# EDGAR Filing Document

**Accession Number:** 0001653463
**File Stem:** 0001752724-23-047089
**Filing Date:** 2023-2
**Character Count:** 122808
**Document Hash:** 462d88084b7c9157df283885b1b462c7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-047089.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-047089

**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:** 23683859

**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

### Small Cap Core Portfolio (Series ID: S000051867)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000163293 | SCB Class     |  |
| C000163294 | Advisor Class |  |
| C000163300 | Class Z       |  |

## Nport-Ex

**Bernstein Fund, Inc.** 

**Schedule of Investments** 

**Small Cap Core Portfolio** 

**December 31, 2022 (unaudited)** 

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **COMMON STOCKS – 99.3%** | **COMMON STOCKS – 99.3%** | **COMMON STOCKS – 99.3%** |
|  **Industrials – 17.2%** | **Industrials – 17.2%** | **Industrials – 17.2%** |
|  **Aerospace & Defense – 0.4%** | **Aerospace & Defense – 0.4%** | **Aerospace & Defense – 0.4%** |
|  Curtiss-Wright Corp. | 15690 | $2620073 |
|  **Air Freight & Logistics – 0.3%** | **Air Freight & Logistics – 0.3%** | **Air Freight & Logistics – 0.3%** |
|  Radiant Logistics, Inc.<sup>(a)</sup> | 343333 | 1747565 |
|  **Building Products – 1.7%** | **Building Products – 1.7%** | **Building Products – 1.7%** |
|  Builders FirstSource, Inc.<sup>(a)</sup> | 44607 | 2894102 |
|  Masonite International Corp.<sup>(a)</sup> | 25120 | 2024923 |
|  Simpson Manufacturing Co., Inc. | 30835 | 2733831 |
|  UFP Industries, Inc. | 48777 | 3865578 |
|  |  | 11518434 |
|  **Commercial Services & Supplies – 0.6%** | **Commercial Services & Supplies – 0.6%** | **Commercial Services & Supplies – 0.6%** |
|  Tetra Tech, Inc. | 26222 | 3807172 |
|  **Construction & Engineering – 4.2%** | **Construction & Engineering – 4.2%** | **Construction & Engineering – 4.2%** |
|  AECOM | 46757 | 3971072 |
|  Arcosa, Inc. | 48710 | 2646901 |
|  Comfort Systems USA, Inc. | 41314 | 4754415 |
|  EMCOR Group, Inc. | 39450 | 5842940 |
|  Fluor Corp.<sup>(a)</sup> | 98370 | 3409504 |
|  MasTec, Inc.<sup>(a)</sup> | 38374 | 3274453 |
|  WillScot Mobile Mini Holdings Corp.<sup>(a)</sup> | 84680 | 3824996 |
|  |  | 27724281 |
|  **Electrical Equipment – 0.5%** | **Electrical Equipment – 0.5%** | **Electrical Equipment – 0.5%** |
|  Regal Rexnord Corp. | 26950 | 3233461 |
|  **Machinery – 2.4%** | **Machinery – 2.4%** | **Machinery – 2.4%** |
|  Kadant, Inc. | 15600 | 2771028 |
|  Oshkosh Corp. | 37740 | 3328291 |
|  Shyft Group, Inc. (The) | 83770 | 2082522 |
|  Terex Corp. | 83340 | 3560285 |
|  Wabash National Corp. | 174181 | 3936490 |
|  |  | 15678616 |
|  **Marine – 0.3%** | **Marine – 0.3%** | **Marine – 0.3%** |
|  Star Bulk Carriers Corp. | 115790 | 2226642 |
|  **Professional Services – 3.5%** | **Professional Services – 3.5%** | **Professional Services – 3.5%** |
|  CACI International, Inc. - Class A<sup>(a)</sup> | 6426 | 1931591 |
|  Insperity, Inc. | 40871 | 4642946 |
|  KBR, Inc. | 65224 | 3443827 |
|  Kforce, Inc. | 54640 | 2995911 |
|  Korn Ferry | 73700 | 3730694 |
|  Science Applications International Corp. | 24790 | 2749955 |
|  TriNet Group, Inc.<sup>(a)</sup> | 50230 | 3405594 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22900518 |
|  **Road & Rail – 0.5%** | **Road & Rail – 0.5%** | **Road & Rail – 0.5%** |
|  ArcBest Corp. | 48672 | 3408987 |
|  **Trading Companies & Distributors – 2.8%** | **Trading Companies & Distributors – 2.8%** | **Trading Companies & Distributors – 2.8%** |
|  Applied Industrial Technologies, Inc. | 27687 | 3489393 |
|  Boise Cascade Co. | 49552 | 3402736 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** | **U.S. $ Value** |
|  GMS, Inc.<sup>(a)</sup> | 76551 | $| 3812240 |
|  MRC Global, Inc.<sup>(a)</sup> | 313240 |  | 3627319 |
|  Rush Enterprises, Inc. - Class A | 81270 |  | 4248795 |
|  |  |  | 18580483 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113446232 |
|  **Financials – 16.5%** | **Financials – 16.5%** | **Financials – 16.5%** | **Financials – 16.5%** |
|  **Banks – 8.9%** | **Banks – 8.9%** | **Banks – 8.9%** | **Banks – 8.9%** |
|  1st Source Corp. | 50437 |  | 2677700 |
|  Associated Banc-Corp. | 193710 |  | 4472764 |
|  Bancorp, Inc. (The)<sup>(a)</sup> | 136568 |  | 3875800 |
|  Bank of NT Butterfield & Son Ltd. (The) | 46720 |  | 1392723 |
|  Cathay General Bancorp | 68550 |  | 2796155 |
|  Civista Bancshares, Inc. | 141839 |  | 3121876 |
|  Community Trust Bancorp, Inc. | 72960 |  | 3351053 |
|  First BanCorp./Puerto Rico | 290210 |  | 3691471 |
|  First Citizens BancShares, Inc./NC - Class A | 2873 |  | 2178768 |
|  Great Southern Bancorp, Inc. | 44229 |  | 2631183 |
|  Hilltop Holdings, Inc. | 131056 |  | 3932991 |
|  Home BancShares, Inc./AR | 152270 |  | 3470233 |
|  International Bancshares Corp. | 79390 |  | 3632886 |
|  Northeast Bank | 91941 |  | 3870716 |
|  Republic Bancorp, Inc./KY - Class A | 52740 |  | 2158121 |
|  Synovus Financial Corp. | 82832 |  | 3110342 |
|  Texas Capital Bancshares, Inc.<sup>(a)</sup> | 42170 |  | 2543273 |
|  Western Alliance Bancorp | 38980 |  | 2321649 |
|  Wintrust Financial Corp. | 41050 |  | 3469546 |
|  |  |  | 58699250 |
|  **Capital Markets – 1.2%** | **Capital Markets – 1.2%** | **Capital Markets – 1.2%** | **Capital Markets – 1.2%** |
|  Evercore, Inc. - Class A | 27032 |  | 2948651 |
|  Houlihan Lokey, Inc. | 57596 |  | 5020067 |
|  |  |  | 7968718 |
|  **Consumer Finance – 0.8%** | **Consumer Finance – 0.8%** | **Consumer Finance – 0.8%** | **Consumer Finance – 0.8%** |
|  Nelnet, Inc. - Class A | 39533 |  | 3587620 |
|  OneMain Holdings, Inc. | 49464 |  | 1647646 |
|  |  |  | 5235266 |
|  **Equity Real Estate Investment Trusts (REITs) – 0.2%** | **Equity Real Estate Investment Trusts (REITs) – 0.2%** | **Equity Real Estate Investment Trusts (REITs) – 0.2%** | **Equity Real Estate Investment Trusts (REITs) – 0.2%** |
|  DiamondRock Hospitality Co. | 211730 |  | 1734069 |
|  **Insurance – 2.2%** | **Insurance – 2.2%** | **Insurance – 2.2%** | **Insurance – 2.2%** |
|  Assured Guaranty Ltd. | 52060 |  | 3241256 |
|  Hanover Insurance Group, Inc. (The) | 24840 |  | 3356629 |
|  Kinsale Capital Group, Inc. | 17950 |  | 4694284 |
|  Palomar Holdings, Inc.<sup>(a)</sup> | 30090 |  | 1358864 |
|  Primerica, Inc. | 11890 |  | 1686240 |
|  |  |  | 14337273 |
|  **Mortgage Real Estate Investment Trusts (REITs) – 0.4%** | **Mortgage Real Estate Investment Trusts (REITs) – 0.4%** | **Mortgage Real Estate Investment Trusts (REITs) – 0.4%** | **Mortgage Real Estate Investment Trusts (REITs) – 0.4%** |
|  Ellington Financial, Inc. | 117851 |  | 1457817 |
|  PennyMac Mortgage Investment Trust | 99930 |  | 1238132 |
|  |  |  | 2695949 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **Thrifts & Mortgage Finance – 2.8%** | **Thrifts & Mortgage Finance – 2.8%** | **Thrifts & Mortgage Finance – 2.8%** |
|  BankUnited, Inc. | 121229 | $4118149 |
|  Essent Group Ltd. | 83977 | 3265026 |
|  MGIC Investment Corp. | 266780 | 3468140 |
|  Mr Cooper Group, Inc.<sup>(a)</sup> | 81490 | 3270193 |
|  New York Community Bancorp, Inc. | 283128 | 2434901 |
|  PennyMac Financial Services, Inc. | 32538 | 1843603 |
|  |  | 18400012 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109070537 |
|  **Health Care – 15.7%** | **Health Care – 15.7%** | **Health Care – 15.7%** |
|  **Biotechnology – 6.2%** | **Biotechnology – 6.2%** | **Biotechnology – 6.2%** |
|  Arcus Biosciences, Inc.<sup>(a)</sup> | 52120 | 1077842 |
|  Arrowhead Pharmaceuticals, Inc.<sup>(a)</sup> | 64492 | 2615796 |
|  Ascendis Pharma A/S (ADR)<sup>(a)</sup> | 10027 | 1224598 |
|  Blueprint Medicines Corp.<sup>(a)</sup> | 33705 | 1476616 |
|  Coherus Biosciences, Inc.<sup>(a)</sup> | 122049 | 966628 |
|  Cytokinetics, Inc.<sup>(a)</sup> | 41160 | 1885951 |
|  Denali Therapeutics, Inc.<sup>(a)</sup> | 41960 | 1166908 |
|  Eagle Pharmaceuticals, Inc./DE<sup>(a)</sup> | 22532 | 658610 |
|  Emergent BioSolutions, Inc.<sup>(a)</sup> | 27391 | 323488 |
|  Erasca, Inc.<sup>(a)</sup> | 128090 | 552068 |
|  Gossamer Bio, Inc.<sup>(a)</sup> | 148270 | 321746 |
|  Halozyme Therapeutics, Inc.<sup>(a)</sup> | 72522 | 4126502 |
|  Insmed, Inc.<sup>(a)</sup> | 111981 | 2237380 |
|  Intellia Therapeutics, Inc.<sup>(a)</sup> | 42360 | 1477940 |
|  IVERIC bio, Inc.<sup>(a)</sup> | 88160 | 1887506 |
|  Karuna Therapeutics, Inc.<sup>(a)</sup> | 13714 | 2694801 |
|  Legend Biotech Corp. (ADR)<sup>(a)</sup> | 23550 | 1175616 |
|  Mirati Therapeutics, Inc.<sup>(a)</sup> | 13271 | 601309 |
|  Natera, Inc.<sup>(a)</sup> | 16087 | 646215 |
|  PTC Therapeutics, Inc.<sup>(a)</sup> | 38020 | 1451223 |
|  Recursion Pharmaceuticals, Inc. - Class A<sup>(a)</sup> | 145540 | 1122113 |
|  Relay Therapeutics, Inc.<sup>(a)</sup> | 80340 | 1200280 |
|  Sarepta Therapeutics, Inc.<sup>(a)</sup> | 9210 | 1193432 |
|  Syndax Pharmaceuticals, Inc.<sup>(a)</sup> | 57120 | 1453704 |
|  Twist Bioscience Corp.<sup>(a)</sup> | 25405 | 604893 |
|  Ultragenyx Pharmaceutical, Inc.<sup>(a)</sup> | 29394 | 1361824 |
|  Vericel Corp.<sup>(a)</sup> | 54460 | 1434476 |
|  Verve Therapeutics, Inc.<sup>(a)</sup> | 36270 | 701824 |
|  Vir Biotechnology, Inc.<sup>(a)</sup> | 75917 | 1921459 |
|  Y-mAbs Therapeutics, Inc.<sup>(a)</sup> | 109239 | 533086 |
|  Zentalis Pharmaceuticals, Inc.<sup>(a)</sup> | 34370 | 692212 |
|  |  | 40788046 |
|  **Health Care Equipment & Supplies – 3.3%** | **Health Care Equipment & Supplies – 3.3%** | **Health Care Equipment & Supplies – 3.3%** |
|  CONMED Corp. | 23779 | 2107771 |
|  Integer Holdings Corp.<sup>(a)</sup> | 49130 | 3363440 |
|  iRhythm Technologies, Inc.<sup>(a)</sup> | 32415 | 3036313 |
|  Lantheus Holdings, Inc.<sup>(a)</sup> | 63440 | 3232902 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** | **U.S. $ Value** |
|  Meridian Bioscience, Inc.<sup>(a)</sup> | 98264 | $| 3263347 |
|  Mesa Laboratories, Inc. | 7340 |  | 1219981 |
|  Orthofix Medical, Inc.<sup>(a)</sup> | 80440 |  | 1651433 |
|  Shockwave Medical, Inc.<sup>(a)</sup> | 12750 |  | 2621528 |
|  STAAR Surgical Co.<sup>(a)</sup> | 25550 |  | 1240197 |
|  |  |  | 21736912 |
|  **Health Care Providers & Services – 2.7%** | **Health Care Providers & Services – 2.7%** | **Health Care Providers & Services – 2.7%** | **Health Care Providers & Services – 2.7%** |
|  AMN Healthcare Services, Inc.<sup>(a)</sup> | 40655 |  | 4180147 |
|  Chemed Corp. | 6855 |  | 3498998 |
|  ModivCare, Inc.<sup>(a)</sup> | 23990 |  | 2152623 |
|  Option Care Health, Inc.<sup>(a)</sup> | 109720 |  | 3301475 |
|  Owens & Minor, Inc.<sup>(a)</sup> | 41540 |  | 811276 |
|  Pediatrix Medical Group, Inc.<sup>(a)</sup> | 158170 |  | 2350406 |
|  Tenet Healthcare Corp.<sup>(a)</sup> | 32657 |  | 1593335 |
|  |  |  | 17888260 |
|  **Health Care Technology – 1.0%** | **Health Care Technology – 1.0%** | **Health Care Technology – 1.0%** | **Health Care Technology – 1.0%** |
|  Computer Programs & Systems, Inc.<sup>(a)</sup> | 114540 |  | 3117779 |
|  Health Catalyst, Inc.<sup>(a)</sup> | 86254 |  | 916880 |
|  NextGen Healthcare, Inc.<sup>(a)</sup> | 136880 |  | 2570606 |
|  |  |  | 6605265 |
|  **Life Sciences Tools & Services – 1.7%** | **Life Sciences Tools & Services – 1.7%** | **Life Sciences Tools & Services – 1.7%** | **Life Sciences Tools & Services – 1.7%** |
|  ICON PLC<sup>(a)</sup> | 9955 |  | 1933759 |
|  Medpace Holdings, Inc.<sup>(a)</sup> | 26932 |  | 5720626 |
|  NeoGenomics, Inc.<sup>(a)</sup> | 55720 |  | 514853 |
|  Repligen Corp.<sup>(a)</sup> | 10136 |  | 1716126 |
|  Syneos Health, Inc.<sup>(a)</sup> | 43206 |  | 1584796 |
|  |  |  | 11470160 |
|  **Pharmaceuticals – 0.8%** | **Pharmaceuticals – 0.8%** | **Pharmaceuticals – 0.8%** | **Pharmaceuticals – 0.8%** |
|  Corcept Therapeutics, Inc.<sup>(a)</sup> | 69464 |  | 1410814 |
|  Harmony Biosciences Holdings, Inc.<sup>(a)</sup> | 22000 |  | 1212200 |
|  Intra-Cellular Therapies, Inc.<sup>(a)</sup> | 48530 |  | 2568208 |
|  |  |  | 5191222 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103679865 |
|  **Information Technology – 15.5%** | **Information Technology – 15.5%** | **Information Technology – 15.5%** | **Information Technology – 15.5%** |
|  **Communications Equipment – 0.3%** | **Communications Equipment – 0.3%** | **Communications Equipment – 0.3%** | **Communications Equipment – 0.3%** |
|  Lumentum Holdings, Inc.<sup>(a)</sup> | 33110 |  | 1727348 |
|  **Electronic Equipment, Instruments & Components – 5.0%** | **Electronic Equipment, Instruments & Components – 5.0%** | **Electronic Equipment, Instruments & Components – 5.0%** | **Electronic Equipment, Instruments & Components – 5.0%** |
|  Allegro MicroSystems, Inc.<sup>(a)</sup> | 115920 |  | 3479918 |
|  Avnet, Inc. | 80980 |  | 3367148 |
|  Fabrinet<sup>(a)</sup> | 24738 |  | 3171906 |
|  Insight Enterprises, Inc.<sup>(a)</sup> | 40480 |  | 4058930 |
|  Jabil, Inc. | 58119 |  | 3963716 |
|  OSI Systems, Inc.<sup>(a)</sup> | 36832 |  | 2928881 |
|  Sanmina Corp.<sup>(a)</sup> | 76036 |  | 4356103 |
|  TD SYNNEX Corp. | 28633 |  | 2711831 |

---

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---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** | **U.S. $ Value** |
|  TTM Technologies, Inc.<sup>(a)</sup> | 254330 | $| 3835296 |
|  Vishay Intertechnology, Inc. | 36971 |  | 797465 |
|  |  |  | 32671194 |
|  **IT Services – 2.7%** | **IT Services – 2.7%** | **IT Services – 2.7%** | **IT Services – 2.7%** |
|  Concentrix Corp. | 15933 |  | 2121638 |
|  EVERTEC, Inc. | 81834 |  | 2649785 |
|  Maximus, Inc. | 74941 |  | 5495424 |
|  Perficient, Inc.<sup>(a)</sup> | 42026 |  | 2934676 |
|  TTEC Holdings, Inc. | 29680 |  | 1309778 |
|  WNS Holdings Ltd. (ADR)<sup>(a)</sup> | 45182 |  | 3614108 |
|  |  |  | 18125409 |
|  **Semiconductors & Semiconductor Equipment – 2.4%** | **Semiconductors & Semiconductor Equipment – 2.4%** | **Semiconductors & Semiconductor Equipment – 2.4%** | **Semiconductors & Semiconductor Equipment – 2.4%** |
|  Kulicke & Soffa Industries, Inc. | 80913 |  | 3581209 |
|  Lattice Semiconductor Corp.<sup>(a)</sup> | 39768 |  | 2580148 |
|  MACOM Technology Solutions Holdings, Inc.<sup>(a)</sup> | 69550 |  | 4380259 |
|  Onto Innovation, Inc.<sup>(a)</sup> | 51040 |  | 3475314 |
|  SMART Global Holdings, Inc.<sup>(a)</sup> | 121450 |  | 1807176 |
|  |  |  | 15824106 |
|  **Software – 5.1%** | **Software – 5.1%** | **Software – 5.1%** | **Software – 5.1%** |
|  A10 Networks, Inc. | 228120 |  | 3793636 |
|  ACI Worldwide, Inc.<sup>(a)</sup> | 134100 |  | 3084300 |
|  Box, Inc. - Class A<sup>(a)</sup> | 131400 |  | 4090482 |
|  CommVault Systems, Inc.<sup>(a)</sup> | 74518 |  | 4682711 |
|  Consensus Cloud Solutions, Inc.<sup>(a)</sup> | 26223 |  | 1409749 |
|  Manhattan Associates, Inc.<sup>(a)</sup> | 28135 |  | 3415589 |
|  NCR Corp.<sup>(a)</sup> | 82459 |  | 1930365 |
|  Progress Software Corp. | 71561 |  | 3610252 |
|  Qualys, Inc.<sup>(a)</sup> | 31100 |  | 3490353 |
|  SPS Commerce, Inc.<sup>(a)</sup> | 33200 |  | 4263876 |
|  |  |  | 33771313 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102119370 |
|  **Consumer Discretionary – 11.0%** | **Consumer Discretionary – 11.0%** | **Consumer Discretionary – 11.0%** | **Consumer Discretionary – 11.0%** |
|  **Auto Components – 1.4%** | **Auto Components – 1.4%** | **Auto Components – 1.4%** | **Auto Components – 1.4%** |
|  Dana, Inc. | 144590 |  | 2187647 |
|  Fox Factory Holding Corp.<sup>(a)</sup> | 30260 |  | 2760620 |
|  Goodyear Tire & Rubber Co. (The)<sup>(a)</sup> | 265580 |  | 2695637 |
|  Patrick Industries, Inc. | 28562 |  | 1730857 |
|  |  |  | 9374761 |
|  **Automobiles – 0.5%** | **Automobiles – 0.5%** | **Automobiles – 0.5%** | **Automobiles – 0.5%** |
|  Thor Industries, Inc. | 21957 |  | 1657534 |
|  Winnebago Industries, Inc. | 28686 |  | 1511752 |
|  |  |  | 3169286 |
|  **Diversified Consumer Services – 1.8%** | **Diversified Consumer Services – 1.8%** | **Diversified Consumer Services – 1.8%** | **Diversified Consumer Services – 1.8%** |
|  Adtalem Global Education, Inc.<sup>(a)</sup> | 108280 |  | 3843940 |
|  Hillenbrand, Inc. | 98212 |  | 4190706 |

---

------

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| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** | **U.S. $ Value** |
|  Perdoceo Education Corp.<sup>(a)</sup> | 299602 | $| 4164468 |
|  |  |  | 12199114 |
|  **Hotels, Restaurants & Leisure – 3.2%** | **Hotels, Restaurants & Leisure – 3.2%** | **Hotels, Restaurants & Leisure – 3.2%** | **Hotels, Restaurants & Leisure – 3.2%** |
|  Churchill Downs, Inc. | 16630 |  | 3516081 |
|  Dine Brands Global, Inc. | 49470 |  | 3195762 |
|  Hilton Grand Vacations, Inc.<sup>(a)</sup> | 86970 |  | 3351824 |
|  Marriott Vacations Worldwide Corp. | 22896 |  | 3081573 |
|  Papa John's International, Inc. | 42000 |  | 3457020 |
|  Planet Fitness, Inc. - Class A<sup>(a)</sup> | 31473 |  | 2480072 |
|  Travel & Leisure Co. | 57381 |  | 2088668 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21171000 |
|  **Household Durables – 1.2%** | **Household Durables – 1.2%** | **Household Durables – 1.2%** | **Household Durables – 1.2%** |
|  KB Home | 93200 |  | 2968420 |
|  Taylor Morrison Home Corp.<sup>(a)</sup> | 169641 |  | 5148604 |
|  |  |  | 8117024 |
|  **Leisure Products – 0.2%** | **Leisure Products – 0.2%** | **Leisure Products – 0.2%** | **Leisure Products – 0.2%** |
|  MasterCraft Boat Holdings, Inc.<sup>(a)</sup> | 48685 |  | 1259481 |
|  **Specialty Retail – 0.8%** | **Specialty Retail – 0.8%** | **Specialty Retail – 0.8%** | **Specialty Retail – 0.8%** |
|  Citi Trends, Inc.<sup>(a)</sup> | 69370 |  | 1836918 |
|  Murphy USA, Inc. | 6123 |  | 1711623 |
|  Sally Beauty Holdings, Inc.<sup>(a)</sup> | 138400 |  | 1732768 |
|  |  |  | 5281309 |
|  **Textiles, Apparel & Luxury Goods – 1.9%** | **Textiles, Apparel & Luxury Goods – 1.9%** | **Textiles, Apparel & Luxury Goods – 1.9%** | **Textiles, Apparel & Luxury Goods – 1.9%** |
|  Carter's, Inc. | 30000 |  | 2238300 |
|  Crocs, Inc.<sup>(a)</sup> | 42522 |  | 4610660 |
|  Deckers Outdoor Corp.<sup>(a)</sup> | 6260 |  | 2498742 |
|  Oxford Industries, Inc. | 31845 |  | 2967317 |
|  |  |  | 12315019 |
|  |  |  | 72886994 |
|  **Energy – 7.4%** | **Energy – 7.4%** | **Energy – 7.4%** | **Energy – 7.4%** |
|  **Energy Equipment & Services – 2.1%** | **Energy Equipment & Services – 2.1%** | **Energy Equipment & Services – 2.1%** | **Energy Equipment & Services – 2.1%** |
|  Cactus, Inc. - Class A | 48160 |  | 2420522 |
|  ChampionX Corp. | 160010 |  | 4638690 |
|  Helmerich & Payne, Inc. | 28580 |  | 1416711 |
|  Oceaneering International, Inc.<sup>(a)</sup> | 129500 |  | 2264955 |
|  Patterson-UTI Energy, Inc. | 195790 |  | 3297103 |
|  |  |  | 14037981 |
|  **Oil, Gas & Consumable Fuels – 5.3%** | **Oil, Gas & Consumable Fuels – 5.3%** | **Oil, Gas & Consumable Fuels – 5.3%** | **Oil, Gas & Consumable Fuels – 5.3%** |
|  Antero Resources Corp.<sup>(a)</sup> | 75490 |  | 2339435 |
|  Chord Energy Corp. | 30780 |  | 4211012 |
|  Civitas Resources, Inc. | 42250 |  | 2447543 |
|  HF Sinclair Corp. | 65982 |  | 3423806 |
|  Magnolia Oil & Gas Corp. - Class A | 186550 |  | 4374597 |
|  Matador Resources Co. | 85410 |  | 4888868 |
|  Ovintiv, Inc. (New York) | 69830 |  | 3541079 |
|  PBF Energy, Inc. - Class A | 117970 |  | 4810817 |
|  PDC Energy, Inc. | 55930 |  | 3550436 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** | **U.S. $ Value** |
|  Teekay Tankers Ltd. - Class A<sup>(a)</sup> | 46995 | $| 1447916 |
|  |  |  | 35035509 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49073490 |
|  **Real Estate – 5.4%** | **Real Estate – 5.4%** | **Real Estate – 5.4%** | **Real Estate – 5.4%** |
|  **Equity Real Estate Investment Trusts (REITs) – 4.9%** | **Equity Real Estate Investment Trusts (REITs) – 4.9%** | **Equity Real Estate Investment Trusts (REITs) – 4.9%** | **Equity Real Estate Investment Trusts (REITs) – 4.9%** |
|  Alexander & Baldwin, Inc. | 171509 |  | 3212364 |
|  Apple Hospitality REIT, Inc. | 241860 |  | 3816551 |
|  Armada Hoffler Properties, Inc. | 173950 |  | 2000425 |
|  CareTrust REIT, Inc. | 75347 |  | 1399947 |
|  Cousins Properties, Inc. | 48306 |  | 1221659 |
|  First Industrial Realty Trust, Inc. | 49856 |  | 2406050 |
|  Healthcare Realty Trust, Inc. | 106430 |  | 2050906 |
|  Industrial Logistics Properties Trust | 96380 |  | 315163 |
|  NexPoint Residential Trust, Inc. | 49210 |  | 2141619 |
|  Physicians Realty Trust | 110792 |  | 1603160 |
|  RLJ Lodging Trust | 293659 |  | 3109849 |
|  Sabra Health Care REIT, Inc. | 207190 |  | 2575372 |
|  STAG Industrial, Inc. | 91124 |  | 2944216 |
|  Terreno Realty Corp. | 35224 |  | 2003189 |
|  VICI Properties, Inc. | 51757 |  | 1676927 |
|  |  |  | 32477397 |
|  **Real Estate Management & Development – 0.5%** | **Real Estate Management & Development – 0.5%** | **Real Estate Management & Development – 0.5%** | **Real Estate Management & Development – 0.5%** |
|  Anywhere Real Estate, Inc.<sup>(a)</sup> | 205091 |  | 1310531 |
|  RE/MAX Holdings, Inc. - Class A | 95093 |  | 1772534 |
|  |  |  | 3083065 |
|  |  |  | 35560462 |
|  **Materials – 3.8%** | **Materials – 3.8%** | **Materials – 3.8%** | **Materials – 3.8%** |
|  **Chemicals – 1.6%** | **Chemicals – 1.6%** | **Chemicals – 1.6%** | **Chemicals – 1.6%** |
|  AdvanSix, Inc. | 86330 |  | 3282266 |
|  Huntsman Corp. | 107875 |  | 2964405 |
|  Innospec, Inc. | 25680 |  | 2641445 |
|  Orion Engineered Carbons SA | 73990 |  | 1317762 |
|  |  |  | 10205878 |
|  **Metals & Mining – 1.4%** | **Metals & Mining – 1.4%** | **Metals & Mining – 1.4%** | **Metals & Mining – 1.4%** |
|  B2Gold Corp. | 436440 |  | 1558091 |
|  Commercial Metals Co. | 73232 |  | 3537106 |
|  Reliance Steel & Aluminum Co. | 16162 |  | 3271835 |
|  Schnitzer Steel Industries, Inc. - Class A | 38420 |  | 1177573 |
|  |  |  | 9544605 |
|  **Paper & Forest Products – 0.8%** | **Paper & Forest Products – 0.8%** | **Paper & Forest Products – 0.8%** | **Paper & Forest Products – 0.8%** |
|  Louisiana-Pacific Corp. | 47815 |  | 2830648 |
|  Sylvamo Corp. | 55810 |  | 2711808 |
|  |  |  | 5542456 |
|  |  |  | 25292939 |
|  **Consumer Staples – 2.8%** | **Consumer Staples – 2.8%** | **Consumer Staples – 2.8%** | **Consumer Staples – 2.8%** |
|  **Food & Staples Retailing – 0.7%** | **Food & Staples Retailing – 0.7%** | **Food & Staples Retailing – 0.7%** | **Food & Staples Retailing – 0.7%** |
|  Grocery Outlet Holding Corp.<sup>(a)</sup> | 79900 |  | 2332281 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** | **U.S. $ Value** |
|  Village Super Market, Inc. - Class A | 104068 | $| 2423744 |
|  |  |  | 4756025 |
|  **Food Products – 1.9%** | **Food Products – 1.9%** | **Food Products – 1.9%** | **Food Products – 1.9%** |
|  Cal-Maine Foods, Inc. | 45210 |  | 2461684 |
|  Hain Celestial Group, Inc. (The)<sup>(a)</sup> | 199745 |  | 3231874 |
|  John B Sanfilippo & Son, Inc. | 39555 |  | 3216613 |
|  Nomad Foods Ltd.<sup>(a)</sup> | 194110 |  | 3346456 |
|  |  |  | 12256627 |
|  **Personal Products – 0.2%** | **Personal Products – 0.2%** | **Personal Products – 0.2%** | **Personal Products – 0.2%** |
|  USANA Health Sciences, Inc.<sup>(a)</sup> | 27150 |  | 1444380 |
|  |  |  | 18457032 |
|  **Utilities – 2.7%** | **Utilities – 2.7%** | **Utilities – 2.7%** | **Utilities – 2.7%** |
|  **Electric Utilities – 1.7%** | **Electric Utilities – 1.7%** | **Electric Utilities – 1.7%** | **Electric Utilities – 1.7%** |
|  ALLETE, Inc. | 72710 |  | 4690522 |
|  IDACORP, Inc. | 28340 |  | 3056469 |
|  Portland General Electric Co. | 76410 |  | 3744090 |
|  |  |  | 11491081 |
|  **Gas Utilities – 0.4%** | **Gas Utilities – 0.4%** | **Gas Utilities – 0.4%** | **Gas Utilities – 0.4%** |
|  Chesapeake Utilities Corp. | 21720 |  | 2566870 |
|  **Multi-Utilities – 0.6%** | **Multi-Utilities – 0.6%** | **Multi-Utilities – 0.6%** | **Multi-Utilities – 0.6%** |
|  NorthWestern Corp. | 60435 |  | 3586213 |
|  |  |  | 17644164 |
|  **Communication Services – 1.3%** | **Communication Services – 1.3%** | **Communication Services – 1.3%** | **Communication Services – 1.3%** |
|  **Entertainment – 0.2%** | **Entertainment – 0.2%** | **Entertainment – 0.2%** | **Entertainment – 0.2%** |
|  IMAX Corp.<sup>(a)</sup> | 61810 |  | 906134 |
|  **Interactive Media & Services – 0.5%** | **Interactive Media & Services – 0.5%** | **Interactive Media & Services – 0.5%** | **Interactive Media & Services – 0.5%** |
|  Ziff Davis, Inc.<sup>(a)</sup> | 43809 |  | 3465292 |
|  **Media – 0.6%** | **Media – 0.6%** | **Media – 0.6%** | **Media – 0.6%** |
|  Nexstar Media Group, Inc. - Class A | 22398 |  | 3920322 |
|  |  |  | 8291748 |
|  Total Common Stocks <br>(cost $549,449,399) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655522833 |
|  **SHORT-TERM INVESTMENTS – 1.4%** | **SHORT-TERM INVESTMENTS – 1.4%** | **SHORT-TERM INVESTMENTS – 1.4%** | **SHORT-TERM INVESTMENTS – 1.4%** |
|  **Investment Companies – 1.4%** | **Investment Companies – 1.4%** | **Investment Companies – 1.4%** | **Investment Companies – 1.4%** |
|  AB Fixed Income Shares, Inc. - Government Money Market Portfolio - Class AB, 4.12%<sup>(b) (c) (d)</sup> <br>(cost $9,110,279) | 9110279 |  | 9110279 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | | | | **U.S. $ Value** |
|  **Total Investments – 100.7%** <br> (cost $558,559,678)<sup>(e)</sup> | **Total Investments – 100.7%** <br> (cost $558,559,678)<sup>(e)</sup> | **Total Investments – 100.7%** <br> (cost $558,559,678)<sup>(e)</sup> | **Total Investments – 100.7%** <br> (cost $558,559,678)<sup>(e)</sup> | $664633112 |
|  Other assets less liabilities – (0.7)% | Other assets less liabilities – (0.7)% | Other assets less liabilities – (0.7)% | Other assets less liabilities – (0.7)% | (4894515) |
|  **Net Assets – 100.0%** | **Net Assets – 100.0%** | **Net Assets – 100.0%** | **Net Assets – 100.0%** | $**659738597** |
|  <br> **FUTURES** | <br> **FUTURES** | <br> **FUTURES** | <br> **FUTURES** | <br> **FUTURES** |
| **Description** | **Number<br>of<br>Contracts** | **Expiration<br>Month** | **Current<br>Notional** | **Value and<br>Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Purchased Contracts** | **Purchased Contracts** | **Purchased Contracts** | **Purchased Contracts** | **Purchased Contracts** |
| E-Mini Russell 2000 Futures | 160 | March 2023 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14167200 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(325459) |

---

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

*(b)* *Affiliated investments.* 

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

*(d)* *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.* 

*(e)* *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 $169,590,297 and gross unrealized depreciation of investments was $(63,842,322), resulting in net unrealized appreciation of $105,747,975.* 

---

| | |
|:---|:---|
| | *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.*  |

---

*Glossary:* 

*ADR – American Depositary Receipt* 

*REIT – Real Estate Investment Trust* 

------

**Bernstein Fund, Inc.** 

**Small Cap Core 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)

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:** | **Assets:** | **Assets:** | **Assets:** | **Assets:** |
| Common Stocks<sup>(a)</sup> | $655522833 | $&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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $655522833 |
| Short-Term Investments | 9110279 |  |  | 9110279 |
| Total Investments in Securities | 664633112 |  |  | 664633112 |
| **Other Financial Instruments<sup>(b)</sup>:** |  |  |  |  |
| **Assets** | **—** | **—** | **—** | **—** |
| **Liabilities:** | **Liabilities:** | **Liabilities:** | **Liabilities:** | **Liabilities:** |
| Futures | (325459) |  |  | (325459) |
| **Total** | $**664307653** | $**—** | $**—** | $**664307653** |

---

*<sup>(a)</sup>* *See Schedule of Investments for sector classifications.* 

*<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;1374 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25132 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17396 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9110 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |

---

## 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:** Small Cap Core Portfolio

- **b. EDGAR series identifier (if any):** S000051867

- **c. LEI of Series:** 549300P1KZB3RPQ3EX57

**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:** $666053902.41

**Total Liabilities:** $6513453.97

**Net Assets:** $659540448.44

**Cash Not Reported:** $1296369.99

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000163300 | 11.38%               | 4.24%                | -6.51%               |
| Class ID C000163294 | 11.47%               | 4.24%                | -6.52%               |
| Class ID C000163293 | 11.36%               | 4.27%                | -6.50%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-286290.28              | $69245401.23                               |
| Month 2  | $-4165392.42             | $32129112.33                               |
| Month 3  | $2241796.36              | $-47935618.44                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Alliance Bernstein                      | AB Fixed Income Shares, Inc. - Government Money Market Portfolio | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |   9110279 | NS      | $9110278.74   | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc                 | Nexstar Media Group Inc                                          | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |     22398 | NS      | $3920321.94   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc                            | AdvanSix Inc                                                     | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |     86330 | NS      | $3282266.60   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ModivCare Inc                           | ModivCare Inc                                                    | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |     23990 | NS      | $2152622.70   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Masonite International Corp             | Masonite International Corp                                      | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | CA        |     25120 | NS      | $2024923.20   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services Inc         | PennyMac Financial Services Inc                                  | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |     32538 | NS      | $1843603.08   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico               | First BanCorp/Puerto Rico                                        | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |    290210 | NS      | $3691471.20   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc                        | A10 Networks Inc                                                 | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |    228120 | NS      | $3793635.60   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                               | Jabil Inc                                                        | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     58119 | NS      | $3963715.80   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                    | TTM Technologies Inc                                             | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |    254330 | NS      | $3835296.40   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy Inc                          | PDC Energy Inc                                                   | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |     55930 | NS      | $3550436.40   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc           | Arrowhead Pharmaceuticals Inc                                    | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     64492 | NS      | $2615795.52   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc                              | Kforce Inc                                                       | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |     54640 | NS      | $2995911.20   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke & Soffa Industries Inc          | Kulicke & Soffa Industries Inc                                   | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |     80913 | NS      | $3581209.38   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Hain Celestial Group Inc/The            | Hain Celestial Group Inc/The                                     | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |    199745 | NS      | $3231874.10   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc             | AMN Healthcare Services Inc                                      | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |     40655 | NS      | $4180147.10   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics Inc                  | Relay Therapeutics Inc                                           | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80340 | NS      | $1200279.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc                            | Evercore Inc                                                     | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |     27032 | NS      | $2948650.56   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp           | International Bancshares Corp                                    | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     79390 | NS      | $3632886.40   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The           | Goodyear Tire & Rubber Co/The                                    | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |    265580 | NS      | $2695637.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Verve Therapeutics Inc                  | Verve Therapeutics Inc                                           | CUSIP: 92539P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36270 | NS      | $701824.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc           | Oceaneering International Inc                                    | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |    129500 | NS      | $2264955.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp                           | Repligen Corp                                                    | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |     10136 | NS      | $1716126.16   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Bank                          | Northeast Bank                                                   | CUSIP: 66405S100<br>LEI: 549300F0LV9TSW34E306 | Long             | EC               | CORP              | US        |     91941 | NS      | $3870716.10   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                              | Terex Corp                                                       | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     83340 | NS      | $3560284.80   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings Inc | MACOM Technology Solutions Holdings Inc                          | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69550 | NS      | $4380259.00   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc                           | Primerica Inc                                                    | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |     11890 | NS      | $1686239.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomad Foods Ltd                         | Nomad Foods Ltd                                                  | CUSIP: 000000000<br>LEI: 5493000ZZ1837DS2SI43 | Long             | EC               | CORP              | VG        |    194110 | NS      | $3346456.40   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Mesa Laboratories Inc                   | Mesa Laboratories Inc                                            | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |      7340 | NS      | $1219981.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp Inc              | Great Southern Bancorp Inc                                       | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |     44229 | NS      | $2631183.21   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Inc                      | Planet Fitness Inc                                               | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |     31473 | NS      | $2480072.40   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Pharmaceuticals Inc/DE            | Eagle Pharmaceuticals Inc/DE                                     | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |     22532 | NS      | $658610.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc                                 | KBR Inc                                                          | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     65224 | NS      | $3443827.20   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| NextGen Healthcare Inc                  | NextGen Healthcare Inc                                           | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    136880 | NS      | $2570606.40   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp Inc          | New York Community Bancorp Inc                                   | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |    283128 | NS      | $2434900.80   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                    | Associated Banc-Corp                                             | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |    193710 | NS      | $4472763.90   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| iRhythm Technologies Inc                | iRhythm Technologies Inc                                         | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |     32415 | NS      | $3036313.05   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc     | Applied Industrial Technologies Inc                              | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |     27687 | NS      | $3489392.61   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Erasca Inc                              | Erasca Inc                                                       | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    128090 | NS      | $552067.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp                          | TD SYNNEX Corp                                                   | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     28633 | NS      | $2711831.43   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions Inc           | Consensus Cloud Solutions Inc                                    | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26223 | NS      | $1409748.48   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Y-mAbs Therapeutics Inc                 | Y-mAbs Therapeutics Inc                                          | CUSIP: 984241109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    109239 | NS      | $533086.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc                | Winnebago Industries Inc                                         | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |     28686 | NS      | $1511752.20   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                          | Tetra Tech Inc                                                   | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |     26222 | NS      | $3807172.18   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                       | RLJ Lodging Trust                                                | CUSIP: 74965L101<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | EC               |  | US        |    293659 | NS      | $3109848.81   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                              | Qualys Inc                                                       | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     31100 | NS      | $3490353.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Inc                     | Churchill Downs Inc                                              | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |     16630 | NS      | $3516080.90   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Mobile Mini Holdings Corp      | WillScot Mobile Mini Holdings Corp                               | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     84680 | NS      | $3824995.60   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                | Manhattan Associates Inc                                         | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |     28135 | NS      | $3415589.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                    | MGIC Investment Corp                                             | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |    266780 | NS      | $3468140.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                             | Maximus Inc                                                      | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     74941 | NS      | $5495423.53   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp                | Fox Factory Holding Corp                                         | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |     30260 | NS      | $2760619.80   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp                  | Synovus Financial Corp                                           | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     82832 | NS      | $3110341.60   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascendis Pharma A/S                     | Ascendis Pharma A/S                                              | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |     10027 | NS      | $1224597.51   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc               | USANA Health Sciences Inc                                        | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |     27150 | NS      | $1444380.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc               | Intellia Therapeutics Inc                                        | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |     42360 | NS      | $1477940.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp                 | Wintrust Financial Corp                                          | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     41050 | NS      | $3469546.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc                   | Civitas Resources Inc                                            | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |     42250 | NS      | $2447542.50   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc               | Halozyme Therapeutics Inc                                        | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |     72522 | NS      | $4126501.80   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International Inc           | Papa John's International Inc                                    | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |     42000 | NS      | $3457020.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc                   | Oxford Industries Inc                                            | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |     31845 | NS      | $2967317.10   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp                             | CONMED Corp                                                      | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |     23779 | NS      | $2107770.56   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp                    | Wabash National Corp                                             | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |    174181 | NS      | $3936490.60   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc             | Pediatrix Medical Group Inc                                      | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    158170 | NS      | $2350406.20   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc                              | Kadant Inc                                                       | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |     15600 | NS      | $2771028.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co              | DiamondRock Hospitality Co                                       | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               |  | US        |    211730 | NS      | $1734068.70   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc                | Patterson-UTI Energy Inc                                         | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |    195790 | NS      | $3297103.60   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc                              | MasTec Inc                                                       | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     38374 | NS      | $3274453.42   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp                     | Terreno Realty Corp                                              | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               |  | US        |     35224 | NS      | $2003188.88   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiant Logistics Inc                   | Radiant Logistics Inc                                            | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |    343333 | NS      | $1747564.97   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp                          | ChampionX Corp                                                   | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |    160010 | NS      | $4638689.90   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                | Western Alliance Bancorp                                         | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     38980 | NS      | $2321648.80   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                 | Physicians Realty Trust                                          | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               |  | US        |    110792 | NS      | $1603160.24   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| WNS Holdings Ltd                        | WNS Holdings Ltd                                                 | CUSIP: 92932M101<br>LEI: 529900RM7QHUD3W9DM42 | Long             | EC               | CORP              | JE        |     45182 | NS      | $3614108.18   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Shyft Group Inc/The                     | Shyft Group Inc/The                                              | CUSIP: 825698103<br>LEI: 549300YY0TB51BGRV994 | Long             | EC               | CORP              | US        |     83770 | NS      | $2082522.20   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity Inc                           | Insperity Inc                                                    | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |     40871 | NS      | $4642945.60   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health Inc                       | Syneos Health Inc                                                | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |     43206 | NS      | $1584796.08   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Programs and Systems Inc       | Computer Programs and Systems Inc                                | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |    114540 | NS      | $3117778.80   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                 | Comfort Systems USA Inc                                          | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |     41314 | NS      | $4754415.12   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                              | Arcosa Inc                                                       | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |     48710 | NS      | $2646901.40   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Inc                              | Nelnet Inc                                                       | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |     39533 | NS      | $3587619.75   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp                      | Regal Rexnord Corp                                               | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     24902 | NS      | $2987741.96   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc                      | Houlihan Lokey Inc                                               | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |     57596 | NS      | $5020067.36   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc                              | Cactus Inc                                                       | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |     48160 | NS      | $2420521.60   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc              | Hilton Grand Vacations Inc                                       | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |     86970 | NS      | $3351823.80   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                   | AECOM                                                            | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     46757 | NS      | $3971072.01   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp                       | NorthWestern Corp                                                | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |     60435 | NS      | $3586212.90   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co                       | STAAR Surgical Co                                                | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |     25550 | NS      | $1240197.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Recursion Pharmaceuticals Inc           | Recursion Pharmaceuticals Inc                                    | CUSIP: 75629V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    145540 | NS      | $1122113.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                          | BankUnited Inc                                                   | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |    121229 | NS      | $4118149.13   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                              | Fluor Corp                                                       | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     91670 | NS      | $3177282.20   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Bioscience Inc                 | Meridian Bioscience Inc                                          | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |     98264 | NS      | $3263347.44   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                   | Helmerich & Payne Inc                                            | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     28580 | NS      | $1416710.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Twist Bioscience Corp                   | Twist Bioscience Corp                                            | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |     25405 | NS      | $604893.05    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                  | Patrick Industries Inc                                           | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |     28562 | NS      | $1730857.20   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Denali Therapeutics Inc                 | Denali Therapeutics Inc                                          | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |     41960 | NS      | $1166907.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                         | EMCOR Group Inc                                                  | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |     39450 | NS      | $5842939.50   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc/The                         | Bancorp Inc/The                                                  | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    136568 | NS      | $3875799.84   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirati Therapeutics Inc                 | Mirati Therapeutics Inc                                          | CUSIP: 60468T105<br>LEI: 529900GYRW59IDQV6N54 | Long             | EC               | CORP              | US        |     13271 | NS      | $601309.01    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc                                 | Box Inc                                                          | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |    131400 | NS      | $4090482.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc                                 | GMS Inc                                                          | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |     76551 | NS      | $3812239.80   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| IMAX Corp                               | IMAX Corp                                                        | CUSIP: 45245E109<br>LEI: 5493002KS2T1Q0X7VZ21 | Long             | EC               | CORP              | CA        |     61810 | NS      | $906134.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc            | Adtalem Global Education Inc                                     | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |    108280 | NS      | $3843940.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp                           | Huntsman Corp                                                    | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |    107875 | NS      | $2964405.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp       | Marriott Vacations Worldwide Corp                                | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |     22896 | NS      | $3081572.64   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient Inc                          | Perficient Inc                                                   | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |     42026 | NS      | $2934675.58   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co Inc            | Simpson Manufacturing Co Inc                                     | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |     30835 | NS      | $2733831.10   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                            | Sanmina Corp                                                     | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     76036 | NS      | $4356102.44   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Catalyst Inc                     | Health Catalyst Inc                                              | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |     86254 | NS      | $916880.02    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                    | Hilltop Holdings Inc                                             | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |    131056 | NS      | $3932990.56   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp             | Grocery Outlet Holding Corp                                      | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79900 | NS      | $2332281.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings Inc                       | TTEC Holdings Inc                                                | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |     29680 | NS      | $1309778.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd                    | Assured Guaranty Ltd                                             | CUSIP: 000000000<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |     52060 | NS      | $3241255.60   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co            | Portland General Electric Co                                     | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     76410 | NS      | $3744090.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment Trust      | PennyMac Mortgage Investment Trust                               | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               |  | US        |     99930 | NS      | $1238132.70   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Intra-Cellular Therapies Inc            | Intra-Cellular Therapies Inc                                     | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Long             | EC               | CORP              | US        |     48530 | NS      | $2568207.60   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                          | PBF Energy Inc                                                   | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |    117970 | NS      | $4810816.60   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc              | Vishay Intertechnology Inc                                       | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     33656 | NS      | $725959.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc/NC        | First Citizens BancShares Inc/NC                                 | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |      2873 | NS      | $2178768.28   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings Inc                    | OneMain Holdings Inc                                             | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |     49464 | NS      | $1647645.84   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc              | Sabra Health Care REIT Inc                                       | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               |  | US        |    207190 | NS      | $2575371.70   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin Inc                 | Alexander & Baldwin Inc                                          | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               |  | US        |    171509 | NS      | $3212363.57   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                        | Essent Group Ltd                                                 | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |     83977 | NS      | $3265025.76   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust Inc       | First Industrial Realty Trust Inc                                | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               |  | US        |     49856 | NS      | $2406050.56   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Inc                 | Ellington Financial Inc                                          | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               |  | US        |    117851 | NS      | $1457816.87   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR                  | Home BancShares Inc/AR                                           | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    152270 | NS      | $3470233.30   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ICON PLC                                | ICON PLC                                                         | CUSIP: 000000000<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |      9955 | NS      | $1933758.75   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc             | Community Trust Bancorp Inc                                      | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72960 | NS      | $3351052.80   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Karuna Therapeutics Inc                 | Karuna Therapeutics Inc                                          | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13714 | NS      | $2694801.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc                    | Medpace Holdings Inc                                             | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |     26932 | NS      | $5720626.12   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                               | Crocs Inc                                                        | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     42522 | NS      | $4610660.46   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                            | Innospec Inc                                                     | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |     25680 | NS      | $2641444.80   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Civista Bancshares Inc                  | Civista Bancshares Inc                                           | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |    141839 | NS      | $3121876.39   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                         | OSI Systems Inc                                                  | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |     36832 | NS      | $2928880.64   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc                | Anywhere Real Estate Inc                                         | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |    205091 | NS      | $1310531.49   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                    | Rush Enterprises Inc                                             | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     81270 | NS      | $4248795.60   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc                   | Lumentum Holdings Inc                                            | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |     33110 | NS      | $1727348.70   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                          | Ziff Davis Inc                                                   | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |     43809 | NS      | $3465291.90   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand Inc                         | Hillenbrand Inc                                                  | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |     98212 | NS      | $4190706.04   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp                  | Progress Software Corp                                           | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |     71561 | NS      | $3610252.45   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corp                | Blueprint Medicines Corp                                         | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |     33705 | NS      | $1476616.05   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                     | Cal-Maine Foods Inc                                              | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     45210 | NS      | $2461684.50   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                              | Korn Ferry                                                       | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     73700 | NS      | $3730694.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp                     | Curtiss-Wright Corp                                              | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |     15690 | NS      | $2620073.10   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Citi Trends Inc                         | Citi Trends Inc                                                  | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |     69370 | NS      | $1836917.60   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                  | Cathay General Bancorp                                           | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     68550 | NS      | $2796154.50   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Star Bulk Carriers Corp                 | Star Bulk Carriers Corp                                          | CUSIP: 000000000<br>LEI: 549300SO3FMK7H6DDY54 | Long             | EC               | CORP              | MH        |    115790 | NS      | $2226641.70   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                | Fabrinet                                                         | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |     24738 | NS      | $3171906.36   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp                  | Louisiana-Pacific Corp                                           | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     47815 | NS      | $2830648.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp                        | HF Sinclair Corp                                                 | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65982 | NS      | $3423805.98   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc                 | Insight Enterprises Inc                                          | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |     40480 | NS      | $4058929.60   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp                       | Chord Energy Corp                                                | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |     30780 | NS      | $4211011.80   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc              | Apple Hospitality REIT Inc                                       | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               |  | US        |    241860 | NS      | $3816550.80   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| IVERIC bio Inc                          | IVERIC bio Inc                                                   | CUSIP: 46583P102<br>LEI: 549300GZXI59U71XPM70 | Long             | EC               | CORP              | US        |     88160 | NS      | $1887505.60   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp               | Taylor Morrison Home Corp                                        | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |    169641 | NS      | $5148604.35   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                 | Perdoceo Education Corp                                          | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |    299602 | NS      | $4164467.80   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc                   | Shockwave Medical Inc                                            | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |     12750 | NS      | $2621527.50   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                               | Avnet Inc                                                        | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     80980 | NS      | $3367148.40   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                             | Chemed Corp                                                      | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      6855 | NS      | $3498997.65   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics Inc                | Sarepta Therapeutics Inc                                         | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |      9210 | NS      | $1193431.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                            | ArcBest Corp                                                     | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |     48672 | NS      | $3408986.88   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                            | Carter's Inc                                                     | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |     30000 | NS      | $2238300.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial Logistics Properties Trust   | Industrial Logistics Properties Trust                            | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               |  | US        |     96380 | NS      | $315162.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                      | UFP Industries Inc                                               | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     48777 | NS      | $3865577.25   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX Holdings Inc                     | RE/MAX Holdings Inc                                              | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |     95093 | NS      | $1772533.52   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Legend Biotech Corp                     | Legend Biotech Corp                                              | CUSIP: 52490G102<br>LEI: 254900EIUFZTW136H859 | Long             | EC               | CORP              | KY        |     23550 | NS      | $1175616.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems Inc                | Allegro MicroSystems Inc                                         | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    115920 | NS      | $3479918.40   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Gossamer Bio Inc                        | Gossamer Bio Inc                                                 | CUSIP: 38341P102<br>LEI: 549300ZOC0N2W6PSFR58 | Long             | EC               | CORP              | US        |    148270 | NS      | $321745.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc                    | Palomar Holdings Inc                                             | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |     30090 | NS      | $1358864.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc                  | Option Care Health Inc                                           | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |    109720 | NS      | $3301474.80   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc                     | Mr Cooper Group Inc                                              | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |     81490 | NS      | $3270193.70   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc                         | NeoGenomics Inc                                                  | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55720 | NS      | $514852.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                     | VICI Properties Inc                                              | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |     51757 | NS      | $1676926.80   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp                 | Magnolia Oil & Gas Corp                                          | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    186550 | NS      | $4374597.50   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co                     | Travel + Leisure Co                                              | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     57381 | NS      | $2088668.40   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp                         | Concentrix Corp                                                  | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15933 | NS      | $2121638.28   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                       | ACI Worldwide Inc                                                | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |    134100 | NS      | $3084300.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultragenyx Pharmaceutical Inc           | Ultragenyx Pharmaceutical Inc                                    | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |     29394 | NS      | $1361824.02   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor Inc                       | Owens & Minor Inc                                                | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |     41540 | NS      | $811276.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Inc                              | Insmed Inc                                                       | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |    111981 | NS      | $2237380.38   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Engineered Carbons SA             | Orion Engineered Carbons SA                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |     73990 | NS      | $1317761.90   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp | Science Applications International Corp                          | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     24790 | NS      | $2749954.70   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc                   | Arcus Biosciences Inc                                            | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52120 | NS      | $1077841.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc                   | Vir Biotechnology Inc                                            | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75917 | NS      | $1921459.27   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corp                                | NCR Corp                                                         | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     82459 | NS      | $1930365.19   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical Inc                    | Orthofix Medical Inc                                             | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80440 | NS      | $1651433.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corp                            | Vericel Corp                                                     | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |     54460 | NS      | $1434476.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc        | Harmony Biosciences Holdings Inc                                 | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22000 | NS      | $1212200.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc            | Texas Capital Bancshares Inc                                     | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     42170 | NS      | $2543272.70   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc               | Sally Beauty Holdings Inc                                        | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |    138400 | NS      | $1732768.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Bancorp Inc/KY                 | Republic Bancorp Inc/KY                                          | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52740 | NS      | $2158120.80   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                   | Tenet Healthcare Corp                                            | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     32657 | NS      | $1593335.03   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                             | IDACORP Inc                                                      | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     28340 | NS      | $3056469.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son Inc             | John B Sanfilippo & Son Inc                                      | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |     39555 | NS      | $3216612.60   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc               | Emergent BioSolutions Inc                                        | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |     27391 | NS      | $323487.71    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera Inc                              | Natera Inc                                                       | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16087 | NS      | $646214.79    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc                              | ALLETE Inc                                                       | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |     72710 | NS      | $4690522.10   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corp                         | 1st Source Corp                                                  | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50437 | NS      | $2677700.33   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc                  | Dine Brands Global Inc                                           | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |     49470 | NS      | $3195762.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCraft Boat Holdings Inc           | MasterCraft Boat Holdings Inc                                    | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |     48685 | NS      | $1259480.95   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp               | Chesapeake Utilities Corp                                        | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |     21720 | NS      | $2566869.60   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc               | Kinsale Capital Group Inc                                        | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |     17950 | NS      | $4694284.00   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc                  | CACI International Inc                                           | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |      6426 | NS      | $1931591.34   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp                   | Antero Resources Corp                                            | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     75490 | NS      | $2339435.10   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co                    | Matador Resources Co                                             | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     85410 | NS      | $4888868.40   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties Inc           | Armada Hoffler Properties Inc                                    | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               |  | US        |    173950 | NS      | $2000425.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                    | Commercial Metals Co                                             | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     73232 | NS      | $3537105.60   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust Inc          | NexPoint Residential Trust Inc                                   | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               |  | US        |     49210 | NS      | $2141619.20   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                             | Ovintiv Inc                                                      | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69830 | NS      | $3541079.30   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                   | Lantheus Holdings Inc                                            | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     63440 | NS      | $3232902.40   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| B2Gold Corp                             | B2Gold Corp                                                      | CUSIP: 11777Q209<br>LEI: 549300F7OK456M5NLM05 | Long             | EC               | CORP              | CA        |    436440 | NS      | $1558090.80   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC Inc                             | EVERTEC Inc                                                      | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     81834 | NS      | $2649784.92   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                        | Cytokinetics Inc                                                 | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     41160 | NS      | $1885951.20   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd                      | Teekay Tankers Ltd                                               | CUSIP: 000000000<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | MH        |     46995 | NS      | $1447915.95   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                | Builders FirstSource Inc                                         | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |     44607 | NS      | $2894102.16   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group Inc                        | TriNet Group Inc                                                 | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |     50230 | NS      | $3405594.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Village Super Market Inc                | Village Super Market Inc                                         | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               | CORP              | US        |    104068 | NS      | $2423743.72   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp                   | Integer Holdings Corp                                            | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |     49130 | NS      | $3363439.80   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Syndax Pharmaceuticals Inc              | Syndax Pharmaceuticals Inc                                       | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |     57120 | NS      | $1453704.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc                     | STAG Industrial Inc                                              | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               |  | US        |     91124 | NS      | $2944216.44   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc                          | Murphy USA Inc                                                   | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      6123 | NS      | $1711623.42   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems Inc                   | CommVault Systems Inc                                            | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     74518 | NS      | $4682711.12   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                    | Deckers Outdoor Corp                                             | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      6260 | NS      | $2498741.60   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherus Biosciences Inc                 | Coherus Biosciences Inc                                          | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |    122049 | NS      | $966628.08    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                            | Sylvamo Corp                                                     | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |     55810 | NS      | $2711807.90   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc                     | Thor Industries Inc                                              | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |     21957 | NS      | $1657533.93   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Inc             | Healthcare Realty Trust Inc                                      | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               |  | US        |    106430 | NS      | $2050906.10   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Inc                  | Cousins Properties Inc                                           | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               |  | US        |     48306 | NS      | $1221658.74   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp              | Lattice Semiconductor Corp                                       | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     39768 | NS      | $2580147.84   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp                            | Oshkosh Corp                                                     | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     37740 | NS      | $3328290.60   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc                    | PTC Therapeutics Inc                                             | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     38020 | NS      | $1451223.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc                      | CareTrust REIT Inc                                               | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               |  | US        |     75347 | NS      | $1399947.26   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global Inc                          | MRC Global Inc                                                   | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |    313240 | NS      | $3627319.20   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| SMART Global Holdings Inc               | SMART Global Holdings Inc                                        | CUSIP: 000000000<br>LEI: 529900RDGHQY8XKXPN14 | Long             | EC               | CORP              | US        |    121450 | NS      | $1807176.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                | Dana Inc                                                         | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |    144590 | NS      | $2187646.70   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange             | E-MINI RUSS 2000 MAR23                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       160 | NC      | $-325459.20   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                        | Boise Cascade Co                                                 | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     49552 | NS      | $3402735.84   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Schnitzer Steel Industries Inc          | Schnitzer Steel Industries Inc                                   | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |     38420 | NS      | $1177573.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Inc                | Corcept Therapeutics Inc                                         | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |     69464 | NS      | $1410813.84   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son Ltd/The    | Bank of NT Butterfield & Son Ltd/The                             | CUSIP: 000000000<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |     46720 | NS      | $1392723.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co            | Reliance Steel & Aluminum Co                                     | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |     16162 | NS      | $3271835.28   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                 | KB Home                                                          | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     93200 | NS      | $2968420.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc                     | Onto Innovation Inc                                              | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |     51040 | NS      | $3475313.60   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group Inc/The         | Hanover Insurance Group Inc/The                                  | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |     24840 | NS      | $3356629.20   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Zentalis Pharmaceuticals Inc            | Zentalis Pharmaceuticals Inc                                     | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34370 | NS      | $692211.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                        | SPS Commerce Inc                                                 | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |     33200 | NS      | $4263876.00   | 0.65%             |  |  |  | No            |                  1 | 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