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MBNUM2BPBDO7JBLYG310 000000000 147000.00000000 OU Notional Amount USD 37411.50000000 0.016256769911 N/A DCR US N 2 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Markit CMBX.NA.BBB-.9 137BERAI8 Y buy protection 2058-09-17 11663.08000000 USD 0.00000000 USD 147000.00000000 USD 25748.42000000 N N N Freddie Mac - STACR N/A 35565LAA4 395000.00000000 PA USD 381302.62000000 0.165691003036 Long ABS-MBS USGSE US N 2 2050-03-25 Floating 1.91000000 N N N N N N Chase Mortgage Finance Corporation N/A 46591HAC4 117701.19000000 PA USD 101656.73000000 0.044173852146 Long ABS-MBS CORP US N 2 2047-04-25 Floating 3.05000000 N N N N N N 2020-04-20 BERNSTEIN SANFORD C FUND INC Joseph Mantineo Joseph Mantineo Treasurer and Chief Financial Officer