# EDGAR Filing Document

**Accession Number:** 0001543188
**File Stem:** 0001752724-23-047090
**Filing Date:** 2023-2
**Character Count:** 102887
**Document Hash:** 713484f9b722c5186ddc542c3c30e436
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-047090.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-047090

**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**: 20230331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AB Multi-Manager Alternative Fund
- **CENTRAL INDEX KEY:** 0001543188
- **IRS NUMBER:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22671
- **FILM NUMBER:** 23683858

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AllianceBernstein Multi-Manager Alternative Fund
- **DATE OF NAME CHANGE:** 20120224

## Nport-Ex

**AB Multi-Manager Alternative Fund** 

**Consolidated Portfolio of Investments** 

**December 31, 2022 (unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Underlying Portfolios** | **Shares** | **Fair Value**<br> **($)** | **% Net<br>Assets** | **Liquidity\*** |
|  **Multi-Strategy** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Elliott International Limited | 48511 | $96827828 | 9.3% | Quarterly |
| &nbsp;&nbsp;&nbsp;&nbsp; Hudson Bay International Fund, Ltd. | 54803 | 56533944 | 5.5 | Quarterly |
| &nbsp;&nbsp;&nbsp;&nbsp; LMR Multi-Strategy Fund Limited | 206673 | 48942852 | 4.7 | Quarterly |
| &nbsp;&nbsp;&nbsp;&nbsp; Millennium International, Ltd. | 14004 | 15247732 | 1.5 | Quarterly |
| &nbsp;&nbsp;&nbsp;&nbsp; Myriad Opportunities Offshore Fund Limited | 32 | 0 | 0.0 | At Fund's Discretion |
| &nbsp;&nbsp;&nbsp;&nbsp; Point72 Capital International, Ltd. | 500000 | 54820067 | 5.3 | Quarterly |
| &nbsp;&nbsp;&nbsp;&nbsp; Schonfeld Strategic Partners Offshore Fund, Ltd. | 39700 | 55364450 | 5.3 | Monthly |
| &nbsp;&nbsp;&nbsp;&nbsp; Total |  | 327736873 | 31.6 |  |
|  **Global Macro** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Alphadyne International Fund, Ltd. | 36754 | 50248192 | 4.8 | Quarterly |
| &nbsp;&nbsp;&nbsp;&nbsp; Brevan Howard Alpha Strategies Fund Limited | 483136 | 59184754 | 5.7 | Quarterly |
| &nbsp;&nbsp;&nbsp;&nbsp; Brevan Howard AS Macro Fund Limited | 179206 | 24042279 | 2.3 | Monthly |
| &nbsp;&nbsp;&nbsp;&nbsp; Capula Tactical Macro Fund Limited | 170000 | 18079728 | 1.7 | Monthly |
| &nbsp;&nbsp;&nbsp;&nbsp; GreshamQuant - ACAR Fund, Ltd. | 13000 | 12074522 | 1.2 | Quarterly |
| &nbsp;&nbsp;&nbsp;&nbsp; John Street Systematic Fund Limited | 129970 | 29031847 | 2.8 | Monthly |
| &nbsp;&nbsp;&nbsp;&nbsp; The Tudor BVI Global Fund, Ltd. | 4327 | 76571643 | 7.4 | Quarterly |
| &nbsp;&nbsp;&nbsp;&nbsp; Total |  | 269232965 | 25.9 |  |
|  **Long/Short Equity** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Coatue Offshore Fund, Ltd. | 91638 | 29602650 | 2.9 | Quarterly |
| &nbsp;&nbsp;&nbsp;&nbsp; Janchor Partners Pan-Asian Fund | 174396 | 25343469 | 2.4 | Triennially |
| &nbsp;&nbsp;&nbsp;&nbsp; Nokota LC, LLC | 1166 | 235747 | 0.0 | At Fund's Discretion |
| &nbsp;&nbsp;&nbsp;&nbsp; PFM Healthcare Offshore Fund, Ltd. | 344 | 230624 | 0.0 | At Fund's Discretion |
| &nbsp;&nbsp;&nbsp;&nbsp; Schonfeld Fundamental Equity Offshore Fund, Ltd. | 39203 | 53901851 | 5.2 | Quarterly |
| &nbsp;&nbsp;&nbsp;&nbsp; The Children's Investment Fund | 110631 | 21422614 | 2.1 | Biennial |
| &nbsp;&nbsp;&nbsp;&nbsp; Think Investments Offshore, Ltd. | 15451 | 37489544 | 3.6 | Semi-Annual |
| &nbsp;&nbsp;&nbsp;&nbsp; Two Creeks Capital Offshore Fund, Ltd. | 20060 | 31984076 | 3.1 | Quarterly |
| &nbsp;&nbsp;&nbsp;&nbsp; Total |  | 200210575 | 19.3 |  |
|  **Event Driven** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Antara Capital Offshore Fund, Ltd | 37848 | 33425723 | 3.2 | Quarterly |
| &nbsp;&nbsp;&nbsp;&nbsp; Indaba Capital Partners (Cayman), LP | 17727 | 21604442 | 2.1 | Quarterly |
| &nbsp;&nbsp;&nbsp;&nbsp; Lion Point International, Ltd. | 6134 | 7833058 | 0.8 | Semi-Annual |
| &nbsp;&nbsp;&nbsp;&nbsp; Luxor Capital Partners Offshore Liquidating SPV, Ltd. | 2317 | 2358420 | 0.2 | At Fund's Discretion |
| &nbsp;&nbsp;&nbsp;&nbsp; Senator Global Opportunity Offshore Fund II, Ltd. | 13890 | 15620810 | 1.5 | Quarterly |
| &nbsp;&nbsp;&nbsp;&nbsp; Senator Global Opportunity Offshore Fund, Ltd. | 11278 | 12364772 | 1.2 | Quarterly |
| &nbsp;&nbsp;&nbsp;&nbsp; Total |  | 93207225 | 9.0 |  |
|  **Credit/Distressed** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Claren Road Credit Fund, Ltd. | 43000 | 44855772 | 4.3 | Quarterly |
| &nbsp;&nbsp;&nbsp;&nbsp; King Street Capital, Ltd. | 20819 | 2442747 | 0.2 | At Fund's Discretion |
| &nbsp;&nbsp;&nbsp;&nbsp; LMR CCSA Fund Limited | 185763 | 21801647 | 2.1 | Quarterly |
| &nbsp;&nbsp;&nbsp;&nbsp; Theorem Prime+ Yield Fund Offshore LP | 20000 | 19166409 | 1.9 | Quarterly |
| &nbsp;&nbsp;&nbsp;&nbsp; Total |  | 88266575 | 8.5 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Underlying Portfolios<br>(cost $764,172,068) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;978654213 | 94.3 |  |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **Fair Value**<br> **($)** | **% Net<br>Assets** |
|  **Common Stocks** |  |  |  |
|  **Special Purpose Acquisition Company** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Elliott Opportunity II Corp. Class A<sup>(a)</sup><br>(cost $5,215,185) | 535800 | $5400864 | 0.5% |
|  **Warrants** |  |  |  |
|  **Special Purpose Acquisition Company** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Elliott Opportunity II Corp., expiring 02/19/2023<sup>(a)</sup><br>(cost $142,815) | 133950 | 12056 | 0.0 |
|  **Short-Term Investments** |  |  |  |
|  **Investment Companies** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; AB Fixed Income Shares, Inc. - Government Money Market Portfolio -<br>Class AB, 4.12%<sup>(b) (c) (d)</sup><br>(cost $50,574,336) | 50574336 | 50574336 | 4.9 |
|  **Total Investments**<br> (cost $820,104,404)<sup>(e)</sup> |  | 1034641469 | 99.7 |
|  Other assets less liabilities |  | 2683894 | 0.3 |
|  **Net Assets** |  | $**1037325363** | **100.0%** |

---

**TOTAL RETURN SWAPS** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty & <br>Referenced Obligation** | **Rate Paid/<br>Received** | **Payment<br>Frequency** | **Current<br>Notional<br>(000)** | **Current<br>Notional<br>(000)** | | **Maturity<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| **Receive Total Return on Reference Obligation** |  |  |  |  |  |  |  |
| Goldman Sachs International |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1Life HealthCare, Inc. | SOFR Plus 0.35% | Maturity | USD | 51 |  | 07/15/2025 | $(89311) |
| &nbsp;&nbsp;&nbsp;&nbsp; Activision Blizzard, Inc. | SOFR Plus 0.35% | Maturity | USD | 259 |  | 07/15/2025 | (386065) |
| &nbsp;&nbsp;&nbsp;&nbsp; EMIS Group PLC | SONIA Plus 0.35% | Maturity | GBP | 23 |  | 07/15/2025 | 27963 |
| &nbsp;&nbsp;&nbsp;&nbsp; Meridian Bioscience, Inc. | SOFR Plus 0.35% | Maturity | USD | 123 |  | 07/15/2025 | 86997 |
| &nbsp;&nbsp;&nbsp;&nbsp; Resolute Forest Products | SOFR Plus 0.35% | Maturity | USD | 56 |  | 07/15/2025 | 45020 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shaw Communications, Inc. | 1 Month CDOR Plus 0.35% | Maturity | CAD | 823 |  | 07/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544791 |
| &nbsp;&nbsp;&nbsp;&nbsp; Umpqua Holdings Corp. | SOFR Plus 0.35% | Maturity | USD | 162 |  | 07/15/2025 | (237804) |
| JPMorgan Chase Bank, NA |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Aveva Group PLC | SONIA Plus 0.35% | Maturity | GBP | 8 |  | 08/14/2023 | 9118 |
| &nbsp;&nbsp;&nbsp;&nbsp; Black Knight, Inc. | OBFR Plus 0.40% | Maturity | USD | 231 |  | 08/14/2023 | (319710) |
| &nbsp;&nbsp;&nbsp;&nbsp; Christian Hansen Holding | 1 Month CIBOR Minus 0.45% | Maturity | DKK | 81 |  | 10/18/2023 | (10783) |
| &nbsp;&nbsp;&nbsp;&nbsp; Contourglobal PLC | SONIA Plus 0.35% | Maturity | GBP | 0 | \*\* | 08/14/2023 | 333 |
| &nbsp;&nbsp;&nbsp;&nbsp; Euronav NV | OBFR Plus 0.40% | Maturity | USD | 146 |  | 08/14/2023 | (150633) |
| &nbsp;&nbsp;&nbsp;&nbsp; Evo Payments, Inc. | OBFR Plus 0.40% | Maturity | USD | 8 |  | 08/14/2023 | (607) |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty & <br>Referenced Obligation** | **Rate Paid/<br>Received** | **Payment<br>Frequency** | **Current<br>Notional<br>(000)** | **Current<br>Notional<br>(000)** | | **Maturity<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp; First Horizon Corp. | OBFR Plus 0.40% | Maturity | USD | 170 |  | 08/14/2023 | $42428 |
| &nbsp;&nbsp;&nbsp;&nbsp; Home Capital Group, Inc. | 1 Month CDOR Plus 0.40% | Maturity | CAD | 5 |  | 08/14/2023 | (3369) |
| &nbsp;&nbsp;&nbsp;&nbsp; Homeserve PLC | SONIA Plus 0.35% | Maturity | GBP | 54 |  | 08/14/2023 | 64963 |
| &nbsp;&nbsp;&nbsp;&nbsp; Imago Biosciences, Inc. | OBFR Plus 0.40% | Maturity | USD | 2 |  | 08/14/2023 | 1157 |
| &nbsp;&nbsp;&nbsp;&nbsp; LHC Group, Inc. | OBFR Plus 0.40% | Maturity | USD | 108 |  | 08/14/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(246149) |
| &nbsp;&nbsp;&nbsp;&nbsp; PNM Resources, Inc. | OBFR Plus 0.40% | Maturity | USD | 19 |  | 08/14/2023 | (115019) |
| &nbsp;&nbsp;&nbsp;&nbsp; Poshmark, Inc. | OBFR Plus 0.40% | Maturity | USD | 2 |  | 08/14/2023 | 799 |
| &nbsp;&nbsp;&nbsp;&nbsp; Silicon Motion Technology | OBFR Plus 0.40% | Maturity | USD | 456 |  | 08/14/2023 | (509212) |
| &nbsp;&nbsp;&nbsp;&nbsp; South Jersey Industries, Inc. | OBFR Plus 0.40% | Maturity | USD | 87 |  | 08/14/2023 | 36138 |
| &nbsp;&nbsp;&nbsp;&nbsp; Summit Industrial Income REIT | 1 Month CDOR Plus 0.40% | Maturity | CAD | 15 |  | 08/14/2023 | 2360 |
| &nbsp;&nbsp;&nbsp;&nbsp; VMware, Inc. | OBFR Plus 0.40% | Maturity | USD | 4 |  | 08/14/2023 | (103475) |
| &nbsp;&nbsp;&nbsp;&nbsp; Yamana Gold, Inc. | OBFR Plus 0.40% | Maturity | USD | 222 |  | 08/14/2023 | 153370 |
| Morgan Stanley Capital Services LLC | Morgan Stanley Capital Services LLC |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Abiomed, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FedFundEffective Plus 0.38% | Maturity | USD | 0 | \*\* | 10/18/2023 | (1) |
| &nbsp;&nbsp;&nbsp;&nbsp; Albertsons Companies, Inc. | FedFundEffective Plus 0.38% | Maturity | USD | 5 |  | 10/18/2023 | (13414) |
| &nbsp;&nbsp;&nbsp;&nbsp; Altra Industrial Motion Corp. | FedFundEffective Plus 0.38% | Maturity | USD | 96 |  | 10/18/2023 | 84281 |
| &nbsp;&nbsp;&nbsp;&nbsp; Atlas Air Worldwide Holdings | FedFundEffective Plus 0.38% | Maturity | USD | 27 |  | 10/18/2023 | 3024 |
| &nbsp;&nbsp;&nbsp;&nbsp; Atlas Corp. | FedFundEffective Plus 0.38% | Maturity | USD | 0 | \*\* | 10/18/2023 | (265) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aveo Pharmaceuticals, Inc. | FedFundEffective Plus 0.38% | Maturity | USD | 23 |  | 10/18/2023 | 6565 |
| &nbsp;&nbsp;&nbsp;&nbsp; Coupa Software, Inc. | FedFundEffective Plus 0.38% | Maturity | USD | 9 |  | 10/18/2023 | 6000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Forgerock, Inc. | FedFundEffective Plus 0.38% | Maturity | USD | 18 |  | 10/18/2023 | 4397 |
| &nbsp;&nbsp;&nbsp;&nbsp; Horizon Pharma PLC | FedFundEffective Plus 0.38% | Maturity | USD | 49 |  | 10/18/2023 | 42002 |
| &nbsp;&nbsp;&nbsp;&nbsp; IAA, Inc. | FedFundEffective Plus 0.38% | Maturity | USD | 94 |  | 10/18/2023 | 79473 |
| &nbsp;&nbsp;&nbsp;&nbsp; iRobot Corp. | FedFundEffective Plus 0.38% | Maturity | USD | 366 |  | 10/18/2023 | (400889) |
| &nbsp;&nbsp;&nbsp;&nbsp; KnowBe4, Inc. | FedFundEffective Plus 0.38% | Maturity | USD | 2 |  | 10/18/2023 | 929 |
| &nbsp;&nbsp;&nbsp;&nbsp; Maxar Technologies, Inc. | FedFundEffective Plus 0.38% | Maturity | USD | 0 | \*\* | 10/18/2023 | 45 |
| &nbsp;&nbsp;&nbsp;&nbsp; Micro Focus International PLC | SONIA Plus 0.54% | Maturity | GBP | 28 |  | 10/18/2023 | 33419 |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty & <br>Referenced Obligation** | **Rate Paid/<br>Received** | **Payment<br>Frequency** | **Current<br>Notional<br>(000)** | **Current<br>Notional<br>(000)** | | **Maturity<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Moneygram International, Inc. | FedFundEffective Plus 0.38% | Maturity | USD | 26 |  | 10/18/2023 | $(13381) |
| &nbsp;&nbsp;&nbsp;&nbsp; Progenics Pharmaceuticals CVR | FedFundEffective Plus 0.08% | Maturity | USD | 267 |  | 10/18/2023 | 267438 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sierra Wireless, Inc. | FedFundEffective Plus 0.38% | Maturity | USD | 62 |  | 10/18/2023 | (90099) |
| &nbsp;&nbsp;&nbsp;&nbsp; Signify Health, Inc. | FedFundEffective Plus 0.38% | Maturity | USD | 25 |  | 10/18/2023 | (63635) |
| &nbsp;&nbsp;&nbsp;&nbsp; Spirit Airlines, Inc. | FedFundEffective Plus 0.38% | Maturity | USD | 729 |  | 10/18/2023 | (804228) |
| &nbsp;&nbsp;&nbsp;&nbsp; Store Capital Corp. | FedFundEffective Plus 0.38% | Maturity | USD | 15 |  | 10/18/2023 | 3978 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tegna, Inc. | FedFundEffective Plus 0.38% | Maturity | USD | 27 |  | 10/18/2023 | 26077 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tower Semiconductor, Ltd. | FedFundEffective Plus 0.38% | Maturity | USD | 252 |  | 10/18/2023 | (356977) |
| &nbsp;&nbsp;&nbsp;&nbsp; Vivint Smart Home, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FedFundEffective Plus 0.38% | Maturity | USD | 0 | \*\* | 10/18/2023 | 14 |
| **Pay Total Return on Reference Obligation** | **Pay Total Return on Reference Obligation** | **Pay Total Return on Reference Obligation** | **Pay Total Return on Reference Obligation** | **Pay Total Return on Reference Obligation** | **Pay Total Return on Reference Obligation** | **Pay Total Return on Reference Obligation** | **Pay Total Return on Reference Obligation** |
| Goldman Sachs International | Goldman Sachs International |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Columbia Banking System, Inc. | SOFR Minus 0.32% | Maturity | USD | 576 |  | 07/15/2025 | 675085 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tower Semiconductor, Ltd. | OBFR Minus 0.35% | Maturity | USD | 4 |  | 07/15/2025 | (356977) |
| JPMorgan Chase Bank, NA | JPMorgan Chase Bank, NA |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Broadcom, Inc. | OBFR Minus 0.28% | Maturity | USD | 24 |  | 08/14/2023 | 32417 |
| &nbsp;&nbsp;&nbsp;&nbsp; Frontline, Ltd. | OBFR Minus 1.82% | Maturity | USD | 155 |  | 08/14/2023 | 157349 |
| &nbsp;&nbsp;&nbsp;&nbsp; Intercontinental Exchange, Inc. | OBFR Minus 0.28% | Maturity | USD | 19 |  | 08/14/2023 | (975) |
| &nbsp;&nbsp;&nbsp;&nbsp; Maxlinear, Inc. | OBFR Minus 0.30% | Maturity | USD | 80 |  | 08/14/2023 | 90824 |
| &nbsp;&nbsp;&nbsp;&nbsp; Novozymes A/S | 1 Month CIBOR Minus 0.45% | Maturity | DKK | 38 |  | 10/18/2023 | 4541 |
| Morgan Stanley Capital Services LLC | Morgan Stanley Capital Services LLC |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Agnico Eagle Mines, Ltd. | FedFundEffective Plus 3.53% | Maturity | USD | 127 |  | 10/18/2023 | (116147) |
| &nbsp;&nbsp;&nbsp;&nbsp; Pan American Silver Corp. | FedFundEffective Plus 3.53% | Maturity | USD | 227 |  | 10/18/2023 | (213062) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ritchie Bros. Auctioneers | FedFundEffective Plus 3.53% | Maturity | USD | 190 |  | 10/18/2023 | (171785) |
|  |  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2240677) |

---

*\*\** *Notional amount less than 500.* 

*(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<br> (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 $224,603,826 and gross unrealized depreciation of investments was $(12,307,438), resulting in net unrealized appreciation of $212,296,388.* 

------

*\** *The investment strategies and liquidity of the Underlying Portfolios in which the Fund invests are as follows:* 

Multi-Strategy Underlying Portfolios invest across multiple strategies, including long/short equity, event driven, global macro, credit/distressed and emerging markets, in which the investment process is predicated on movements in underlying economic variables and the impact these variables have on equity, fixed income, currency, commodity and other financial instrument markets. Underlying Portfolios within this strategy are generally subject to 45 - 90 day redemption notice periods. Certain Underlying Portfolios may have lock up periods of two years.

Global Macro Underlying Portfolios aim to identify and exploit imbalances in global economics and asset classes, typically utilizing macroeconomic and technical market factors rather than "bottom-up" individual security analysis. The Underlying Portfolios within this strategy are subject to 30 - 90 day redemption notice periods. Certain Underlying Portfolios have lock up periods of up to one year.

Long/Short Equity Underlying Portfolios seek to buy securities with the expectation that they will increase in value ("going long") and sell securities short in the expectation that they will decrease in value ("going short"). Underlying Portfolios within this strategy are generally subject to 45 – 120 day redemption notice periods. The majority of the Underlying Portfolios are no longer subject to initial lockups. Certain Underlying Portfolios have lock up periods of up to three years.

Event Driven Underlying Portfolios seek to take advantage of information inefficiencies resulting from a particular corporate event, such as a takeover, liquidation, bankruptcy, tender offer, buyback, spin off, exchange offer, merger or other type of corporate reorganization. Underlying Portfolios within this strategy are generally subject to 60 – 90 day redemption notice periods. The majority of the Underlying Portfolios are no longer subject to initial lockups. Certain Underlying Portfolios have lock up periods of up to one year.

Credit/Distressed Underlying Portfolios invest in a variety of fixed income and other securities, including bonds (corporate and government), bank debt, asset-backed financial instruments, mortgage-backed securities and mezzanine and distressed securities, as well as securities of distressed companies and high yield securities. Underlying Portfolios within this strategy are generally subject to 30-90 day redemption notice periods. The majority of the Underlying Portfolios are no longer subject to initial lockups. Certain Underlying Portfolios have lock up periods of up to one year.

The Fund may also make direct investments in securities (other than securities of Underlying Portfolios), options, futures, options on futures, swap contracts, or other derivative or financial instruments.

*Currency Abbreviations:* 

*CAD – Canadian Dollar* 

*DKK – Danish Krona* 

*GBP – Great British Pound* 

*USD – United States Dollar* 

*Glossary:* 

*CDOR – Canadian Dealer Offered Rate* 

*CIBOR – Copenhagen Interbank Offered Rate* 

*FedFundEffective – Federal Funds Effective Rate* 

*OBFR – Overnight Bank Funding Rate* 

*SOFR – Secured Overnight Financing Rate* 

*SONIA – Sterling Overnight Index Average* 

------

**AB Multi-Manager Alternative Fund** 

**December 31, 2022 (unaudited)** 

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 Fund. Unobservable inputs reflect the Fund'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 Fund's own assumptions in determining the fair value of
investments)

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

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

Valuations reflected in this report are as of the report date. As a result, changes in valuation due to market events and/or issuer related events after the report date and prior to the issuance of the report are not reflected herein.

------

The following table summarizes the valuation of the Fund'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 | $5400864 | $— | $— | $5400864 |
| Warants | 12056 |  |  | 12056 |
| Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50574336 |  |  | 50574336 |
| Investments valued at NAV |  |  |  | 978654213 |
| Total Investments in Securities | 55987256 | &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;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1034641469 |
| **Other Financial Instruments<sup>(a)</sup>:** |  |  |  |  |
| **Assets:** | **Assets:** | **Assets:** | **Assets:** | **Assets:** |
| Total Return Swaps |  | 2533295 |  | 2533295 |
| **Liabilities:** | **Liabilities:** | **Liabilities:** | **Liabilities:** | **Liabilities:** |
| Total Return Swaps |  | (4773972) |  | (4773972) |
| **Total** | $**55987256** | $**(2240677)** | $**—** | $**1032400792** |

---

*<sup>(a)</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 Fund's transactions in AB mutual funds for the nine months ended December 31, 2022 is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Fund** | **Market Value<br>03/31/2022<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;110999 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73775 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134200 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50574 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1067 |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** AB Multi-Manager Alternative Fund

- **b. Investment Company Act file number:** 811-22671

- **c. CIK number of Registrant:** 0001543188

- **d. LEI of Registrant:** 549300T61CGR083RUB42

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

  - **Street Address 1:** ALLIANCEBERNSTEIN LP

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10105

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

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

- **a. Name of Series:** AB Multi-Manager Alternative Fund

- **c. LEI of Series:** 549300T61CGR083RUB42

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

- **a. Date of fiscal year-end:** 2023-03-31

- **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:** $1113910446.16

**Total Liabilities:** $76585083.06

**Net Assets:** $1037325363.10

**Amount of Assets Invested in Other Investment Companies:** $171093.13

**Cash Not Reported:** $33000151.92

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.09%                | 0.17%                | 0.51%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1585357.65              | $-869093.59                                |
| Month 2  | $19741.40                | $5372213.64                                |
| Month 3  | $318169.20               | $5693184.25                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Point72 Capital International Ltd - Class A-n - S                                        | Point72 Capital International Ltd - Class A-n - S                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | KY        |     84000 | NS      | $9340477.93   | 0.90%             |  |  |  | No            | N/A                | On Loan: No      |
| Morgan Stanley Capital Services LLC                                                      | 004042259 HORIZON PHARMA PLC - CFD                                                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | IE        |     28607 | OU      | $49289.30     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                                                      | 011971762 RITCHIE BROS AUCTIONEERS CFD                                                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |    -40013 | OU      | $-189817.85   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| King Street Capital  Ltd. - Class S Series 371 - M                                       | KING STREET CAPITAL, LTD. - CLASS S SERIES 371 - M                                                                                | CUSIP: 000000000<br>LEI: XVDX16GZFAZQ16VF2W85 | Long             | EC               | PF                | VG        |       638 | NS      | $74485.71     | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| KING STREET CAPITAL, LTD.                                                                | King Street Capital  Ltd. - Class S Series 266 - M                                                                                | CUSIP: 000000000<br>LEI: XVDX16GZFAZQ16VF2W85 | Long             | EC               | PF                | VG        |       939 | NS      | $94892.44     | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                 | MAXLINEAR INC CFD                                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -8376 | OU      | $79968.47     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| King Street Capital  Ltd.                                                                | King Street Capital  Ltd. - Class S Series 125 - R                                                                                | CUSIP: 000000000<br>LEI: XVDX16GZFAZQ16VF2W85 | Long             | EC               | PF                | VG        |       215 | NS      | $14100.89     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Claren Road Credit Fund, Ltd                                                             | Claren Road Credit Fund, Ltd - (AB) - Class A-2 Shares - Series 0822 - ABMMAF                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | US        |     43000 | NS      | $44855772.25  | 4.32%             |  |  |  | No            | N/A                | On Loan: No      |
| MYRIAD OPPORTUNITIES OFFSHORE FUND LIMITED - ECONO                                       | Myriad Opportunities Offshore Fund Limited - Econo                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | KY        |        32 | NS      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| King Street Capital  Ltd. - Class S Series 281- MM                                       | KING STREET CAPITAL, LTD. - CLASS S SERIES 224 - M                                                                                | CUSIP: 000000000<br>LEI: XVDX16GZFAZQ16VF2W85 | Long             | EC               | PF                | VG        |      2995 | NS      | $396411.53    | 0.04%             |  |  |  | No            | N/A                | On Loan: No      |
| Think Investments Offshore Ltd. - Tranche A Sub Tr                                       | Think Investments Offshore Ltd. - Tranche A Sub Tr                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | KY        |        48 | NS      | $5702787.61   | 0.55%             |  |  |  | No            | N/A                | On Loan: No      |
| Two Creeks Capital Offshore Fund  Ltd. - Class C S                                       | Two Creeks Capital Offshore Fund  Ltd. - Class C S                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | KY        |     20060 | NS      | $31984076.00  | 3.08%             |  |  |  | No            | N/A                | On Loan: No      |
| Theorem Prime Yield Fund Offshore LP - Class A-Q2 Interests - ABMMAF                     | Theorem Prime Yield Fund Offshore LP - Class A-Q2 Interests - ABMMAF                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | US        |     10000 | NS      | $9465563.36   | 0.91%             |  |  |  | No            | N/A                | On Loan: No      |
| Think Investments Offshore Ltd. - Tranche A Sub Tr                                       | Think Investments Offshore Ltd. - Tranche A Sub Tr                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | KY        |     13841 | NS      | $26933561.85  | 2.60%             |  |  |  | No            | N/A                | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                 | 011971768 SUMMIT INDUSTRIAL INCOME REI CFD                                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CA        |     70538 | OU      | $10568.24     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SENATOR GLOBAL OPPORTUNITY OFFSHORE FUND LTD. - CL                                       | SENATOR GLOBAL OPPORTUNITY OFFSHORE FUND LTD. - CL                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | US        |      7407 | NS      | $8332828.32   | 0.80%             |  |  |  | No            | N/A                | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                 | VMWARE INC-CLASS A CFD                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     30905 | OU      | $4412.39      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                                                      | LANTHEUS HOLDINGS INC CFD                                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    232555 | OU      | $0.02         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| KING STREET CAPITAL, LTD. - CLASS S SERIES 245 - M                                       | King Street Capital  Ltd. - Class S Series 245 - M                                                                                | CUSIP: 000000000<br>LEI: XVDX16GZFAZQ16VF2W85 | Long             | EC               | PF                | VG        |      1086 | NS      | $128326.69    | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| King Street Capital  Ltd.                                                                | King Street Capital  Ltd. - Class S Series 182 - A                                                                                | CUSIP: 000000000<br>LEI: XVDX16GZFAZQ16VF2W85 | Long             | EC               | PF                | VG        |       471 | NS      | $110013.05    | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| MILLENNIUM INTERNATIONAL, LTD. - CLASS GG-2C SHARE                                       | MILLENNIUM INTERNATIONAL, LTD. - CLASS GG-2C SHARE                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | US        |      7000 | NS      | $7849760.31   | 0.76%             |  |  |  | No            | N/A                | On Loan: No      |
| NOKOTA LC, LLC - SERIES A NR - LQ - SUB-SERIES 2 U                                       | Nokota LC  LLC - Series A NR - LQ - Sub-Series 2 U                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | KY        |       372 | NS      | $75426.63     | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| Hudson Bay International Fund Ltd. - Class A- Unre                                       | Hudson Bay International Fund Ltd. - Class A- Unre                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | KY        |     54803 | NS      | $56533944.16  | 5.45%             |  |  |  | No            | N/A                | On Loan: No      |
| Luxor Capital Partners Offshore Liquidating SPV  L                                       | Luxor Capital Partners Offshore Liquidating SPV  L                                                                                | CUSIP: 000000000<br>LEI: WBJWEN5BU67TYTCAOP66 | Long             | EC               | PF                | KY        |        44 | NS      | $22000.39     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Luxor Capital Partners Offshore Liquidating SPV  L                                       | Luxor Capital Partners Offshore Liquidating SPV  L                                                                                | CUSIP: 000000000<br>LEI: WBJWEN5BU67TYTCAOP66 | Long             | EC               | PF                | KY        |       296 | NS      | $373440.96    | 0.04%             |  |  |  | No            | N/A                | On Loan: No      |
| THE TUDOR BVI GLOBAL FUND LTD. - SUB-CLASS A ALT I                                       | THE TUDOR BVI GLOBAL FUND LTD. - SUB-CLASS A ALT I                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | US        |      4000 | NS      | $4372040.00   | 0.42%             |  |  |  | No            | N/A                | On Loan: No      |
| King Street Capital  Ltd. - Class S Series 308 - M                                       | KING STREET CAPITAL, LTD. - CLASS S SERIES 308 - M                                                                                | CUSIP: 000000000<br>LEI: XVDX16GZFAZQ16VF2W85 | Long             | EC               | PF                | VG        |       284 | NS      | $29111.38     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Lion Point International, Ltd                                                            | Lion Point International, Ltd - F2AEP - Jun22 - ABMMAF                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | US        |       821 | NS      | $988358.56    | 0.10%             |  |  |  | No            | N/A                | On Loan: No      |
| Morgan Stanley Capital Services LLC                                                      | TOWER SEMICONDUCTOR LTD CFD                                                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     62359 | OU      | $-265251.21   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                                                      | 009447729 IAA INC CFD                                                                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     68942 | OU      | $93753.25     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                                                      | ATLAS AIR WORLDWIDE HOLDINGS CFD                                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     14765 | OU      | $27349.66     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Point72 Capital International, Ltd - Class A-n - Series 22-08 - ABMMAF                   | Point72 Capital International, Ltd - Class A-n - Series 22-08 - ABMMAF                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | US        |     80000 | NS      | $8437448.93   | 0.81%             |  |  |  | No            | N/A                | On Loan: No      |
| Morgan Stanley Capital Services LLC                                                      | SIGNIFY HEALTH INC -CLASS A CFD                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     91574 | OU      | $-24856.15    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Millennium International, Ltd.                                                           | Millennium International, Ltd. - Class GG-2C Shares - Series 07A - ABMMAF                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | US        |      7000 | NS      | $7393732.62   | 0.71%             |  |  |  | No            | N/A                | On Loan: No      |
| King Street Capital  Ltd.                                                                | King Street Capital  Ltd. - Class S Series 119 - R                                                                                | CUSIP: 000000000<br>LEI: XVDX16GZFAZQ16VF2W85 | Long             | EC               | PF                | VG        |      1472 | NS      | $211645.83    | 0.02%             |  |  |  | No            | N/A                | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                 | BROADCOM INC CFD                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -3894 | OU      | $-23978.66    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| KING STREET CAPITAL, LTD. - CLASS S SERIES 224 - M                                       | King Street Capital  Ltd. - Class S Series 224 - M                                                                                | CUSIP: 000000000<br>LEI: XVDX16GZFAZQ16VF2W85 | Long             | EC               | PF                | VG        |       896 | NS      | $104585.82    | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| Lion Point International, Ltd                                                            | Lion Point International, Ltd - F2ASU - Jun22 - ABMMAF                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | US        |       992 | NS      | $1034872.35   | 0.10%             |  |  |  | No            | N/A                | On Loan: No      |
| PFM HEALTHCARE OFFSHORE FUND, LTD.                                                       | PFM Healthcare Offshore Fund  Ltd. - Auris Surgica                                                                                | CUSIP: 000000000<br>LEI: 93JXZV6YTQRNEJSIDC04 | Long             | EC               | PF                | KY        |        71 | NS      | $0.01         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Morgan Stanley Capital Services LLC                                                      | SIERRA WIRELESS INC CFD                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |     81807 | OU      | $-62471.85    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, N.A.                                                                | FIRST HORIZON CORP CFD                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    147485 | OU      | $185669.83    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Janchor Partners Pan-Asian Fund                                                          | Janchor Partners Pan-Asian Fund - Class B Shares -                                                                                | CUSIP: 000000000<br>LEI: 549300CRKU1QTVZGXC11 | Long             | EC               | PF                | KY        |     41451 | NS      | $6288501.46   | 0.61%             |  |  |  | No            | N/A                | On Loan: No      |
| Morgan Stanley Capital Services LLC                                                      | STORE CAPITAL CORP CFD                                                                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     39246 | OU      | $14519.69     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Coatue Offshore Fund  Ltd.                                                               | Coatue Offshore Fund  Ltd. - A - D-1 6 - Series 20                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | KY        |     84983 | NS      | $29121256.48  | 2.81%             |  |  |  | No            | N/A                | On Loan: No      |
| KING STREET CAPITAL, LTD. - CLASS S SERIES 421 - M                                       | KING STREET CAPITAL, LTD. - CLASS S SERIES 421 - M                                                                                | CUSIP: 000000000<br>LEI: XVDX16GZFAZQ16VF2W85 | Long             | EC               | PF                | US        |       102 | NS      | $13467.11     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Coatue Offshore Fund, Ltd. - Coatue Liquidating Account - July 2022 - ABMMAF             | Coatue Offshore Fund Ltd. - Coatue Liquidating Ac                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | KY        |      1857 | NS      | $168734.79    | 0.02%             |  |  |  | No            | N/A                | On Loan: No      |
| Morgan Stanley Capital Services LLC                                                      | 010419553 ALBERTSONS COS INC - CLASS A CFD                                                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     48847 | OU      | $-4892.10     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                                                              | SPIRIT AIRLINES INC CFD                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |    153853 | OU      | $-731231.79   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| The Children's Investment Fund - Class G1 USD New                                        | The Children's Investment Fund - Class G1 USD New                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | KY        |    110631 | NS      | $21422613.95  | 2.07%             |  |  |  | No            | N/A                | On Loan: No      |
| SCHONFELD FUNDAMENTAL EQUITY OFFSHORE FUND LTD                                           | Schonfeld Fundamental Equity Offshore Fund Ltd. -                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | KY        |      5000 | NS      | $6516000.84   | 0.63%             |  |  |  | No            | N/A                | On Loan: No      |
| Antara Capital Offshore Fund Ltd - Series A Shares - NI - Series 14 August 2022 - ABMMAF | Antara Capital Offshore Fund Ltd - Series A Shares - NI - Series 14 August 2022 - ABMMAF                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | US        |      6000 | NS      | $5940610.03   | 0.57%             |  |  |  | No            | N/A                | On Loan: No      |
| Janchor Partners Pan-Asian Fund                                                          | Janchor Partners Pan-Asian Fund - Class DI Shares - Series B                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | Long             | EC               | PF                | US        |       906 | NS      | $93638.30     | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| KING STREET CAPITAL, LTD. - CLASS S SERIES 443 - M                                       | KING STREET CAPITAL, LTD. - CLASS S SERIES 443 - M                                                                                | CUSIP: 000000000<br>LEI: XVDX16GZFAZQ16VF2W85 | Long             | EC               | PF                | US        |       183 | NS      | $8194.44      | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Goldman Sachs International                                                              | MERIDIAN BIOSCIENCE INC CFD                                                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |     96568 | OU      | $123041.51    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                 | BLACK KNIGHT INC                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     49187 | OU      | $-231078.24   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| NOKOTA LC, LLC                                                                           | Nokota LC  LLC - Series A NR - LQ - Sub-Series 1 U                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | KY        |       423 | NS      | $75199.16     | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| SCHONFELD STRATEGIC PARTNERS OFFSHORE FUND LTD. -                                        | SCHONFELD STRATEGIC PARTNERS OFFSHORE FUND LTD. -                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | US        |     10000 | NS      | $14742710.07  | 1.42%             |  |  |  | No            | N/A                | On Loan: No      |
| Lion Point International  Ltd                                                            | Lion Point International  Ltd - Series F-2 Shares                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | KY        |      4111 | NS      | $5575238.09   | 0.54%             |  |  |  | No            | N/A                | On Loan: No      |
| Luxor Capital Partners Offshore Liquidating SPV  L                                       | Luxor Capital Partners Offshore Liquidating SPV  L                                                                                | CUSIP: 000000000<br>LEI: WBJWEN5BU67TYTCAOP66 | Long             | EC               | PF                | KY        |        38 | NS      | $17758.00     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| PFM HEALTHCARE OFFSHORE FUND, LTD. - CLASS A - 10                                        | PFM Healthcare Offshore Fund  Ltd. - Class A - 10                                                                                 | CUSIP: 000000000<br>LEI: 93JXZV6YTQRNEJSIDC04 | Long             | EC               | PF                | KY        |        48 | NS      | $6208.83      | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| SENATOR GLOBAL OPPORTUNITY OFFSHORE FUND II LTD -                                        | SENATOR GLOBAL OPPORTUNITY OFFSHORE FUND II LTD -                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | US        |     13890 | NS      | $15620809.71  | 1.51%             |  |  |  | No            | N/A                | On Loan: No      |
| King Street Capital  Ltd. - Class S Series 362 - M                                       | KING STREET CAPITAL, LTD. - CLASS S SERIES 362 - M                                                                                | CUSIP: 000000000<br>LEI: XVDX16GZFAZQ16VF2W85 | Long             | EC               | PF                | VG        |       869 | NS      | $80718.28     | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| Goldman Sachs International                                                              | EMIS GROUP PLC CFD                                                                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | GB        |    134819 | OU      | $27962.58     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PFM Healthcare Offshore Fund  Ltd.                                                       | PFM Healthcare Offshore Fund  Ltd. - D-Cytrellis B                                                                                | CUSIP: 000000000<br>LEI: 93JXZV6YTQRNEJSIDC04 | Long             | EC               | PF                | KY        |       225 | NS      | $224414.89    | 0.02%             |  |  |  | No            | N/A                | On Loan: No      |
| Brevan Howard AS Macro Fund Limited                                                      | Brevan Howard AS Macro Fund Limited - NEW - Class                                                                                 | CUSIP: 000000000<br>LEI: 549300I0P6WNIPKF3S76 | Long             | EC               | PF                | KY        |    179206 | NS      | $24042278.85  | 2.32%             |  |  |  | No            | N/A                | On Loan: No      |
| Janchor Partners Pan-Asian Fund                                                          | Janchor Partners Pan-Asian Fund - Class B Shares -                                                                                | CUSIP: 000000000<br>LEI: 549300CRKU1QTVZGXC11 | Long             | EC               | PF                | KY        |     13264 | NS      | $1601026.46   | 0.15%             |  |  |  | No            | N/A                | On Loan: No      |
| King Street Capital  Ltd.                                                                | King Street Capital  Ltd. - Class S Series 196 - M                                                                                | CUSIP: 000000000<br>LEI: XVDX16GZFAZQ16VF2W85 | Long             | EC               | PF                | VG        |        98 | NS      | $26132.40     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                 | 012143642 POSHMARK INC-CLASS A CFD                                                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     18206 | OU      | $2184.72      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nokota LC  LLC - Series A NR - LQ - Sub-Series 3 U                                       | NOKOTA LC, LLC - SERIES A NR - LQ - SUB-SERIES 3 U                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | KY        |       372 | NS      | $85121.48     | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| Morgan Stanley Capital Services LLC                                                      | 011825928 AVEO PHARMACEUTICALS INC CFD                                                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    115508 | OU      | $23333.28     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, N.A.                                                                | EVO PAYMENTS INC - CL A CFD                                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     12273 | OU      | $8356.68      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SCHONFELD STRATEGIC PARTNERS OFFSHORE FUND LTD.                                          | SCHONFELD STRATEGIC PARTNERS OFFSHORE FUND LTD.                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | US        |      4000 | NS      | $5328605.76   | 0.51%             |  |  |  | No            | N/A                | On Loan: No      |
| Think Investments Offshore Ltd. - Tranche A Sub Tr                                       | Think Investments Offshore Ltd. - Tranche A Sub Tr                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | KY        |        58 | NS      | $1881385.24   | 0.18%             |  |  |  | No            | N/A                | On Loan: No      |
| Brevan Howard Alpha Strategies Fund Limited - Clas                                       | Brevan Howard Alpha Strategies Fund Limited - Clas                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | KY        |     26000 | NS      | $2956980.00   | 0.29%             |  |  |  | No            | N/A                | On Loan: No      |
| King Street Capital  Ltd.                                                                | King Street Capital  Ltd. - Class S Series 113 RIC                                                                                | CUSIP: 000000000<br>LEI: XVDX16GZFAZQ16VF2W85 | Long             | EC               | PF                | VG        |       241 | NS      | $41672.24     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Luxor Capital Partners Offshore Liquidating SPV  L                                       | Luxor Capital Partners Offshore Liquidating SPV  L                                                                                | CUSIP: 000000000<br>LEI: WBJWEN5BU67TYTCAOP66 | Long             | EC               | PF                | KY        |       420 | NS      | $466838.20    | 0.05%             |  |  |  | No            | N/A                | On Loan: No      |
| Think Investments Offshore Ltd. - Tranche A Sub Tr                                       | Think Investments Offshore Ltd. - Tranche A Sub Tr                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | KY        |       335 | NS      | $1802190.37   | 0.17%             |  |  |  | No            | N/A                | On Loan: No      |
| SCHONFELD STRATEGIC PARTNERS OFFSHORE FUND LTD. -                                        | SCHONFELD STRATEGIC PARTNERS OFFSHORE FUND LTD. -                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | US        |      2000 | NS      | $2112097.51   | 0.20%             |  |  |  | No            | N/A                | On Loan: No      |
| SENATOR GLOBAL OPPORTUNITY OFFSHORE FUND LTD. - CL                                       | SENATOR GLOBAL OPPORTUNITY OFFSHORE FUND LTD. - CL                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | US        |      3871 | NS      | $4031943.43   | 0.39%             |  |  |  | No            | N/A                | On Loan: No      |
| King Street Capital  Ltd.                                                                | King Street Capital  Ltd. - Class S Series 80 - RI                                                                                | CUSIP: 000000000<br>LEI: XVDX16GZFAZQ16VF2W85 | Long             | EC               | PF                | VG        |      2847 | NS      | $238976.82    | 0.02%             |  |  |  | No            | N/A                | On Loan: No      |
| SCHONFELD FUNDAMENTAL EQUITY OFFSHORE FUND LTD.                                          | Schonfeld Fundamental Equity Offshore Fund Ltd. -                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | KY        |     30000 | NS      | $41980374.79  | 4.05%             |  |  |  | No            | N/A                | On Loan: No      |
| Morgan Stanley Capital Services LLC                                                      | 012229163 VIVINT SMART HOME INC CFD                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       600 | OU      | $33.00        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Janchor Partners Pan-Asian Fund                                                          | Janchor Partners Pan-Asian Fund - Class DI Shares - Series B                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | Long             | EC               | PF                | US        |      7566 | NS      | $781724.73    | 0.08%             |  |  |  | No            | N/A                | On Loan: No      |
| Theorem Prime+ Yield Fund Offshore LP - Class A-Q3                                       | Theorem Prime+ Yield Fund Offshore LP - Class A-Q3                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | KY        |     10000 | NS      | $9700846.03   | 0.94%             |  |  |  | No            | N/A                | On Loan: No      |
| LMR Fund Limited - Class D USD Non Restricted - Se                                       | LMR Fund Limited - Class D USD Non Restricted - Se                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | KY        |    206673 | NS      | $48942852.42  | 4.72%             |  |  |  | No            | N/A                | On Loan: No      |
| Morgan Stanley Capital Services LLC                                                      | IROBOT CORP CFD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     32987 | OU      | $-366430.39   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                                                              | COLUMBIA BANKING SYSTEM INC CFD                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |   -127174 | OU      | $581146.90    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                                                      | 009504401 ATLAS CORP CFD                                                                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | MH        |      5800 | OU      | $435.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                 | INTERCONTINENTAL EXCHANGE INC CFD                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -7082 | OU      | $-19144.03    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Think Investments Offshore Ltd.                                                          | Think Investments Offshore Ltd. - Tranche A Sub Tranche 1 - Designated Investment - GoKwik Commerce Solutions I000054431 - ABMMAF | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | US        |      1170 | NS      | $1169619.36   | 0.11%             |  |  |  | No            | N/A                | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                 | SILICON MOTION TECHNOL-ADR CFD                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |     21588 | OU      | $-455892.96   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                                                      | MONEYGRAM INTERNATIONAL INC CFD                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    116865 | OU      | $23067.01     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| King Street Capital  Ltd.                                                                | King Street Capital  Ltd. - Class S Series 161-Sid                                                                                | CUSIP: 000000000<br>LEI: XVDX16GZFAZQ16VF2W85 | Long             | EC               | PF                | VG        |      1140 | NS      | $156660.09    | 0.02%             |  |  |  | No            | N/A                | On Loan: No      |
| King Street Capital  Ltd.                                                                | King Street Capital  Ltd. - Class S Series 257 - M                                                                                | CUSIP: 000000000<br>LEI: XVDX16GZFAZQ16VF2W85 | Long             | EC               | PF                | VG        |        64 | NS      | $7189.37      | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| JPMorgan Chase Bank, N.A.                                                                | S JERSEY INDS STK-CFD                                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     37670 | OU      | $85295.93     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                 | 000410770 NOVOZYMES A/S-B SHARES CFD                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DK        |    -14127 | OU      | $5481.01      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                 | 011564224 EURONAV NV CFD                                                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | BE        |     72962 | OU      | $-146495.17   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| The Tudor BVI Global Fund Ltd. - Sub-Class A ALT I                                       | THE TUDOR BVI GLOBAL FUND LTD. - SUB-CLASS A ALT I                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | KY        |       327 | NS      | $72199602.73  | 6.96%             |  |  |  | No            | N/A                | On Loan: No      |
| Goldman Sachs International                                                              | 1LIFE HEALTHCARE INC CFD                                                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |    143547 | OU      | $-51334.49    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Point72 Capital International Ltd - Class A-n - S                                        | Point72 Capital International Ltd - Class A-n - S                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | US        |    336000 | NS      | $37042139.70  | 3.57%             |  |  |  | No            | N/A                | On Loan: No      |
| King Street Capital  Ltd.                                                                | King Street Capital  Ltd. - Class S Series 60 - RI                                                                                | CUSIP: 000000000<br>LEI: XVDX16GZFAZQ16VF2W85 | Long             | EC               | PF                | VG        |       353 | NS      | $66725.83     | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| Luxor Capital Partners Offshore Liquidating SPV  L                                       | Luxor Capital Partners Offshore Liquidating SPV  L                                                                                | CUSIP: 000000000<br>LEI: WBJWEN5BU67TYTCAOP66 | Long             | EC               | PF                | KY        |       672 | NS      | $693990.29    | 0.07%             |  |  |  | No            | N/A                | On Loan: No      |
| LMR CCSA Fund Limited - Mutual Fund - Class A Non                                        | LMR CCSA Fund Limited - Mutual Fund - Class A Non                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | KY        |    185763 | NS      | $21801647.00  | 2.10%             |  |  |  | No            | N/A                | On Loan: No      |
| ALPHADYNE INTERNATIONAL FUND, LTD. - CLASS 5 A USD                                       | Alphadyne International Fund  Ltd. - Class 5 A USD                                                                                | CUSIP: 000000000<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | PF                | KY        |     36754 | NS      | $50248192.00  | 4.84%             |  |  |  | No            | N/A                | On Loan: No      |
| King Street Capital  Ltd. - Class S Series 353 - M                                       | KING STREET CAPITAL, LTD. - CLASS S SERIES 353 - M                                                                                | CUSIP: 000000000<br>LEI: XVDX16GZFAZQ16VF2W85 | Long             | EC               | PF                | VG        |      1873 | NS      | $207473.72    | 0.02%             |  |  |  | No            | N/A                | On Loan: No      |
| Elliott International Limited - B Common Shares                                          | Elliott International Limited - B Common Shares                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | KY        |     48511 | NS      | $96827827.64  | 9.33%             |  |  |  | No            | N/A                | On Loan: No      |
| Millennium International Ltd. - Class GG-2C Share                                        | Millennium International Ltd. - Class GG-2C Share                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | KY        |         4 | NS      | $4238.66      | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                 | YAMANA GOLD INC CFD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CA        |    607648 | OU      | $240241.68    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ELLIOTT OPPORTUNITY II COR-A                                                             | ELLIOTT OPPORTUNITY II COR-A                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | US        |    535800 | NS      | $5400864.00   | 0.52%             |  |  |  | No            | N/A                | On Loan: No      |
| King Street Capital  Ltd. - Class S Series 296- MM                                       | KING STREET CAPITAL, LTD. - CLASS S SERIES 296- MM                                                                                | CUSIP: 000000000<br>LEI: XVDX16GZFAZQ16VF2W85 | Long             | EC               | PF                | VG        |       531 | NS      | $53876.35     | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| Goldman Sachs & Co.                                                                      | SHAW COMMUNICATIONS INC-B CFD (CAD)                                                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |    139216 | OU      | $574286.10    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                 | HOMESERVE PLC CFD (LSE)                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |    171241 | OU      | $49189.13     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BREVAN HOWARD ALPHA STRATEGIES FUND LIMITED - CLAS                                       | BREVAN HOWARD ALPHA STRATEGIES FUND LIMITED - CLAS                                                                                | CUSIP: 000000000<br>LEI: 549300I0P6WNIPKF3S76 | Long             | EC               | PF                | US        |    457136 | NS      | $56227774.33  | 5.42%             |  |  |  | No            | N/A                | On Loan: No      |
| Morgan Stanley Capital Services LLC                                                      | 010245763 KNOWBE4 INC-A KNBEUSEQUITY                                                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      6498 | OU      | $2256.96      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| KING STREET CAPITAL, LTD. - CLASS S SERIES 412 - M                                       | KING STREET CAPITAL, LTD. - CLASS S SERIES 412 - M                                                                                | CUSIP: 000000000<br>LEI: XVDX16GZFAZQ16VF2W85 | Long             | EC               | PF                | US        |       221 | NS      | $13933.66     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| JPMorgan Chase Bank, N.A.                                                                | PNM RESOURCES INC CFD                                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     75483 | OU      | $-50377.70    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                                                      | 006384009 COUPA SOFTWARE INC CFD                                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     17911 | OU      | $9232.28      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JOHN STREET SYSTEMATIC FUND LIMITED - CLASS HV SHA                                       | John Street Systematic Fund Limited - Class HV Sha                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | KY        |    129970 | NS      | $29031847.39  | 2.80%             |  |  |  | No            | N/A                | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                 | 012272284 IMAGO BIOSCIENCES INC CFD                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     10506 | OU      | $1743.47      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Capula Tactical Macro Fund Limited - Class B USD S                                       | Capula Tactical Macro Fund Limited - Class B USD S                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | KY        |    170000 | NS      | $18079727.86  | 1.74%             |  |  |  | No            | N/A                | On Loan: No      |
| Goldman Sachs International                                                              | ACTIVISION STK CFD                                                                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |     48118 | OU      | $-279860.43   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                                                      | MICRO FOCUS INTERNATIONAL PLC CFD                                                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |    235139 | OU      | $33419.01     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                                                      | 012363234 ABIOMED INC CVR                                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      8385 | OU      | $0.00         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Janchor Partners Pan-Asian Fund                                                          | Janchor Partners Pan-Asian Fund - Class B Shares -                                                                                | CUSIP: 000000000<br>LEI: 549300CRKU1QTVZGXC11 | Long             | EC               | PF                | KY        |     82903 | NS      | $13365915.47  | 1.29%             |  |  |  | No            | N/A                | On Loan: No      |
| King Street Capital  Ltd. - Class S Series 344 - M                                       | KING STREET CAPITAL, LTD. - CLASS S SERIES 344 - M                                                                                | CUSIP: 000000000<br>LEI: XVDX16GZFAZQ16VF2W85 | Long             | EC               | PF                | VG        |       806 | NS      | $52062.25     | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| JPMorgan Chase Bank, N.A.                                                                | LHC GROUP INC CFD                                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     21183 | OU      | $-107544.93   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| King Street Capital  Ltd.                                                                | King Street Capital  Ltd. - Class S Series 90 - Si                                                                                | CUSIP: 000000000<br>LEI: XVDX16GZFAZQ16VF2W85 | Long             | EC               | PF                | VG        |       117 | NS      | $22564.00     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Lion Point International, Ltd                                                            | Lion Point International, Ltd - F4ASU - Jun22 - ABMMAF                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | US        |       115 | NS      | $120106.33    | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| Morgan Stanley Capital Services LLC                                                      | 011996004 PAN AMERICAN SILVER CORP CFD                                                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |    -97102 | OU      | $-227348.30   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| SCHONFELD STRATEGIC PARTNERS OFFSHORE FUND LTD.                                          | SCHONFELD STRATEGIC PARTNERS OFFSHORE FUND LTD.                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | US        |      3700 | NS      | $4692038.04   | 0.45%             |  |  |  | No            | N/A                | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                 | 002380263 CHRISTIAN HANSEN HOLDING A/S CFD                                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DK        |      9218 | OU      | $-11656.26    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                                                      | 005331269 ALTRA INDUSTRIAL MOTION CORP CFD                                                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     40834 | OU      | $100410.31    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                                                              | UMPQUA HOLDINGS CORP CFD                                                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |    213451 | OU      | $-169503.03   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Alliance Bernstein                                                                       | AB Fixed Income Shares, Inc. - Government Money Market                                                                            | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |  50574336 | NS      | $50574336.04  | 4.88%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                 | CONTOURGLOBAL PLC-WI CFD                                                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |     61846 | OU      | $35.69        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lion Point International, Ltd                                                            | Lion Point International, Ltd - F4AEP - Jun22 - ABMMAF                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | US        |        95 | NS      | $114482.53    | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| Morgan Stanley Capital Services LLC                                                      | 009789355 MAXAR TECHNOLOGIES INC CFD                                                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       100 | OU      | $53.00        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| KING STREET CAPITAL, LTD. - CLASS S SERIES 238 - M                                       | King Street Capital  Ltd. - Class S Series 238 - M                                                                                | CUSIP: 000000000<br>LEI: XVDX16GZFAZQ16VF2W85 | Long             | EC               | PF                | VG        |       193 | NS      | $20073.20     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| ANTARA CAPITAL OFFSHORE FUND LTD - SERIES A SHARES                                       | ANTARA CAPITAL OFFSHORE FUND LTD - SERIES A SHARES                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | US        |     10848 | NS      | $9541418.31   | 0.92%             |  |  |  | No            | N/A                | On Loan: No      |
| SCHONFELD STRATEGIC PARTNERS OFFSHORE FUND LTD.                                          | Schonfeld Strategic Partners Offshore Fund LTD. -                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | KY        |     20000 | NS      | $28488998.85  | 2.75%             |  |  |  | No            | N/A                | On Loan: No      |
| KING STREET CAPITAL, LTD. - CLASS S SERIES 231 - M                                       | King Street Capital  Ltd. - Class S Series 231 - M                                                                                | CUSIP: 000000000<br>LEI: XVDX16GZFAZQ16VF2W85 | Long             | EC               | PF                | VG        |       394 | NS      | $44822.47     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Morgan Stanley Capital Services LLC                                                      | 009946128 AGNICO EAGLE MINES LTD CFD                                                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |    -22848 | OU      | $-127292.60   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Coatue Offshore Fund, Ltd. - Coatue Liquidating Account - April 2022 - ABMMAF            | Coatue Offshore Fund, Ltd. - Coatue Liquidating Account - April 2022 - ABMMAF                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | US        |      4798 | NS      | $312658.55    | 0.03%             |  |  |  | No            | N/A                | On Loan: No      |
| SCHONFELD FUNDAMENTAL EQUITY OFFSHORE FUND LTD. -                                        | SCHONFELD FUNDAMENTAL EQUITY OFFSHORE FUND LTD. -                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | US        |      4203 | NS      | $5405474.98   | 0.52%             |  |  |  | No            | N/A                | On Loan: No      |
| Janchor Partners Pan-Asian Fund                                                          | Janchor Partners Pan-Asian Fund - Class D Shares                                                                                  | CUSIP: 000000000<br>LEI: 549300CRKU1QTVZGXC11 | Long             | EC               | PF                | KY        |     23214 | NS      | $2686888.75   | 0.26%             |  |  |  | No            | N/A                | On Loan: No      |
| Morgan Stanley Capital Services LLC                                                      | 009376518 TEGNA INC - CFD                                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     32132 | OU      | $31448.63     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Luxor Capital Partners Offshore Liquidating SPV  L                                       | Luxor Capital Partners Offshore Liquidating SPV  L                                                                                | CUSIP: 000000000<br>LEI: WBJWEN5BU67TYTCAOP66 | Long             | EC               | PF                | KY        |       848 | NS      | $784392.69    | 0.08%             |  |  |  | No            | N/A                | On Loan: No      |
| King Street Capital  Ltd.                                                                | King Street Capital  Ltd. - Class S Series 175-Sid                                                                                | CUSIP: 000000000<br>LEI: XVDX16GZFAZQ16VF2W85 | Long             | EC               | PF                | VG        |       823 | NS      | $99590.47     | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| Goldman Sachs International                                                              | RESOLUTE FOREST PRODUCTS CFD                                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |     31799 | OU      | $55691.93     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                                                      | 011777154 FORGEROCK INC-A CFD                                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     60882 | OU      | $17970.42     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ANTARA CAPITAL OFFSHORE FUND LTD - SERIES A SHARES                                       | ANTARA CAPITAL OFFSHORE FUND LTD - SERIES A SHARES                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | US        |     21000 | NS      | $17943694.29  | 1.73%             |  |  |  | No            | N/A                | On Loan: No      |
| Janchor Partners Pan-Asian Fund                                                          | Janchor Partners Pan-Asian Fund - Class DI Shares - Series D                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | EC               | PF                | US        |      1533 | NS      | $157982.24    | 0.02%             |  |  |  | No            | N/A                | On Loan: No      |
| Indaba Capital Partners (Cayman)  L.P                                                    | Indaba Capital Partners (Cayman)  L.P. - Base Capi                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | KY        |     17727 | NS      | $21604442.06  | 2.08%             |  |  |  | No            | N/A                | On Loan: No      |
| King Street Capital  Ltd.                                                                | King Street Capital  Ltd. - Class S Series 137 - R                                                                                | CUSIP: 000000000<br>LEI: XVDX16GZFAZQ16VF2W85 | Long             | EC               | PF                | VG        |       559 | NS      | $75217.54     | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| King Street Capital  Ltd.                                                                | King Street Capital Ltd. - Class S Series 168-Sid                                                                                 | CUSIP: 000000000<br>LEI: XVDX16GZFAZQ16VF2W85 | Long             | EC               | PF                | VG        |       250 | NS      | $33640.34     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                 | 003585406 HOME CAPITAL GROUP INC CFD                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CA        |     41856 | OU      | $3405.98      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                 | 011006873 FRONTLINE LTD CFD                                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | BM        |   -105794 | OU      | $154718.75    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ELLIOTT OPPORTUNITY II-CW23                                                              | ELLIOTT OPPORTUNITY II-CW23                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |    133950 | NS      | $12055.50     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                 | 000872514 AVEVA GROUP PLC CFD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |     16926 | OU      | $9118.45      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GreshamQuant - ACAR Fund, Ltd. - Class F1(FOUNDERS) - 13-257049 - ABMMAF                 | GreshamQuant - ACAR Fund, Ltd. - Class F1(FOUNDERS) - 13-257049 - ABMMAF                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | PF                | US        |     13000 | NS      | $12074522.32  | 1.16%             |  |  |  | No            | N/A                | On Loan: No      |
| King Street Capital  Ltd. - Class S Series 317 - M                                       | KING STREET CAPITAL, LTD. - CLASS S SERIES 317 - M                                                                                | CUSIP: 000000000<br>LEI: XVDX16GZFAZQ16VF2W85 | Long             | EC               | PF                | VG        |       159 | NS      | $16182.89     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Janchor Partners Pan-Asian Fund                                                          | Janchor Partners Pan-Asian Fund - Class DI Shares - Series B                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | Long             | EC               | PF                | US        |      3559 | NS      | $367792.00    | 0.04%             |  |  |  | No            | N/A                | On Loan: No      |

### Signature

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

**Name of Applicant:** AB Multi-Manager Alternative Fund

**Signature:** Joseph Mantineo

**Name of Signer:** Joseph Mantineo

**Title:** Treasurer and Chief Financial Officer