |
| S+P MID 400 EMINI SEP24 (Chicago Mercantile Exchange) | Derivative-equity | US | $-44K | – | -0.01 | |
| S+P/TSX 60 IX FUT SEP24 (The Montreal Exchange / Bourse De Montreal) | Derivative-equity | CA | $13K | – | 0.00 | |
| S+P500 EMINI FUT SEP24 (Chicago Mercantile Exchange) | Derivative-equity | US | $535K | – | 0.14 | |
| Santander Bank Auto Credit-Linked Notes Series 2022-B | Long | ABS-other | US | $145K | – | 0.04 |
| Santander Bank Auto Credit-Linked Notes Series 2022-C | Long | ABS-other | US | $139K | – | 0.04 |
| Santander Bank NA - SBCLN (Santander Bank Auto Credit-Linked Notes) | Long | ABS-other | US | $35K | – | 0.01 |
| Santander Holdings USA Inc | Long | Debt | US | $144K | – | 0.04 |
| Santander Holdings USA Inc | Long | Debt | US | $133K | – | 0.04 |
| Santander Holdings USA Inc | Long | Debt | US | $26K | – | 0.01 |
| Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $409K | – | 0.11 |
| Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $315K | – | 0.08 |
| Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $141K | – | 0.04 |
| Santander UK PLC | Long | Debt | GB | $332K | – | 0.09 |
| SBA Tower Trust | Long | ABS-other | US | $769K | – | 0.20 |
| SCF Equipment Leasing 2024-1 LLC (SCF Equipment Trust Llc) | Long | ABS-other | US | $111K | – | 0.03 |
| Signal Peak CLO 12 Ltd (Signal Peak CLO, LLC) | Long | ABS-collateralized bond/debt obligation | JE | $385K | – | 0.10 |
| Silver Point Clo 3 Ltd (Silver Point CLO, Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $320K | – | 0.09 |
| Skandinaviska Enskilda Banken AB | Long | Debt | SE | $592K | – | 0.16 |
| SLM Corp | Long | Debt | US | $206K | – | 0.05 |
| SNCF Reseau | Long | Debt | FR | $472K | – | 0.13 |
| Societe Generale SA | Long | Debt | FR | $201K | – | 0.05 |
| Spain Government Bond (BONOS Y OBLIG DEL ESTADO) | Long | Debt | ES | $3M | – | 0.67 |
| Spain Government Bonds | Long | Debt | ES | $1M | – | 0.29 |
| SPI 200 FUTURES SEP24 (ASX Clear (Futures)) | Derivative-equity | AU | $2K | – | 0.00 | |
| Standard Chartered PLC | Long | Debt | GB | $542K | – | 0.14 |
| Standard Chartered PLC | Long | Debt | GB | $379K | – | 0.10 |
| Standard Chartered PLC | Long | Debt | GB | $236K | – | 0.06 |
| Starbucks Corp | Long | Debt | US | $271K | – | 0.07 |
| Stillwater Mining Co | Long | Debt | US | $183K | – | 0.05 |
| Suez SACA | Long | Debt | FR | $219K | – | 0.06 |
| Sunoco LP | Long | Debt | US | $90K | – | 0.02 |
| Sunoco LP | Long | Debt | US | $72K | – | 0.02 |
| Sutter Health | Long | Debt | US | $101K | – | 0.03 |
| Svenska Handelsbanken AB | Long | Debt | SE | $515K | – | 0.14 |
| Swedbank AB | Long | Debt | SE | $398K | – | 0.11 |
| Swedbank AB | Long | Debt | SE | $307K | – | 0.08 |
| Sweden Inflation Linked Bond (SWEDEN I/L BOND) | Long | Debt | SE | $218K | – | 0.06 |
| Sweden Inflation Linked Bond (SWEDEN I/L BOND) | Long | Debt | SE | $163K | – | 0.04 |
| Sweden Inflation Linked Bond (SWEDEN I/L BOND) | Long | Debt | SE | $158K | – | 0.04 |
| Swiss Re Finance Luxembourg SA | Long | Debt | LU | $192K | – | 0.05 |
| Swiss RE Subordinated Finance PLC (SWISS RE SUB FIN PLC) | Long | Debt | GB | $197K | – | 0.05 |
| Tapestry Inc | Long | Debt | US | $207K | – | 0.06 |
| TELUS Corp | Long | Debt | CA | $296K | – | 0.08 |
| Terraform Global Operating LP | Long | Debt | US | $85K | – | 0.02 |
| Tesla Auto Lease Trust 2024-A | Long | ABS-other | US | $75K | – | 0.02 |
| TOPIX INDX FUTR SEP24 (Osaka Exchange) | Derivative-equity | JP | $105K | – | 0.03 | |
| Toronto-Dominion Bank/The | Long | Debt | CA | $530K | – | 0.14 |
| TotalEnergies SE | Long | Debt | FR | $266K | – | 0.07 |
| Treasury Corp of Victoria (TREASURY CORP VICTORIA) | Long | Debt | AU | $405K | – | 0.11 |
| Treasury Corp of Victoria (TREASURY CORP VICTORIA) | Long | Debt | AU | $225K | – | 0.06 |
| Treasury Corp of Victoria (TREASURY CORP VICTORIA) | Long | Debt | AU | $150K | – | 0.04 |
| Tricolor Auto Securitization Trust 2024-2 | Long | ABS-other | US | $109K | – | 0.03 |
| Trust Fibra Uno (TRUST FIBRAUNO) | Long | Debt | MX | $389K | – | 0.10 |
| TTX Co | Long | Debt | US | $380K | – | 0.10 |
| Tyson Foods Inc | Long | Debt | US | $126K | – | 0.03 |
| U.K. Gilts | Long | Debt | GB | $4M | – | 1.00 |
| U.K. Gilts | Long | Debt | GB | $719K | – | 0.19 |
| U.K. Gilts | Long | Debt | GB | $411K | – | 0.11 |
| U.K. Gilts | Long | Debt | GB | $403K | – | 0.11 |
| U.K. Gilts | Long | Debt | GB | $282K | – | 0.08 |
| U.K. Gilts | Long | Debt | GB | $258K | – | 0.07 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $3M | – | 0.76 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $2M | – | 0.44 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $598K | – | 0.16 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $4M | – | 1.15 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $3M | – | 0.68 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $2M | – | 0.64 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $2M | – | 0.52 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $1M | – | 0.36 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $1M | – | 0.35 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $1M | – | 0.30 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $763K | – | 0.20 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $743K | – | 0.20 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $731K | – | 0.19 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $668K | – | 0.18 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $653K | – | 0.17 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $501K | – | 0.13 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $490K | – | 0.13 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $486K | – | 0.13 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $395K | – | 0.11 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $371K | – | 0.10 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $357K | – | 0.09 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $316K | – | 0.08 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $243K | – | 0.06 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $89K | – | 0.02 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $69K | – | 0.02 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $64K | – | 0.02 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $30M | – | 8.11 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $12M | – | 3.28 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $7M | – | 1.83 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $4M | – | 1.14 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $4M | – | 0.99 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $3M | – | 0.70 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $2M | – | 0.59 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $2M | – | 0.50 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $7M | – | 1.90 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $5M | – | 1.41 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $5M | – | 1.24 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $4M | – | 1.03 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $735K | – | 0.20 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $650K | – | 0.17 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $432K | – | 0.11 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $250K | – | 0.07 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $194K | – | 0.05 |
| UBS Group AG | Long | Debt | CH | $454K | – | 0.12 |
| UBS Group AG | Long | Debt | CH | $399K | – | 0.11 |
| UBS Group AG | Long | Debt | CH | $347K | – | 0.09 |
| UniCredit SpA | Long | Debt | IT | $437K | – | 0.12 |
| UniCredit SpA | Long | Debt | IT | $277K | – | 0.07 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $3M | – | 0.82 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $3M | – | 0.74 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $1M | – | 0.28 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $237K | – | 0.06 |
| UNIV OF CALIFORNIA CA REVENUES (University of California) | Long | Debt | US | $773K | – | 0.21 |
| US 10YR NOTE (CBT)SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-27K | – | -0.01 | |
| US 10YR ULTRA FUT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| US 2YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $107K | – | 0.03 | |
| US 2YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-11K | – | -0.00 | |
| US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $190K | – | 0.05 | |
| US LONG BOND(CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $3K | – | 0.00 | |
| US LONG BOND(CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-10K | – | -0.00 | |
| US ULTRA BOND CBT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $45K | – | 0.01 | |
| US ULTRA BOND CBT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-43K | – | -0.01 | |
| Var Energi ASA | Long | Debt | NO | $836K | – | 0.22 |
| Var Energi ASA | Long | Debt | NO | $411K | – | 0.11 |
| VF Corp | Long | Debt | US | $242K | – | 0.06 |
| VF Corp. | Long | Debt | US | $309K | – | 0.08 |
| Vistra Corp | Long | Debt | US | $380K | – | 0.10 |
| Vistra Operations Co LLC | Long | Debt | US | $138K | – | 0.04 |
| Vistra Operations Co LLC | Long | Debt | US | $55K | – | 0.01 |
| Vivion Investments Sarl | Long | Debt | LU | $213K | – | 0.06 |
| Vodafone Group PLC | Long | Debt | GB | $84K | – | 0.02 |
| Volcan Cia Minera SAA (VOLCAN CIA MINERA SAA-CM) | Long | Debt | PE | $86K | – | 0.02 |
| VZ Vendor Financing II BV | Long | Debt | NL | $296K | – | 0.08 |
| Warnermedia Holdings Inc | Long | Debt | US | $536K | – | 0.14 |
| Warnermedia Holdings Inc | Long | Debt | US | $121K | – | 0.03 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $121K | – | 0.03 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $45K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2016-LC25 | Long | ABS-mortgage backed security | US | $112K | – | 0.03 |
| Wells Fargo Credit Risk Transfer Securities Trust 2015 (L Street Securities) | Long | ABS-mortgage backed security | US | $113K | – | 0.03 |
| Wells Fargo Credit Risk Transfer Securities Trust 2015 (L Street Securities) | Long | ABS-mortgage backed security | US | $28K | – | 0.01 |
| Western Digital Corp | Long | Debt | US | $102K | – | 0.03 |
| Westinghouse Air Brake Technologies Corp | Long | Debt | US | $88K | – | 0.02 |
| Wheels Fleet Lease Funding 1 LLC (Wheels Fleet Lease Funding LLC) | Long | ABS-other | US | $133K | – | 0.04 |
| World Omni Select Auto Trust 2023-A | Long | ABS-other | US | $386K | – | 0.10 |
| ZF Finance GmbH | Long | Debt | DE | $100K | – | 0.03 |
Address
BERNSTEIN SANFORD C FUND INC
ALLIANCEBERNSTEIN LP
1345 AVENUE OF THE AMERICAS
NEW YORK
New York
10105
United States of America
Websites
Directors
R. Jay Gerken
William Kristol
Donald K. Peterson
Jeffrey R. Holland
Debra Perry
Transfer Agents
AllianceBernstein Investor Services, Inc.
SS&C GIDS, Inc.
Pricing Services
PricingDirect Inc.
ICE Data Services, Inc.
Vertical Management Systems, Inc.
Bloomberg L.P.
S&P Global Inc.
Standard & Poor's Financial Services LLC
Refinitiv US Holdings Inc.
Custodians
State Street Bank and Trust Company
Shareholder Servicing Agents
Sanford C. Bernstein & Co., LLC
AllianceBernstein Investor Services, Inc.
Admins
AllianceBernstein L.P.
Brokers
N/A