# EDGAR Filing Document

**Accession Number:** 0000832808
**File Stem:** 0001752724-23-047100
**Filing Date:** 2023-2
**Character Count:** 169989
**Document Hash:** 3a4bcc1c8001f59a0d77a1eb39d6d4f6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-047100.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-047100

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BERNSTEIN SANFORD C FUND INC
- **CENTRAL INDEX KEY:** 0000832808
- **IRS NUMBER:** 133464161
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05555
- **FILM NUMBER:** 23683871

**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:** 10153

## Series and Classes Contracts Data

### Overlay A Portfolio (Series ID: S000027647)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000083494 | Class 1      | SAOOX           |
| C000083495 | Class 2      | SAOTX           |

## Nport-Ex

**Sanford C. Bernstein Fund, Inc.** 

**Schedule of Investments** 

**Overlay A Portfolio** 

**December 31, 2022 (unaudited)** 

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **COMMON STOCKS – 46.0%** | **COMMON STOCKS – 46.0%** | **COMMON STOCKS – 46.0%** |
|  **Information Technology – 11.6%** | **Information Technology – 11.6%** | **Information Technology – 11.6%** |
|  **Communications Equipment – 0.1%** | **Communications Equipment – 0.1%** | **Communications Equipment – 0.1%** |
|  Ciena Corp.<sup>(a)</sup> | 5720 | $291606 |
|  Lumentum Holdings, Inc.<sup>(a)</sup> | 5560 | 290065 |
|  |  | 581671 |
|  **Electronic Equipment, Instruments & Components – 0.5%** | **Electronic Equipment, Instruments & Components – 0.5%** | **Electronic Equipment, Instruments & Components – 0.5%** |
|  Avnet, Inc. | 10320 | 429105 |
|  Belden, Inc. | 4763 | 342460 |
|  CDW Corp./DE | 24238 | 4328422 |
|  Littelfuse, Inc. | 1620 | 356724 |
|  Novanta, Inc.<sup>(a)</sup> | 3390 | 460599 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5917310 |
|  **IT Services – 1.9%** | **IT Services – 1.9%** | **IT Services – 1.9%** |
|  DigitalOcean Holdings, Inc.<sup>(a)</sup> | 6543 | 166650 |
|  Flywire Corp.<sup>(a)</sup> | 15301 | 374416 |
|  Genpact Ltd. | 8626 | 399556 |
|  PayPal Holdings, Inc.<sup>(a)</sup> | 53189 | 3788121 |
|  Shift4 Payments, Inc. - Class A<sup>(a)</sup> | 8258 | 461870 |
|  Visa, Inc. - Class A | 96678 | 20085821 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;25276434 |
|  **Semiconductors & Semiconductor Equipment – 1.8%** | **Semiconductors & Semiconductor Equipment – 1.8%** | **Semiconductors & Semiconductor Equipment – 1.8%** |
|  KLA Corp. | 10540 | 3973896 |
|  Kulicke & Soffa Industries, Inc. | 7416 | 328232 |
|  Lattice Semiconductor Corp.<sup>(a)</sup> | 7705 | 499900 |
|  MACOM Technology Solutions Holdings, Inc.<sup>(a)</sup> | 7068 | 445143 |
|  Monolithic Power Systems, Inc. | 670 | 236919 |
|  NVIDIA Corp. | 45835 | 6698327 |
|  NXP Semiconductors NV | 34907 | 5516353 |
|  ON Semiconductor Corp.<sup>(a)</sup> | 6786 | 423243 |
|  QUALCOMM, Inc. | 40901 | 4496656 |
|  Synaptics, Inc.<sup>(a)</sup> | 4320 | 411091 |
|  Universal Display Corp. | 3400 | 367336 |
|  |  | 23397096 |
|  **Software – 5.4%** | **Software – 5.4%** | **Software – 5.4%** |
|  ACI Worldwide, Inc.<sup>(a)</sup> | 19710 | 453330 |
|  Adobe, Inc.<sup>(a)</sup> | 16480 | 5546015 |
|  Autodesk, Inc.<sup>(a)</sup> | 18438 | 3445509 |
|  CommVault Systems, Inc.<sup>(a)</sup> | 7710 | 484496 |
|  Five9, Inc.<sup>(a)</sup> | 5900 | 400374 |
|  Freshworks, Inc. - Class A<sup>(a)</sup> | 19231 | 282888 |
|  HubSpot, Inc.<sup>(a)</sup> | 960 | 277565 |
|  Manhattan Associates, Inc.<sup>(a)</sup> | 3921 | 476009 |
|  Microsoft Corp.<sup>(b)</sup> | 152892 | 36666560 |
|  Monday.com Ltd.<sup>(a)</sup> | 2149 | 262178 |
|  NortonLifeLock, Inc. | 337972 | 7242740 |
|  Oracle Corp. | 141634 | 11577163 |
|  PTC, Inc.<sup>(a)</sup> | 4420 | 530577 |
|  ServiceNow, Inc.<sup>(a)</sup> | 7220 | 2803309 |
|  Smartsheet, Inc. - Class A<sup>(a)</sup> | 9925 | 390648 |
|  |  | 70839361 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **Technology Hardware, Storage & Peripherals – 1.9%** | **Technology Hardware, Storage & Peripherals – 1.9%** | **Technology Hardware, Storage & Peripherals – 1.9%** |
|  Apple, Inc.<sup>(b)</sup> | 169475 | $22019887 |
|  Western Digital Corp.<sup>(a)</sup> | 83028 | 2619533 |
|  |  | 24639420 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;150651292 |
|  **Health Care – 7.6%** | **Health Care – 7.6%** | **Health Care – 7.6%** |
|  **Biotechnology – 1.0%** | **Biotechnology – 1.0%** | **Biotechnology – 1.0%** |
|  ADC Therapeutics SA<sup>(a)</sup> | 7503 | 28811 |
|  Arcus Biosciences, Inc.<sup>(a)</sup> | 4470 | 92440 |
|  Arrowhead Pharmaceuticals, Inc.<sup>(a)</sup> | 5280 | 214157 |
|  Ascendis Pharma A/S (ADR)<sup>(a)</sup> | 1252 | 152907 |
|  Blueprint Medicines Corp.<sup>(a)</sup> | 3316 | 145274 |
|  Coherus Biosciences, Inc.<sup>(a)</sup> | 15145 | 119948 |
|  Erasca, Inc.<sup>(a)</sup> | 4617 | 19899 |
|  Intellia Therapeutics, Inc.<sup>(a)</sup> | 3760 | 131186 |
|  IVERIC bio, Inc.<sup>(a)</sup> | 9650 | 206606 |
|  Karuna Therapeutics, Inc.<sup>(a)</sup> | 1210 | 237765 |
|  Legend Biotech Corp. (ADR)<sup>(a)</sup> | 3189 | 159195 |
|  Regeneron Pharmaceuticals, Inc.<sup>(a)</sup> | 3843 | 2772686 |
|  Ultragenyx Pharmaceutical, Inc.<sup>(a)</sup> | 3803 | 176193 |
|  Vertex Pharmaceuticals, Inc.<sup>(a)</sup> | 31161 | 8998674 |
|  Vir Biotechnology, Inc.<sup>(a)</sup> | 5644 | 142850 |
|  |  | 13598591 |
|  **Health Care Equipment & Supplies – 1.7%** | **Health Care Equipment & Supplies – 1.7%** | **Health Care Equipment & Supplies – 1.7%** |
|  Align Technology, Inc.<sup>(a)</sup> | 6588 | 1389409 |
|  AtriCure, Inc.<sup>(a)</sup> | 9150 | 406077 |
|  Edwards Lifesciences Corp.<sup>(a)</sup> | 66195 | 4938809 |
|  Envista Holdings Corp.<sup>(a)</sup> | 17530 | 590235 |
|  Insulet Corp.<sup>(a)</sup> | 895 | 263479 |
|  Integra LifeSciences Holdings Corp.<sup>(a)</sup> | 10820 | 606677 |
|  iRhythm Technologies, Inc.<sup>(a)</sup> | 2870 | 268833 |
|  Lantheus Holdings, Inc.<sup>(a)</sup> | 7310 | 372518 |
|  Medtronic PLC | 103361 | 8033217 |
|  Silk Road Medical, Inc.<sup>(a)</sup> | 6595 | 348546 |
|  Zimmer Biomet Holdings, Inc. | 37484 | 4779210 |
|  |  | 21997010 |
|  **Health Care Providers & Services – 2.4%** | **Health Care Providers & Services – 2.4%** | **Health Care Providers & Services – 2.4%** |
|  Acadia Healthcare Co., Inc.<sup>(a)</sup> | 6700 | 551544 |
|  Elevance Health, Inc. | 17096 | 8769735 |
|  Guardant Health, Inc.<sup>(a)</sup> | 7679 | 208869 |
|  Inari Medical, Inc.<sup>(a)</sup> | 5268 | 334834 |
|  Pediatrix Medical Group, Inc.<sup>(a)</sup> | 23820 | 353965 |
|  UnitedHealth Group, Inc. | 39723 | 21060340 |
|  |  | 31279287 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **Life Sciences Tools & Services – 0.8%** | **Life Sciences Tools & Services – 0.8%** | **Life Sciences Tools & Services – 0.8%** |
|  ICON PLC<sup>(a)</sup> | 1551 | $301282 |
|  Illumina, Inc.<sup>(a)</sup> | 13135 | 2655897 |
|  IQVIA Holdings, Inc.<sup>(a)</sup> | 33475 | 6858693 |
|  Repligen Corp.<sup>(a)</sup> | 3021 | 511485 |
|  Syneos Health, Inc.<sup>(a)</sup> | 7920 | 290506 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10617863 |
|  **Pharmaceuticals – 1.7%** | **Pharmaceuticals – 1.7%** | **Pharmaceuticals – 1.7%** |
|  Intra-Cellular Therapies, Inc.<sup>(a)</sup> | 4280 | 226498 |
|  Johnson & Johnson | 32586 | 5756317 |
|  Roche Holding AG (Sponsored ADR) | 252498 | 9885297 |
|  Zoetis, Inc. | 40159 | 5885301 |
|  |  | 21753413 |
|  |  | 99246164 |
|  **Financials – 5.8%** | **Financials – 5.8%** | **Financials – 5.8%** |
|  **Banks – 2.4%** | **Banks – 2.4%** | **Banks – 2.4%** |
|  Bank of America Corp. | 272413 | 9022319 |
|  Comerica, Inc. | 9240 | 617694 |
|  First BanCorp./Puerto Rico | 39420 | 501422 |
|  First Citizens BancShares, Inc./NC - Class A | 875 | 663565 |
|  First Hawaiian, Inc. | 22400 | 583296 |
|  Pinnacle Financial Partners, Inc. | 3990 | 292866 |
|  PNC Financial Services Group, Inc. (The) | 33271 | 5254822 |
|  Synovus Financial Corp. | 13684 | 513834 |
|  Texas Capital Bancshares, Inc.<sup>(a)</sup> | 8585 | 517761 |
|  Webster Financial Corp. | 7582 | 358932 |
|  Wells Fargo & Co. | 282991 | 11684698 |
|  Wintrust Financial Corp. | 6870 | 580653 |
|  Zions Bancorp NA | 12421 | 610616 |
|  |  | 31202478 |
|  **Capital Markets – 2.0%** | **Capital Markets – 2.0%** | **Capital Markets – 2.0%** |
|  Ares Management Corp. - Class A | 5423 | 371150 |
|  Cboe Global Markets, Inc. | 3130 | 392721 |
|  Charles Schwab Corp. (The) | 80372 | 6691773 |
|  Goldman Sachs Group, Inc. (The) | 33093 | 11363474 |
|  LPL Financial Holdings, Inc. | 25538 | 5520549 |
|  Moelis & Co. - Class A | 9872 | 378789 |
|  PJT Partners, Inc. - Class A | 4930 | 363292 |
|  Stifel Financial Corp. | 9115 | 532043 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;25613791 |
|  **Insurance – 1.4%** | **Insurance – 1.4%** | **Insurance – 1.4%** |
|  American Financial Group, Inc./OH | 3072 | 421724 |
|  Everest Re Group Ltd. | 1311 | 434295 |
|  Hanover Insurance Group, Inc. (The) | 3570 | 482414 |
|  Kemper Corp. | 7730 | 380316 |
|  Kinsale Capital Group, Inc. | 1824 | 477013 |
|  Progressive Corp. (The) | 67392 | 8741416 |
|  Reinsurance Group of America, Inc. | 3170 | 450425 |
|  Selective Insurance Group, Inc. | 4914 | 435430 |
|  Trupanion, Inc.<sup>(a)</sup> | 4070 | 193447 |
|  Willis Towers Watson PLC | 24407 | 5969464 |
|  |  | 17985944 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **Thrifts & Mortgage Finance – 0.0%** | **Thrifts & Mortgage Finance – 0.0%** | **Thrifts & Mortgage Finance – 0.0%** |
|  BankUnited, Inc. | 10410 | $353628 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75155841 |
|  **Consumer Discretionary – 5.0%** | **Consumer Discretionary – 5.0%** | **Consumer Discretionary – 5.0%** |
|  **Auto Components – 0.2%** | **Auto Components – 0.2%** | **Auto Components – 0.2%** |
|  Dana, Inc. | 18752 | 283718 |
|  Goodyear Tire & Rubber Co. (The)<sup>(a)</sup> | 213629 | 2168334 |
|  |  | 2452052 |
|  **Automobiles – 0.2%** | **Automobiles – 0.2%** | **Automobiles – 0.2%** |
|  Stellantis NV | 214718 | 3048996 |
|  **Distributors – 0.0%** | **Distributors – 0.0%** | **Distributors – 0.0%** |
|  Pool Corp. | 1340 | 405122 |
|  **Diversified Consumer Services – 0.1%** | **Diversified Consumer Services – 0.1%** | **Diversified Consumer Services – 0.1%** |
|  ADT, Inc. | 50840 | 461119 |
|  **Hotels, Restaurants & Leisure – 0.9%** | **Hotels, Restaurants & Leisure – 0.9%** | **Hotels, Restaurants & Leisure – 0.9%** |
|  Booking Holdings, Inc.<sup>(a)</sup> | 2533 | 5104704 |
|  Dine Brands Global, Inc. | 6080 | 392768 |
|  Hilton Grand Vacations, Inc.<sup>(a)</sup> | 11921 | 459435 |
|  Papa John's International, Inc. | 5140 | 423074 |
|  Planet Fitness, Inc. - Class A<sup>(a)</sup> | 7424 | 585011 |
|  Restaurant Brands International, Inc. | 61820 | 3997900 |
|  Vail Resorts, Inc. | 2000 | 476700 |
|  Wingstop, Inc. | 2120 | 291754 |
|  |  | 11731346 |
|  **Household Durables – 0.1%** | **Household Durables – 0.1%** | **Household Durables – 0.1%** |
|  KB Home | 11670 | 371690 |
|  NVR, Inc.<sup>(a)</sup> | 73 | 336718 |
|  PulteGroup, Inc. | 12750 | 580507 |
|  Taylor Morrison Home Corp.<sup>(a)</sup> | 10623 | 322408 |
|  |  | 1611323 |
|  **Internet & Direct Marketing Retail – 1.2%** | **Internet & Direct Marketing Retail – 1.2%** | **Internet & Direct Marketing Retail – 1.2%** |
|  Amazon.com, Inc.<sup>(a) (b)</sup> | 159801 | 13423284 |
|  Etsy, Inc.<sup>(a)</sup> | 21177 | 2536581 |
|  |  | 15959865 |
|  **Multiline Retail – 0.1%** | **Multiline Retail – 0.1%** | **Multiline Retail – 0.1%** |
|  Driven Brands Holdings, Inc.<sup>(a)</sup> | 16610 | 453619 |
|  **Specialty Retail – 1.6%** | **Specialty Retail – 1.6%** | **Specialty Retail – 1.6%** |
|  AutoZone, Inc.<sup>(a)</sup> | 2412 | 5948426 |
|  Bath & Body Works, Inc. | 9120 | 384317 |
|  Burlington Stores, Inc.<sup>(a)</sup> | 1740 | 352802 |
|  Dynatrace, Inc.<sup>(a)</sup> | 13240 | 507092 |
|  Five Below, Inc.<sup>(a)</sup> | 2848 | 503726 |
|  Home Depot, Inc. (The) | 37293 | 11779367 |

---

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---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** | **U.S. $ Value** |
|  Lithia Motors, Inc. | 1525 | $| 312229 |
|  National Vision Holdings, Inc.<sup>(a)</sup> | 12256 |  | 475043 |
|  Sally Beauty Holdings, Inc.<sup>(a)</sup> | 27175 |  | 340231 |
|  Williams-Sonoma, Inc. | 3245 |  | 372915 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20976148 |
|  **Textiles, Apparel & Luxury Goods – 0.6%** | **Textiles, Apparel & Luxury Goods – 0.6%** | **Textiles, Apparel & Luxury Goods – 0.6%** | **Textiles, Apparel & Luxury Goods – 0.6%** |
|  Carter's, Inc. | 4170 |  | 311124 |
|  NIKE, Inc. - Class B | 57599 |  | 6739659 |
|  Ralph Lauren Corp. | 5120 |  | 541030 |
|  Tapestry, Inc. | 15460 |  | 588717 |
|  |  |  | 8180530 |
|  |  |  | 65280120 |
|  **Industrials – 4.8%** | **Industrials – 4.8%** | **Industrials – 4.8%** | **Industrials – 4.8%** |
|  **Aerospace & Defense – 1.0%** | **Aerospace & Defense – 1.0%** | **Aerospace & Defense – 1.0%** | **Aerospace & Defense – 1.0%** |
|  Axon Enterprise, Inc.<sup>(a)</sup> | 2872 |  | 476551 |
|  Curtiss-Wright Corp. | 2420 |  | 404116 |
|  Hexcel Corp. | 5900 |  | 347215 |
|  Howmet Aerospace, Inc. | 11260 |  | 443757 |
|  Raytheon Technologies Corp. | 99880 |  | 10079889 |
|  Spirit AeroSystems Holdings, Inc. - Class A | 18020 |  | 533392 |
|  |  |  | 12284920 |
|  **Airlines – 0.0%** | **Airlines – 0.0%** | **Airlines – 0.0%** | **Airlines – 0.0%** |
|  Alaska Air Group, Inc.<sup>(a)</sup> | 10300 |  | 442282 |
|  **Building Products – 0.5%** | **Building Products – 0.5%** | **Building Products – 0.5%** | **Building Products – 0.5%** |
|  Armstrong World Industries, Inc. | 3840 |  | 263385 |
|  Carlisle Cos., Inc. | 2230 |  | 525499 |
|  Masonite International Corp.<sup>(a)</sup> | 5147 |  | 414900 |
|  Otis Worldwide Corp. | 72615 |  | 5686481 |
|  |  |  | 6890265 |
|  **Commercial Services & Supplies – 0.1%** | **Commercial Services & Supplies – 0.1%** | **Commercial Services & Supplies – 0.1%** | **Commercial Services & Supplies – 0.1%** |
|  Tetra Tech, Inc. | 3110 |  | 451541 |
|  **Construction & Engineering – 0.6%** | **Construction & Engineering – 0.6%** | **Construction & Engineering – 0.6%** | **Construction & Engineering – 0.6%** |
|  AECOM | 73728 |  | 6261719 |
|  Arcosa, Inc. | 8870 |  | 481996 |
|  Dycom Industries, Inc.<sup>(a)</sup> | 5115 |  | 478764 |
|  Fluor Corp.<sup>(a)</sup> | 11580 |  | 401363 |
|  |  |  | 7623842 |
|  **Electrical Equipment – 1.0%** | **Electrical Equipment – 1.0%** | **Electrical Equipment – 1.0%** | **Electrical Equipment – 1.0%** |
|  AMETEK, Inc. | 3096 |  | 432573 |
|  Eaton Corp. PLC | 50150 |  | 7871042 |
|  Regal Rexnord Corp. | 34714 |  | 4164986 |
|  Sensata Technologies Holding PLC | 9160 |  | 369881 |
|  Shoals Technologies Group, Inc. - Class A<sup>(a)</sup> | 13229 |  | 326359 |
|  |  |  | 13164841 |
|  **Machinery – 0.2%** | **Machinery – 0.2%** | **Machinery – 0.2%** | **Machinery – 0.2%** |
|  IDEX Corp. | 1820 |  | 415561 |
|  Ingersoll Rand, Inc. | 8190 |  | 427927 |
|  ITT, Inc. | 5510 |  | 446861 |

---

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| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** | **U.S. $ Value** |
|  Middleby Corp. (The)<sup>(a)</sup> | 3080 | $| 412412 |
|  Oshkosh Corp. | 3940 |  | 347469 |
|  Timken Co. (The) | 6260 |  | 442394 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2492624 |
|  **Marine – 0.0%** | **Marine – 0.0%** | **Marine – 0.0%** | **Marine – 0.0%** |
|  Star Bulk Carriers Corp. | 18470 |  | 355178 |
|  **Professional Services – 0.4%** | **Professional Services – 0.4%** | **Professional Services – 0.4%** | **Professional Services – 0.4%** |
|  Booz Allen Hamilton Holding Corp. | 26535 |  | 2773438 |
|  FTI Consulting, Inc.<sup>(a)</sup> | 2660 |  | 422408 |
|  Korn Ferry | 5000 |  | 253100 |
|  Robert Half International, Inc. | 28949 |  | 2137305 |
|  |  |  | 5586251 |
|  **Road & Rail – 0.9%** | **Road & Rail – 0.9%** | **Road & Rail – 0.9%** | **Road & Rail – 0.9%** |
|  CSX Corp. | 265606 |  | 8228474 |
|  Knight-Swift Transportation Holdings, Inc. | 49983 |  | 2619609 |
|  RXO, Inc.<sup>(a)</sup> | 3309 |  | 56915 |
|  TFI International, Inc. | 3840 |  | 384922 |
|  XPO, Inc.<sup>(a)</sup> | 15170 |  | 505009 |
|  |  |  | 11794929 |
|  **Trading Companies & Distributors – 0.1%** | **Trading Companies & Distributors – 0.1%** | **Trading Companies & Distributors – 0.1%** | **Trading Companies & Distributors – 0.1%** |
|  Herc Holdings, Inc. | 4230 |  | 556541 |
|  SiteOne Landscape Supply, Inc.<sup>(a)</sup> | 3450 |  | 404754 |
|  |  |  | 961295 |
|  |  |  | 62047968 |
|  **Communication Services – 3.9%** | **Communication Services – 3.9%** | **Communication Services – 3.9%** | **Communication Services – 3.9%** |
|  **Diversified Telecommunication Services – 0.6%** | **Diversified Telecommunication Services – 0.6%** | **Diversified Telecommunication Services – 0.6%** | **Diversified Telecommunication Services – 0.6%** |
|  Comcast Corp. - Class A | 219376 |  | 7671579 |
|  **Entertainment – 0.4%** | **Entertainment – 0.4%** | **Entertainment – 0.4%** | **Entertainment – 0.4%** |
|  Walt Disney Co. (The)<sup>(a)</sup> | 64044 |  | 5564143 |
|  **Interactive Media & Services – 2.3%** | **Interactive Media & Services – 2.3%** | **Interactive Media & Services – 2.3%** | **Interactive Media & Services – 2.3%** |
|  Alphabet, Inc. - Class C<sup>(a) (b)</sup> | 259587 |  | 23033154 |
|  Meta Platforms, Inc. - Class A<sup>(a)</sup> | 52431 |  | 6309547 |
|  |  |  | 29342701 |
|  **Media – 0.0%** | **Media – 0.0%** | **Media – 0.0%** | **Media – 0.0%** |
|  Criteo SA (Sponsored ADR)<sup>(a)</sup> | 16026 |  | 417637 |
|  **Wireless Telecommunication Services – 0.6%** | **Wireless Telecommunication Services – 0.6%** | **Wireless Telecommunication Services – 0.6%** | **Wireless Telecommunication Services – 0.6%** |
|  T-Mobile US, Inc.<sup>(a)</sup> | 53881 |  | 7543340 |
|  |  |  | 50539400 |
|  **Consumer Staples – 2.5%** | **Consumer Staples – 2.5%** | **Consumer Staples – 2.5%** | **Consumer Staples – 2.5%** |
|  **Beverages – 0.9%** | **Beverages – 0.9%** | **Beverages – 0.9%** | **Beverages – 0.9%** |
|  Coca-Cola Co. (The) | 133493 |  | 8491489 |
|  Constellation Brands, Inc. - Class A | 16605 |  | 3848209 |
|  |  |  | 12339698 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **Food & Staples Retailing – 1.2%** | **Food & Staples Retailing – 1.2%** | **Food & Staples Retailing – 1.2%** |
|  Costco Wholesale Corp. | 10214 | $4662691 |
|  Grocery Outlet Holding Corp.<sup>(a)</sup> | 14840 | 433179 |
|  Walmart, Inc. | 73477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10418304 |
|  |  | 15514174 |
|  **Food Products – 0.1%** | **Food Products – 0.1%** | **Food Products – 0.1%** |
|  Hain Celestial Group, Inc. (The)<sup>(a)</sup> | 20937 | 338761 |
|  Nomad Foods Ltd.<sup>(a)</sup> | 33541 | 578247 |
|  |  | 917008 |
|  **Household Products – 0.3%** | **Household Products – 0.3%** | **Household Products – 0.3%** |
|  Procter & Gamble Co. (The) | 27967 | 4238679 |
|  |  | 33009559 |
|  **Energy – 1.8%** | **Energy – 1.8%** | **Energy – 1.8%** |
|  **Energy Equipment & Services – 0.5%** | **Energy Equipment & Services – 0.5%** | **Energy Equipment & Services – 0.5%** |
|  Baker Hughes Co. | 163128 | 4817170 |
|  Cactus, Inc. - Class A | 7810 | 392531 |
|  Helmerich & Payne, Inc. | 8960 | 444147 |
|  NOV, Inc. | 11330 | 236684 |
|  Patterson-UTI Energy, Inc. | 25810 | 434640 |
|  |  | 6325172 |
|  **Oil, Gas & Consumable Fuels – 1.3%** | **Oil, Gas & Consumable Fuels – 1.3%** | **Oil, Gas & Consumable Fuels – 1.3%** |
|  Cameco Corp. | 17650 | 400126 |
|  Chevron Corp. | 29811 | 5350776 |
|  EOG Resources, Inc. | 72646 | 9409110 |
|  HF Sinclair Corp. | 7845 | 407077 |
|  Magnolia Oil & Gas Corp. - Class A | 21080 | 494326 |
|  Matador Resources Co. | 6720 | 384653 |
|  Ovintiv, Inc. (New York) | 8510 | 431542 |
|  Targa Resources Corp. | 5940 | 436590 |
|  |  | 17314200 |
|  |  | 23639372 |
|  **Materials – 1.1%** | **Materials – 1.1%** | **Materials – 1.1%** |
|  **Chemicals – 0.9%** | **Chemicals – 0.9%** | **Chemicals – 0.9%** |
|  FMC Corp. | 3740 | 466752 |
|  Huntsman Corp. | 18830 | 517448 |
|  Innospec, Inc. | 2420 | 248921 |
|  Linde PLC | 19256 | 6280922 |
|  LyondellBasell Industries NV - Class A | 60123 | 4992013 |
|  |  | 12506056 |
|  **Containers & Packaging – 0.1%** | **Containers & Packaging – 0.1%** | **Containers & Packaging – 0.1%** |
|  Berry Global Group, Inc. | 12090 | 730599 |
|  **Metals & Mining – 0.1%** | **Metals & Mining – 0.1%** | **Metals & Mining – 0.1%** |
|  ATI, Inc.<sup>(a)</sup> | 17330 | 517474 |
|  Reliance Steel & Aluminum Co. | 1553 | 314389 |
|  |  | 831863 |
|  |  | 14068518 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **Shares** | **U.S. $ Value** |
|  **Utilities – 1.0%** |  |  |  |
|  **Electric Utilities – 1.0%** |  |  |  |
|  American Electric Power Co., Inc. |  | 63849 | $6062462 |
|  IDACORP, Inc. |  | 6141 | 662307 |
|  NextEra Energy, Inc. |  | 77683 | 6494299 |
|  |  |  | 13219068 |
|  **Gas Utilities – 0.0%** |  |  |  |
|  Southwest Gas Holdings, Inc. |  | 4960 | 306925 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13525993 |
|  **Real Estate – 0.9%** |  |  |  |
|  **Equity Real Estate Investment Trusts (REITs) – 0.9%** |  |  |  |
|  American Tower Corp. |  | 25355 | 5371710 |
|  Broadstone Net Lease, Inc. - Class A |  | 20980 | 340086 |
|  Camden Property Trust |  | 4178 | 467434 |
|  Cousins Properties, Inc. |  | 10727 | 271286 |
|  CubeSmart |  | 12651 | 509203 |
|  Physicians Realty Trust |  | 31766 | 459654 |
|  Prologis, Inc. |  | 38753 | 4368626 |
|  STAG Industrial, Inc. |  | 11900 | 384489 |
|  |  |  | 12172488 |
|  **Capital Goods – 0.0%** |  |  |  |
|  **Electrical Components & Equipment – 0.0%** |  |  |  |
|  Vertiv Holdings Co. |  | 43040 | 587926 |
|  Total Common Stocks <br>(cost $420,894,485) |  |  | 599924641 |
|  **INVESTMENT COMPANIES – 42.9%** |  |  |  |
|  **Funds and Investment Trusts – 42.9%**<sup>(c) (d)</sup> |  |  |  |
|  AB All Market Real Return Portfolio - Class Z |  | 11391980 | 97401427 |
|  AB International Small Cap Portfolio - Class Z |  | 7546245 | 76669849 |
|  Bernstein International Strategic Equities Portfolio - Class Z |  | 30395159 | 319453126 |
|  Bernstein Small Cap Core Portfolio - Class Z |  | 2276941 | 26070970 |
|  Sanford C Bernstein Fund, Inc. - Emerging Markets Portfolio - Class Z |  | 1716876 | 40174890 |
|  Total Investment Companies <br>(cost $552,825,425) |  |  | 559770262 |
|  | **Notional<br>Amount** | **Notional<br>Amount** |  |
|  **OPTIONS PURCHASED - PUTS – 1.8%** |  |  |  |
|  **Options on Equity Indices – 1.8%** |  |  |  |
|  Euro STOXX 50 Index <br>Expiration: Nov 2023; Contracts: 23,300;<br>Exercise Price: EUR 3,000.00; <br>Counterparty: UBS AG<sup>(a)</sup> | EUR | 69900000 | 2161200 |
|  FTSE 100 Index <br>Expiration: Dec 2023; Contracts: 4,860; <br>Exercise Price: GBP 6,200.00; <br>Counterparty: UBS AG<sup>(a)</sup> | GBP | 30132000 | 835501 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Notional<br>Amount** | **Notional<br>Amount** | **U.S. $ Value** |
|  Nikkei 225 Index <br>Expiration: Dec 2023; Contracts: 305,000;<br>Exercise Price: JPY 21,750.00; <br>Counterparty: UBS AG<sup>(a)</sup> | JPY | 6633750000 | $1839237 |
|  S&P 500 Index <br>Expiration: Nov 2023; Contracts: 178,200;<br>Exercise Price: USD 3,200.00; <br>Counterparty: UBS AG<sup>(a)</sup> | USD | 570240000 | 19330431 |
|  Total Options Purchased - Puts <br>(premiums paid $24,527,608) |  |  | 24166369 |
|  | **Shares** | **Shares** |  |
|  **SHORT-TERM INVESTMENTS – 10.1%** |  |  |  |
|  **Investment Companies – 10.1%** |  |  |  |
|  AB Fixed Income Shares, Inc. - Government<br>Money Market Portfolio - Class AB, 4.12%<sup>(c) (d) (e)</sup> <br>(cost $131,595,475) |  | 131595475 | 131595475 |
|  **Total Investments – 100.8%** <br> (cost $1,129,842,993)<sup>(f)</sup> |  |  | 1315456747 |
|  Other assets less liabilities – (0.8)% |  |  | (10600366) |
|  **Net Assets – 100.0%** |  |  | $**1304856381** |

---

**FUTURES** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number<br>of<br>Contracts** | **Expiration<br>Month** | **Current<br>Notional** | **Value and<br>Unrealized<br>Appreciation<br>(Depreciation)** |
| **Purchased Contracts** |  |  |  |  |
| 10 Yr Australian Bond Futures | 575 | March 2023 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45287995 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2517861) |
| 10 Yr Japan Bond (OSE) Futures | 36 | March 2023 | 39900640 | (791549) |
| Euro Buxl 30 Yr Bond Futures | 8 | March 2023 | 1158141 | (223347) |
| Euro STOXX 50 Index Futures | 126 | March 2023 | 5105081 | (138523) |
|  Euro-BOBL Futures | 35 | March 2023 | 4336659 | (147213) |
|  Euro-Bund Futures | 18 | March 2023 | 2561307 | (158435) |
|  FTSE 100 Index Futures | 240 | March 2023 | 21662451 | (95333) |
|  Hang Seng Index Futures | 32 | January 2023 | 4082276 | 40061 |
|  Long Gilt Futures | 37 | March 2023 | 4468642 | (216277) |
|  MSCI Emerging Markets Futures | 837 | March 2023 | 40150890 | (815180) |
|  Nikkei 225 (OSE) Futures | 58 | March 2023 | 11525754 | (582821) |
|  OMXS 30 Index Futures | 631 | January 2023 | 12348064 | (327972) |
|  U.S. T-Note 2 Yr (CBT) Futures | 589 | March 2023 | 120791016 | 141949 |
|  U.S. T-Note 10 Yr (CBT) Futures | 1491 | March 2023 | 167434641 | (913935) |
|  U.S. Ultra Bond (CBT) Futures | 405 | March 2023 | 54396563 | (1149708) |
| **Sold Contracts** |  |  |  |  |
|  10 Yr Canadian Bond Futures | 130 | March 2023 | 11766248 | 229285 |
|  E-Mini Russell 2000 Futures | 305 | March 2023 | 27006225 | 619567 |
|  MSCI Singapore IX ETS Futures | 534 | January 2023 | 11583821 | 108574 |
|  S&P 400 E-Mini Futures | 74 | March 2023 | 18075240 | 325257 |
|  S&P 500 E-Mini Futures | 564 | March 2023 | 108880200 | 2372600 |
| S&P/TSX 60 Index Futures | 346 | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59791049 | 1957145 |
| SPI 200 Futures | 214 | March 2023 | 25468697 | 483767 |
| TOPIX Index Futures | 127 | March 2023 | 18303909 | 35931 |
|  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1764018) |

---

------

**FORWARD CURRENCY EXCHANGE CONTRACTS** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts to<br>Deliver<br>(000)** | **Contracts to<br>Deliver<br>(000)** | **In Exchange<br>For<br>(000)** | **In Exchange<br>For<br>(000)** | **Settlement<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| Bank of America, NA | GBP | 11288 | USD | 13683 | 01/18/2023 | $31437 |
| Bank of America, NA | GBP | 61264 | USD | 72961 | 01/18/2023 | (1131486) |
| Bank of America, NA | USD | 16069 | AUD | 23430 | 01/19/2023 | (107008) |
| Bank of America, NA | EUR | 2785 | USD | 2932 | 02/27/2023 | (59888) |
| BNP Paribas SA | USD | 18896 | AUD | 27998 | 01/19/2023 | 177801 |
| BNP Paribas SA | USD | 20760 | JPY | 2791172 | 02/09/2023 | 605879 |
| BNP Paribas SA | USD | 1630 | CHF | 1521 | 03/01/2023 | 25045 |
| Brown Brothers Harriman & Co. | CAD | 2945 | USD | 2165 | 01/19/2023 | (9476) |
| Citibank, NA | CAD | 39209 | USD | 28944 | 01/19/2023 | (16138) |
| Citibank, NA | USD | 46988 | AUD | 74056 | 01/19/2023 | 3463765 |
| Citibank, NA | USD | 13539 | CAD | 17994 | 01/19/2023 | (248097) |
| Citibank, NA | USD | 7033 | NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69529 | 02/03/2023 | 72796 |
| Citibank, NA | USD | 1285 | SEK | 13330 | 02/03/2023 | (5600) |
| Citibank, NA | USD | 31887 | JPY | 4402415 | 02/09/2023 | 1812552 |
| Citibank, NA | USD | 22331 | EUR | 20805 | 02/27/2023 | 21089 |
| Citibank, NA | USD | 1420 | CHF | 1304 | 03/01/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1464) |
| Deutsche Bank AG | USD | 58144 | CAD | 78640 | 01/19/2023 | (59920) |
| Goldman Sachs Bank USA | NZD | 16323 | USD | 10157 | 02/02/2023 | (210642) |
| HSBC Bank USA | GBP | 5204 | USD | 6253 | 01/18/2023 | (40387) |
| HSBC Bank USA | USD | 30675 | GBP | 24746 | 01/18/2023 | (747708) |
| HSBC Bank USA | AUD | 46827 | USD | 31171 | 01/19/2023 | (730233) |
| HSBC Bank USA | CAD | 12401 | USD | 9092 | 01/19/2023 | (67755) |
| HSBC Bank USA | NZD | 6980 | USD | 4504 | 02/02/2023 | 70518 |
| HSBC Bank USA | SEK | 103825 | USD | 9882 | 02/03/2023 | (84592) |
| HSBC Bank USA | JPY | 877243 | USD | 6690 | 02/09/2023 | (25117) |
| HSBC Bank USA | EUR | 24372 | USD | 25726 | 02/27/2023 | (458551) |
| HSBC Bank USA | USD | 6758 | CHF | 6195 | 03/01/2023 | (17336) |
| JPMorgan Chase Bank, NA | USD | 4197 | GBP | 3525 | 01/18/2023 | 65878 |
| JPMorgan Chase Bank, NA | CAD | 5480 | USD | 4054 | 01/19/2023 | 6801 |
| JPMorgan Chase Bank, NA | NZD | 6874 | USD | 4350 | 02/02/2023 | (15934) |
| JPMorgan Chase Bank, NA | NOK | 69529 | USD | 6941 | 02/03/2023 | (164609) |
| Morgan Stanley & Co., Inc. | USD | 33446 | CAD | 45416 | 01/19/2023 | 98880 |
| Morgan Stanley & Co., Inc. | USD | 17113 | NZD | 27745 | 02/02/2023 | 509011 |
| Morgan Stanley & Co., Inc. | SEK | 92254 | USD | 8796 | 02/03/2023 | (59524) |
| Morgan Stanley & Co., Inc. | JPY | 1192304 | USD | 8761 | 02/09/2023 | (366071) |
| Morgan Stanley & Co., Inc. | EUR | 20972 | USD | 22405 | 02/27/2023 | (127120) |
| Morgan Stanley & Co., Inc. | CHF | 63969 | USD | 68879 | 03/01/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(723933) |
| State Street Bank & Trust Co. | NOK | 2625 | USD | 263 | 02/03/2023 | (5178) |
|  |  |  |  |  |  | $1477685 |

---

**TOTAL RETURN SWAPS** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty & <br>Referenced Obligation** | **Rate<br>Paid/<br>Received** | **Payment<br>Frequency** | **Current<br>Notional<br>(000)** | **Current<br>Notional<br>(000)** | **Maturity<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **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** |
|  Morgan Stanley Capital Services LLC |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Swiss Market Index Futures | 0.00% | Maturity | CHF | 3090 | 03/17/2023 | $96095 |
| &nbsp;&nbsp;&nbsp;&nbsp; Swiss Market Index Futures | 0.00% | Maturity | CHF | 3410 | 03/17/2023 | $38555 |
| &nbsp;&nbsp;&nbsp;&nbsp; Swiss Market Index Futures | 0.00% | Maturity | CHF | 107 | 03/17/2023 | 3314 |
|  |  |  |  |  |  | $137964 |

---

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

------

*(b)* *Position, or a portion thereof, has been segregated to collateralize margin requirements for open futures contracts.* 

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

*(d)* *Affiliated investments.* 

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

*(f)* *As of December 31, 2022, the cost basis of investment securities owned was substantially identical for both book and tax purposes. Gross unrealized appreciation of investments was $236,621,440 and gross unrealized depreciation of investments was $(51,156,055), resulting in net unrealized appreciation of $185,465,385.* 

*Currency Abbreviations:* 

*AUD – Australian Dollar* 

*CAD – Canadian Dollar* 

*CHF – Swiss Franc* 

*EUR – Euro* 

*GBP – Great British Pound* 

*JPY – Japanese Yen* 

*NOK – Norwegian Krone* 

*NZD – New Zealand Dollar* 

*SEK – Swedish Krona* 

*USD – United States Dollar* 

*Glossary:* 

*ADR – American Depositary Receipt* 

*BOBL – Bundesobligationen* 

*CBT – Chicago Board of Trade* 

*ETS – Emission Trading Scheme* 

*FTSE – Financial Times Stock Exchange* 

*MSCI – Morgan Stanley Capital International* 

*OMXS – Stockholm Stock Exchange* 

*OSE – Osaka Securities Exchange* 

*REIT – Real Estate Investment Trust* 

*SPI – Share Price Index* 

*TOPIX – Tokyo Price Index* 

*TSX – Toronto Stock Exchange* 

------

**Sanford C. Bernstein Fund, Inc.** 

**Overlay A Portfolio** 

**December 31, 2022 (unaudited)** 

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

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

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

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

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

Options are valued using market-based inputs to models, broker or dealer quotations, or alternative pricing sources with reasonable levels of price transparency, where such inputs and models are available. Alternatively, the values may be obtained through unobservable management determined inputs and/or management's proprietary models. Where models are used, the selection of a particular model to value an option depends upon the contractual terms of, and specific risks inherent in, the option as well as the availability of pricing information in the market. Valuation models require a variety of inputs, including contractual terms, market prices, measures of volatility and correlations of such inputs. Exchange traded options will be classified as Level 2. For options that do not trade on exchange but trade in liquid markets, inputs can generally be verified and model selection does not involve significant management judgment. Options are classified within Level 2 on the fair value hierarchy when all of the significant inputs can be corroborated to market evidence. Otherwise such instruments are classified as Level 3.

------

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities:** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets:** |  |  |  |  |
| Common Stocks | $590039344 | $9885297 | $— | $599924641 |
| Investment Companies | 559770262 |  |  | 559770262 |
| Options Purchased - Puts |  | 24166369 |  | 24166369 |
| Short-Term Investments | 131595475 |  |  | 131595475 |
| Total Investments in Securities | 1281405081 | 34051666 |  | 1315456747 |
| **Other Financial Instruments<sup>(a)</sup>:** |  |  |  |  |
|  **Assets:** |  |  |  |  |
| Futures | 6314136 |  |  | 6314136 |
| Forward Currency Exchange Contracts |  | 6961452 |  | 6961452 |
| Total Return Swaps |  | 137964 |  | 137964 |
| **Liabilities:** |  |  |  |  |
| Futures | (8078154) |  |  | (8078154) |
| Forward Currency Exchange Contracts |  | (5483767) |  | (5483767) |
| **Total** | $**1279641063** | $**35667315** | $**—** | $**1315308378** |

---

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| | | | | | | | **Distributions** | **Distributions** |
| <br>**Fund** |<br>**Market Value<br>09/30/2022<br>(000)** |<br>**Purchases<br>at Cost<br>(000)** |<br>**Sales<br>Proceeds<br>(000)** |<br>**Realized<br>Gain<br>(Loss)<br>(000)** |<br>**Change in<br>Unrealized<br>Appr./(Depr.)<br>(000)** |<br>**Market Value<br>12/31/2022<br>(000)** | **Dividend<br>Income<br>(000)** | **Realized<br>Gains<br>(000)** |
| Government Money Market Portfolio | $177759 | $235605 | $281769 | $0 | $0 | $131595 | $733 | $0 |
| AB All Market Real Return Portfolio | 90173 | 7720 | 0 | 0 | (491) | 97402 | 7720 | 0 |
| Bernstein Fund, Inc. - International Small Cap Portfolio | 66676 | 809 | 0 | 0 | 9185 | 76670 | 809 | 0 |
| Bernstein Fund, Inc. - International Strategic Equities Portfolio | 280892 | 0 | 0 | 0 | 38561 | 319453 | 12646 | 0 |
| Bernstein Fund, Inc. - Small Cap Core Portfolio | 24016 | 0 | 0 | 0 | 2055 | 26071 | 2039 | 0 |
| Sanford C. Bernstein Fund, Inc. - Emerging Markets Portfolio | 36869 | 644 | 0 | 0 | 2661 | 40174 | 644 | 0 |
| **Total** | $**676385** | $**244778** | $**281769** | $**0** | $**51971** | $**691365** | $**24591** | $**0** |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BERNSTEIN SANFORD C FUND INC

- **b. Investment Company Act file number:** 811-05555

- **c. CIK number of Registrant:** 0000832808

- **d. LEI of Registrant:** 549300GA5IHQHIM7CU60

- **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:** Overlay A Portfolio

- **b. EDGAR series identifier (if any):** S000027647

- **c. LEI of Series:** TFGQV7L3QFMVUJJMXB20

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1312771986.28

**Total Liabilities:** $7749958.68

**Net Assets:** $1305022027.60

**Cash Not Reported:** $12441971.72

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -1783.19000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000083495 | 0.71%                | 3.86%                | -3.03%               |
| Class ID C000083494 | 0.62%                | 3.87%                | -3.01%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-5261005.34             | $71536637.56                               |
| Month 2  | $695677.12               | $91672919.70                               |
| Month 3  | $23894008.07             | $-112706001.84                             |

**Designated Index Information**

- **Index Name:** 44% Russell 3000/29.4% MSCI ACWI ex-USA IMI (net)/6.6% MSCI ACWI Commodity Producers (net)/10% Bloomberg US Aggregate Bond/10% Bloomberg Global Aggregate Bond (USD hedged)

- **Index Identifier:** ^RUA,NDUEACWZ,.MIWD0000oGUS,LBUSTRUU:IND,LEGATRUH

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| HSBC Bank USA N.A.                                        | PURCHASED USD / SOLD SEK                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-84592.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Alliance Bernstein                                        | AB Fixed Income Shares, Inc. - Government Money Market Portfolio                                       | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        | 131595475 | NS      | $131595474.95 | 10.08%            |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp                                                  | FMC Corp                                                                                               | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      3740 | NS      | $466752.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Masonite International Corp                               | Masonite International Corp                                                                            | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | CA        |      5147 | NS      | $414899.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                                 | First BanCorp/Puerto Rico                                                                              | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     39420 | NS      | $501422.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                                             | Dynatrace Inc                                                                                          | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13240 | NS      | $507092.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                             | Arrowhead Pharmaceuticals Inc                                                                          | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |      5280 | NS      | $214156.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                       | AUST 10Y BOND FUT MAR23                                                                                | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |       575 | NC      | $-2517861.20  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                                | AMETEK Inc                                                                                             | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      3096 | NS      | $432573.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BUND FUTURE MAR23                                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        18 | NC      | $-158434.70   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp                                     | Stifel Financial Corp                                                                                  | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |      9115 | NS      | $532042.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings Inc                                 | DigitalOcean Holdings Inc                                                                              | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |      6543 | NS      | $166650.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc                            | American Electric Power Co Inc                                                                         | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     63849 | NS      | $6062462.55   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                                      | Western Digital Corp                                                                                   | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     83028 | NS      | $2619533.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                                              | Comerica Inc                                                                                           | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      9240 | NS      | $617694.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | PURCHASED USD / SOLD EUR                                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-127120.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Smartsheet Inc                                            | Smartsheet Inc                                                                                         | CUSIP: 83200N103<br>LEI: 549300N9WF42OK9VL589 | Long             | EC               | CORP              | US        |      9925 | NS      | $390648.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke & Soffa Industries Inc                            | Kulicke & Soffa Industries Inc                                                                         | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |      7416 | NS      | $328232.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hain Celestial Group Inc/The                              | Hain Celestial Group Inc/The                                                                           | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |     20937 | NS      | $338760.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                                      | Progressive Corp/The                                                                                   | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     67392 | NS      | $8741416.32   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                                                 | Pool Corp                                                                                              | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |      1340 | NS      | $405122.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                | Vertex Pharmaceuticals Inc                                                                             | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     31161 | NS      | $8998673.58   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                                        | PURCHASED USD / SOLD NZD                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $24570.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                            | TOPIX INDX FUTR MAR23                                                                                  | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |      -127 | NC      | $181831.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TFI International Inc                                     | TFI International Inc                                                                                  | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               | CORP              | CA        |      3840 | NS      | $384921.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                         | Johnson & Johnson                                                                                      | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     32586 | NS      | $5756316.90   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                             | PURCHASED SEK / SOLD USD                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $-5599.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                      | PURCHASED USD / SOLD GBP                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $31437.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | LONG GILT FUTURE MAR23                                                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |        37 | NC      | $-216276.98   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding PLC                          | Sensata Technologies Holding PLC                                                                       | CUSIP: 000000000<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | GB        |      9160 | NS      | $369880.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                    | UnitedHealth Group Inc                                                                                 | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     39723 | NS      | $21060340.14  | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED CHF / SOLD USD                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CH        |         1 | NC      | $25045.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                             | Goodyear Tire & Rubber Co/The                                                                          | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |    213629 | NS      | $2168334.35   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Inc                                             | Synaptics Inc                                                                                          | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |      4320 | NS      | $411091.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD NZD                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-210642.15   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq Stockholm AB                                       | OMXS30 IND FUTURE JAN23                                                                                | CUSIP: 000000000<br>LEI: 549300KBQIVNEJEZVL96 | N/A              | DE               |  | SE        |       631 | NC      | $-305198.35   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp                                             | Repligen Corp                                                                                          | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      3021 | NS      | $511485.51    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                      | PURCHASED USD / SOLD GBP                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-1131485.56  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                          | Wells Fargo & Co                                                                                       | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    282991 | NS      | $11684698.39  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | FTSE 100 IDX FUT MAR23                                                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |       240 | NC      | $-149786.31   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc                                | Southwest Gas Holdings Inc                                                                             | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4960 | NS      | $306924.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                             | PURCHASED CHF / SOLD USD                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CH        |         1 | NC      | $-1464.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                        | NextEra Energy Inc                                                                                     | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77683 | NS      | $6494298.80   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc                                                   | RXO Inc                                                                                                | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |      3523 | NS      | $60595.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Inc                          | Reinsurance Group of America Inc                                                                       | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      3170 | NS      | $450425.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure Inc                                              | AtriCure Inc                                                                                           | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9150 | NS      | $406077.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanford C Bernstein Fund Inc - Emerging Markets Portfolio | Sanford C Bernstein Fund Inc - Emerging Markets Portfolio                                              | CUSIP: 085568459<br>LEI: 549300BT4HTKWD1GNK68 | Long             | EC               | RF                | US        |   1716876 | NS      | $40174889.51  | 3.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SiteOne Landscape Supply Inc                              | SiteOne Landscape Supply Inc                                                                           | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |      3450 | NS      | $404754.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | PURCHASED USD / SOLD SEK                                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-59524.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                        | PURCHASED USD / SOLD EUR                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-458551.19   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| MACOM Technology Solutions Holdings Inc                   | MACOM Technology Solutions Holdings Inc                                                                | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7068 | NS      | $445142.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED USD / SOLD NOK                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-164608.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                        | PURCHASED USD / SOLD JPY                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-25116.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                     | Costco Wholesale Corp                                                                                  | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |     10214 | NS      | $4662691.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomad Foods Ltd                                           | Nomad Foods Ltd                                                                                        | CUSIP: 000000000<br>LEI: 5493000ZZ1837DS2SI43 | Long             | EC               | CORP              | VG        |     33541 | NS      | $578246.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd                                      | Everest Re Group Ltd                                                                                   | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |      1311 | NS      | $434294.97    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Inc                                        | Planet Fitness Inc                                                                                     | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |      7424 | NS      | $585011.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                         | EOG Resources Inc                                                                                      | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     72646 | NS      | $9409109.92   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                                  | NIKE Inc                                                                                               | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     57599 | NS      | $6739658.99   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD CAD                                                                               | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-9476.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Burlington Stores Inc                                     | Burlington Stores Inc                                                                                  | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |      1740 | NS      | $352802.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot Inc                                               | HubSpot Inc                                                                                            | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |       960 | NS      | $277564.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                                                | Belden Inc                                                                                             | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      4763 | NS      | $342459.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                                        | PURCHASED USD / SOLD NZD                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $45948.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Linde PLC                                                 | Linde PLC                                                                                              | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |     19256 | NS      | $6280922.08   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                                        | PURCHASED USD / SOLD AUD                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-730233.20   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| iRhythm Technologies Inc                                  | iRhythm Technologies Inc                                                                               | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |      2870 | NS      | $268832.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The                      | PNC Financial Services Group Inc/The                                                                   | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     33271 | NS      | $5254821.74   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                            | Long: SELS02863 TRS CHF R F   .00000 SELS02863/SMH3 / Short: SELS02863 TRS CHF P E SELS02863/ZERO RATE | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CH        |   3179095 | OU      | $96095.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US ULTRA BOND CBT MAR23                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       405 | NC      | $-1149708.20  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc                                         | Lithia Motors Inc                                                                                      | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      1525 | NS      | $312228.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | AL33003 ALLIANCE                                                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    305000 | NC      | $1839236.82   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp                                              | Comcast Corp                                                                                           | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    219376 | NS      | $7671578.72   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | S+P MID 400 EMINI MAR23                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       -74 | NC      | $325256.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Erasca Inc                                                | Erasca Inc                                                                                             | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4617 | NS      | $19899.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc                              | National Vision Holdings Inc                                                                           | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |     12256 | NS      | $475042.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                                 | CubeSmart                                                                                              | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               |  | US        |     12651 | NS      | $509202.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc                                         | Herc Holdings Inc                                                                                      | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |      4230 | NS      | $556541.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                | CAN 10YR BOND FUT MAR23                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |      -130 | NC      | $229284.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                                            | Tetra Tech Inc                                                                                         | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |      3110 | NS      | $451540.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bernstein International Strategic Equities Portfolio      | Bernstein International Strategic Equities Portfolio                                                   | CUSIP: 085567808<br>LEI: 549300L7INBUVRFBBK21 | Long             | EC               | RF                | US        |  30395159 | NS      | $319453126.00 | 24.48%            |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                             | Medtronic PLC                                                                                          | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |    103361 | NS      | $8033216.92   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc                                          | Vail Resorts Inc                                                                                       | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |      2000 | NS      | $476700.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Inari Medical Inc                                         | Inari Medical Inc                                                                                      | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5268 | NS      | $334834.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                                  | Manhattan Associates Inc                                                                               | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |      3921 | NS      | $476009.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                                       | PayPal Holdings Inc                                                                                    | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     53189 | NS      | $3788120.58   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED JPY / SOLD USD                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |         1 | NC      | $605878.56    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Synovus Financial Corp                                    | Synovus Financial Corp                                                                                 | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     13684 | NS      | $513834.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD NOK                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-5177.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prologis Inc                                              | Prologis Inc                                                                                           | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |     38753 | NS      | $4368625.69   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                | S+P/TSX 60 IX FUT MAR23                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |      -346 | NC      | $1957144.96   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                                  | Visa Inc                                                                                               | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     96678 | NS      | $20085821.28  | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corp                                               | Kemper Corp                                                                                            | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |      7730 | NS      | $380316.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                            | Long: SELS47299 TRS CHF R F   .00000 SELS47299/SMH3 / Short: SELS47299 TRS CHF P E SELS47299/ZERO RATE | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CH        |   3445570 | OU      | $38554.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ascendis Pharma A/S                                       | Ascendis Pharma A/S                                                                                    | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |      1252 | NS      | $152906.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc                                 | Intellia Therapeutics Inc                                                                              | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |      3760 | NS      | $131186.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp                                   | Wintrust Financial Corp                                                                                | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      6870 | NS      | $580652.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                                | Zoetis Inc                                                                                             | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     40159 | NS      | $5885301.45   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                | Zimmer Biomet Holdings Inc                                                                             | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |     37484 | NS      | $4779210.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International Inc                             | Papa John's International Inc                                                                          | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |      5140 | NS      | $423073.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                                       | Elevance Health Inc                                                                                    | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     17096 | NS      | $8769735.12   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                                           | Baker Hughes Co                                                                                        | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    163128 | NS      | $4817169.84   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                                     | NXP Semiconductors NV                                                                                  | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |     34907 | NS      | $5516353.21   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                               | Pediatrix Medical Group Inc                                                                            | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23820 | NS      | $353965.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                   | Procter & Gamble Co/The                                                                                | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     27967 | NS      | $4238678.52   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc                                        | First Hawaiian Inc                                                                                     | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     22400 | NS      | $583296.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc                                  | Patterson-UTI Energy Inc                                                                               | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |     25810 | NS      | $434640.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | S+P500 EMINI FUT MAR23                                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |      -613 | NC      | $2635405.51   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries Inc                            | Armstrong World Industries Inc                                                                         | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |      3840 | NS      | $263385.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                    | MSCI EMGMKT MAR23                                                                                      | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |       837 | NC      | $-815179.71   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                                                 | IDEX Corp                                                                                              | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      1820 | NS      | $415560.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc                                                   | NOV Inc                                                                                                | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |     11330 | NS      | $236683.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                                   | Physicians Realty Trust                                                                                | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               |  | US        |     31766 | NS      | $459654.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp                                         | Ralph Lauren Corp                                                                                      | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      5120 | NS      | $541030.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                               | CDW Corp/DE                                                                                            | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |     24238 | NS      | $4328422.04   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                            | Microsoft Corp                                                                                         | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    152892 | NS      | $36666559.44  | 2.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp                                              | Insulet Corp                                                                                           | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |       895 | NS      | $263479.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc                                      | Align Technology Inc                                                                                   | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      6588 | NS      | $1389409.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                                      | Targa Resources Corp                                                                                   | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      5940 | NS      | $436590.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellantis NV                                             | Stellantis NV                                                                                          | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |    214718 | NS      | $3048995.60   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co                                        | Vertiv Holdings Co                                                                                     | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |     43040 | NS      | $587926.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                       | American Tower Corp                                                                                    | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |     25355 | NS      | $5371710.30   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health Inc                                         | Syneos Health Inc                                                                                      | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |      7920 | NS      | $290505.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                                                | Arcosa Inc                                                                                             | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |      8870 | NS      | $481995.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                                        | IQVIA Holdings Inc                                                                                     | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |     33475 | NS      | $6858692.75   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp                                        | Regal Rexnord Corp                                                                                     | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     34714 | NS      | $4164985.72   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc                                       | Axon Enterprise Inc                                                                                    | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |      2872 | NS      | $476550.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc                                                | Cactus Inc                                                                                             | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |      7810 | NS      | $392530.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                             | PURCHASED CAD / SOLD USD                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $-248096.72   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Inc                                | Hilton Grand Vacations Inc                                                                             | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |     11921 | NS      | $459435.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                                          | Zions Bancorp NA                                                                                       | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     12421 | NS      | $610616.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc                                  | Constellation Brands Inc                                                                               | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |     16605 | NS      | $3848208.75   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                                     | AECOM                                                                                                  | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     73728 | NS      | $6261719.04   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                                  | Willis Towers Watson PLC                                                                               | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |     24407 | NS      | $5969464.06   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                               | NVIDIA Corp                                                                                            | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     45835 | NS      | $6698326.90   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED CAD / SOLD USD                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $-59920.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Monday.com Ltd                                            | Monday.com Ltd                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      2149 | NS      | $262178.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                                              | Wingstop Inc                                                                                           | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      2120 | NS      | $291754.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                              | Chevron Corp                                                                                           | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29811 | NS      | $5350776.39   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                                       | Williams-Sonoma Inc                                                                                    | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      3245 | NS      | $372915.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                                 | Adobe Inc                                                                                              | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     16480 | NS      | $5546014.40   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR NOTE (CBT)MAR23                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1491 | NC      | $-913935.38   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                                            | BankUnited Inc                                                                                         | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     10410 | NS      | $353627.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                              | Alphabet Inc                                                                                           | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    259587 | NS      | $23033154.51  | 1.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                                                | Fluor Corp                                                                                             | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     11580 | NS      | $401362.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                                     | Helmerich & Payne Inc                                                                                  | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |      8960 | NS      | $444147.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corp                        | Integra LifeSciences Holdings Corp                                                                     | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |     10820 | NS      | $606677.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                      | PURCHASED AUD / SOLD USD                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | AU        |         1 | NC      | $-107008.27   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Illumina Inc                                              | Illumina Inc                                                                                           | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |     13135 | NS      | $2655897.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                                        | Walt Disney Co/The                                                                                     | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     64044 | NS      | $5564142.72   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                               | Walmart Inc                                                                                            | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     73477 | NS      | $10418303.83  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp                                    | Universal Display Corp                                                                                 | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3400 | NS      | $367336.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                                          | Coca-Cola Co/The                                                                                       | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    133493 | NS      | $8491489.73   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc                             | Robert Half International Inc                                                                          | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |     28949 | NS      | $2137304.67   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp                                      | Ares Management Corp                                                                                   | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |      5423 | NS      | $371150.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp                                             | Huntsman Corp                                                                                          | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |     18830 | NS      | $517448.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                                  | Etsy Inc                                                                                               | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |     21177 | NS      | $2536581.06   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Limited           | MSCI SING IX ETS JAN23                                                                                 | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |      -534 | NC      | $106258.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Guardant Health Inc                                       | Guardant Health Inc                                                                                    | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |      7679 | NS      | $208868.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp                               | Grocery Outlet Holding Corp                                                                            | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14840 | NS      | $433179.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc                             | Selective Insurance Group Inc                                                                          | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |      4914 | NS      | $435429.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc                                          | PJT Partners Inc                                                                                       | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |      4930 | NS      | $363291.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc                                      | Alaska Air Group Inc                                                                                   | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |     10300 | NS      | $442282.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc/OH                           | American Financial Group Inc/OH                                                                        | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      3072 | NS      | $421724.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | AL32992 ALLIANCE                                                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    178200 | NC      | $19330430.86  | 1.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                      | PURCHASED USD / SOLD EUR                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-59888.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                             | PURCHASED NOK / SOLD USD                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $72796.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadstone Net Lease Inc                                  | Broadstone Net Lease Inc                                                                               | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               |  | US        |     20980 | NS      | $340085.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intra-Cellular Therapies Inc                              | Intra-Cellular Therapies Inc                                                                           | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Long             | EC               | CORP              | US        |      4280 | NS      | $226497.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | AL37715 ALLIANCE                                                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      4860 | NC      | $835500.99    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Shift4 Payments Inc                                       | Shift4 Payments Inc                                                                                    | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8258 | NS      | $461869.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                                   | ATI Inc                                                                                                | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     17330 | NS      | $517473.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc                                          | Carlisle Cos Inc                                                                                       | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      2230 | NS      | $525499.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | PURCHASED NZD / SOLD USD                                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |         1 | NC      | $509010.98    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                             | PURCHASED AUD / SOLD USD                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |         1 | NC      | $3463765.35   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                            | NIKKEI 225 (OSE) MAR23                                                                                 | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |        58 | NC      | $-674692.64   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Freshworks Inc                                            | Freshworks Inc                                                                                         | CUSIP: 358054104<br>LEI: 254900ULRGCUEIK0K191 | Long             | EC               | CORP              | US        |     19231 | NS      | $282888.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc/NC                          | First Citizens BancShares Inc/NC                                                                       | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |       875 | NS      | $663565.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                                        | PURCHASED CHF / SOLD USD                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CH        |         1 | NC      | $-17336.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                          | Roche Holding AG                                                                                       | CUSIP: 771195104<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |    252498 | NS      | $9885296.70   | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Dycom Industries Inc                                      | Dycom Industries Inc                                                                                   | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      5072 | NS      | $474739.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Restaurant Brands International Inc                       | Restaurant Brands International Inc                                                                    | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |     61820 | NS      | $3997899.40   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp                          | Booz Allen Hamilton Holding Corp                                                                       | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |     26535 | NS      | $2773438.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ICON PLC                                                  | ICON PLC                                                                                               | CUSIP: 000000000<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |      1551 | NS      | $301281.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                                                                   | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    272413 | NS      | $9022318.56   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Cameco Corp                                               | Cameco Corp                                                                                            | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |     17650 | NS      | $400125.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                           | HANG SENG IDX FUT JAN23                                                                                | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |        32 | NC      | $23259.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Karuna Therapeutics Inc                                   | Karuna Therapeutics Inc                                                                                | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1210 | NS      | $237765.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                        | Home Depot Inc/The                                                                                     | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     37293 | NS      | $11779366.98  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED GBP / SOLD USD                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |         1 | NC      | $65877.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc                  | Knight-Swift Transportation Holdings Inc                                                               | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49983 | NS      | $2619609.03   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                                              | Innospec Inc                                                                                           | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |      2420 | NS      | $248921.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                                     | Camden Property Trust                                                                                  | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |      4178 | NS      | $467434.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                             | PURCHASED EUR / SOLD USD                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $21088.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinnacle Financial Partners Inc                           | Pinnacle Financial Partners Inc                                                                        | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |      3990 | NS      | $292866.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc                                     | Lumentum Holdings Inc                                                                                  | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |      5560 | NS      | $290065.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc                                            | Littelfuse Inc                                                                                         | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      1620 | NS      | $356724.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corp                                  | Blueprint Medicines Corp                                                                               | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |      3316 | NS      | $145273.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Criteo SA                                                 | Criteo SA                                                                                              | CUSIP: 226718104<br>LEI: 969500EELFB4RDMFHA76 | Long             | EC               | CORP              | FR        |     16026 | NS      | $417637.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                                  | CSX Corp                                                                                               | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    265606 | NS      | $8228473.88   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                                | Korn Ferry                                                                                             | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      5000 | NS      | $253100.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp                                     | Envista Holdings Corp                                                                                  | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |     17530 | NS      | $590235.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                               | Goldman Sachs Group Inc/The                                                                            | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     33093 | NS      | $11363474.34  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                                                | Ciena Corp                                                                                             | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      5720 | NS      | $291605.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                            | ServiceNow Inc                                                                                         | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      7220 | NS      | $2803309.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp                                       | Curtiss-Wright Corp                                                                                    | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      2420 | NS      | $404115.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Star Bulk Carriers Corp                                   | Star Bulk Carriers Corp                                                                                | CUSIP: 000000000<br>LEI: 549300SO3FMK7H6DDY54 | Long             | EC               | CORP              | MH        |     18470 | NS      | $355178.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp/The                                         | Middleby Corp/The                                                                                      | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      3080 | NS      | $412412.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Flywire Corp                                              | Flywire Corp                                                                                           | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Long             | EC               | CORP              | US        |     15301 | NS      | $374415.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp                                          | HF Sinclair Corp                                                                                       | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7845 | NS      | $407077.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                                   | Charles Schwab Corp/The                                                                                | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     80372 | NS      | $6691772.72   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| IVERIC bio Inc                                            | IVERIC bio Inc                                                                                         | CUSIP: 46583P102<br>LEI: 549300GZXI59U71XPM70 | Long             | EC               | CORP              | US        |      9650 | NS      | $206606.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                                 | Taylor Morrison Home Corp                                                                              | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     10623 | NS      | $322408.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                        | Meta Platforms Inc                                                                                     | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     52431 | NS      | $6309546.54   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc                                                   | ITT Inc                                                                                                | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      5510 | NS      | $446861.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                                                 | Avnet Inc                                                                                              | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     10320 | NS      | $429105.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                               | Oracle Corp                                                                                            | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |    141634 | NS      | $11577163.16  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | PURCHASED CAD / SOLD USD                                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |         1 | NC      | $86521.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                     | Bath & Body Works Inc                                                                                  | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      9120 | NS      | $384316.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp                                | Raytheon Technologies Corp                                                                             | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     99880 | NS      | $10079889.60  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                                              | Carter's Inc                                                                                           | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |      4170 | NS      | $311123.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                                 | Edwards Lifesciences Corp                                                                              | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     66195 | NS      | $4938808.95   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                              | Autodesk Inc                                                                                           | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |     18438 | NS      | $3445509.06   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                           | Gen Digital Inc                                                                                        | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |    337972 | NS      | $7242739.96   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Legend Biotech Corp                                       | Legend Biotech Corp                                                                                    | CUSIP: 52490G102<br>LEI: 254900EIUFZTW136H859 | Long             | EC               | CORP              | KY        |      3189 | NS      | $159194.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO STOXX 50 MAR23                                                                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       126 | NC      | $-140695.46   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc                                               | Novanta Inc                                                                                            | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3390 | NS      | $460599.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BOBL FUTURE MAR23                                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        35 | NC      | $-147212.82   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc                                | LPL Financial Holdings Inc                                                                             | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |     25538 | NS      | $5520549.46   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                              | LyondellBasell Industries NV                                                                           | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |     60123 | NS      | $4992012.69   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp                                   | Magnolia Oil & Gas Corp                                                                                | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21080 | NS      | $494326.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 2YR NOTE (CBT) MAR23                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       589 | NC      | $141948.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                                         | ACI Worldwide Inc                                                                                      | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |     19710 | NS      | $453330.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultragenyx Pharmaceutical Inc                             | Ultragenyx Pharmaceutical Inc                                                                          | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |      3803 | NS      | $176192.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | PURCHASED USD / SOLD CHF                                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-723933.06   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                        | PURCHASED GBP / SOLD USD                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | GB        |         1 | NC      | $-12066.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arcus Biosciences Inc                                     | Arcus Biosciences Inc                                                                                  | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4470 | NS      | $92439.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED USD / SOLD NZD                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-15933.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co Inc                                  | Acadia Healthcare Co Inc                                                                               | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |      6700 | NS      | $551544.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | AL31405 ALLIANCE                                                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     23300 | NC      | $2161200.35   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Vir Biotechnology Inc                                     | Vir Biotechnology Inc                                                                                  | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5644 | NS      | $142849.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                                            | PulteGroup Inc                                                                                         | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12750 | NS      | $580507.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit AeroSystems Holdings Inc                           | Spirit AeroSystems Holdings Inc                                                                        | CUSIP: 848574109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18020 | NS      | $533392.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                             | PURCHASED USD / SOLD CAD                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-16137.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Texas Capital Bancshares Inc                              | Texas Capital Bancshares Inc                                                                           | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      8585 | NS      | $517761.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Silk Road Medical Inc                                     | Silk Road Medical Inc                                                                                  | CUSIP: 82710M100<br>LEI: 549300VL8KC0ZPDQHE14 | Long             | EC               | CORP              | US        |      6595 | NS      | $348545.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                                 | Sally Beauty Holdings Inc                                                                              | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |     27175 | NS      | $340231.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                                   | PTC Inc                                                                                                | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      4420 | NS      | $530576.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Driven Brands Holdings Inc                                | Driven Brands Holdings Inc                                                                             | CUSIP: 26210V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16610 | NS      | $453619.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                                        | Ingersoll Rand Inc                                                                                     | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      8190 | NS      | $427927.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                                               | IDACORP Inc                                                                                            | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |      6141 | NS      | $662306.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc                              | Monolithic Power Systems Inc                                                                           | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       670 | NS      | $236918.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                              | QUALCOMM Inc                                                                                           | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     40901 | NS      | $4496655.94   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| AB International Small Cap Portfolio                      | AB International Small Cap Portfolio                                                                   | CUSIP: 085567816<br>LEI: 549300G1B9DY1MOTDQ52 | Long             | EC               | RF                | US        |   7546245 | NS      | $76669849.26  | 5.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BUXL 30Y BND MAR23                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         8 | NC      | $-223346.97   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | E-MINI RUSS 2000 MAR23                                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |      -305 | NC      | $619567.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc                                    | Dine Brands Global Inc                                                                                 | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |      6080 | NS      | $392768.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                              | AutoZone Inc                                                                                           | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |      2412 | NS      | $5948426.16   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                                     | ON Semiconductor Corp                                                                                  | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      6786 | NS      | $423242.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc                                                   | ADT Inc                                                                                                | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50840 | NS      | $461118.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                                    | Webster Financial Corp                                                                                 | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      7582 | NS      | $358931.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                                            | Five Below Inc                                                                                         | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |      2848 | NS      | $503725.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc                                                   | XPO Inc                                                                                                | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |     15170 | NS      | $505009.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                                        | PURCHASED GBP / SOLD USD                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | GB        |         1 | NC      | $-735641.01   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                       | Otis Worldwide Corp                                                                                    | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     72615 | NS      | $5686480.65   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                                  | KLA Corp                                                                                               | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |     10540 | NS      | $3973896.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc                                 | Kinsale Capital Group Inc                                                                              | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      1824 | NS      | $477012.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                                   | NVR Inc                                                                                                | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        73 | NS      | $336718.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                              | Tapestry Inc                                                                                           | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     15460 | NS      | $588716.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co                                      | Matador Resources Co                                                                                   | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |      6720 | NS      | $384652.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED AUD / SOLD USD                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |         1 | NC      | $177801.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                               | Ovintiv Inc                                                                                            | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8510 | NS      | $431542.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                 | Apple Inc                                                                                              | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    169475 | NS      | $22019886.75  | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                                     | Lantheus Holdings Inc                                                                                  | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |      7310 | NS      | $372517.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co                                               | Moelis & Co                                                                                            | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |      9872 | NS      | $378788.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Global Group Inc                                    | Berry Global Group Inc                                                                                 | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |     12090 | NS      | $730598.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ADC Therapeutics SA                                       | ADC Therapeutics SA                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      7503 | NS      | $28811.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                             | Regeneron Pharmaceuticals Inc                                                                          | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      3843 | NS      | $2772686.07   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                                   | Cboe Global Markets Inc                                                                                | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      3130 | NS      | $392721.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                             | PURCHASED JPY / SOLD USD                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |         1 | NC      | $1812551.84   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                      | Howmet Aerospace Inc                                                                                   | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     11260 | NS      | $443756.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bernstein Small Cap Core Portfolio                        | Bernstein Small Cap Core Portfolio                                                                     | CUSIP: 085567725<br>LEI: 549300P1KZB3RPQ3EX57 | Long             | EC               | RF                | US        |   2276941 | NS      | $26070970.49  | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | PURCHASED USD / SOLD JPY                                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-366071.28   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| STAG Industrial Inc                                       | STAG Industrial Inc                                                                                    | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               |  | US        |     11900 | NS      | $384489.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                                        | PURCHASED USD / SOLD GBP                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-40387.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CommVault Systems Inc                                     | CommVault Systems Inc                                                                                  | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      7710 | NS      | $484496.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc                                             | Trupanion Inc                                                                                          | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |      4070 | NS      | $193447.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp                                               | Hexcel Corp                                                                                            | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |      5900 | NS      | $347215.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                           | T-Mobile US Inc                                                                                        | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     53881 | NS      | $7543340.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherus Biosciences Inc                                   | Coherus Biosciences Inc                                                                                | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |     15145 | NS      | $119948.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Five9 Inc                                                 | Five9 Inc                                                                                              | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               | CORP              | US        |      5900 | NS      | $400374.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group Inc                             | Shoals Technologies Group Inc                                                                          | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13028 | NS      | $321400.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                                      | Booking Holdings Inc                                                                                   | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      2533 | NS      | $5104704.24   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Inc                                    | Cousins Properties Inc                                                                                 | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               |  | US        |     10727 | NS      | $271285.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp                                | Lattice Semiconductor Corp                                                                             | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |      7705 | NS      | $499900.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | PURCHASED CAD / SOLD USD                                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |         1 | NC      | $12357.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                       | SPI 200 FUTURES MAR23                                                                                  | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |      -214 | NC      | $572823.89    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp                                              | Oshkosh Corp                                                                                           | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |      3940 | NS      | $347468.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                            | Amazon.com Inc                                                                                         | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    159801 | NS      | $13423284.00  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                                  | Dana Inc                                                                                               | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     18752 | NS      | $283717.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                                        | PURCHASED USD / SOLD CAD                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-67755.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Reliance Steel & Aluminum Co                              | Reliance Steel & Aluminum Co                                                                           | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      1553 | NS      | $314389.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc                                        | FTI Consulting Inc                                                                                     | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      2660 | NS      | $422408.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                                   | KB Home                                                                                                | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     11670 | NS      | $371689.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd                                               | Genpact Ltd                                                                                            | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |      8626 | NS      | $399556.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AB All Market Real Return Portfolio                       | AB All Market Real Return Portfolio                                                                    | CUSIP: 018528125<br>LEI: 549300VY0SNSR79V5F27 | Long             | EC               | RF                | US        |  11391980 | NS      | $97401427.20  | 7.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                            | Long: SELS94516 TRS CHF R F   .00000 SELS94516/SMH3 / Short: SELS94516 TRS CHF P E SELS94516/ZERORATE  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CH        |    109624 | OU      | $3313.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanover Insurance Group Inc/The                           | Hanover Insurance Group Inc/The                                                                        | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      3570 | NS      | $482414.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                            | Eaton Corp PLC                                                                                         | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |     50150 | NS      | $7871042.50   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                                             | Timken Co/The                                                                                          | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      6260 | NS      | $442394.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                            | JPN 10Y BOND(OSE) MAR23                                                                                | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |        36 | NC      | $-791548.77   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED USD / SOLD CAD                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $6801.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** BERNSTEIN SANFORD C FUND INC

**Signature:** Joseph Mantineo

**Name of Signer:** Joseph Mantineo

**Title:** Treasurer and Chief Financial Officer