# EDGAR Filing Document

**Accession Number:** 0001653463
**File Stem:** 0001752724-23-047098
**Filing Date:** 2023-2
**Character Count:** 159962
**Document Hash:** 011dae7cf09b7591306ea4f2623ef0ed
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-047098.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-047098

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Bernstein Fund Inc
- **CENTRAL INDEX KEY:** 0001653463
- **IRS NUMBER:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23100
- **FILM NUMBER:** 23683867

**BUSINESS ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 1345 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10105
- **BUSINESS PHONE:** 212-969-10000

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

## Series and Classes Contracts Data

### International Small Cap Portfolio (Series ID: S000051866)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000163285 | Advisor Class |  |
| C000163291 | Class Z       |  |
| C000163292 | SCB Class     |  |

## Nport-Ex

**Bernstein Fund, Inc.** 

**Schedule of Investments** 

**International Small Cap Portfolio** 

**December 31, 2022 (unaudited)** 

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **COMMON STOCKS – 98.4%** |  |  |
|  **Industrials – 20.9%** |  |  |
|  **Aerospace & Defense – 2.1%** |  |  |
|  Babcock International Group PLC<sup>(a)</sup> | 1431128 | $4894430 |
|  QinetiQ Group PLC | 596565 | 2565356 |
|  Saab AB - Class B | 399487 | 15742798 |
|  |  | 23202584 |
|  **Air Freight & Logistics – 0.5%** |  |  |
|  Cia de Distribucion Integral Logista Holdings SA | 117207 | 2955551 |
|  Mitsui-Soko Holdings Co., Ltd. | 108300 | 2943288 |
|  |  | 5898839 |
|  **Airlines – 0.5%** |  |  |
|  Wizz Air Holdings PLC<sup>(a) (b)</sup> | 237496 | 5430523 |
|  **Building Products – 0.8%** |  |  |
|  Bunka Shutter Co., Ltd. | 316800 | 2653331 |
|  Fletcher Building Ltd. | 1526150 | 4569235 |
|  Inwido AB | 216876 | 2307708 |
|  |  | 9530274 |
|  **Commercial Services & Supplies – 1.9%** |  |  |
|  Biffa PLC<sup>(b)</sup> | 1976282 | 9733708 |
|  Downer EDI Ltd. | 2133090 | 5360662 |
|  Intrum AB | 75520 | 913982 |
|  Mitie Group PLC | 2955964 | 2649752 |
|  Serco Group PLC | 1220668 | 2293279 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20951383 |
|  **Construction & Engineering – 1.9%** |  |  |
|  Balfour Beatty PLC | 2289174 | 9343070 |
|  Hazama Ando Corp. | 1470700 | 9386545 |
|  Veidekke ASA | 279699 | 2751658 |
|  |  | 21481273 |
|  **Electrical Equipment – 2.0%** |  |  |
|  Fuji Electric Co., Ltd. | 208000 | 7849766 |
|  Nexans SA | 97920 | 8862661 |
|  TKH Group NV | 155399 | 6198433 |
|  |  | 22910860 |
|  **Industrial Conglomerates – 1.0%** |  |  |
|  Bidvest Group Ltd. (The) | 753200 | 9503630 |
|  Nolato AB - Class B | 423673 | 2221272 |
|  |  | 11724902 |
|  **Machinery – 5.1%** |  |  |
|  Amada Co., Ltd. | 1308100 | 10186633 |
|  ANDRITZ AG | 50985 | 2918488 |
|  ATS Corp.<sup>(a)</sup> | 256432 | 7971361 |
|  Duerr AG | 209095 | 7005225 |
|  Ebara Corp. | 78400 | 2792802 |
|  IMI PLC | 108467 | 1694020 |
|  Kawasaki Heavy Industries Ltd. | 361000 | 8379366 |
|  Morgan Advanced Materials PLC | 677890 | 2577438 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  Nabtesco Corp. | 290800 | $7375958 |
|  NKT A/S<sup>(a)</sup> | 51917 | 2930898 |
|  Turk Traktor ve Ziraat Makineleri AS | 108809 | 3831020 |
|  |  | 57663209 |
|  **Marine – 0.2%** |  |  |
|  Golden Ocean Group Ltd. | 237951 | 2081167 |
|  **Professional Services – 1.2%** |  |  |
|  BayCurrent Consulting, Inc. | 77600 | 2415687 |
|  Danel Adir Yeoshua Ltd. | 22013 | 1727913 |
|  Dip Corp. | 283900 | 8119082 |
|  NICE Information Service Co., Ltd. | 108024 | 1047366 |
|  |  | 13310048 |
|  **Road & Rail – 1.3%** |  |  |
|  Hamakyorex Co., Ltd. | 100300 | 2391883 |
|  Maruzen Showa Unyu Co., Ltd. | 110800 | 2548587 |
|  Redde Northgate PLC | 461870 | 2300517 |
|  Sakai Moving Service Co., Ltd. | 74200 | 2436110 |
|  Senko Group Holdings Co., Ltd. | 372800 | 2733375 |
|  Trancom Co., Ltd. | 46000 | 2580848 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14991320 |
|  **Trading Companies & Distributors – 0.9%** |  |  |
|  Howden Joinery Group PLC | 305640 | 2063797 |
|  Inaba Denki Sangyo Co., Ltd. | 124900 | 2555616 |
|  Russel Metals, Inc. | 105225 | 2236614 |
|  Solar A/S - Class B | 11051 | 989623 |
|  Yuasa Trading Co., Ltd. | 95500 | 2621606 |
|  |  | 10467256 |
|  **Transportation Infrastructure – 1.5%** |  |  |
|  Anhui Expressway Co., Ltd. - Class H | 2956000 | 2374073 |
|  Grupo Aeroportuario del Centro Norte SAB de CV | 1216552 | 9353338 |
|  Gujarat Pipavav Port Ltd. | 2135009 | 2615663 |
|  Sumitomo Warehouse Co., Ltd. (The) | 168800 | 2507553 |
|  |  | 16850627 |
|  |  | 236494265 |
|  **Consumer Discretionary – 14.4%** |  |  |
|  **Auto Components – 3.0%** |  |  |
|  Faurecia SE (Paris)<sup>(a)</sup> | 614026 | 9293494 |
|  Mahle-Metal Leve SA | 391800 | 2272876 |
|  Motherson Sumi Wiring India Ltd. | 3469620 | 2442194 |
|  NGK Spark Plug Co., Ltd. | 143300 | 2626269 |
|  PWR Holdings Ltd. | 345112 | 2515347 |
|  Schaeffler AG (Preference Shares) | 451184 | 3047898 |
|  Tianneng Power International Ltd. | 2156000 | 2269933 |
|  Toyo Tire Corp. | 672794 | 7572436 |
|  Tube Investments of India Ltd. | 78705 | 2620176 |
|  |  | 34660623 |
|  **Automobiles – 0.5%** |  |  |
|  Piaggio & C SpA | 1984869 | 5954894 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** | **U.S. $ Value** |
|  **Diversified Consumer Services – 0.6%** |  |  |  |
|  Benesse Holdings, Inc. | 464800 | $| 7066817 |
|  **Hotels, Restaurants & Leisure – 4.0%** |  |  |  |
|  Domino's Pizza Group PLC | 715871 |  | 2539237 |
|  Entain PLC | 459752 |  | 7321576 |
|  Greggs PLC | 93624 |  | 2630568 |
|  Jollibee Foods Corp. | 2325880 |  | 9608341 |
|  Jumbo Interactive Ltd. | 276764 |  | 2627474 |
|  KFC Holdings Japan Ltd. | 126400 |  | 2652217 |
|  Kindred Group PLC (SDR) | 792369 |  | 8261808 |
|  Tongcheng Travel Holdings Ltd.<sup>(a)</sup> | 4162000 |  | 9941168 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45582389 |
|  **Household Durables – 0.6%** |  |  |  |
|  Ki-Star Real Estate Co., Ltd. | 181500 |  | 6308499 |
|  **Leisure Products – 1.0%** |  |  |  |
|  BRP, Inc. | 108845 |  | 8298426 |
|  Sega Sammy Holdings, Inc. | 168400 |  | 2542749 |
|  |  |  | 10841175 |
|  **Multiline Retail – 0.3%** |  |  |  |
|  Europris ASA<sup>(b)</sup> | 429414 |  | 3008111 |
|  **Specialty Retail – 1.8%** |  |  |  |
|  ABC-Mart, Inc. | 136200 |  | 7699422 |
|  Delek Automotive Systems Ltd. | 185346 |  | 2171299 |
|  EDION Corp. | 259400 |  | 2537003 |
|  Kohnan Shoji Co., Ltd. | 88900 |  | 2308025 |
|  Mobilezone Holding AG (REG) | 81487 |  | 1351477 |
|  Pet Valu Holdings Ltd. | 87322 |  | 2523567 |
|  Sleep Country Canada Holdings, Inc.<sup>(b)</sup> | 126266 |  | 2142978 |
|  |  |  | 20733771 |
|  **Textiles, Apparel & Luxury Goods – 2.6%** |  |  |  |
|  Asics Corp. | 395000 |  | 8682453 |
|  Handsome Co., Ltd. | 76556 |  | 1643282 |
|  HUGO BOSS AG | 102391 |  | 5919232 |
|  JNBY Design Ltd.<sup>(b)</sup> | 1194500 |  | 1419361 |
|  Marimekko Oyj | 272246 |  | 2552715 |
|  Pandora A/S | 131661 |  | 9305994 |
|  |  |  | 29523037 |
|  |  |  | 163679316 |
|  **Financials – 12.1%** |  |  |  |
|  **Banks – 6.3%** | **Banks – 6.3%** | **Banks – 6.3%** | **Banks – 6.3%** |
| Aozora Bank Ltd. | 68800 |  | 1352240 |
|  Banco de Sabadell SA | 7857862 |  | 7386098 |
|  Bank of Ireland Group PLC | 1672646 |  | 15939170 |
|  Bank Pembangunan Daerah Jawa Barat Dan Banten Tbk PT | 26736700 |  | 2309996 |
|  Bank Pembangunan Daerah Jawa Timur Tbk PT | 47991500 |  | 2189434 |
|  Bankinter SA | 455519 |  | 3051764 |
|  BAWAG Group AG<sup>(a) (b)</sup> | 162574 |  | 8663611 |
|  BNK Financial Group, Inc. | 438540 |  | 2259222 |
|  Close Brothers Group PLC | 220454 |  | 2772349 |
|  Federal Bank Ltd. | 3038794 |  | 5111137 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** | **U.S. $ Value** |
|  Kiatnakin Phatra Bank PCL | 1190500 | $| 2532602 |
|  Seven Bank Ltd. | 660900 |  | 1317723 |
|  Spar Nord Bank A/S | 203170 |  | 3111187 |
|  SpareBank 1 SMN | 84988 |  | 1104027 |
|  Sydbank AS | 82108 |  | 3453989 |
|  Virgin Money UK PLC | 3966649 |  | 8723233 |
|  |  |  | 71277782 |
|  **Capital Markets – 2.3%** |  |  |  |
|  Azimut Holding SpA | 125335 |  | 2804469 |
|  Banca Generali SpA | 74870 |  | 2570038 |
|  IG Group Holdings PLC | 1080212 |  | 10178091 |
|  Intermediate Capital Group PLC | 523670 |  | 7230403 |
|  Man Group PLC/Jersey | 1060995 |  | 2729788 |
|  Polar Capital Holdings PLC | 170419 |  | 982754 |
|  |  |  | 26495543 |
|  **Consumer Finance – 0.6%** |  |  |  |
|  Jaccs Co., Ltd. | 93300 |  | 2919313 |
|  Shriram Finance Ltd. | 230471 |  | 3837266 |
|  |  |  | 6756579 |
|  **Diversified Financial Services – 0.2%** |  |  |  |
|  REC Ltd. | 1952865 |  | 2752251 |
|  **Insurance – 1.8%** |  |  |  |
|  Beazley PLC | 686087 |  | 5611105 |
|  Coface SA | 221194 |  | 2871797 |
|  Hiscox Ltd. | 421588 |  | 5558398 |
|  Protector Forsikring ASA | 197244 |  | 2523999 |
|  SCOR SE | 154969 |  | 3570679 |
|  |  |  | 20135978 |
|  **Thrifts & Mortgage Finance – 0.9%** |  |  |  |
|  Home Capital Group, Inc. | 283083 |  | 8902271 |
|  OSB Group PLC | 242519 |  | 1402251 |
|  |  |  | 10304522 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137722655 |
|  **Materials – 10.4%** |  |  |  |
|  **Chemicals – 3.8%** | **Chemicals – 3.8%** | **Chemicals – 3.8%** | **Chemicals – 3.8%** |
|  Castrol India Ltd. | 1583884 |  | 2364404 |
|  Dongjin Semichem Co., Ltd. | 61143 |  | 1460445 |
|  EID Parry India Ltd. | 331830 |  | 2282006 |
|  Elkem ASA<sup>(a) (b)</sup> | 689240 |  | 2480787 |
|  Gujarat Narmada Valley Fertilizers & Chemicals Ltd. | 1263889 |  | 8486629 |
|  Hansol Chemical Co., Ltd. | 29811 |  | 4390537 |
|  Incitec Pivot Ltd. | 3222174 |  | 8202436 |
|  Polyplex Corp. Ltd. | 76751 |  | 1478030 |
|  Tosoh Corp. | 509900 |  | 6063546 |
|  Zeon Corp. | 539700 |  | 5430902 |
|  |  |  | 42639722 |
|  **Construction Materials – 0.2%** |  |  |  |
|  CSR Ltd. | 835020 |  | 2670207 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **Containers & Packaging – 1.2%** |  |  |
|  Orora Ltd. | 3233115 | $6328281 |
|  Rengo Co., Ltd. | 1089400 | 7475930 |
|  |  | 13804211 |
|  **Metals & Mining – 4.1%** |  |  |
|  APERAM SA | 184344 | 5846209 |
|  Central Asia Metals PLC | 917887 | 2752005 |
|  Champion Iron Ltd. | 403205 | 1994841 |
|  Endeavour Mining PLC | 354245 | 7581994 |
|  Fushan International Energy Group Ltd. | 5902000 | 1882334 |
|  Grange Resources Ltd. | 4157231 | 2384528 |
|  Kardemir Karabuk Demir Celik Sanayi ve Ticaret AS - Class D | 3195409 | 3068866 |
|  Lundin Mining Corp. | 970459 | 5956067 |
|  OZ Minerals Ltd. | 391091 | 7371739 |
|  Pan African Resources PLC | 11082241 | 2194519 |
|  Perenti Global Ltd.<sup>(a)</sup> | 3702232 | 3315864 |
|  SSAB AB - Class B | 519620 | 2706730 |
|  |  | 47055696 |
|  **Paper & Forest Products – 1.1%** |  |  |
|  Daiken Corp. | 165700 | 2627250 |
|  Interfor Corp.<sup>(a)</sup> | 456152 | 7074736 |
|  Ta Ann Holdings Bhd | 2960400 | 2541570 |
|  |  | 12243556 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118413392 |
|  **Information Technology – 10.0%** |  |  |
|  **Communications Equipment – 0.7%** |  |  |
|  Sterlite Technologies Ltd. | 2860052 | 6073925 |
|  VTech Holdings Ltd. | 282700 | 1818025 |
|  |  | 7891950 |
|  **Electronic Equipment, Instruments & Components – 1.6%** |  |  |
|  Anritsu Corp. | 238600 | 2323390 |
|  E Ink Holdings, Inc. | 1923000 | 10070199 |
|  Kaga Electronics Co., Ltd. | 78800 | 2431809 |
|  SOLUM Co., Ltd.<sup>(a)</sup> | 87080 | 1204603 |
|  Test Research, Inc. | 1013000 | 2092452 |
|  |  | 18122453 |
|  **IT Services – 0.7%** |  |  |
|  Computacenter PLC | 88353 | 2051792 |
|  NSD Co., Ltd. | 58700 | 1014456 |
|  Sonata Software Ltd. | 374172 | 2560157 |
|  Transcosmos, Inc. | 111200 | 2730724 |
|  |  | 8357129 |
|  **Semiconductors & Semiconductor Equipment – 4.9%** |  |  |
|  ASPEED Technology, Inc. | 27000 | 1473896 |
|  BE Semiconductor Industries NV | 22413 | 1365868 |
|  Elan Microelectronics Corp. | 469000 | 1307484 |
|  Elite Semiconductor Microelectronics Technology, Inc. | 337000 | 709008 |
|  Himax Technologies, Inc. (ADR) | 607023 | 3769613 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** | **U.S. $ Value** |
|  LX Semicon Co., Ltd. | 35463 | $| 2022434 |
|  Melexis NV | 35991 |  | 3132868 |
|  Micronics Japan Co., Ltd. | 237200 |  | 2323687 |
|  Nanya Technology Corp. | 2879000 |  | 4781032 |
|  Optorun Co., Ltd. | 341300 |  | 5773663 |
|  Phison Electronics Corp. | 137000 |  | 1399043 |
|  Pixart Imaging, Inc. | 310000 |  | 970317 |
|  Rorze Corp. | 91900 |  | 4908558 |
|  Sanken Electric Co., Ltd. | 150600 |  | 7420987 |
|  SCREEN Holdings Co., Ltd. | 39700 |  | 2531564 |
|  Siltronic AG | 42985 |  | 3126745 |
|  Sino-American Silicon Products, Inc. | 451000 |  | 2040734 |
|  Sitronix Technology Corp. | 163000 |  | 937979 |
|  Tokyo Seimitsu Co., Ltd. | 75800 |  | 2448968 |
|  u-blox Holding AG | 21283 |  | 2540574 |
|  |  |  | 54985022 |
|  **Software – 1.4%** | **Software – 1.4%** | **Software – 1.4%** | **Software – 1.4%** |
|  Absolute Software Corp. | 239198 |  | 2497976 |
|  Fortnox AB | 501958 |  | 2279333 |
|  Iress Ltd. | 399772 |  | 2584091 |
|  SimCorp A/S | 43909 |  | 3023267 |
|  Tanla Platforms Ltd. | 659924 |  | 5669105 |
|  |  |  | 16053772 |
|  **Technology Hardware, Storage & Peripherals – 0.7%** | **Technology Hardware, Storage & Peripherals – 0.7%** | **Technology Hardware, Storage & Peripherals – 0.7%** | **Technology Hardware, Storage & Peripherals – 0.7%** |
|  Asia Vital Components Co., Ltd. | 2316000 |  | 8406358 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113816684 |
|  **Communication Services – 7.6%** | **Communication Services – 7.6%** | **Communication Services – 7.6%** | **Communication Services – 7.6%** |
|  **Diversified Telecommunication Services – 0.5%** | **Diversified Telecommunication Services – 0.5%** | **Diversified Telecommunication Services – 0.5%** | **Diversified Telecommunication Services – 0.5%** |
|  ARTERIA Networks Corp. | 276200 |  | 2602261 |
|  Telecom Egypt Co. | 3021580 |  | 3063733 |
|  |  |  | 5665994 |
|  **Entertainment – 3.8%** | **Entertainment – 3.8%** | **Entertainment – 3.8%** | **Entertainment – 3.8%** |
|  Capcom Co., Ltd. | 288300 |  | 9202676 |
|  CTS Eventim AG & Co. KGaA<sup>(a)</sup> | 41003 |  | 2602825 |
|  GungHo Online Entertainment, Inc. | 438400 |  | 7081056 |
|  International Games System Co., Ltd. | 904000 |  | 12725332 |
|  Rovio Entertainment Oyj<sup>(b)</sup> | 414235 |  | 2698396 |
|  Soft-World International Corp. | 482000 |  | 1249892 |
|  Ubisoft Entertainment SA<sup>(a)</sup> | 239899 |  | 6777341 |
|  |  |  | 42337518 |
|  **Interactive Media & Services – 0.1%** | **Interactive Media & Services – 0.1%** | **Interactive Media & Services – 0.1%** | **Interactive Media & Services – 0.1%** |
|  AfreecaTV Co., Ltd. | 24970 |  | 1411001 |
|  **Media – 3.2%** | **Media – 3.2%** | **Media – 3.2%** | **Media – 3.2%** |
|  Affle India Ltd.<sup>(a)</sup> | 40671 |  | 528377 |
|  Criteo SA (Sponsored ADR)<sup>(a)</sup> | 278893 |  | 7267952 |
|  IPSOS | 23270 |  | 1457369 |
|  Kadokawa Corp. | 451100 |  | 8240817 |
|  Perion Network Ltd.<sup>(a)</sup> | 24993 |  | 619809 |
|  Rightmove PLC | 412010 |  | 2548873 |
|  Stroeer SE & Co. KGaA | 143511 |  | 6676961 |
|  Sun TV Network Ltd. | 1339249 |  | 7887979 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** | **U.S. $ Value** |
|  Television Francaise 1 | 183883 | $| 1411635 |
|  |  |  | 36639772 |
|  |  |  | 86054285 |
|  **Health Care – 6.7%** | **Health Care – 6.7%** | **Health Care – 6.7%** | **Health Care – 6.7%** |
|  **Biotechnology – 1.3%** | **Biotechnology – 1.3%** | **Biotechnology – 1.3%** | **Biotechnology – 1.3%** |
|  BioGaia AB - Class B | 114043 |  | 913134 |
|  Clinuvel Pharmaceuticals Ltd. | 182141 |  | 2662745 |
|  Hugel, Inc.<sup>(a)</sup> | 76845 |  | 8207812 |
|  Pharma Mar SA | 35848 |  | 2469147 |
|  |  |  | 14252838 |
|  **Health Care Equipment & Supplies – 2.9%** | **Health Care Equipment & Supplies – 2.9%** | **Health Care Equipment & Supplies – 2.9%** | **Health Care Equipment & Supplies – 2.9%** |
|  Chularat Hospital PCL - Class F | 24378800 |  | 2590269 |
|  ConvaTec Group PLC<sup>(b)</sup> | 2993112 |  | 8382714 |
|  Eiken Chemical Co., Ltd. | 183500 |  | 2371801 |
|  Getinge AB - Class B | 351161 |  | 7300846 |
|  LivaNova PLC<sup>(a)</sup> | 135404 |  | 7520338 |
|  Revenio Group Oyj | 60097 |  | 2484925 |
|  Riverstone Holdings Ltd. | 5278200 |  | 2422211 |
|  |  |  | 33073104 |
|  **Health Care Providers & Services – 0.4%** | **Health Care Providers & Services – 0.4%** | **Health Care Providers & Services – 0.4%** | **Health Care Providers & Services – 0.4%** |
|  Australian Clinical Labs Ltd.<sup>(b)</sup> | 1087225 |  | 2209136 |
|  Odontoprev SA | 1309180 |  | 2238681 |
|  |  |  | 4447817 |
|  **Life Sciences Tools & Services – 0.5%** | **Life Sciences Tools & Services – 0.5%** | **Life Sciences Tools & Services – 0.5%** | **Life Sciences Tools & Services – 0.5%** |
|  Chemometec A/S<sup>(a)</sup> | 23263 |  | 2319514 |
|  Gerresheimer AG | 54670 |  | 3657170 |
|  |  |  | 5976684 |
|  **Pharmaceuticals – 1.6%** | **Pharmaceuticals – 1.6%** | **Pharmaceuticals – 1.6%** | **Pharmaceuticals – 1.6%** |
|  Chong Kun Dang Pharmaceutical Corp. | 17669 |  | 1153418 |
|  Faes Farma SA | 496093 |  | 1864125 |
|  Huons Co., Ltd. | 37076 |  | 858117 |
|  Hypera SA | 1106000 |  | 9483694 |
|  Mega Lifesciences PCL | 1867400 |  | 2520599 |
|  Sanofi India Ltd. | 29225 |  | 2057615 |
|  |  |  | 17937568 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75688011 |
|  **Real Estate – 5.9%** | **Real Estate – 5.9%** | **Real Estate – 5.9%** | **Real Estate – 5.9%** |
|  **Equity Real Estate Investment Trusts (REITs) – 3.5%** | **Equity Real Estate Investment Trusts (REITs) – 3.5%** | **Equity Real Estate Investment Trusts (REITs) – 3.5%** | **Equity Real Estate Investment Trusts (REITs) – 3.5%** |
|  AIMS APAC REIT | 2543900 |  | 2357009 |
|  Allied Properties Real Estate Investment Trust | 124891 |  | 2361307 |
|  AREIT, Inc. | 3728600 |  | 2371110 |
|  CapitaLand China Trust | 3356400 |  | 2807886 |
|  Charter Hall Retail REIT | 2876456 |  | 7429219 |
|  H&R Real Estate Investment Trust | 278746 |  | 2493068 |
|  Immobiliare Grande Distribuzione SIIQ SpA | 766988 |  | 2555667 |
|  Keppel Pacific Oak US REIT<sup>(b)</sup> | 4287700 |  | 1973577 |
|  Killam Apartment Real Estate Investment Trust | 590138 |  | 7065094 |
|  Manulife US Real Estate Investment Trust<sup>(b)</sup> | 6430600 |  | 1929887 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** | **U.S. $ Value** |
|  Morguard North American Residential Real Estate Investment Trust | 185002 | $| 2213466 |
|  Regional REIT Ltd.<sup>(b)</sup> | 3060238 |  | 2182808 |
|  Sasseur Real Estate Investment Trust<sup>(b)</sup> | 4557700 |  | 2569064 |
|  |  |  | 40309162 |
|  **Real Estate Management & Development – 2.4%** | **Real Estate Management & Development – 2.4%** | **Real Estate Management & Development – 2.4%** | **Real Estate Management & Development – 2.4%** |
|  CA Immobilien Anlagen AG | 345323 |  | 10426323 |
|  Farglory Land Development Co., Ltd. | 3108000 |  | 5743010 |
|  Grand City Properties SA | 397500 |  | 3909702 |
|  IWG PLC<sup>(a)</sup> | 1904737 |  | 3805642 |
|  Kerry Properties Ltd. | 1337500 |  | 2901627 |
|  |  |  | 26786304 |
|  |  |  | 67095466 |
|  **Energy – 4.6%** | **Energy – 4.6%** | **Energy – 4.6%** | **Energy – 4.6%** |
|  **Energy Equipment & Services – 0.3%** | **Energy Equipment & Services – 0.3%** | **Energy Equipment & Services – 0.3%** | **Energy Equipment & Services – 0.3%** |
|  Pason Systems, Inc. | 227239 |  | 2675177 |
|  **Oil, Gas & Consumable Fuels – 4.3%** | **Oil, Gas & Consumable Fuels – 4.3%** | **Oil, Gas & Consumable Fuels – 4.3%** | **Oil, Gas & Consumable Fuels – 4.3%** |
|  Baytex Energy Corp.<sup>(a)</sup> | 179686 |  | 806862 |
|  Beach Energy Ltd. | 8909121 |  | 9674021 |
|  BW LPG Ltd.<sup>(b)</sup> | 269810 |  | 2091738 |
|  Cosmo Energy Holdings Co., Ltd. | 265500 |  | 7027818 |
|  Harbour Energy PLC | 334352 |  | 1233849 |
|  Itochu Enex Co., Ltd. | 315200 |  | 2512865 |
|  New Hope Corp., Ltd. | 311117 |  | 1336144 |
|  Petroreconcavo SA | 383300 |  | 2395972 |
|  Semirara Mining & Power Corp. | 4636700 |  | 2884644 |
|  Serica Energy PLC | 632450 |  | 2195248 |
|  Spartan Delta Corp. | 249280 |  | 2752390 |
|  Star Petroleum Refining PCL | 15255500 |  | 4712974 |
|  Thungela Resources Ltd. | 77067 |  | 1300461 |
|  VERBIO Vereinigte BioEnergie AG | 31524 |  | 2043778 |
|  Vermilion Energy, Inc. | 115242 |  | 2040141 |
|  Whitecap Resources, Inc. | 376248 |  | 2984419 |
|  Whitehaven Coal Ltd. | 181240 |  | 1154669 |
|  |  |  | 49147993 |
|  |  |  | 51823170 |
|  **Consumer Staples – 3.5%** | **Consumer Staples – 3.5%** | **Consumer Staples – 3.5%** | **Consumer Staples – 3.5%** |
|  **Beverages – 0.8%** | **Beverages – 0.8%** | **Beverages – 0.8%** | **Beverages – 0.8%** |
|  Royal Unibrew A/S | 125134 |  | 8893318 |
|  **Food & Staples Retailing – 1.7%** | **Food & Staples Retailing – 1.7%** | **Food & Staples Retailing – 1.7%** | **Food & Staples Retailing – 1.7%** |
|  Arcs Co., Ltd. | 161000 |  | 2683876 |
|  Axfood AB | 103122 |  | 2827679 |
|  Grupo Comercial Chedraui SA de CV | 581819 |  | 2478773 |
|  Sendas Distribuidora SA | 1937453 |  | 7159600 |
|  Sheng Siong Group Ltd. | 2090200 |  | 2572333 |
|  Sonae SGPS SA | 1936770 |  | 1940274 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19662535 |
|  **Food Products – 1.0%** | **Food Products – 1.0%** | **Food Products – 1.0%** | **Food Products – 1.0%** |
|  Astral Foods Ltd. | 242338 |  | 2321225 |
|  Austevoll Seafood ASA | 638154 |  | 5755595 |
|  Hokuto Corp. | 118600 |  | 1691597 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  Marfrig Global Foods SA | 1106000 | $1794689 |
|  |  | 11563106 |
|  |  | 40118959 |
|  **Utilities – 2.3%** |  |  |
|  **Electric Utilities – 0.5%** |  |  |
|  Genesis Energy Ltd. | 2991078 | 4895497 |
|  **Independent Power and Renewable Electricity Producers – 1.2%** | **Independent Power and Renewable Electricity Producers – 1.2%** |  |
|  Capital Power Corp. | 403273 | 13798847 |
|  **Multi-Utilities – 0.6%** |  |  |
|  Sembcorp Industries Ltd. | 2269500 | 5730009 |
|  Telecom Plus PLC | 51198 | 1355243 |
|  |  | 7085252 |
|  |  | 25779596 |
|  Total Common Stocks <br>(cost $1,119,462,320) |  | 1116685799 |
|  **SHORT-TERM INVESTMENTS – 1.1%** | **SHORT-TERM INVESTMENTS – 1.1%** |  |
|  **Investment Companies – 1.1%** |  |  |
|  AB Fixed Income Shares, Inc. - Government Money Market Portfolio -<br>Class AB, 4.12%<sup>(c) (d) (e)</sup> <br>(cost $12,259,389) | 12259389 | 12259389 |
|  **Total Investments – 99.5%** <br> (cost $1,131,721,709)<sup>(f)</sup> |  | 1128945188 |
|  Other assets less liabilities – 0.5% |  | 5692919 |
|  **Net Assets – 100.0%** |  | $**1134638107** |

---

**FORWARD CURRENCY EXCHANGE CONTRACTS** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts to<br>Deliver<br>(000)** | **Contracts to<br>Deliver<br>(000)** | **In Exchange<br>For<br>(000)** | **In Exchange<br>For<br>(000)** | **Settlement<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| Bank of America, NA | GBP | 3063 | USD | 3762 | 01/18/2023 | $57272 |
| Bank of America, NA | CAD | 10586 | USD | 7884 | 01/19/2023 | 64825 |
| Bank of America, NA | USD | 10224 | KRW | 14612836 | 01/30/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1384716 |
| Bank of America, NA | USD | 2815 | SEK | 29506 | 02/03/2023 | 16929 |
| Bank of America, NA | CNH | 18854 | USD | 2634 | 02/16/2023 | (99328) |
| Barclays Bank PLC | BRL | 15763 | USD | 2999 | 01/04/2023 | 13228 |
| Barclays Bank PLC | USD | 3021 | BRL | 15763 | 01/04/2023 | (35505) |
| Barclays Bank PLC | USD | 3397 | KRW | 4525019 | 01/30/2023 | 197971 |
| BNP Paribas SA | AUD | 5930 | USD | 3836 | 01/19/2023 | (203541) |
| Citibank, NA | GBP | 16165 | USD | 19255 | 01/18/2023 | (295012) |
| Citibank, NA | USD | 4969 | AUD | 7832 | 01/19/2023 | 366321 |
| Citibank, NA | USD | 8441 | CAD | 11519 | 01/19/2023 | 67299 |
| Citibank, NA | PHP | 498078 | USD | 8347 | 01/26/2023 | (605853) |
| Citibank, NA | DKK | 50171 | USD | 7033 | 02/03/2023 | (205076) |
| Citibank, NA | USD | 7994 | INR | 664625 | 03/16/2023 | 1565 |
| Deutsche Bank AG | ILS | 5623 | USD | 1584 | 01/19/2023 | (17008) |
| Deutsche Bank AG | USD | 3654 | ILS | 12411 | 01/19/2023 | (121195) |
| Goldman Sachs Bank USA | JPY | 455063 | USD | 3367 | 02/09/2023 | (116177) |
| Goldman Sachs Bank USA | USD | 5984 | MYR | 26120 | 03/16/2023 | 6697 |
| HSBC Bank USA | USD | 12759 | ILS | 44507 | 01/19/2023 | (90394) |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts to<br>Deliver<br>(000)** | **Contracts to<br>Deliver<br>(000)** | **In Exchange<br>For<br>(000)** | **In Exchange<br>For<br>(000)** | **Settlement<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| Morgan Stanley Capital Services, Inc. | BRL | 39794 | USD | 7627 | 01/04/2023 | $89633 |
| Morgan Stanley Capital Services, Inc. | BRL | 24031 | USD | 4430 | 01/04/2023 | (121537) |
| Morgan Stanley Capital Services, Inc. | USD | 12167 | BRL | 63825 | 01/04/2023 | (78116) |
| Morgan Stanley Capital Services, Inc. | HKD | 20022 | USD | 2553 | 01/12/2023 | (12749) |
| Morgan Stanley Capital Services, Inc. | USD | 4429 | AUD | 7001 | 01/19/2023 | 340178 |
| Morgan Stanley Capital Services, Inc. | USD | 6330 | CAD | 8677 | 01/19/2023 | 78893 |
| Morgan Stanley Capital Services, Inc. | BRL | 39794 | USD | 7520 | 02/02/2023 | 23688 |
| Morgan Stanley Capital Services, Inc. | NZD | 6812 | USD | 4202 | 02/02/2023 | (124972) |
| Morgan Stanley Capital Services, Inc. | USD | 4363 | NZD | 6812 | 02/02/2023 | (35927) |
| Morgan Stanley Capital Services, Inc. | USD | 3452 | JPY | 455063 | 02/09/2023 | 31478 |
| Morgan Stanley Capital Services, Inc. | USD | 14627 | CHF | 13531 | 03/01/2023 | 95958 |
| Morgan Stanley Capital Services, Inc. | SGD | 11817 | USD | 8778 | 03/02/2023 | (52936) |
| Morgan Stanley Capital Services, Inc. | USD | 4091 | TWD | 124238 | 03/16/2023 | (17985) |
| Natwest Markets PLC | USD | 5633 | CNH | 40306 | 02/16/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209661 |
| Societe Generale | CAD | 4815 | USD | 3579 | 01/19/2023 | 22360 |
| Standard Chartered Bank | TWD | 124238 | USD | 4134 | 03/16/2023 | 61639 |
| State Street Bank & Trust Co. | USD | 2553 | HKD | 20022 | 01/12/2023 | 12527 |
| State Street Bank & Trust Co. | THB | 165308 | USD | 4679 | 01/19/2023 | (101026) |
| UBS AG | USD | 3273 | IDR | 50440802 | 01/26/2023 | (23142) |
| UBS AG | EUR | 25600 | USD | 27024 | 02/27/2023 | (479788) |
|  |  |  |  |  |  | $305571 |

---

*(a)* *Non-income producing security.* 

*(b)* *Security is exempt from registration under Rule 144A or Regulation S of the Securities Act of 1933. These securities are considered restricted, but liquid and may be resold in transactions exempt from registration. At December 31, 2022, the aggregate market value of these securities amounted to $56,916,399 or 5.0% of net assets.* 

*(c)* *Affiliated investments.* 

*(d)* *The rate shown represents the 7-day yield as of period end.* 

*(e)* *To obtain a copy of the fund's shareholder report, please go to the Securities and Exchange Commission's website at www.sec.gov, or call AB at (800) 227-4618.* 

*(f)* *As of December 31, 2022, the cost basis of investment securities owned was substantially identical for both book and tax purposes. Gross unrealized appreciation of investments was $145,416,083 and gross unrealized depreciation of investments was $(147,887,033), resulting in net unrealized depreciation of $(2,470,950).* 

---

| | |
|:---|:---|
| | *Please note: The sector classifications presented herein are based on the Global Industry Classification Standard (GICS) which was developed by Morgan Stanley Capital International and Standard & Poor's. The components are divided into sector, industry group, and industry sub-indices as classified by the GICS for each of the market capitalization indices in the broad market.*  |

---

*Currency Abbreviations:* 

*AUD – Australian Dollar* 

*BRL – Brazilian Real* 

*CAD – Canadian Dollar* 

*CHF – Swiss Franc* 

------

*CNH – Chinese Yuan Renminbi (Offshore)* 

*DKK – Danish Krone* 

*EUR – Euro* 

*GBP – Great British Pound* 

*HKD – Hong Kong Dollar* 

*IDR – Indonesian Rupiah* 

*ILS – Israeli Shekel* 

*INR – Indian Rupee* 

*JPY – Japanese Yen* 

*KRW – South Korean Won* 

*MYR – Malaysian Ringgit* 

*NZD – New Zealand Dollar* 

*PHP – Philippine Peso* 

*SEK – Swedish Krona* 

*SGD – Singapore Dollar* 

*THB – Thailand Baht* 

*TWD – New Taiwan Dollar* 

*USD – United States Dollar* 

*Glossary:* 

*ADR – American Depositary Receipt* 

*REG – Registered Shares* 

*REIT – Real Estate Investment Trust* 

*SDR – Swedish Depositary Receipt* 

**COUNTRY BREAKDOWN<sup>1</sup>** 

**December 31, 2022 (unaudited)** 

21.0 % Japan

10.8 % United Kingdom

6.4 % Canada

6.2 % Australia

5.2 % India

5.1 % Taiwan

3.7 % France

3.4 % Germany

3.3 % Sweden

3.0 % Denmark

2.3 % South Korea

2.2 % Brazil

2.2 % Singapore

24.1 % Other

1.1 % Short-Term Investments

100.0 % Total Investments

---

| | |
|:---|:---|
| 1 | The Fund's country breakdown is expressed as a percentage of total investments and may vary over time. The Portfolio also enters into derivative transactions, which may be used for hedging or investment purposes (see "Schedule of Investments" section of the report for additional details). "Other" country weightings represent 1.9% or less in the following: Austria, Belgium, Burkina Faso, Chile, China, Egypt, Finland, Hong Kong, Indonesia, Ireland, Israel, Italy, Luxembourg, Malaysia, Malta, Mexico, Netherlands, New Zealand, Norway, Philippines, Portugal, South Africa, Spain, Switzerland, Thailand, Turkey and United States.  |

---

------

**Bernstein Fund, Inc.** 

**International Small Cap Portfolio** 

**December 31, 2022 (unaudited)** 

In accordance with U.S. GAAP regarding fair value measurements, fair value is defined as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. U.S. GAAP establishes a framework for measuring fair value, and a three-level hierarchy for fair value measurements based upon the transparency of inputs to the valuation of an asset or liability (including those valued based on their market values). Inputs may be observable or unobservable and refer broadly to the assumptions that market participants would use in pricing the asset or liability. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability based on market data obtained from sources independent of the Portfolio. Unobservable inputs reflect the Portfolio's own assumptions about the assumptions that market participants would use in pricing the asset or liability based on the best information available in the circumstances. Each investment is assigned a level based upon the observability of the inputs which are significant to the overall valuation. The three-tier hierarchy of inputs is summarized below.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 - quoted prices in active markets for identical investments

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates,
prepayment speeds, credit risk, etc.)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 - significant unobservable inputs (including the Portfolio's own assumptions in determining the fair value
of investments)

The fair value of debt instruments, such as bonds, and over-the-counter derivatives is generally based on market price quotations, recently executed market transactions (where observable) or industry recognized modeling techniques and are generally classified as Level 2. Pricing vendor inputs to Level 2 valuations may include quoted prices for similar investments in active markets, interest rate curves, coupon rates, currency rates, yield curves, option adjusted spreads, default rates, credit spreads and other unique security features in order to estimate the relevant cash flows which is then discounted to calculate fair values. If these inputs are unobservable and significant to the fair value, these investments will be classified as Level 3.

Where readily available market prices or relevant bid prices are not available for certain equity investments, such investments may be valued based on similar publicly traded investments, movements in relevant indices since last available prices or based upon underlying company fundamentals and comparable company data (such as multiples to earnings or other multiples to equity). Where an investment is valued using an observable input, by pricing vendors, such as another publicly traded security, the investment will be classified as Level 2. If management determines that an adjustment is appropriate based on restrictions on resale, illiquidity or uncertainty, and such adjustment is a significant component of the valuation, the investment will be classified as Level 3. An investment will also be classified as Level 3 where management uses company fundamentals and other significant inputs to determine the valuation.

------

The following table summarizes the valuation of the Portfolio's investments by the above fair value hierarchy levels as of December 31, 2022:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities:** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets:** |  |  |  |  |
| Common Stocks: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrials | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55312955 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181181310 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236494265 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | 15504208 | 148175108 |  | 163679316 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Financials | 12195021 | 125527634 |  | 137722655 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Materials | 23364802 | 95048590 |  | 118413392 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Information Technology | 6267589 | 107549095 |  | 113816684 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Communication Services | 7267952 | 78786333 |  | 86054285 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health Care | 7520338 | 68167673 |  | 75688011 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Real Estate | 16315743 | 50779723 |  | 67095466 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Energy | 11258989 | 40564181 |  | 51823170 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples | 4799998 | 35318961 |  | 40118959 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Utilities | 13798847 | 11980749 |  | 25779596 |
| Short-Term Investments | 12259389 |  |  | 12259389 |
| Total Investments in Securities | 185865831 | 943079357 <sup>(a)</sup> |  | 1128945188 |
| **Other Financial Instruments<sup>(b)</sup>:** |  |  |  |  |
| **Assets:** |  |  |  |  |
| Forward Currency Exchange Contracts |  | 3142838 |  | 3142838 |
| **Liabilities:** |  |  |  |  |
| Forward Currency Exchange Contracts |  | (2837267) |  | (2837267) |
| **Total** | $**185865831** | $**943384928** | $**—** | $**1129250759** |

---

*<sup>(a)</sup>* *A significant portion of the Portfolio's foreign equity investments are categorized as Level 2 investments since they are valued using fair value prices based on third party vendor modeling tools to the extent available.* 

*<sup>(b)</sup>* *Other financial instruments are derivative instruments, such as futures, forwards and swaps, which are valued at the unrealized appreciation (depreciation) on the instrument. Other financial instruments may also include swaps with upfront premiums, written options and written swaptions which are valued at market value.* 

A summary of the Portfolio's transactions in AB mutual funds for the three months ended December 31, 2022 is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Fund** | **Market Value<br>09/30/2022<br>(000)** | **Purchases<br>at Cost<br>(000)** | **Sales<br>Proceeds<br>(000)** | **Market Value<br>12/31/2022<br>(000)** | **Dividend<br>Income<br>(000)** |
| Government Money Market Portfolio | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18404 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51683 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57828 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12259 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114 |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Bernstein Fund Inc

- **b. Investment Company Act file number:** 811-23100

- **c. CIK number of Registrant:** 0001653463

- **d. LEI of Registrant:** 549300BSKYB4K1O0CM24

- **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:** International Small Cap Portfolio

- **b. EDGAR series identifier (if any):** S000051866

- **c. LEI of Series:** 549300G1B9DY1MOTDQ52

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

- **a. Date of fiscal year-end:** 2023-09-30

- **b. Date as of which information is reported:** 2022-12-31

**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:** $1142932813.94

**Total Liabilities:** $7049378.51

**Net Assets:** $1135883435.43

**Delayed Delivery Securities:** $1857759.71

**Cash Not Reported:** $6121790.72

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000163291 | 4.03%                | 12.06%               | -1.36%               |
| Class ID C000163285 | 4.03%                | 12.06%               | -1.26%               |
| Class ID C000163292 | 4.05%                | 12.09%               | -1.31%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-24348628.82            | $66026981.41                               |
| Month 2  | $-7262884.47             | $131696973.19                              |
| Month 3  | $-2796927.54             | $-16353292.70                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Hypera SA                                                        | Hypera SA                                                        | CUSIP: 000000000<br>LEI: 25490092WKPBKTIZX403 | Long             | EC               | CORP              | BR        |   1106000 | NS      | $9483694.38   | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| Serica Energy PLC                                                | Serica Energy PLC                                                | CUSIP: 000000000<br>LEI: 213800EZZOKA815VC426 | Long             | EC               | CORP              | GB        |    632450 | NS      | $2195247.52   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Alliance Bernstein                                               | AB Fixed Income Shares, Inc. - Government Money Market Portfolio | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |  12259389 | NS      | $12259389.21  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Balfour Beatty PLC                                               | Balfour Beatty PLC                                               | CUSIP: 000000000<br>LEI: CT4UIJ3TUKGYYHMENQ17 | Long             | EC               | CORP              | GB        |   2289174 | NS      | $9343070.32   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Cosmo Energy Holdings Co Ltd                                     | Cosmo Energy Holdings Co Ltd                                     | CUSIP: 000000000<br>LEI: 353800Y4GZ7KR5X7L150 | Long             | EC               | CORP              | JP        |    265500 | NS      | $7027817.81   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED USD / SOLD BRL                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $13228.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerry Properties Ltd                                             | Kerry Properties Ltd                                             | CUSIP: 000000000<br>LEI: 5299006T5ULIIRZ7LK49 | Long             | EC               | CORP              | BM        |   1337500 | NS      | $2901627.12   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun TV Network Ltd                                               | Sun TV Network Ltd                                               | CUSIP: 000000000<br>LEI: 335800IW6TQ3AJJLEO48 | Long             | EC               | CORP              | IN        |   1339249 | NS      | $7887979.31   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| Star Petroleum Refining PCL                                      | Star Petroleum Refining PCL                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |  15255500 | NS      | $4712973.87   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Aozora Bank Ltd                                                  | Aozora Bank Ltd                                                  | CUSIP: 000000000<br>LEI: X0XUGKC9FD2CYUQNC010 | Long             | EC               | CORP              | JP        |     68800 | NS      | $1352240.15   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                              | PURCHASED USD / SOLD BRL                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-121537.21   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Central Asia Metals PLC                                          | Central Asia Metals PLC                                          | CUSIP: 000000000<br>LEI: 213800EYQBJZIT64NH43 | Long             | EC               | CORP              | GB        |    917887 | NS      | $2752005.36   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Power Corp                                               | Capital Power Corp                                               | CUSIP: 14042M102<br>LEI: 549300QRKTEXGXYVPO80 | Long             | EC               | CORP              | CA        |    403273 | NS      | $13798846.45  | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                                    | PURCHASED INR / SOLD USD                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |         1 | NC      | $1565.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AfreecaTV Co Ltd                                                 | AfreecaTV Co Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     24970 | NS      | $1411000.48   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Gujarat Narmada Valley Fertilizers & Chemicals Ltd               | Gujarat Narmada Valley Fertilizers & Chemicals Ltd               | CUSIP: 000000000<br>LEI: 335800CLY1JH3J6OZH70 | Long             | EC               | CORP              | IN        |   1263889 | NS      | $8486628.62   | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                              | PURCHASED USD / SOLD NZD                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-124972.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                    | PURCHASED USD / SOLD PHP                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-605853.25   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Gujarat Pipavav Port Ltd                                         | Gujarat Pipavav Port Ltd                                         | CUSIP: 000000000<br>LEI: 335800Y6JBMRA4Y8TA95 | Long             | EC               | CORP              | IN        |   2135009 | NS      | $2615663.35   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Nolato AB                                                        | Nolato AB                                                        | CUSIP: 000000000<br>LEI: 213800T7T7I7WAOX8Y72 | Long             | EC               | CORP              | SE        |    423673 | NS      | $2221272.25   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Sterlite Technologies Ltd                                        | Sterlite Technologies Ltd                                        | CUSIP: 000000000<br>LEI: 2549009PLGZR1CDA6F81 | Long             | EC               | CORP              | IN        |   2860052 | NS      | $6073924.89   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Jumbo Interactive Ltd                                            | Jumbo Interactive Ltd                                            | CUSIP: 000000000<br>LEI: 52990094T9F7X0NC0X54 | Long             | EC               | CORP              | AU        |    276764 | NS      | $2627474.46   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Biffa PLC                                                        | Biffa PLC                                                        | CUSIP: 000000000<br>LEI: 2138008RB4WDK7HYYS91 | Long             | EC               | CORP              | GB        |   1976282 | NS      | $9733708.03   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemometec A/S                                                   | Chemometec A/S                                                   | CUSIP: 000000000<br>LEI: 213800533NBKECGONO68 | Long             | EC               | CORP              | DK        |     23263 | NS      | $2319514.35   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| OSB Group PLC                                                    | OSB Group PLC                                                    | CUSIP: 000000000<br>LEI: 213800ZBKL9BHSL2K459 | Long             | EC               | CORP              | GB        |    242519 | NS      | $1402251.23   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Greggs PLC                                                       | Greggs PLC                                                       | CUSIP: 000000000<br>LEI: 213800I71QMUFJ64IW20 | Long             | EC               | CORP              | GB        |     93624 | NS      | $2630567.80   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                    | PURCHASED USD / SOLD DKK                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-205076.42   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                             | PURCHASED KRW / SOLD USD                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |         1 | NC      | $1384715.63   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Danel Adir Yeoshua Ltd                                           | Danel Adir Yeoshua Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     22013 | NS      | $1727913.26   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Shriram Finance Ltd                                              | Shriram Finance Ltd                                              | CUSIP: 000000000<br>LEI: 335800TM2YO24B76XL26 | Long             | EC               | CORP              | IN        |    230471 | NS      | $3837266.52   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Close Brothers Group PLC                                         | Close Brothers Group PLC                                         | CUSIP: 000000000<br>LEI: 213800W73SYHR14I3X91 | Long             | EC               | CORP              | GB        |    220454 | NS      | $2772348.89   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                    | PURCHASED AUD / SOLD USD                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |         1 | NC      | $366320.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mega Lifesciences PCL                                            | Mega Lifesciences PCL                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |   1867400 | NS      | $2520599.10   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Absolute Software Corp                                           | Absolute Software Corp                                           | CUSIP: 00386B109<br>LEI: 549300I8AXWGBEESC731 | Long             | EC               | CORP              | CA        |    239198 | NS      | $2497976.16   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                           | PURCHASED IDR / SOLD USD                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | ID        |         1 | NC      | $-23142.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TKH Group NV                                                     | TKH Group NV                                                     | CUSIP: 000000000<br>LEI: 7245008G22FOV7TYYJ34 | Long             | EC               | CORP              | NL        |    155399 | NS      | $6198432.87   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Rightmove PLC                                                    | Rightmove PLC                                                    | CUSIP: 000000000<br>LEI: 2138001JXGCFKBXYB828 | Long             | EC               | CORP              | GB        |    412010 | NS      | $2548872.92   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Pembangunan Daerah Jawa Barat Dan Banten Tbk PT             | Bank Pembangunan Daerah Jawa Barat Dan Banten Tbk PT             | CUSIP: 000000000<br>LEI: 254900JENDVZGXOAND36 | Long             | EC               | CORP              | ID        |  26736700 | NS      | $2309995.92   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Dip Corp                                                         | dip Corp                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    283900 | NS      | $8119081.75   | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| Soft-World International Corp                                    | Soft-World International Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    482000 | NS      | $1249892.11   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Shougang Fushan Resources Group Ltd                              | Shougang Fushan Resources Group Ltd                              | CUSIP: 000000000<br>LEI: 529900OPUNJYLOX4OL37 | Long             | EC               | CORP              | HK        |   5902000 | NS      | $1882333.81   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                              | PURCHASED CHF / SOLD USD                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CH        |         1 | NC      | $95958.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Protector Forsikring ASA                                         | Protector Forsikring ASA                                         | CUSIP: 000000000<br>LEI: 5967007LIEEXZXAIO813 | Long             | EC               | CORP              | NO        |    197244 | NS      | $2523999.52   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Kindred Group PLC                                                | Kindred Group PLC                                                | CUSIP: 000000000<br>LEI: 213800D1MJVOT6SNBX11 | Long             | EC               | CORP              | MT        |    792369 | NS      | $8261807.86   | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                              | PURCHASED CNH / SOLD USD                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CN        |         1 | NC      | $209661.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BRP Inc                                                          | BRP Inc                                                          | CUSIP: 05577W200<br>LEI: 529900EPQGESIRCPY551 | Long             | EC               | CORP              | CA        |    108845 | NS      | $8298426.40   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Keppel Pacific Oak US REIT                                       | Keppel Pacific Oak US REIT                                       | CUSIP: 000000000<br>LEI: 254900DAOFEE40P4WB37 | Long             | EC               |  | SG        |   4287700 | NS      | $1973576.86   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Sembcorp Industries Ltd                                          | Sembcorp Industries Ltd                                          | CUSIP: 000000000<br>LEI: 254900J0FF14U6TPQM96 | Long             | EC               | CORP              | SG        |   2269500 | NS      | $5730009.68   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Pason Systems Inc                                                | Pason Systems Inc                                                | CUSIP: 702925108<br>LEI: 984500DC6T2FLR969F65 | Long             | EC               | CORP              | CA        |    227239 | NS      | $2675177.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Tongcheng Travel Holdings Ltd                                    | Tongcheng Travel Holdings Ltd                                    | CUSIP: 000000000<br>LEI: 2549004WGGNOPL8NUL61 | Long             | EC               | CORP              | KY        |   4162000 | NS      | $9941168.24   | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| Anhui Expressway Co Ltd                                          | Anhui Expressway Co Ltd                                          | CUSIP: 000000000<br>LEI: 529900UGCN9D11VHIL29 | Long             | EC               | CORP              | CN        |   2956000 | NS      | $2374073.09   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| JNBY Design Ltd                                                  | JNBY Design Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |   1194500 | NS      | $1419361.11   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Senko Group Holdings Co Ltd                                      | Senko Group Holdings Co Ltd                                      | CUSIP: 000000000<br>LEI: 35380077MB9W0NB6BA14 | Long             | EC               | CORP              | JP        |    372800 | NS      | $2733375.08   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Ki-Star Real Estate Co Ltd                                       | Ki-Star Real Estate Co Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    181500 | NS      | $6308498.71   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonata Software Ltd                                              | Sonata Software Ltd                                              | CUSIP: 000000000<br>LEI: 335800G5IMSVQ5JFBB25 | Long             | EC               | CORP              | IN        |    374172 | NS      | $2560156.99   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand China Trust                                           | CapitaLand China Trust                                           | CUSIP: 000000000<br>LEI: 5493007T7JU82E186P49 | Long             | EC               |  | SG        |   3356400 | NS      | $2807886.46   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED USD / SOLD THB                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-101026.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ABC-Mart Inc                                                     | ABC-Mart Inc                                                     | CUSIP: 000000000<br>LEI: 353800AXWW4CMTSJWL33 | Long             | EC               | CORP              | JP        |    136200 | NS      | $7699422.31   | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| SimCorp A/S                                                      | SimCorp A/S                                                      | CUSIP: 000000000<br>LEI: 5299000WVEJNSG42AK88 | Long             | EC               | CORP              | DK        |     43909 | NS      | $3023266.71   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| ANDRITZ AG                                                       | ANDRITZ AG                                                       | CUSIP: 000000000<br>LEI: 549300VZKC61IR5U8G96 | Long             | EC               | CORP              | AT        |     50985 | NS      | $2918487.88   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Capcom Co Ltd                                                    | Capcom Co Ltd                                                    | CUSIP: 000000000<br>LEI: 529900JJWQKXS3TC8744 | Long             | EC               | CORP              | JP        |    288300 | NS      | $9202676.37   | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Incitec Pivot Ltd                                                | Incitec Pivot Ltd                                                | CUSIP: 000000000<br>LEI: 254900UW2F3BKV6Z9V18 | Long             | EC               | CORP              | AU        |   3222174 | NS      | $8202436.14   | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                              | PURCHASED JPY / SOLD USD                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | JP        |         1 | NC      | $31478.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BW LPG Ltd                                                       | BW LPG Ltd                                                       | CUSIP: 000000000<br>LEI: 5493006WBEME88YFDW23 | Long             | EC               | CORP              | BM        |    269810 | NS      | $2091737.86   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Getinge AB                                                       | Getinge AB                                                       | CUSIP: 000000000<br>LEI: 5493003PZ4F570G3W735 | Long             | EC               | CORP              | SE        |    351161 | NS      | $7300846.02   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Mahle-Metal Leve SA                                              | Mahle-Metal Leve SA                                              | CUSIP: 000000000<br>LEI: 5299007RXRC7NGOR6145 | Long             | EC               | CORP              | BR        |    391800 | NS      | $2272876.12   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | PURCHASED USD / SOLD AUD                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-203540.67   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                    | PURCHASED USD / SOLD GBP                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-295011.70   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Sasseur Real Estate Investment Trust                             | Sasseur Real Estate Investment Trust                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | SG        |   4557700 | NS      | $2569063.95   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Inaba Denki Sangyo Co Ltd                                        | Inaba Denki Sangyo Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    124900 | NS      | $2555615.77   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Trancom Co Ltd                                                   | Trancom Co Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     46000 | NS      | $2580847.58   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| IRESS Ltd                                                        | IRESS Ltd                                                        | CUSIP: 000000000<br>LEI: 5493006KZJMJI8PQXA35 | Long             | EC               | CORP              | AU        |    399772 | NS      | $2584091.11   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                             | PURCHASED SEK / SOLD USD                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | SE        |         1 | NC      | $16929.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intermediate Capital Group PLC                                   | Intermediate Capital Group PLC                                   | CUSIP: 000000000<br>LEI: 549300OGASR5WRKJ8R68 | Long             | EC               | CORP              | GB        |    523670 | NS      | $7230402.63   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Tire Corp                                                   | Toyo Tire Corp                                                   | CUSIP: 000000000<br>LEI: 529900Y41RD7VQM9RF75 | Long             | EC               | CORP              | JP        |    672794 | NS      | $7572435.46   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Grand City Properties SA                                         | Grand City Properties SA                                         | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | EC               | CORP              | LU        |    397500 | NS      | $3909702.21   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Killam Apartment Real Estate Investment Trust                    | Killam Apartment Real Estate Investment Trust                    | CUSIP: 49410M102<br>LEI: N/A                  | Long             | EC               |  | CA        |    590138 | NS      | $7065093.78   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Elite Semiconductor Microelectronics Technology Inc              | Elite Semiconductor Microelectronics Technology Inc              | CUSIP: 000000000<br>LEI: 213800SXIDCIJQJH4I42 | Long             | EC               | CORP              | TW        |    337000 | NS      | $709007.74    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Pan African Resources PLC                                        | Pan African Resources PLC                                        | CUSIP: 000000000<br>LEI: 213800EAXURCXMX6RL85 | Long             | EC               | CORP              | GB        |  11082241 | NS      | $2194518.56   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Hall Retail REIT                                         | Charter Hall Retail REIT                                         | CUSIP: 000000000<br>LEI: 254900SH49MQ8WY4NO45 | Long             | EC               |  | AU        |   2876456 | NS      | $7429219.17   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Faurecia SE                                                      | Faurecia SE                                                      | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | EC               | CORP              | FR        |    614026 | NS      | $9293494.33   | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| CA Immobilien Anlagen AG                                         | CA Immobilien Anlagen AG                                         | CUSIP: 000000000<br>LEI: 5299003ICAPV07J0R180 | Long             | EC               | CORP              | AT        |    345323 | NS      | $10426322.52  | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| Pandora A/S                                                      | Pandora A/S                                                      | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |    131661 | NS      | $9305993.33   | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| Dongjin Semichem Co Ltd                                          | Dongjin Semichem Co Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     61143 | NS      | $1460444.76   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Transcosmos Inc                                                  | Transcosmos Inc                                                  | CUSIP: 000000000<br>LEI: 353800AAR1GYRFDRTV97 | Long             | EC               | CORP              | JP        |    111200 | NS      | $2730724.14   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| OZ Minerals Ltd                                                  | OZ Minerals Ltd                                                  | CUSIP: 000000000<br>LEI: 529900O2VBT5CL7EZT27 | Long             | EC               | CORP              | AU        |    391091 | NS      | $7371739.37   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                              | PURCHASED CAD / SOLD USD                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CA        |         1 | NC      | $78893.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Russel Metals Inc                                                | Russel Metals Inc                                                | CUSIP: 781903604<br>LEI: 5493005F9VPHFO17OV54 | Long             | EC               | CORP              | CA        |    105225 | NS      | $2236614.11   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Serco Group PLC                                                  | Serco Group PLC                                                  | CUSIP: 000000000<br>LEI: 549300PT2CIHYN5GWJ21 | Long             | EC               | CORP              | GB        |   1220668 | NS      | $2293279.29   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                                          | PURCHASED USD / SOLD TWD                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $61638.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gerresheimer AG                                                  | Gerresheimer AG                                                  | CUSIP: 000000000<br>LEI: 5299006GD4UWSYZOKC28 | Long             | EC               | CORP              | DE        |     54670 | NS      | $3657169.70   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| PWR Holdings Ltd                                                 | PWR Holdings Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    345112 | NS      | $2515347.18   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Australian Clinical Labs Ltd                                     | Australian Clinical Labs Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |   1087225 | NS      | $2209136.04   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                              | PURCHASED AUD / SOLD USD                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $340177.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Jollibee Foods Corp                                              | Jollibee Foods Corp                                              | CUSIP: 000000000<br>LEI: 2138009XN3KTAAKUPR35 | Long             | EC               | CORP              | PH        |   2325880 | NS      | $9608341.23   | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| Cia de Distribucion Integral Logista Holdings SA                 | Cia de Distribucion Integral Logista Holdings SA                 | CUSIP: 000000000<br>LEI: 9598000ANNAL42UJ7X28 | Long             | EC               | CORP              | ES        |    117207 | NS      | $2955550.75   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED HKD / SOLD USD                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HK        |         1 | NC      | $12527.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pet Valu Holdings Ltd                                            | Pet Valu Holdings Ltd                                            | CUSIP: 71584R105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     87322 | NS      | $2523567.10   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                                 | PURCHASED ILS / SOLD USD                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IL        |         1 | NC      | $-121195.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Mining PLC                                             | Endeavour Mining PLC                                             | CUSIP: 000000000<br>LEI: 529900NI5MXQ91GHXR07 | Long             | EC               | CORP              | GB        |    354245 | NS      | $7581994.17   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortnox AB                                                       | Fortnox AB                                                       | CUSIP: 000000000<br>LEI: 549300MSNMHPC3O60W78 | Long             | EC               | CORP              | SE        |    501958 | NS      | $2279333.13   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Hokuto Corp                                                      | Hokuto Corp                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    118600 | NS      | $1691596.64   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Inwido AB                                                        | Inwido AB                                                        | CUSIP: 000000000<br>LEI: 529900A9NKQW5UTHBG13 | Long             | EC               | CORP              | SE        |    216876 | NS      | $2307707.52   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Egypt Co                                                 | Telecom Egypt Co                                                 | CUSIP: 000000000<br>LEI: 2138002G9HYJY4EDCG86 | Long             | EC               | CORP              | EG        |   3021580 | NS      | $3063733.33   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Thungela Resources Ltd                                           | Thungela Resources Ltd                                           | CUSIP: 000000000<br>LEI: 213800EGYK3BN3SRIF27 | Long             | EC               | CORP              | ZA        |     77067 | NS      | $1300461.51   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Motherson Sumi Wiring India Ltd                                  | Motherson Sumi Wiring India Ltd                                  | CUSIP: 000000000<br>LEI: 335800Y5S92WUOZT3C60 | Long             | EC               | CORP              | IN        |   3469620 | NS      | $2442193.63   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Spar Nord Bank A/S                                               | Spar Nord Bank A/S                                               | CUSIP: 000000000<br>LEI: 549300DHT635Q5P8J715 | Long             | EC               | CORP              | DK        |    203170 | NS      | $3111186.65   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Arcs Co Ltd                                                      | Arcs Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    161000 | NS      | $2683876.35   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaga Electronics Co Ltd                                          | Kaga Electronics Co Ltd                                          | CUSIP: 000000000<br>LEI: 3538005V2HARHWLTPJ42 | Long             | EC               | CORP              | JP        |     78800 | NS      | $2431808.90   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Tanla Platforms Ltd                                              | Tanla Platforms Ltd                                              | CUSIP: 000000000<br>LEI: 335800WPW7BCANYPB766 | Long             | EC               | CORP              | IN        |    659924 | NS      | $5669105.19   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Elkem ASA                                                        | Elkem ASA                                                        | CUSIP: 000000000<br>LEI: 549300CVBE06T0SH6T76 | Long             | EC               | CORP              | NO        |    689240 | NS      | $2480787.35   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Manulife US Real Estate Investment Trust                         | Manulife US Real Estate Investment Trust                         | CUSIP: 000000000<br>LEI: 254900OMIOIPNIC1T502 | Long             | EC               |  | SG        |   6430600 | NS      | $1929887.37   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Europris ASA                                                     | Europris ASA                                                     | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGA8G28 | Long             | EC               | CORP              | NO        |    429414 | NS      | $3008111.52   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Lundin Mining Corp                                               | Lundin Mining Corp                                               | CUSIP: 550372106<br>LEI: 549300FQDIM6C8HTN269 | Long             | EC               | CORP              | CA        |    970459 | NS      | $5956066.68   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Itochu Enex Co Ltd                                               | Itochu Enex Co Ltd                                               | CUSIP: 000000000<br>LEI: 549300WO21DGCU3JY132 | Long             | EC               | CORP              | JP        |    315200 | NS      | $2512864.99   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| u-blox Holding AG                                                | u-blox Holding AG                                                | CUSIP: 000000000<br>LEI: 506700B2W2NUXS9X8479 | Long             | EC               | CORP              | CH        |     21283 | NS      | $2540573.80   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Golden Ocean Group Ltd                                           | Golden Ocean Group Ltd                                           | CUSIP: 000000000<br>LEI: 549300HQH91CZG0OJL61 | Long             | EC               | CORP              | BM        |    237951 | NS      | $2081166.69   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Allied Properties Real Estate Investment Trust                   | Allied Properties Real Estate Investment Trust                   | CUSIP: 019456102<br>LEI: 549300AMZMPKVHA0MY77 | Long             | EC               |  | CA        |    124891 | NS      | $2361306.94   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Wizz Air Holdings Plc                                            | Wizz Air Holdings Plc                                            | CUSIP: 000000000<br>LEI: 213800COXGZCORLJZA85 | Long             | EC               | CORP              | JE        |    237496 | NS      | $5430523.23   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Sakai Moving Service Co Ltd                                      | Sakai Moving Service Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     74200 | NS      | $2436110.17   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario del Centro Norte SAB de CV                   | Grupo Aeroportuario del Centro Norte SAB de CV                   | CUSIP: 000000000<br>LEI: 529900HUSBARAFSXJ605 | Long             | EC               | CORP              | MX        |   1216552 | NS      | $9353337.98   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| ATS Corp                                                         | ATS Corp                                                         | CUSIP: 00217Y104<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | EC               | CORP              | CA        |    256432 | NS      | $7971361.06   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Hansol Chemical Co Ltd                                           | Hansol Chemical Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     29811 | NS      | $4390536.60   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Farglory Land Development Co Ltd                                 | Farglory Land Development Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   3108000 | NS      | $5743009.63   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Ebara Corp                                                       | Ebara Corp                                                       | CUSIP: 000000000<br>LEI: 353800UV8U3SOMCDTI49 | Long             | EC               | CORP              | JP        |     78400 | NS      | $2792802.22   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| KFC Holdings Japan Ltd                                           | KFC Holdings Japan Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    126400 | NS      | $2652216.75   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Pixart Imaging Inc                                               | Pixart Imaging Inc                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    310000 | NS      | $970317.26    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Seven Bank Ltd                                                   | Seven Bank Ltd                                                   | CUSIP: 000000000<br>LEI: 353800WMG1NLGHB7B594 | Long             | EC               | CORP              | JP        |    660900 | NS      | $1317723.03   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Amada Co Ltd                                                     | Amada Co Ltd                                                     | CUSIP: 000000000<br>LEI: 529900QF5O6TQGCPDX85 | Long             | EC               | CORP              | JP        |   1308100 | NS      | $10186632.44  | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroreconcavo SA                                                | Petroreconcavo SA                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    383300 | NS      | $2395971.55   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| AIMS APAC REIT                                                   | AIMS APAC REIT                                                   | CUSIP: 000000000<br>LEI: 549300MGNQOBQ3KVN734 | Long             | EC               |  | SG        |   2543900 | NS      | $2357008.63   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| GungHo Online Entertainment Inc                                  | GungHo Online Entertainment Inc                                  | CUSIP: 000000000<br>LEI: 529900TH7FB4RV6F5S47 | Long             | EC               | CORP              | JP        |    438400 | NS      | $7081056.24   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Ubisoft Entertainment SA                                         | Ubisoft Entertainment SA                                         | CUSIP: 000000000<br>LEI: 969500I7C8V1LBIMSM05 | Long             | EC               | CORP              | FR        |    239899 | NS      | $6777340.95   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Perion Network Ltd                                               | Perion Network Ltd                                               | CUSIP: 000000000<br>LEI: 529900SL7HYNVD6HG708 | Long             | EC               | CORP              | IL        |     24993 | NS      | $619808.70    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Solar A/S                                                        | Solar A/S                                                        | CUSIP: 000000000<br>LEI: 21380031XTLI9X5MTY92 | Long             | EC               | CORP              | DK        |     11051 | NS      | $989622.55    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Nanya Technology Corp                                            | Nanya Technology Corp                                            | CUSIP: 000000000<br>LEI: 254900STKVKJBRRO0835 | Long             | EC               | CORP              | TW        |   2879000 | NS      | $4781031.76   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | PURCHASED USD / SOLD ILS                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-17008.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                           | PURCHASED MYR / SOLD USD                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | MY        |         1 | NC      | $6696.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED KRW / SOLD USD                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KR        |         1 | NC      | $197971.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                               | PURCHASED ILS / SOLD USD                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | IL        |         1 | NC      | $-90394.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Banca Generali SpA                                               | Banca Generali SpA                                               | CUSIP: 000000000<br>LEI: 815600903231FA2E7698 | Long             | EC               | CORP              | IT        |     74870 | NS      | $2570038.19   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| LivaNova PLC                                                     | LivaNova PLC                                                     | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | US        |    135404 | NS      | $7520338.16   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| HUGO BOSS AG                                                     | HUGO BOSS AG                                                     | CUSIP: 000000000<br>LEI: 529900LFVU534EBRXD13 | Long             | EC               | CORP              | DE        |    102391 | NS      | $5919232.10   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Sitronix Technology Corp                                         | Sitronix Technology Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    163000 | NS      | $937979.50    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                              | PURCHASED NZD / SOLD USD                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | NZ        |         1 | NC      | $-35927.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Azimut Holding SpA                                               | Azimut Holding SpA                                               | CUSIP: 000000000<br>LEI: 81560025690EF8540635 | Long             | EC               | CORP              | IT        |    125335 | NS      | $2804468.96   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Riverstone Holdings Ltd                                          | Riverstone Holdings Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |   5278200 | NS      | $2422210.67   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                             | PURCHASED USD / SOLD CAD                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $33411.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Beazley PLC                                                      | Beazley PLC                                                      | CUSIP: 000000000<br>LEI: 213800VTOMUWD41GIT12 | Long             | EC               | CORP              | GB        |    686087 | NS      | $5611104.65   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Asia Vital Components Co Ltd                                     | Asia Vital Components Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   2316000 | NS      | $8406358.35   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| ASPEED Technology Inc                                            | ASPEED Technology Inc                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     27000 | NS      | $1473895.60   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Semirara Mining & Power Corp                                     | Semirara Mining & Power Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |   4636700 | NS      | $2884643.69   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Mobilezone Holding AG                                            | Mobilezone Holding AG                                            | CUSIP: 000000000<br>LEI: 506700P3R89PJL1LM545 | Long             | EC               | CORP              | CH        |     81487 | NS      | $1351476.68   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitie Group PLC                                                  | Mitie Group PLC                                                  | CUSIP: 000000000<br>LEI: 213800MTCLTKEHWZMJ03 | Long             | EC               | CORP              | GB        |   2955964 | NS      | $2649751.83   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Stroeer SE & Co KGaA                                             | Stroeer SE & Co KGaA                                             | CUSIP: 000000000<br>LEI: 529900MBF3N1ATE55378 | Long             | EC               | CORP              | DE        |    143511 | NS      | $6676960.62   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Yuasa Trading Co Ltd                                             | Yuasa Trading Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     95500 | NS      | $2621606.07   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Saab AB                                                          | Saab AB                                                          | CUSIP: 000000000<br>LEI: 549300ZHO4JCQQI13M69 | Long             | EC               | CORP              | SE        |    399487 | NS      | $15742798.52  | 1.39%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                           | PURCHASED USD / SOLD EUR                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-479788.17   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Whitehaven Coal Ltd                                              | Whitehaven Coal Ltd                                              | CUSIP: 000000000<br>LEI: 529900WCZ4I6ZO3RRP86 | Long             | EC               | CORP              | AU        |    181240 | NS      | $1154668.81   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BE Semiconductor Industries NV                                   | BE Semiconductor Industries NV                                   | CUSIP: 000000000<br>LEI: 7245007A1YFLI2GNYX06 | Long             | EC               | CORP              | NL        |     22413 | NS      | $1365868.12   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Sega Sammy Holdings Inc                                          | Sega Sammy Holdings Inc                                          | CUSIP: 000000000<br>LEI: 5493006B6WMKNQ8QNP51 | Long             | EC               | CORP              | JP        |    168400 | NS      | $2542748.97   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| CTS Eventim AG & Co KGaA                                         | CTS Eventim AG & Co KGaA                                         | CUSIP: 000000000<br>LEI: 529900FDHSN08UBJII80 | Long             | EC               | CORP              | DE        |     41003 | NS      | $2602825.42   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                              | PURCHASED USD / SOLD HKD                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-12748.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Micronics Japan Co Ltd                                           | Micronics Japan Co Ltd                                           | CUSIP: 000000000<br>LEI: 353800FFW2OP7ZVXBO86 | Long             | EC               | CORP              | JP        |    237200 | NS      | $2323687.06   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Duerr AG                                                         | Duerr AG                                                         | CUSIP: 000000000<br>LEI: 5299003APZ54EDTSRO20 | Long             | EC               | CORP              | DE        |    209095 | NS      | $7005225.16   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                              | PURCHASED USD / SOLD BRL                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $23688.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hamakyorex Co Ltd                                                | Hamakyorex Co Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    100300 | NS      | $2391883.27   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Hugel Inc                                                        | Hugel Inc                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     76845 | NS      | $8207812.05   | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| Polyplex Corp Ltd                                                | Polyplex Corp Ltd                                                | CUSIP: 000000000<br>LEI: 335800OF9NJ7RT12XQ96 | Long             | EC               | CORP              | IN        |     76751 | NS      | $1478029.99   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| QinetiQ Group PLC                                                | QinetiQ Group PLC                                                | CUSIP: 000000000<br>LEI: 213800S8OBDOZMCMUW34 | Long             | EC               | CORP              | GB        |    596565 | NS      | $2565355.56   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                              | PURCHASED BRL / SOLD USD                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | BR        |         1 | NC      | $-23987.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sleep Country Canada Holdings Inc                                | Sleep Country Canada Holdings Inc                                | CUSIP: 83125J104<br>LEI: 549300XWL65DNWBSDJ21 | Long             | EC               | CORP              | CA        |    126266 | NS      | $2142978.35   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EDION Corp                                                       | EDION Corp                                                       | CUSIP: 000000000<br>LEI: 353800697NBCW7EAHZ97 | Long             | EC               | CORP              | JP        |    259400 | NS      | $2537002.82   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| New Hope Corp Ltd                                                | New Hope Corp Ltd                                                | CUSIP: 000000000<br>LEI: 254900DHRUGXZSLSNZ83 | Long             | EC               | CORP              | AU        |    311117 | NS      | $1336144.39   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                        | Bank of Ireland Group PLC                                        | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |   1672646 | NS      | $15939170.27  | 1.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanken Electric Co Ltd                                           | Sanken Electric Co Ltd                                           | CUSIP: 000000000<br>LEI: 529900516DFVRCC25K90 | Long             | EC               | CORP              | JP        |    150600 | NS      | $7420986.58   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Plus PLC                                                 | Telecom Plus PLC                                                 | CUSIP: 000000000<br>LEI: 549300QGHDX5UKE58G86 | Long             | EC               | CORP              | GB        |     51198 | NS      | $1355242.68   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Fletcher Building Ltd                                            | Fletcher Building Ltd                                            | CUSIP: 000000000<br>LEI: 549300UPHQTT2LG75045 | Long             | EC               | CORP              | NZ        |   1526150 | NS      | $4569235.26   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| IPSOS                                                            | IPSOS                                                            | CUSIP: 000000000<br>LEI: 9695002OY2X35E9X8W87 | Long             | EC               | CORP              | FR        |     23270 | NS      | $1457369.49   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Rovio Entertainment Oyj                                          | Rovio Entertainment Oyj                                          | CUSIP: 000000000<br>LEI: 743700H95H3OPXDV6568 | Long             | EC               | CORP              | FI        |    414235 | NS      | $2698395.47   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Electric Co Ltd                                             | Fuji Electric Co Ltd                                             | CUSIP: 000000000<br>LEI: 5299000HVNGZZTYYM906 | Long             | EC               | CORP              | JP        |    208000 | NS      | $7849765.57   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| BNK Financial Group Inc                                          | BNK Financial Group Inc                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |    438540 | NS      | $2259222.48   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                              | PURCHASED TWD / SOLD USD                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | TW        |         1 | NC      | $-17984.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SCOR SE                                                          | SCOR SE                                                          | CUSIP: 000000000<br>LEI: 96950056ULJ4JI7V3752 | Long             | EC               | CORP              | FR        |    154969 | NS      | $3570679.28   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Optorun Co Ltd                                                   | Optorun Co Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    341300 | NS      | $5773662.63   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| NSD Co Ltd                                                       | NSD Co Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     58700 | NS      | $1014455.43   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi India Ltd                                                 | Sanofi India Ltd                                                 | CUSIP: 000000000<br>LEI: 335800VFWLEY5V6PYH80 | Long             | EC               | CORP              | IN        |     29225 | NS      | $2057615.09   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Austevoll Seafood ASA                                            | Austevoll Seafood ASA                                            | CUSIP: 000000000<br>LEI: 5967007LIEEXZXFFDC03 | Long             | EC               | CORP              | NO        |    638154 | NS      | $5755595.07   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Coface SA                                                        | Coface SA                                                        | CUSIP: 000000000<br>LEI: 96950025N07LTJYFSN57 | Long             | EC               | CORP              | FR        |    221194 | NS      | $2871796.55   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Immobiliare Grande Distribuzione SIIQ SpA                        | Immobiliare Grande Distribuzione SIIQ SpA                        | CUSIP: 000000000<br>LEI: 815600CF8C0389D0E272 | Long             | EC               |  | IT        |    766988 | NS      | $2555667.16   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Chularat Hospital PCL                                            | Chularat Hospital PCL                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |  24378800 | NS      | $2590269.50   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Kiatnakin Phatra Bank PCL                                        | Kiatnakin Phatra Bank PCL                                        | CUSIP: 000000000<br>LEI: 254900UPQE3MNOEDXK30 | Long             | EC               | CORP              | TH        |   1190500 | NS      | $2532601.92   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| LX Semicon Co Ltd                                                | LX Semicon Co Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     35463 | NS      | $2022434.53   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| IMI PLC                                                          | IMI PLC                                                          | CUSIP: 000000000<br>LEI: 2138002W9Q21PF751R30 | Long             | EC               | CORP              | GB        |    108467 | NS      | $1694019.72   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| APERAM SA                                                        | APERAM SA                                                        | CUSIP: 000000000<br>LEI: 5493001136GE6L4R7M63 | Long             | EC               | CORP              | LU        |    184344 | NS      | $5846209.35   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Comercial Chedraui SA de CV                                | Grupo Comercial Chedraui SA de CV                                | CUSIP: 000000000<br>LEI: 4469000001BRXSV0JO96 | Long             | EC               | CORP              | MX        |    581819 | NS      | $2478773.17   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Virgin Money UK PLC                                              | Virgin Money UK PLC                                              | CUSIP: 000000000<br>LEI: 213800ZK9VGCYYR6O495 | Long             | EC               | CORP              | GB        |   3966649 | NS      | $8723233.55   | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| Jaccs Co Ltd                                                     | Jaccs Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     93300 | NS      | $2919312.85   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexans SA                                                        | Nexans SA                                                        | CUSIP: 000000000<br>LEI: 96950015FU78G84UIV14 | Long             | EC               | CORP              | FR        |     97920 | NS      | $8862661.28   | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| Babcock International Group PLC                                  | Babcock International Group PLC                                  | CUSIP: 000000000<br>LEI: 213800TSKOLX4EU6L377 | Long             | EC               | CORP              | GB        |   1431128 | NS      | $4894430.28   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                              | PURCHASED USD / SOLD SGD                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-52936.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rengo Co Ltd                                                     | Rengo Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |   1089400 | NS      | $7475930.50   | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| ARTERIA Networks Corp                                            | ARTERIA Networks Corp                                            | CUSIP: 000000000<br>LEI: 353800EX93NBF7DHNR51 | Long             | EC               | CORP              | JP        |    276200 | NS      | $2602260.83   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Kardemir Karabuk Demir Celik Sanayi ve Ticaret AS                | Kardemir Karabuk Demir Celik Sanayi ve Ticaret AS                | CUSIP: 000000000<br>LEI: 789000HKISRM8ZEH0128 | Long             | EC               | CORP              | TR        |   3195409 | NS      | $3068865.69   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Nabtesco Corp                                                    | Nabtesco Corp                                                    | CUSIP: 000000000<br>LEI: 529900DVHQXYRTGW7739 | Long             | EC               | CORP              | JP        |    290800 | NS      | $7375957.91   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Huons Co Ltd                                                     | Huons Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     37076 | NS      | $858116.62    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Affle India Ltd                                                  | Affle India Ltd                                                  | CUSIP: 000000000<br>LEI: 335800VOXUF6XMCWSD89 | Long             | EC               | CORP              | IN        |     40671 | NS      | $528377.11    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Piaggio & C SpA                                                  | Piaggio & C SpA                                                  | CUSIP: 000000000<br>LEI: 8156000256C2431C2E92 | Long             | EC               | CORP              | IT        |   1984869 | NS      | $5954893.84   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Handsome Co Ltd                                                  | Handsome Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     76556 | NS      | $1643282.21   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Criteo SA                                                        | Criteo SA                                                        | CUSIP: 226718104<br>LEI: 969500EELFB4RDMFHA76 | Long             | EC               | CORP              | FR        |    278893 | NS      | $7267951.58   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| IG Group Holdings PLC                                            | IG Group Holdings PLC                                            | CUSIP: 000000000<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | EC               | CORP              | GB        |   1080212 | NS      | $10178091.50  | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| Faes Farma SA                                                    | Faes Farma SA                                                    | CUSIP: 000000000<br>LEI: 959800FXZQY7U3P1G969 | Long             | EC               | CORP              | ES        |    496093 | NS      | $1864124.86   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Perenti Ltd                                                      | Perenti Ltd                                                      | CUSIP: 000000000<br>LEI: 25490044GUNE4S2E6K11 | Long             | EC               | CORP              | AU        |   3702232 | NS      | $3315864.44   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Tube Investments of India Ltd                                    | Tube Investments of India Ltd                                    | CUSIP: 000000000<br>LEI: 335800Z8CKZ11SGVKE64 | Long             | EC               | CORP              | IN        |     78705 | NS      | $2620176.41   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Polar Capital Holdings PLC                                       | Polar Capital Holdings PLC                                       | CUSIP: 000000000<br>LEI: 549300OXX7YE1947B825 | Long             | EC               | CORP              | GB        |    170419 | NS      | $982753.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sino-American Silicon Products Inc                               | Sino-American Silicon Products Inc                               | CUSIP: 000000000<br>LEI: 529900DMZ4STK7NEXO95 | Long             | EC               | CORP              | TW        |    451000 | NS      | $2040734.27   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Downer EDI Ltd                                                   | Downer EDI Ltd                                                   | CUSIP: 000000000<br>LEI: 254900DIW3F7OMWAO951 | Long             | EC               | CORP              | AU        |   2133090 | NS      | $5360661.73   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Pembangunan Daerah Jawa Timur Tbk PT                        | Bank Pembangunan Daerah Jawa Timur Tbk PT                        | CUSIP: 000000000<br>LEI: 529900DGM06AC0584V78 | Long             | EC               | CORP              | ID        |  47991500 | NS      | $2189434.19   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| REC Ltd                                                          | REC Ltd                                                          | CUSIP: 000000000<br>LEI: 335800B4YRYWAMIJZ374 | Long             | EC               | CORP              | IN        |   1952865 | NS      | $2752250.97   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Bankinter SA                                                     | Bankinter SA                                                     | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | EC               | CORP              | ES        |    455519 | NS      | $3051764.26   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Delek Automotive Systems Ltd                                     | Delek Automotive Systems Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |    185346 | NS      | $2171299.31   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| NGK Spark Plug Co Ltd                                            | NGK Spark Plug Co Ltd                                            | CUSIP: 000000000<br>LEI: 549300RG3XQGTFM4HH31 | Long             | EC               | CORP              | JP        |    143300 | NS      | $2626268.66   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| BAWAG Group AG                                                   | BAWAG Group AG                                                   | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | EC               | CORP              | AT        |    162574 | NS      | $8663610.71   | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Test Research Inc                                                | Test Research Inc                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |   1013000 | NS      | $2092452.58   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Marfrig Global Foods SA                                          | Marfrig Global Foods SA                                          | CUSIP: 000000000<br>LEI: 391200219USWMOBN3F92 | Long             | EC               | CORP              | BR        |   1106000 | NS      | $1794688.95   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Castrol India Ltd                                                | Castrol India Ltd                                                | CUSIP: 000000000<br>LEI: 335800KCNMKXQFPJ5Q28 | Long             | EC               | CORP              | IN        |   1583884 | NS      | $2364403.96   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| SpareBank 1 SMN                                                  | SpareBank 1 SMN                                                  | CUSIP: 000000000<br>LEI: 7V6Z97IO7R1SEAO84Q32 | Long             | EC               | CORP              | NO        |     84988 | NS      | $1104026.73   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morguard North American Residential Real Estate Investment Trust | Morguard North American Residential Real Estate Investment Trust | CUSIP: 61761E100<br>LEI: N/A                  | Long             | EC               |  | CA        |    185002 | NS      | $2213465.58   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Group PLC                                         | Domino's Pizza Group PLC                                         | CUSIP: 000000000<br>LEI: 213800Q6ZKHAOV48JL75 | Long             | EC               | CORP              | GB        |    715871 | NS      | $2539237.09   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Chong Kun Dang Pharmaceutical Corp                               | Chong Kun Dang Pharmaceutical Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     17669 | NS      | $1153418.30   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Capital Group Inc                                           | Home Capital Group Inc                                           | CUSIP: 436913107<br>LEI: 529900BYMJZJJLBC8L85 | Long             | EC               | CORP              | CA        |    283083 | NS      | $8902270.41   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| CSR Ltd                                                          | CSR Ltd                                                          | CUSIP: 000000000<br>LEI: 549300TOGR54OMW2T093 | Long             | EC               | CORP              | AU        |    835020 | NS      | $2670207.54   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Sydbank AS                                                       | Sydbank AS                                                       | CUSIP: 000000000<br>LEI: GP5DT10VX1QRQUKVBK64 | Long             | EC               | CORP              | DK        |     82108 | NS      | $3453988.77   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Siltronic AG                                                     | Siltronic AG                                                     | CUSIP: 000000000<br>LEI: 5299003NKV26NNGHHR90 | Long             | EC               | CORP              | DE        |     42985 | NS      | $3126745.08   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Kadokawa Corp                                                    | Kadokawa Corp                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    451100 | NS      | $8240817.44   | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| Tosoh Corp                                                       | Tosoh Corp                                                       | CUSIP: 000000000<br>LEI: 529900YSLFVJF2MDBX02 | Long             | EC               | CORP              | JP        |    509900 | NS      | $6063545.94   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Whitecap Resources Inc                                           | Whitecap Resources Inc                                           | CUSIP: 96467A200<br>LEI: 5493004AMPGZA0JO5Q37 | Long             | EC               | CORP              | CA        |    376248 | NS      | $2984419.14   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiken Chemical Co Ltd                                            | Eiken Chemical Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    183500 | NS      | $2371801.31   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui-Soko Holdings Co Ltd                                      | Mitsui-Soko Holdings Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    108300 | NS      | $2943288.11   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Man Group PLC/Jersey                                             | Man Group PLC/Jersey                                             | CUSIP: 000000000<br>LEI: 2549003YWC1DW6LALB09 | Long             | EC               | CORP              | JE        |   1060995 | NS      | $2729787.53   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| BioGaia AB                                                       | BioGaia AB                                                       | CUSIP: 000000000<br>LEI: 549300UBUJOY2L7TT361 | Long             | EC               | CORP              | SE        |    114043 | NS      | $913134.31    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Astral Foods Ltd                                                 | Astral Foods Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |    242338 | NS      | $2321224.72   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Tianneng Power International Ltd                                 | Tianneng Power International Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |   2156000 | NS      | $2269932.71   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Harbour Energy PLC                                               | Harbour Energy PLC                                               | CUSIP: 000000000<br>LEI: 213800YPC42DYBKVPF97 | Long             | EC               | CORP              | GB        |    334352 | NS      | $1233849.36   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| VTech Holdings Ltd                                               | VTech Holdings Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |    282700 | NS      | $1818024.94   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| International Games System Co Ltd                                | International Games System Co Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    904000 | NS      | $12725331.75  | 1.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Sendas Distribuidora SA                                          | Sendas Distribuidora SA                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |   1937453 | NS      | $7159599.91   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Television Francaise 1                                           | Television Francaise 1                                           | CUSIP: 000000000<br>LEI: 969500WQFC6OAQYG7E65 | Long             | EC               | CORP              | FR        |    183883 | NS      | $1411635.23   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Elan Microelectronics Corp                                       | Elan Microelectronics Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    469000 | NS      | $1307484.05   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Grange Resources Ltd                                             | Grange Resources Ltd                                             | CUSIP: 000000000<br>LEI: 529900NMGGZAKQ0JZU73 | Long             | EC               | CORP              | AU        |   4157231 | NS      | $2384527.84   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Advanced Materials PLC                                    | Morgan Advanced Materials PLC                                    | CUSIP: 000000000<br>LEI: I4K14LL95N2PHDL7EG85 | Long             | EC               | CORP              | GB        |    677890 | NS      | $2577438.15   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Hiscox Ltd                                                       | Hiscox Ltd                                                       | CUSIP: 000000000<br>LEI: 5493007JXOLJ0QCY2D70 | Long             | EC               | CORP              | BM        |    421588 | NS      | $5558398.06   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Sheng Siong Group Ltd                                            | Sheng Siong Group Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |   2090200 | NS      | $2572333.33   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | PURCHASED USD / SOLD CAD                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $22360.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IWG PLC                                                          | IWG PLC                                                          | CUSIP: 000000000<br>LEI: 2138003LWDII27UTAG52 | Long             | EC               | CORP              | JE        |   1904737 | NS      | $3805642.25   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Marimekko Oyj                                                    | Marimekko Oyj                                                    | CUSIP: 000000000<br>LEI: 74370053IOY42B9YJ350 | Long             | EC               | CORP              | FI        |    272246 | NS      | $2552714.50   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| NICE Information Service Co Ltd                                  | NICE Information Service Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |    108024 | NS      | $1047365.73   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Turk Traktor ve Ziraat Makineleri AS                             | Turk Traktor ve Ziraat Makineleri AS                             | CUSIP: 000000000<br>LEI: 7890002G98SY237S0Y70 | Long             | EC               | CORP              | TR        |    108809 | NS      | $3831020.12   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunka Shutter Co Ltd                                             | Bunka Shutter Co Ltd                                             | CUSIP: 000000000<br>LEI: 3538006KDHDR2E6VDJ47 | Long             | EC               | CORP              | JP        |    316800 | NS      | $2653330.79   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| SCREEN Holdings Co Ltd                                           | SCREEN Holdings Co Ltd                                           | CUSIP: 000000000<br>LEI: 353800ND89FTQ9XQ0R07 | Long             | EC               | CORP              | JP        |     39700 | NS      | $2531563.66   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB                                                          | SSAB AB                                                          | CUSIP: 000000000<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |    519620 | NS      | $2706729.58   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Hazama Ando Corp                                                 | Hazama Ando Corp                                                 | CUSIP: 000000000<br>LEI: 353800YSSP5B2GMQ6E51 | Long             | EC               | CORP              | JP        |   1470700 | NS      | $9386545.55   | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLUM Co Ltd                                                     | SOLUM Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     87080 | NS      | $1204603.40   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Unibrew A/S                                                | Royal Unibrew A/S                                                | CUSIP: 000000000<br>LEI: 529900D69KFL8IAP8Q63 | Long             | EC               | CORP              | DK        |    125134 | NS      | $8893318.34   | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| Clinuvel Pharmaceuticals Ltd                                     | Clinuvel Pharmaceuticals Ltd                                     | CUSIP: 000000000<br>LEI: 5299004VJH3VCYLK6519 | Long             | EC               | CORP              | AU        |    182141 | NS      | $2662744.89   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Schaeffler AG                                                    | Schaeffler AG                                                    | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | EC               | CORP              | DE        |    451184 | NS      | $3047898.03   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Orora Ltd                                                        | Orora Ltd                                                        | CUSIP: 000000000<br>LEI: 549300WFEQJK35VDF789 | Long             | EC               | CORP              | AU        |   3233115 | NS      | $6328281.01   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| AREIT Inc                                                        | AREIT Inc                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | PH        |   3728600 | NS      | $2371110.26   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Kohnan Shoji Co Ltd                                              | Kohnan Shoji Co Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     88900 | NS      | $2308024.65   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Spartan Delta Corp                                               | Spartan Delta Corp                                               | CUSIP: 000000000<br>LEI: 894500P97DX8Q6G1OU04 | Long             | EC               | CORP              | CA        |    249280 | NS      | $2752389.96   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Intrum AB                                                        | Intrum AB                                                        | CUSIP: 000000000<br>LEI: 549300UNCO2FCUWXX470 | Long             | EC               | CORP              | SE        |     75520 | NS      | $913982.17    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Champion Iron Ltd                                                | Champion Iron Ltd                                                | CUSIP: 000000000<br>LEI: 894500WQI96G4T75O202 | Long             | EC               | CORP              | AU        |    403205 | NS      | $1994840.95   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Bidvest Group Ltd/The                                            | Bidvest Group Ltd/The                                            | CUSIP: 000000000<br>LEI: 5299002ARE4TRMIRGM72 | Long             | EC               | CORP              | ZA        |    753200 | NS      | $9503629.69   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Asics Corp                                                       | Asics Corp                                                       | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |    395000 | NS      | $8682453.28   | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| E Ink Holdings Inc                                               | E Ink Holdings Inc                                               | CUSIP: 000000000<br>LEI: 529900UOR451FJJYL571 | Long             | EC               | CORP              | TW        |   1923000 | NS      | $10070198.82  | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                             | PURCHASED USD / SOLD CNH                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-99327.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Revenio Group Oyj                                                | Revenio Group Oyj                                                | CUSIP: 000000000<br>LEI: 743700I27E0FWSXLKK04 | Long             | EC               | CORP              | FI        |     60097 | NS      | $2484924.59   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Himax Technologies Inc                                           | Himax Technologies Inc                                           | CUSIP: 43289P106<br>LEI: 529900Z6XWS79D8T1X09 | Long             | EC               | CORP              | KY        |    607023 | NS      | $3769612.83   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Warehouse Co Ltd/The                                    | Sumitomo Warehouse Co Ltd/The                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    168800 | NS      | $2507553.01   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonae SGPS SA                                                    | Sonae SGPS SA                                                    | CUSIP: 000000000<br>LEI: 549300847SOBT7HY7R50 | Long             | EC               | CORP              | PT        |   1936770 | NS      | $1940273.74   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Anritsu Corp                                                     | Anritsu Corp                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    238600 | NS      | $2323389.68   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Genesis Energy Ltd                                               | Genesis Energy Ltd                                               | CUSIP: 000000000<br>LEI: 254900HM1ABRDJ7T5718 | Long             | EC               | CORP              | NZ        |   2991078 | NS      | $4895497.42   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| H&R Real Estate Investment Trust                                 | H&R Real Estate Investment Trust                                 | CUSIP: 403925407<br>LEI: 549300TGNP6B6GUVGW10 | Long             | EC               |  | CA        |    278746 | NS      | $2493067.99   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| VERBIO Vereinigte BioEnergie AG                                  | VERBIO Vereinigte BioEnergie AG                                  | CUSIP: 000000000<br>LEI: 529900W51PINCFFALS96 | Long             | EC               | CORP              | DE        |     31524 | NS      | $2043778.39   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| ConvaTec Group PLC                                               | ConvaTec Group PLC                                               | CUSIP: 000000000<br>LEI: 213800LS272L4FIDOH92 | Long             | EC               | CORP              | GB        |   2993112 | NS      | $8382713.92   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| Vermilion Energy Inc                                             | Vermilion Energy Inc                                             | CUSIP: 923725105<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | EC               | CORP              | CA        |    115242 | NS      | $2040140.87   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Melexis NV                                                       | Melexis NV                                                       | CUSIP: 000000000<br>LEI: 549300QRPSGOJRPUFO80 | Long             | EC               | CORP              | BE        |     35991 | NS      | $3132867.71   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                    | PURCHASED CAD / SOLD USD                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $67298.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EID Parry India Ltd                                              | EID Parry India Ltd                                              | CUSIP: 000000000<br>LEI: 3358004ZRHS61EF74X68 | Long             | EC               | CORP              | IN        |    331830 | NS      | $2282006.22   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Ta Ann Holdings Bhd                                              | Ta Ann Holdings Bhd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |   2960400 | NS      | $2541569.60   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Benesse Holdings Inc                                             | Benesse Holdings Inc                                             | CUSIP: 000000000<br>LEI: 549300XOPEJA8L2IV934 | Long             | EC               | CORP              | JP        |    464800 | NS      | $7066816.55   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Redde Northgate PLC                                              | Redde Northgate PLC                                              | CUSIP: 000000000<br>LEI: 213800B3ZUTDOZYVJB41 | Long             | EC               | CORP              | GB        |    461870 | NS      | $2300516.46   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                             | PURCHASED USD / SOLD CAD                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $31412.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Beach Energy Ltd                                                 | Beach Energy Ltd                                                 | CUSIP: 000000000<br>LEI: 8Q9PJD25OKTQT5FHUF40 | Long             | EC               | CORP              | AU        |   8909121 | NS      | $9674021.45   | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| Zeon Corp                                                        | Zeon Corp                                                        | CUSIP: 000000000<br>LEI: 529900UEFURDYZ4F4U10 | Long             | EC               | CORP              | JP        |    539700 | NS      | $5430901.98   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                             | PURCHASED USD / SOLD GBP                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $57272.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Computacenter PLC                                                | Computacenter PLC                                                | CUSIP: 000000000<br>LEI: 549300XSXUZ1I19DB105 | Long             | EC               | CORP              | GB        |     88353 | NS      | $2051791.97   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Odontoprev SA                                                    | Odontoprev SA                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |   1309180 | NS      | $2238680.32   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BayCurrent Consulting Inc                                        | BayCurrent Consulting Inc                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     77600 | NS      | $2415687.03   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Phison Electronics Corp                                          | Phison Electronics Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    137000 | NS      | $1399043.10   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                             | Banco de Sabadell SA                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | EC               | CORP              | ES        |   7857862 | NS      | $7386097.73   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Entain PLC                                                       | Entain PLC                                                       | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | EC               | CORP              | IM        |    459752 | NS      | $7321575.78   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Kawasaki Heavy Industries Ltd                                    | Kawasaki Heavy Industries Ltd                                    | CUSIP: 000000000<br>LEI: 5493008FFSI8SQ74AT93 | Long             | EC               | CORP              | JP        |    361000 | NS      | $8379366.41   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Seimitsu Co Ltd                                            | Tokyo Seimitsu Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     75800 | NS      | $2448968.33   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Rorze Corp                                                       | Rorze Corp                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     91900 | NS      | $4908558.37   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Axfood AB                                                        | Axfood AB                                                        | CUSIP: 000000000<br>LEI: 549300QIXCZWZLHE8L05 | Long             | EC               | CORP              | SE        |    103122 | NS      | $2827678.57   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Interfor Corp                                                    | Interfor Corp                                                    | CUSIP: 45868C109<br>LEI: 549300P4G5UZ3AMJE056 | Long             | EC               | CORP              | CA        |    456152 | NS      | $7074735.60   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Pharma Mar SA                                                    | Pharma Mar SA                                                    | CUSIP: 000000000<br>LEI: 959800QWKZ45ZQC2AV58 | Long             | EC               | CORP              | ES        |     35848 | NS      | $2469146.44   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Howden Joinery Group PLC                                         | Howden Joinery Group PLC                                         | CUSIP: 000000000<br>LEI: 213800KC1LJOJTY3JP45 | Long             | EC               | CORP              | GB        |    305640 | NS      | $2063797.18   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Veidekke ASA                                                     | Veidekke ASA                                                     | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHF4O96 | Long             | EC               | CORP              | NO        |    279699 | NS      | $2751657.62   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Bank Ltd                                                 | Federal Bank Ltd                                                 | CUSIP: 000000000<br>LEI: 335800J8VWGE2HGWF417 | Long             | EC               | CORP              | IN        |   3038794 | NS      | $5111136.87   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Maruzen Showa Unyu Co Ltd                                        | Maruzen Showa Unyu Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    110800 | NS      | $2548587.01   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| NKT A/S                                                          | NKT A/S                                                          | CUSIP: 000000000<br>LEI: 529900197LKWCEQ0NL18 | Long             | EC               | CORP              | DK        |     51917 | NS      | $2930898.42   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Regional REIT Ltd                                                | Regional REIT Ltd                                                | CUSIP: 000000000<br>LEI: 549300D8G4NKLRIKBX73 | Long             | EC               |  | GG        |   3060238 | NS      | $2182808.27   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiken Corp                                                      | Daiken Corp                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    165700 | NS      | $2627250.35   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Baytex Energy Corp                                               | Baytex Energy Corp                                               | CUSIP: 07317Q105<br>LEI: 549300R5LTV2H7I1I079 | Long             | EC               | CORP              | CA        |    179686 | NS      | $806861.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                           | PURCHASED USD / SOLD JPY                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-116176.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-02

**Name of Applicant:** Bernstein Fund Inc

**Signature:** Joseph Mantineo

**Name of Signer:** Joseph Mantineo

**Title:** Treasurer and Chief Financial Officer