# EDGAR Filing Document

**Accession Number:** 0000081443
**File Stem:** 0001752724-23-018099
**Filing Date:** 2023-1
**Character Count:** 142823
**Document Hash:** ca446779e323f560ce41c9f8550c56c8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-018099.hdr.sgml**: 20230130

**ACCESSION NUMBER**: 0001752724-23-018099

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230130

**DATE AS OF CHANGE**: 20230130

**PERIOD START**: 20221130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AB CAP FUND, INC.
- **CENTRAL INDEX KEY:** 0000081443
- **IRS NUMBER:** 132625045
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-01716
- **FILM NUMBER:** 23567690

**BUSINESS ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 1345 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10105
- **BUSINESS PHONE:** 2129691000

**MAIL ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 1345 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCEBERNSTEIN CAP FUND, INC.
- **DATE OF NAME CHANGE:** 20110524

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCEBERNSTEIN CAP FUND,INC
- **DATE OF NAME CHANGE:** 20040908

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCEBERNSTEIN SMALL CAP GROWTH FUND INC
- **DATE OF NAME CHANGE:** 19931001

## Series and Classes Contracts Data

### AB All Market Income Portfolio (Series ID: S000047072)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000147170 | Advisor Class | MRKYX           |
| C000147171 | Class A       | MRKAX           |
| C000147172 | Class C       | MRKCX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** AB CAP FUND, INC.

- **b. Investment Company Act file number:** 811-01716

- **c. CIK number of Registrant:** 0000081443

- **d. LEI of Registrant:** 549300I24E20QB4B6Y20

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** ALLIANCEBERNSTEIN LP

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10105

  - **Telephone number:** 212-969-1000

**Item A.2. Information about the Series.**

- **a. Name of Series:** AB All Market Income Portfolio

- **b. EDGAR series identifier (if any):** S000047072

- **c. LEI of Series:** 5493004TONCXNNAORV64

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2022-11-30

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $50645455.07

**Total Liabilities:** $2563583.56

**Net Assets:** $48081871.51

**Cash Not Reported:** $2082931.95

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -7509.20000000 | **1-Year:** -12737.54000000 | **5-Year:** -25039.11000000 | **10-Year:** -24583.87000000 | **30-Year:** -19456.41000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -7673.65000000 | **1-Year:** -13616.58000000 | **5-Year:** -21514.06000000 | **10-Year:** -20459.63000000 | **30-Year:** -14730.63000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000147170 | -6.40%               | 1.20%                | 3.46%                |
| Class ID C000147172 | -6.49%               | 1.10%                | 3.38%                |
| Class ID C000147171 | -6.43%               | 1.18%                | 3.44%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-876552.14              | $-4270463.35                               |
| Month 2  | $-2461080.24             | $4452992.76                                |
| Month 3  | $-2916046.19             | $5037077.99                                |

**Designated Index Information**

- **Index Name:** 50% MSCI ACWI/50% BBG Global Agg (USD Hedged)

- **Index Identifier:** .MIWD00000GUS,LEGATRUU:IND

### Schedule of Portfolio Investments

| Name                                            | Title                                                                                                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Barclays Bank PLC                               | PURCHASED USD / SOLD IDR                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $575.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                               | PURCHASED INR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IN        |         1 | NC      | $1628.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                   | Long: BS2FA34   IRS JPY R V 00MTONAR IS2FA45 CCPOIS / Short: BS2FA34   IRS JPY P F   .00000 IS2FA34 CCPOIS                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |  37290000 | OU      | $14332.39     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ZOZO Inc                                        | ZOZO Inc                                                                                                                               | CUSIP: 000000000<br>LEI: 549300GC7XPQMZA0OW13 | Long             | EC               | CORP              | JP        |      1800 | NS      | $45443.94     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                  | Long: SS293N7   IRS EUR R F   .11450 IS293N7 CCPVANILLA / Short: SS293N7   IRS EUR P V 06MEURIB IS293O8 CCPVANILLA                     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DIR              |  | US        |    490000 | OU      | $-97219.67    | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                             | Imperial Brands PLC                                                                                                                    | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |      3090 | NS      | $79478.08     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp                                   | SoftBank Corp                                                                                                                          | CUSIP: 000000000<br>LEI: 353800M1YCTS9JRBJ535 | Long             | EC               | CORP              | JP        |      5200 | NS      | $56574.14     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Financial Inc                 | Fidelity National Financial Inc                                                                                                        | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |      1785 | NS      | $72042.60     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc                  | American Electric Power Co Inc                                                                                                         | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       407 | NS      | $39397.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                  | Long: SS1ZTI3   IRS CNY R F  2.54740 SS1ZTI3/2.5474 CCP / Short: SS1ZTI3   IRS CNY P V 00MCNRR0 CNRR007/1W/CCP/SS1ZTJ4                 | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DIR              |  | CN        |    740000 | OU      | $117.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                     | Alnylam Pharmaceuticals Inc                                                                                                            | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |        23 | NS      | $5073.57      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                  | Long: SS2JIH6   IRS JPY R V 00MTONAR IS2JII7 CCPOIS / Short: SS2JIH6   IRS JPY P F   .00000 IS2JIH6 CCPOIS                             | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DIR              |  | US        |  55860000 | OU      | $19554.97     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co Ltd                    | Chugai Pharmaceutical Co Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |      1000 | NS      | $26630.59     | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| KBC Group NV                                    | KBC Group NV                                                                                                                           | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |       222 | NS      | $12297.40     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Progressive Corp/The                            | Progressive Corp/The                                                                                                                   | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       394 | NS      | $52067.10     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Limited | 10YR MINI JGB FUT DEC22                                                                                                                | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DIR              |  | SG        |        -3 | NC      | $-161.85      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                               | Johnson & Johnson                                                                                                                      | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       346 | NS      | $61588.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                      | NetApp Inc                                                                                                                             | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      1097 | NS      | $74168.17     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems PLC                                 | BAE Systems PLC                                                                                                                        | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |      7585 | NS      | $75119.82     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken Holding NV                             | Heineken Holding NV                                                                                                                    | CUSIP: 000000000<br>LEI: 724500M1WJLFM9TYBS04 | Long             | EC               | CORP              | NL        |       136 | NS      | $10296.29     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| UnitedHealth Group Inc                          | UnitedHealth Group Inc                                                                                                                 | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       224 | NS      | $122698.24    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Aisin Corp                                      | Aisin Corp                                                                                                                             | CUSIP: 000000000<br>LEI: 3538004IOK08PDY6I723 | Long             | EC               | CORP              | JP        |       200 | NS      | $5511.94      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ricoh Co Ltd                                    | Ricoh Co Ltd                                                                                                                           | CUSIP: 000000000<br>LEI: 549300HFIB2GRUMDID72 | Long             | EC               | CORP              | JP        |      9200 | NS      | $73079.81     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED CNH / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CN        |         1 | NC      | $2472.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                 | Philip Morris International Inc                                                                                                        | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       233 | NS      | $23223.11     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp            | International Business Machines Corp                                                                                                   | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       621 | NS      | $92466.90     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                   | PURCHASED USD / SOLD ZAR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-12943.26    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                     | Long: SS2CLW1   IRS JPY R F   .06750 IS2CLW1/0.0675 LCH / Short: SS2CLW1   IRS JPY P V 12MTONAR IS2CLX2 IRSLV515956 LCH                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |  24300000 | OU      | $-7781.89     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Land Securities Group PLC                       | Land Securities Group PLC                                                                                                              | CUSIP: 000000000<br>LEI: 213800V8IAVKS37D6B88 | Long             | EC               |  | GB        |      3557 | NS      | $26540.16     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Valero Energy Corp                              | Valero Energy Corp                                                                                                                     | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       647 | NS      | $86452.14     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                   | PURCHASED USD / SOLD THB                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-32986.90    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                         | Marathon Petroleum Corp                                                                                                                | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       726 | NS      | $88434.06     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Persimmon PLC                                   | Persimmon PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |       754 | NS      | $11678.59     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc              | Mitsubishi UFJ Financial Group Inc                                                                                                     | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |      7400 | NS      | $40356.20     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                       | Partners Group Holding AG                                                                                                              | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |        12 | NS      | $11956.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                  | Long: SS1ZW84   IRS CNY R F  2.59750 SS1ZW84/CCP / Short: SS1ZW84   IRS CNY P V 00MCNRR0 CNRR007/1W/CCP/SS1ZW95                        | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DIR              |  | CN        |   2204000 | OU      | $681.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Paychex Inc                                     | Paychex Inc                                                                                                                            | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |       659 | NS      | $81735.77     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Corp                                     | Otsuka Corp                                                                                                                            | CUSIP: 000000000<br>LEI: 529900RG9DJ58J3UIE72 | Long             | EC               | CORP              | JP        |      1000 | NS      | $33657.99     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                               | PURCHASED MYR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |         1 | NC      | $6108.22      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc                                      | AbbVie Inc                                                                                                                             | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      1068 | NS      | $172140.24    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Kakaku.com Inc                                  | Kakaku.com Inc                                                                                                                         | CUSIP: 000000000<br>LEI: 353800KA15Y0DCPWYY65 | Long             | EC               | CORP              | JP        |      1000 | NS      | $17974.09     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Insurance Co Ltd                     | Japan Post Insurance Co Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 54930042SK2Z708BA841 | Long             | EC               | CORP              | JP        |      4500 | NS      | $74838.41     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Ltd                          | Singapore Exchange Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |      4000 | NS      | $26773.58     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                                   | Rio Tinto Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |       826 | NS      | $61664.72     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                    | Thermo Fisher Scientific Inc                                                                                                           | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |        24 | NS      | $13445.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Endesa SA                                       | Endesa SA                                                                                                                              | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |      1890 | NS      | $34974.01     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Software Inc/Canada               | Constellation Software Inc/Canada                                                                                                      | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |        45 | NS      | $72544.62     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED USD / SOLD MYR                                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-5331.64     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Keyera Corp                                     | Keyera Corp                                                                                                                            | CUSIP: 493271100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       448 | NS      | $10437.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| EOG Resources Inc                               | EOG Resources Inc                                                                                                                      | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       602 | NS      | $85441.86     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                       | Shell PLC                                                                                                                              | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      3003 | NS      | $87885.20     | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Owens Corning                                   | Owens Corning                                                                                                                          | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |       823 | NS      | $73115.32     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                               | PURCHASED USD / SOLD PHP                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-11170.44    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                               | PURCHASED USD / SOLD MYR                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-1625.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Micron Technology Inc                           | Micron Technology Inc                                                                                                                  | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      1064 | NS      | $61339.60     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Jeronimo Martins SGPS SA                        | Jeronimo Martins SGPS SA                                                                                                               | CUSIP: 000000000<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |      1512 | NS      | $33735.04     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Snap-on Inc                                     | Snap-on Inc                                                                                                                            | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       326 | NS      | $78435.60     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Leumi Le-Israel BM                         | Bank Leumi Le-Israel BM                                                                                                                | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |      6673 | NS      | $61171.41     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                | Novo Nordisk A/S                                                                                                                       | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      1840 | NS      | $230806.00    | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED USD / SOLD IDR                                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-9.80        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                               | Omnicom Group Inc                                                                                                                      | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       189 | NS      | $15074.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                   | PURCHASED THB / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TH        |         1 | NC      | $2520.49      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                | PURCHASED USD / SOLD TWD                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-4518.73     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                               | PURCHASED KRW / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KR        |         1 | NC      | $638.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                               | PURCHASED MYR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |         1 | NC      | $-551.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                          | DBS Group Holdings Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |      1400 | NS      | $36510.24     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                 | Xcel Energy Inc                                                                                                                        | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       479 | NS      | $33635.38     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                     | PURCHASED INR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | IN        |         1 | NC      | $84.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp                                    | Comcast Corp                                                                                                                           | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      1479 | NS      | $54190.56     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The                       | Toronto-Dominion Bank/The                                                                                                              | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |       721 | NS      | $47988.05     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Ltd                                      | Amdocs Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | GG        |        68 | NS      | $6042.48      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD                   | Marriott International Inc/MD                                                                                                          | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       134 | NS      | $22156.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED MYR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | MY        |         1 | NC      | $349.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Real Estate Holdings Inc                 | Nomura Real Estate Holdings Inc                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $50867.02     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ZIM Integrated Shipping Services Ltd            | ZIM Integrated Shipping Services Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 21380089EIJRELKAIL21 | Long             | EC               | CORP              | IL        |      2582 | NS      | $54273.64     | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Barclays Bank PLC                               | PURCHASED USD / SOLD INR                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-625.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dropbox Inc                                     | Dropbox Inc                                                                                                                            | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |      3392 | NS      | $79915.52     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange SA                                       | Orange SA                                                                                                                              | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |       619 | NS      | $6289.75      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                           | Long: SS2HNQ4   IRS JPY R F   .34550 IS2HNQ4 CCPOIS / Short: SS2HNQ4   IRS JPY P V 00MTONAR IS2HNR5 CCPOIS                             | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DIR              |  | US        |  18180000 | OU      | $-3260.41     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED MYR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | MY        |         1 | NC      | $6486.96      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lear Corp                                       | Lear Corp                                                                                                                              | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |       366 | NS      | $52791.84     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                             | Societe Generale SA                                                                                                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |      3197 | NS      | $80465.37     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| FleetCor Technologies Inc                       | FleetCor Technologies Inc                                                                                                              | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |        42 | NS      | $8240.40      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                              | Enphase Energy Inc                                                                                                                     | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |       297 | NS      | $95215.23     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                              | Coterra Energy Inc                                                                                                                     | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |       462 | NS      | $12894.42     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Limited                                     | Long: SS2IHI7   IRS JPY R F   .48625 IS2IHI7 CCPOIS / Short: SS2IHI7   IRS JPY P V 00MTONAR IS2IHJ8 CCPOIS                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  13120000 | OU      | $-1147.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                           | Texas Instruments Inc                                                                                                                  | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       124 | NS      | $22377.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                    | Centene Corp                                                                                                                           | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      1515 | NS      | $131880.75    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED USD / SOLD MYR                                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-9776.24     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                    | Alphabet Inc                                                                                                                           | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       983 | NS      | $99273.17     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED USD / SOLD PHP                                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-3150.88     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                     | Long: SS25DT1   IRS EUR R F   .00000 IS25DT1 IRSLV513628 LCH/-0.279 / Short: SS25DT1   IRS EUR P V 06MLIBOR IS25DU2 IRSLV513628 LCH    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | DE        |    600000 | OU      | $-130048.94   | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                              | Cenovus Energy Inc                                                                                                                     | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |      1574 | NS      | $31300.97     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Lincoln National Corp                           | Lincoln National Corp                                                                                                                  | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |       717 | NS      | $27919.98     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                      | Genmab A/S                                                                                                                             | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |        10 | NS      | $4633.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Visa Inc                                        | Visa Inc                                                                                                                               | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       369 | NS      | $80073.00     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Pandora A/S                                     | Pandora A/S                                                                                                                            | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |       140 | NS      | $10658.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Legal & General Group PLC                       | Legal & General Group PLC                                                                                                              | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | EC               | CORP              | GB        |      8896 | NS      | $27289.33     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Group Inc/The                           | Carlyle Group Inc/The                                                                                                                  | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |      1636 | NS      | $50994.12     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sodexo SA                                       | Sodexo SA                                                                                                                              | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |       105 | NS      | $10056.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                | Roche Holding AG                                                                                                                       | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       588 | NS      | $192054.83    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                  | NRG Energy Inc                                                                                                                         | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      1640 | NS      | $69618.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                       | Archer-Daniels-Midland Co                                                                                                              | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |       887 | NS      | $86482.50     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                             | Elevance Health Inc                                                                                                                    | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        62 | NS      | $33041.04     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Telegraph & Telephone Corp               | Nippon Telegraph & Telephone Corp                                                                                                      | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |      1600 | NS      | $44366.37     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| HKT Trust & HKT Ltd                             | HKT Trust & HKT Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | XX        |     32000 | NS      | $39018.26     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                               | PURCHASED USD / SOLD MYR                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-899.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                         | Procter & Gamble Co/The                                                                                                                | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       350 | NS      | $52206.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group PLC                               | NatWest Group PLC                                                                                                                      | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |     19290 | NS      | $61348.18     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| OCI NV                                          | OCI NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300NCMRGIBJYUOE57 | Long             | EC               | CORP              | NL        |      1692 | NS      | $71629.13     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Medibank Pvt Ltd                                | Medibank Pvt Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |     30407 | NS      | $60667.50     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                          | AP Moller - Maersk A/S                                                                                                                 | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |        31 | NS      | $65814.96     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Cummins Inc                                     | Cummins Inc                                                                                                                            | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       211 | NS      | $52994.76     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Ltd                              | Teck Resources Ltd                                                                                                                     | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |      2121 | NS      | $78618.04     | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| SUNSTONE HOTEL INVESTORS                        | Sunstone Hotel Investors Inc                                                                                                           | CUSIP: 867892804<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EP               |  | US        |      3379 | NS      | $65518.47     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                  | Microsoft Corp                                                                                                                         | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      1709 | NS      | $436034.26    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc                               | Suncor Energy Inc                                                                                                                      | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |      1187 | NS      | $39029.86     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                        | Enel SpA                                                                                                                               | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |      3040 | NS      | $16400.15     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                | PURCHASED USD / SOLD CNH                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-11880.81    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Packaging Corp of America                       | Packaging Corp of America                                                                                                              | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       163 | NS      | $22150.07     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc                              | Houlihan Lokey Inc                                                                                                                     | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |       521 | NS      | $51240.35     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk Inc/The                              | Trade Desk Inc/The                                                                                                                     | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |       510 | NS      | $26591.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                     | Moderna Inc                                                                                                                            | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       556 | NS      | $97805.96     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries Inc               | Huntington Ingalls Industries Inc                                                                                                      | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |       311 | NS      | $72139.56     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                           | AECOM                                                                                                                                  | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |       293 | NS      | $24905.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                        | Willis Towers Watson PLC                                                                                                               | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |       254 | NS      | $62524.64     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsu Group Inc                                | Dentsu Group Inc                                                                                                                       | CUSIP: 000000000<br>LEI: 5299007PBBE83ZLJZG91 | Long             | EC               | CORP              | JP        |       200 | NS      | $6476.53      | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Morgan Stanley Capital Services LLC             | PURCHASED USD / SOLD MYR                                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-8404.59     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Adobe Inc                                       | Adobe Inc                                                                                                                              | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       110 | NS      | $37942.30     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                         | KeyCorp                                                                                                                                | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      2506 | NS      | $47137.86     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd                       | Woodside Energy Group Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |      1471 | NS      | $37149.43     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                          | AXA SA                                                                                                                                 | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |      1240 | NS      | $35053.02     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                            | PURCHASED USD / SOLD KRW                                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-14770.24    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                    | Alphabet Inc                                                                                                                           | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      1802 | NS      | $182812.90    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| AltaGas Ltd                                     | AltaGas Ltd                                                                                                                            | CUSIP: 021361100<br>LEI: 549300D7A8QA85Z2MH11 | Long             | EC               | CORP              | CA        |      3655 | NS      | $61326.51     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SITC International Holdings Co Ltd              | SITC International Holdings Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | KY        |     11000 | NS      | $24401.91     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AB High Income Fund Inc                         | AB High Income Fund Inc                                                                                                                | CUSIP: 01859M804<br>LEI: 2NEZ4DLQSXZQH9D3RU96 | Long             | EC               | RF                | US        |   2792180 | NS      | $18512154.18  | 38.50%            |  |  |  | No            |                  1 | On Loan: No      |
| Ubisoft Entertainment SA                        | Ubisoft Entertainment SA                                                                                                               | CUSIP: 000000000<br>LEI: 969500I7C8V1LBIMSM05 | Long             | EC               | CORP              | FR        |       413 | NS      | $11488.91     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group PLC                               | Admiral Group PLC                                                                                                                      | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |       487 | NS      | $11906.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Aviation SA                            | Dassault Aviation SA                                                                                                                   | CUSIP: 000000000<br>LEI: 969500CVFTUT88V8QN95 | Long             | EC               | CORP              | FR        |        21 | NS      | $3338.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stockland                                       | Stockland                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |     27221 | NS      | $71070.56     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Sempra Energy                                   | Sempra Energy                                                                                                                          | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       522 | NS      | $86751.18     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                         | O'Reilly Automotive Inc                                                                                                                | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |        28 | NS      | $24207.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                 | CVS Health Corp                                                                                                                        | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      1005 | NS      | $102389.40    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Limited                                     | Long: SS2ATP4   IRS GBP R F   .53900 IS2ATP4 CCPOIS / Short: SS2ATP4   IRS GBP P V 00MSONIA IS2ATQ5 CCPOIS                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $-156630.75   | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                               | Telstra Group Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: PCTXNQGRJVR3OG33JG65 | Long             | EC               | CORP              | AU        |     13099 | NS      | $35540.41     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Gartner Inc                                     | Gartner Inc                                                                                                                            | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |       120 | NS      | $42044.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                        | Marsh & McLennan Cos Inc                                                                                                               | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       312 | NS      | $54032.16     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                   | Principal Financial Group Inc                                                                                                          | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       441 | NS      | $39548.88     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                     | Walmart Inc                                                                                                                            | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       160 | NS      | $24387.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                                | Coca-Cola Co/The                                                                                                                       | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       886 | NS      | $56358.46     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                    | Fortinet Inc                                                                                                                           | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      1286 | NS      | $68363.76     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Limited                                     | Long: SS2AX29   IRS JPY R F   .00000 IS2AX29 IRSLV515328 LCH / Short: SS2AX29   IRS JPY P V 12MTONAR IS2AX30 IRSLV515328 LCH           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        | 224450000 | OU      | $-79808.79    | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                            | Royal Bank of Canada                                                                                                                   | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |       807 | NS      | $80259.05     | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Barclays Bank PLC                               | PURCHASED KRW / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KR        |         1 | NC      | $8764.66      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                | Exxon Mobil Corp                                                                                                                       | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |        95 | NS      | $10577.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                               | PURCHASED IDR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |         1 | NC      | $487.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                        | PURCHASED CNH / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |         1 | NC      | $3271.60      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                       | Nestle SA                                                                                                                              | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |       232 | NS      | $27613.46     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Spark New Zealand Ltd                           | Spark New Zealand Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 529900HUN51H3Y7QBB66 | Long             | EC               | CORP              | NZ        |     23784 | NS      | $77538.43     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                | PURCHASED USD / SOLD INR                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-1272.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                               | Wolters Kluwer NV                                                                                                                      | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |       676 | NS      | $74502.22     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED USD / SOLD TWD                                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-1985.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                   | PURCHASED ZAR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ZA        |         1 | NC      | $-294.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                        | RELX PLC                                                                                                                               | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |      2311 | NS      | $65218.21     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                     | Long: SS25ST6   IRS EUR R F   .00000 IS25ST6 IRSLV513768/-0.169BPS / Short: SS25ST6   IRS EUR P V 06MLIBOR IS25SU7 IRSLV513768 LCH     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | DE        |    190000 | OU      | $-39768.15    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Link REIT                                       | Link REIT                                                                                                                              | CUSIP: 000000000<br>LEI: 529900XUE70U36QX5M62 | Long             | EC               |  | HK        |      2100 | NS      | $14185.08     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                   | Assa Abloy AB                                                                                                                          | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |      1088 | NS      | $24947.17     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                               | PURCHASED USD / SOLD TWD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-4827.69     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Texas Pacific Land Corp                         | Texas Pacific Land Corp                                                                                                                | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        17 | NS      | $44073.18     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Group PLC/The                              | Sage Group PLC/The                                                                                                                     | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |      2425 | NS      | $23521.22     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                       | Repsol SA                                                                                                                              | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |      3434 | NS      | $53022.07     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Resona Holdings Inc                             | Resona Holdings Inc                                                                                                                    | CUSIP: 000000000<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |      1500 | NS      | $7218.96      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                      | Cadence Design Systems Inc                                                                                                             | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       483 | NS      | $83095.32     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks Inc                            | Juniper Networks Inc                                                                                                                   | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |      2137 | NS      | $71033.88     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Thomson Reuters Corp                            | Thomson Reuters Corp                                                                                                                   | CUSIP: 884903709<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |       246 | NS      | $28966.24     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Limited | 10YR MINI JGB FUT DEC22                                                                                                                | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DIR              |  | SG        |         3 | NC      | $460.21       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bentley Systems Inc                             | Bentley Systems Inc                                                                                                                    | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               | CORP              | US        |       918 | NS      | $36361.98     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                  | Mastercard Inc                                                                                                                         | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       473 | NS      | $168577.20    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Salmar ASA                                      | Salmar ASA                                                                                                                             | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGDBK67 | Long             | EC               | CORP              | NO        |       457 | NS      | $16108.92     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Holding Corp                | Booz Allen Hamilton Holding Corp                                                                                                       | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |       444 | NS      | $47241.60     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                    | Broadcom Inc                                                                                                                           | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       216 | NS      | $119022.48    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                       | Amgen Inc                                                                                                                              | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       289 | NS      | $82769.60     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Holdings Co Ltd                      | Japan Post Holdings Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |     10300 | NS      | $80733.19     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                        | PURCHASED USD / SOLD TWD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-7811.02     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                     | Long: BS2ECE6   IRS AUD R V 06MBBSW IS2ECF7 CCPVANILLA / Short: BS2ECE6   IRS AUD P F  2.48200 IS2ECE6 CCPVANILLA                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     80000 | OU      | $6977.56      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                  | PURCHASED IDR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ID        |         1 | NC      | $-2088.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Building Fund Inc                        | Nippon Building Fund Inc                                                                                                               | CUSIP: 000000000<br>LEI: 52990053R8NL2MB32172 | Long             | EC               |  | JP        |         3 | NS      | $13993.59     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla Inc                                       | Tesla Inc                                                                                                                              | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       712 | NS      | $138626.40    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Inpex Corp                                      | Inpex Corp                                                                                                                             | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |       700 | NS      | $7713.74      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                             | Deutsche Telekom AG                                                                                                                    | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |      1187 | NS      | $24146.82     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED CLP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CL        |         1 | NC      | $-958.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aviva PLC                                       | Aviva PLC                                                                                                                              | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |     13317 | NS      | $71902.04     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                     | Long: SS2ARF0   IRS EUR R F   .00000 IS2ARF0 IRSLV515287 LCH / Short: SS2ARF0   IRS EUR P V 06MEUBOR IS2ARG1 IRSLV515287 LCH           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | DE        |    150000 | OU      | $-33295.62    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc        | Knight-Swift Transportation Holdings Inc                                                                                               | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       647 | NS      | $35863.21     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                          | PURCHASED USD / SOLD CLP                                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-847.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Auto Trader Group PLC                           | Auto Trader Group PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |      5170 | NS      | $35690.10     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                               | PURCHASED TWD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TW        |         1 | NC      | $4983.04      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                               | Iron Mountain Inc                                                                                                                      | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               |  | US        |      1438 | NS      | $78126.54     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                            | Vornado Realty Trust                                                                                                                   | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               |  | US        |       101 | NS      | $2554.29      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                   | Koninklijke Ahold Delhaize NV                                                                                                          | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |      2790 | NS      | $81306.44     | 0.17%             |  |  |  | No            |                  2 | On Loan: —       |
| BCE Inc                                         | BCE Inc                                                                                                                                | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |       654 | NS      | $31145.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandai Namco Holdings Inc                       | Bandai Namco Holdings Inc                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $33130.19     | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| LCH Limited                                     | Long: SS2HMA1   IRS USD R F  2.61950 IS2HMA1 CCPOIS / Short: SS2HMA1   IRS USD P V 00MSOFR IS2HMB2 CCPOIS                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     80000 | OU      | $-5074.02     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                  | Commerzbank AG                                                                                                                         | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |      9045 | NS      | $75761.88     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                    | CaixaBank SA                                                                                                                           | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |       991 | NS      | $3684.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Domino's Pizza Inc                              | Domino's Pizza Inc                                                                                                                     | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |        61 | NS      | $23712.53     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                     | S+P500 EMINI FUT DEC22                                                                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         2 | NC      | $29233.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMADA HOFFLER PROPERTIE                        | Armada Hoffler Properties Inc                                                                                                          | CUSIP: 04208T207<br>LEI: 549300WQRSIV6XZT9313 | Long             | EP               |  | US        |      2418 | NS      | $49569.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                     | Goldman Sachs Group Inc/The                                                                                                            | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       222 | NS      | $85725.30     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                  | Long: SS2CM28   IRS EUR R F   .17400 IS2CM28 CCPVANILLA / Short: SS2CM28   IRS EUR P V 06MEURIB IS2CM39 CCPVANILLA                     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DIR              |  | US        |    330000 | OU      | $-67646.48    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Chemical Group Corp                  | Mitsubishi Chemical Group Corp                                                                                                         | CUSIP: 000000000<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |      3800 | NS      | $20290.43     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                | PURCHASED TWD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TW        |         1 | NC      | $10655.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                  | ServiceNow Inc                                                                                                                         | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       280 | NS      | $116564.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                          | CenterPoint Energy Inc                                                                                                                 | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      2667 | NS      | $82970.37     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Real Estate ETF                        | Vanguard Real Estate ETF                                                                                                               | CUSIP: 922908553<br>LEI: B1HNOZOSPCLXHIVBEI82 | Long             | EC               | RF                | US        |      4363 | NS      | $384293.04    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc      | Fidelity National Information Services Inc                                                                                             | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       736 | NS      | $53418.88     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                   | PURCHASED THB / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TH        |         1 | NC      | $4905.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                | Roche Holding AG                                                                                                                       | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |        70 | NS      | $28120.00     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                     | Long: SS2D339   IRS JPY R F   .00000 IS2D339 IRSLV515341-TONA LCH / Short: SS2D339   IRS JPY P V 00MTONAR IS2D340 IRSLV515341-TONA LCH | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |  37290000 | OU      | $-14284.26    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MetLife Inc                                     | MetLife Inc                                                                                                                            | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |       535 | NS      | $41034.50     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                       | MGM Resorts International                                                                                                              | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |      1236 | NS      | $45558.96     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica SA                                   | Telefonica SA                                                                                                                          | CUSIP: 000000000<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |      5289 | NS      | $19742.13     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                   | PURCHASED USD / SOLD NOK                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-8367.72     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer Inc                                      | Pfizer Inc                                                                                                                             | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      2336 | NS      | $117103.68    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                    | VeriSign Inc                                                                                                                           | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       295 | NS      | $58943.95     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                         | E.ON SE                                                                                                                                | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |      1438 | NS      | $13786.89     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                  | TOPIX INDX FUTR DEC22                                                                                                                  | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |        -2 | NC      | $-18140.78    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                     | PURCHASED USD / SOLD CNH                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-7204.51     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                   | BHP Group Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      1356 | NS      | $42111.05     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                           | Molina Healthcare Inc                                                                                                                  | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       200 | NS      | $67354.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                               | PURCHASED MYR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |         1 | NC      | $-266.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp                                     | Oracle Corp                                                                                                                            | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      1150 | NS      | $95484.50     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| George Weston Ltd                               | George Weston Ltd                                                                                                                      | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |        32 | NS      | $4007.29      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eni SpA                                         | Eni SpA                                                                                                                                | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |      6253 | NS      | $93232.21     | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                   | PURCHASED NOK / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NO        |         1 | NC      | $8501.66      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Steel Corp                               | Nippon Steel Corp                                                                                                                      | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |      4900 | NS      | $78504.38     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Autodesk Inc                                    | Autodesk Inc                                                                                                                           | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       376 | NS      | $75933.20     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc                        | Crowdstrike Holdings Inc                                                                                                               | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       160 | NS      | $18824.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                         | Aon PLC                                                                                                                                | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |        63 | NS      | $19421.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                 | Gen Digital Inc                                                                                                                        | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      6142 | NS      | $141020.32    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                             | Cardinal Health Inc                                                                                                                    | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      1023 | NS      | $82013.91     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp                          | AmerisourceBergen Corp                                                                                                                 | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       512 | NS      | $87393.28     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                     | PURCHASED PHP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PH        |         1 | NC      | $8289.56      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                        | Bayer AG                                                                                                                               | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |      1306 | NS      | $75796.19     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Devon Energy Corp                               | Devon Energy Corp                                                                                                                      | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       415 | NS      | $28435.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliance Bernstein                              | AB Fixed Income Shares, Inc. - Government Money Market Portfolio                                                                       | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |     59567 | NS      | $59567.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Capgemini SE                                    | Capgemini SE                                                                                                                           | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |       305 | NS      | $55143.19     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc                          | Palo Alto Networks Inc                                                                                                                 | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |       420 | NS      | $71358.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                          | RWE AG                                                                                                                                 | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |      1874 | NS      | $82495.31     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                    | Citizens Financial Group Inc                                                                                                           | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      1031 | NS      | $43693.78     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                        | Simon Property Group Inc                                                                                                               | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |       153 | NS      | $18274.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sampo Oyj                                       | Sampo Oyj                                                                                                                              | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |      1268 | NS      | $64215.53     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                          | AP Moller - Maersk A/S                                                                                                                 | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |         2 | NS      | $4335.91      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                               | PURCHASED USD / SOLD MYR                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-2639.64     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                  | PulteGroup Inc                                                                                                                         | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       671 | NS      | $30047.38     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortescue Metals Group Ltd                      | Fortescue Metals Group Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |      6455 | NS      | $85913.89     | 0.18%             |  |  |  | No            |                  2 | On Loan: —       |
| Ulta Beauty Inc                                 | Ulta Beauty Inc                                                                                                                        | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       125 | NS      | $58105.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                 | Caterpillar Inc                                                                                                                        | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |        22 | NS      | $5201.02      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd                | Oversea-Chinese Banking Corp Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |      7000 | NS      | $64516.70     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                    | QUALCOMM Inc                                                                                                                           | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |        83 | NS      | $10498.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group NV                                     | NN Group NV                                                                                                                            | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |      2676 | NS      | $114362.77    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| UGI Corp                                        | UGI Corp                                                                                                                               | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |      2069 | NS      | $79966.85     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Limited                                     | Long: SS2HM23   IRS EUR R F  1.88100 IS2HM23 CCPVANILLA / Short: SS2HM23   IRS EUR P V 06MEURIB IS2HM34 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    170000 | OU      | $-10286.62    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| AutoZone Inc                                    | AutoZone Inc                                                                                                                           | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        50 | NS      | $128950.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                               | PURCHASED USD / SOLD MYR                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-1007.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                               | PURCHASED CNH / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CN        |         1 | NC      | $2409.18      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                        | Ameriprise Financial Inc                                                                                                               | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |        71 | NS      | $23568.45     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                        | KLA Corp                                                                                                                               | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       255 | NS      | $100253.25    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore PLC                                    | Glencore PLC                                                                                                                           | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |      2561 | NS      | $17476.57     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                    | Takeda Pharmaceutical Co Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |      2600 | NS      | $76448.38     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                             | Electronic Arts Inc                                                                                                                    | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       778 | NS      | $101746.84    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                   | McKesson Corp                                                                                                                          | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       177 | NS      | $67557.36     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                      | Humana Inc                                                                                                                             | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       158 | NS      | $86884.20     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                   | Kroger Co/The                                                                                                                          | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      1524 | NS      | $74965.56     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                     | Long: SS2G1A1   IRS USD R F  1.53250 IS2G1A1 CCPOIS / Short: SS2G1A1   IRS USD P V 00MSOFR IS2G1B2 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    290000 | OU      | $-87130.87    | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Synopsys Inc                                    | Synopsys Inc                                                                                                                           | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       139 | NS      | $47196.06     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Co                    | Canadian National Railway Co                                                                                                           | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |       376 | NS      | $48270.78     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                       | Apple Inc                                                                                                                              | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      3194 | NS      | $472807.82    | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                   | PURCHASED PHP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PH        |         1 | NC      | $9902.10      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                               | PURCHASED MYR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |         1 | NC      | $6.64         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                         | PURCHASED USD / SOLD TWD                                                                                                               | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $-1963.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Medical Properties Trust Inc                    | Medical Properties Trust Inc                                                                                                           | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               |  | US        |      5047 | NS      | $66216.64     | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Automatic Data Processing Inc                   | Automatic Data Processing Inc                                                                                                          | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       447 | NS      | $118070.58    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliance Bernstein                              | AB Fixed Income Shares, Inc. - Government Money Market Portfolio                                                                       | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |  13485680 | NS      | $13485679.53  | 28.05%            |  |  |  | No            |                  1 | On Loan: No      |
| CITY OFFICE REIT                                | City Office REIT Inc                                                                                                                   | CUSIP: 178587200<br>LEI: 5493003J7157VP25NL57 | Long             | EP               |  | US        |      1832 | NS      | $34661.26     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                        | Prudential Financial Inc                                                                                                               | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |       727 | NS      | $78537.81     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Naturgy Energy Group SA                         | Naturgy Energy Group SA                                                                                                                | CUSIP: 000000000<br>LEI: TL2N6M87CW970S5SV098 | Long             | EC               | CORP              | ES        |      1312 | NS      | $36888.46     | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| Saul Centers Inc                                | Saul Centers Inc                                                                                                                       | CUSIP: 804395804<br>LEI: N/A                  | Long             | EP               |  | US        |      1883 | NS      | $37660.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Chemical Co Ltd                        | Sumitomo Chemical Co Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 353800RSAU9BD8U4DM91 | Long             | EC               | CORP              | JP        |     20100 | NS      | $73281.25     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                             | Fifth Third Bancorp                                                                                                                    | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       333 | NS      | $12107.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sartorius Stedim Biotech                        | Sartorius Stedim Biotech                                                                                                               | CUSIP: 000000000<br>LEI: 52990006IVXY7GCSSR39 | Long             | EC               | CORP              | FR        |         8 | NS      | $2730.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mettler-Toledo International Inc                | Mettler-Toledo International Inc                                                                                                       | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        63 | NS      | $92582.28     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordea Bank Abp                                 | Nordea Bank Abp                                                                                                                        | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |      7040 | NS      | $73983.37     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                 | Weyerhaeuser Co                                                                                                                        | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |      2206 | NS      | $72158.26     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc                         | Extra Space Storage Inc                                                                                                                | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |       351 | NS      | $56402.19     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                     | PURCHASED PHP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PH        |         1 | NC      | $4527.08      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                     | Long: SS2ATL0   IRS CAD R F  1.59500 IS2ATL0 CCPVANILLA / Short: SS2ATL0   IRS CAD P V 03MCDOR IS2ATM1 CCPVANILLA                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    160000 | OU      | $-17671.13    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                     | Long: SS2G0F9   IRS USD R F  1.33250 IS2G0F9 CCPOIS / Short: SS2G0F9   IRS USD P V 00MSOFR IS2G0G0 CCPOIS                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1130000 | OU      | $-190995.11   | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                            | Booking Holdings Inc                                                                                                                   | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        35 | NS      | $72780.75     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                            | Keurig Dr Pepper Inc                                                                                                                   | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |       634 | NS      | $24516.78     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                  | Merck & Co Inc                                                                                                                         | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      1193 | NS      | $131373.16    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Global ex-U.S. Real Estate ETF         | Vanguard Global ex-U.S. Real Estate ETF                                                                                                | CUSIP: 922042676<br>LEI: 9REVU8EQQSK7LWENPV85 | Long             | EC               | RF                | US        |      8954 | NS      | $378754.20    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                            | Colgate-Palmolive Co                                                                                                                   | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       527 | NS      | $40831.96     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Coloplast A/S                                   | Coloplast A/S                                                                                                                          | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |       108 | NS      | $12767.42     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                     | Long: SS2D2T8   IRS JPY R F   .00000 IS2D2T8/-0.00615 LCH / Short: SS2D2T8   IRS JPY P V 00MTONAR IS2D2U9 IRSLV515325-TONA LCH         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |  55860000 | OU      | $-21596.45    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                  | Eli Lilly & Co                                                                                                                         | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       460 | NS      | $170696.80    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Ltd                                       | Bunge Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               | CORP              | BM        |       741 | NS      | $77686.44     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                             | JPMorgan Chase & Co                                                                                                                    | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       498 | NS      | $68813.64     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                  | Amazon.com Inc                                                                                                                         | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      1198 | NS      | $115654.92    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Limited                                     | Long: SS1ZWQ2   IRS CNY R F  2.62000 SS1ZWQ2/2.62  LCH / Short: SS1ZWQ2   IRS CNY P V 03MLIBOR SS1ZWR3/CNRR007/1W/LCH                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CN        |   2236000 | OU      | $832.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                     | Equinor ASA                                                                                                                            | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |      4969 | NS      | $191360.16    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American PLC                              | Anglo American PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |      1382 | NS      | $57456.82     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                 | Fair Isaac Corp                                                                                                                        | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |        49 | NS      | $30366.28     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Limited                                     | Long: SS241X8   IRS EUR R F   .00000 SS241X8 IRSLV513329 LCH / Short: SS241X8   IRS EUR P V 06MLIBOR IS241Y9 IRSLV513329 LCH           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | DE        |    390000 | OU      | $-80478.50    | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Hologic Inc                                     | Hologic Inc                                                                                                                            | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |       824 | NS      | $62755.84     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VMware Inc                                      | VMware Inc                                                                                                                             | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |       456 | NS      | $55399.44     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                  | TOPIX INDX FUTR DEC22                                                                                                                  | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |         2 | NC      | $23372.18     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Limited                                     | Long: SS2DIS9   IRS USD R F  1.31450 IS2DIS9 CCPOIS / Short: SS2DIS9   IRS USD P V 00MSOFR IS2DIT0 CCPOIS                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1050000 | OU      | $-95635.06    | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Genpact Ltd                                     | Genpact Ltd                                                                                                                            | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |      1110 | NS      | $51182.10     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc                   | Annaly Capital Management Inc                                                                                                          | CUSIP: 000000000<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               |  | US        |      4012 | NS      | $86940.04     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Loblaw Cos Ltd                                  | Loblaw Cos Ltd                                                                                                                         | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |       176 | NS      | $15884.03     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirin Holdings Co Ltd                           | Kirin Holdings Co Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |      1400 | NS      | $22099.83     | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| ConocoPhillips                                  | ConocoPhillips                                                                                                                         | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       792 | NS      | $97819.92     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** AB CAP FUND, INC.

**Signature:** Joseph Mantineo

**Name of Signer:** Joseph Mantineo

**Title:** Treasurer and Chief Financial Officer