# EDGAR Filing Document

**Accession Number:** 0000832808
**File Stem:** 0001752724-23-047111
**Filing Date:** 2023-2
**Character Count:** 177488
**Document Hash:** 1f41bff8d0e42b8dd1126b5041fc5791
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-047111.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-047111

**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:** 23683883

**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

### Tax-Aware Overlay A Portfolio (Series ID: S000027648)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000083496 | Class 1      | SATOX           |
| C000083497 | Class 2      | SATTX           |

## Nport-Ex

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

**Schedule of Investments** 

**Tax-Aware Overlay A Portfolio** 

**December 31, 2022 (unaudited)** 

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **COMMON STOCKS – 48.1%** | **COMMON STOCKS – 48.1%** | **COMMON STOCKS – 48.1%** |
|  **Information Technology – 12.1%** | **Information Technology – 12.1%** | **Information Technology – 12.1%** |
|  **Communications Equipment – 0.1%** | **Communications Equipment – 0.1%** | **Communications Equipment – 0.1%** |
|  Ciena Corp.<sup>(a)</sup> | 12550 | $639799 |
|  Lumentum Holdings, Inc.<sup>(a)</sup> | 12170 | 634909 |
|  |  | 1274708 |
|  **Electronic Equipment, Instruments & Components – 0.5%** | **Electronic Equipment, Instruments & Components – 0.5%** | **Electronic Equipment, Instruments & Components – 0.5%** |
|  Avnet, Inc. | 22600 | 939708 |
|  Belden, Inc. | 10414 | 748767 |
|  CDW Corp./DE | 50750 | 9062935 |
|  Littelfuse, Inc. | 3561 | 784132 |
|  Novanta, Inc.<sup>(a)</sup> | 7440 | 1010873 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12546415 |
|  **IT Services – 2.1%** | **IT Services – 2.1%** | **IT Services – 2.1%** |
|  DigitalOcean Holdings, Inc.<sup>(a)</sup> | 14348 | 365443 |
|  Flywire Corp.<sup>(a)</sup> | 33551 | 820993 |
|  Genpact Ltd. | 18873 | 874197 |
|  PayPal Holdings, Inc.<sup>(a)</sup> | 95612 | 6809487 |
|  Shift4 Payments, Inc. - Class A<sup>(a)</sup> | 18104 | 1012557 |
|  Visa, Inc. - Class A | 203984 | 42379716 |
|  |  | 52262393 |
|  **Semiconductors & Semiconductor Equipment – 1.8%** | **Semiconductors & Semiconductor Equipment – 1.8%** | **Semiconductors & Semiconductor Equipment – 1.8%** |
|  Analog Devices, Inc. | 5418 | 888714 |
|  KLA Corp. | 15429 | 5817196 |
|  Kulicke & Soffa Industries, Inc. | 16222 | 717986 |
|  Lattice Semiconductor Corp.<sup>(a)</sup> | 16896 | 1096212 |
|  MACOM Technology Solutions Holdings, Inc.<sup>(a)</sup> | 15500 | 976190 |
|  Monolithic Power Systems, Inc. | 1470 | 519807 |
|  NVIDIA Corp. | 91912 | 13432020 |
|  NXP Semiconductors NV | 76326 | 12061798 |
|  ON Semiconductor Corp.<sup>(a)</sup> | 14863 | 927005 |
|  QUALCOMM, Inc. | 81464 | 8956152 |
|  Synaptics, Inc.<sup>(a)</sup> | 9460 | 900214 |
|  Universal Display Corp. | 7450 | 804898 |
|  |  | 47098192 |
|  **Software – 5.6%** | **Software – 5.6%** | **Software – 5.6%** |
|  ACI Worldwide, Inc.<sup>(a)</sup> | 43130 | 991990 |
|  Adobe, Inc.<sup>(a)</sup> | 27937 | 9401639 |
|  Autodesk, Inc.<sup>(a)</sup> | 30749 | 5746066 |
|  CommVault Systems, Inc.<sup>(a)</sup> | 16872 | 1060236 |
|  Five9, Inc.<sup>(a)</sup> | 12940 | 878108 |
|  Freshworks, Inc. - Class A<sup>(a)</sup> | 42170 | 620321 |
|  HubSpot, Inc.<sup>(a)</sup> | 2110 | 610064 |
|  Manhattan Associates, Inc.<sup>(a)</sup> | 8589 | 1042704 |
|  Microsoft Corp.<sup>(b)</sup> | 320215 | 76793961 |
|  Monday.com Ltd.<sup>(a)</sup> | 4515 | 550830 |
|  NortonLifeLock, Inc. | 651797 | 13968010 |
|  Oracle Corp. | 289797 | 23688007 |
|  PTC, Inc.<sup>(a)</sup> | 9690 | 1163187 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** | **U.S. $ Value** |
|  ServiceNow, Inc.<sup>(a)</sup> | 11018 | $| 4277959 |
|  Smartsheet, Inc. - Class A<sup>(a)</sup> | 21760 |  | 856474 |
|  |  |  | 141649556 |
|  **Technology Hardware, Storage & Peripherals – 2.0%** | **Technology Hardware, Storage & Peripherals – 2.0%** | **Technology Hardware, Storage & Peripherals – 2.0%** | **Technology Hardware, Storage & Peripherals – 2.0%** |
|  Apple, Inc.<sup>(b)</sup> | 362705 |  | 47126261 |
|  Western Digital Corp.<sup>(a)</sup> | 148322 |  | 4679559 |
|  |  |  | 51805820 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306637084 |
|  **Health Care – 7.8%** | **Health Care – 7.8%** | **Health Care – 7.8%** | **Health Care – 7.8%** |
|  **Biotechnology – 1.1%** | **Biotechnology – 1.1%** | **Biotechnology – 1.1%** | **Biotechnology – 1.1%** |
|  ADC Therapeutics SA<sup>(a)</sup> | 16438 |  | 63122 |
|  Arcus Biosciences, Inc.<sup>(a)</sup> | 9810 |  | 202871 |
|  Arrowhead Pharmaceuticals, Inc.<sup>(a)</sup> | 11580 |  | 469685 |
|  Ascendis Pharma A/S (ADR)<sup>(a)</sup> | 2743 |  | 335002 |
|  Blueprint Medicines Corp.<sup>(a)</sup> | 7269 |  | 318455 |
|  Coherus Biosciences, Inc.<sup>(a)</sup> | 33216 |  | 263071 |
|  Erasca, Inc.<sup>(a)</sup> | 10114 |  | 43591 |
|  Intellia Therapeutics, Inc.<sup>(a)</sup> | 8240 |  | 287494 |
|  IVERIC bio, Inc.<sup>(a)</sup> | 21170 |  | 453250 |
|  Karuna Therapeutics, Inc.<sup>(a)</sup> | 2661 |  | 522886 |
|  Legend Biotech Corp. (ADR)<sup>(a)</sup> | 7001 |  | 349490 |
|  Regeneron Pharmaceuticals, Inc.<sup>(a)</sup> | 9206 |  | 6642037 |
|  Ultragenyx Pharmaceutical, Inc.<sup>(a)</sup> | 8326 |  | 385743 |
|  Vertex Pharmaceuticals, Inc.<sup>(a)</sup> | 61096 |  | 17643303 |
|  Vir Biotechnology, Inc.<sup>(a)</sup> | 12386 |  | 313490 |
|  |  |  | 28293490 |
|  **Health Care Equipment & Supplies – 1.5%** | **Health Care Equipment & Supplies – 1.5%** | **Health Care Equipment & Supplies – 1.5%** | **Health Care Equipment & Supplies – 1.5%** |
|  Align Technology, Inc.<sup>(a)</sup> | 11062 |  | 2332976 |
|  AtriCure, Inc.<sup>(a)</sup> | 20060 |  | 890263 |
|  Edwards Lifesciences Corp.<sup>(a)</sup> | 158589 |  | 11832325 |
|  Envista Holdings Corp.<sup>(a)</sup> | 38350 |  | 1291244 |
|  Insulet Corp.<sup>(a)</sup> | 1967 |  | 579065 |
|  Integra LifeSciences Holdings Corp.<sup>(a)</sup> | 23680 |  | 1327738 |
|  iRhythm Technologies, Inc.<sup>(a)</sup> | 6280 |  | 588248 |
|  Lantheus Holdings, Inc.<sup>(a)</sup> | 16020 |  | 816379 |
|  Medtronic PLC | 202441 |  | 15733714 |
|  Silk Road Medical, Inc.<sup>(a)</sup> | 14456 |  | 764000 |
|  Zimmer Biomet Holdings, Inc. | 28009 |  | 3571147 |
|  |  |  | 39727099 |
|  **Health Care Providers & Services – 2.6%** | **Health Care Providers & Services – 2.6%** | **Health Care Providers & Services – 2.6%** | **Health Care Providers & Services – 2.6%** |
|  Acadia Healthcare Co., Inc.<sup>(a)</sup> | 14660 |  | 1206811 |
|  Elevance Health, Inc. | 30420 |  | 15604548 |
|  Guardant Health, Inc.<sup>(a)</sup> | 16839 |  | 458021 |
|  Inari Medical, Inc.<sup>(a)</sup> | 11554 |  | 734372 |
|  Pediatrix Medical Group, Inc.<sup>(a)</sup> | 52120 |  | 774503 |
|  UnitedHealth Group, Inc. | 87729 |  | 46512161 |
|  |  |  | 65290416 |

---

------

---

| | | |
|:---|:---|:---|
| **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> | 3224 | $626262 |
|  Illumina, Inc.<sup>(a)</sup> | 23175 | 4685985 |
|  IQVIA Holdings, Inc.<sup>(a)</sup> | 61000 | 12498290 |
|  Repligen Corp.<sup>(a)</sup> | 6633 | 1123033 |
|  Syneos Health, Inc.<sup>(a)</sup> | 16100 | 590548 |
|  |  | 19524118 |
|  **Pharmaceuticals – 1.8%** | **Pharmaceuticals – 1.8%** | **Pharmaceuticals – 1.8%** |
|  Intra-Cellular Therapies, Inc.<sup>(a)</sup> | 9220 | 487922 |
|  Johnson & Johnson | 65366 | 11546904 |
|  Pfizer, Inc. | 35952 | 1842181 |
|  Roche Holding AG (Sponsored ADR) | 462234 | 18096461 |
|  Viatris, Inc. | 23223 | 258472 |
|  Zoetis, Inc. | 93038 | 13634719 |
|  |  | 45866659 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198701782 |
|  **Financials – 6.2%** | **Financials – 6.2%** | **Financials – 6.2%** |
|  **Banks – 2.6%** | **Banks – 2.6%** | **Banks – 2.6%** |
|  Bank of America Corp. | 636609 | 21084490 |
|  Comerica, Inc. | 20230 | 1352376 |
|  First BanCorp./Puerto Rico | 86360 | 1098499 |
|  First Citizens BancShares, Inc./NC - Class A | 1920 | 1456051 |
|  First Hawaiian, Inc. | 49010 | 1276220 |
|  Pinnacle Financial Partners, Inc. | 8760 | 642984 |
|  PNC Financial Services Group, Inc. (The) | 64594 | 10201976 |
|  Synovus Financial Corp. | 29938 | 1124172 |
|  Texas Capital Bancshares, Inc.<sup>(a)</sup> | 18803 | 1134009 |
|  Webster Financial Corp. | 16594 | 785560 |
|  Wells Fargo & Co. | 523345 | 21608915 |
|  Wintrust Financial Corp. | 15030 | 1270336 |
|  Zions Bancorp NA | 27175 | 1335923 |
|  |  | 64371511 |
|  **Capital Markets – 2.0%** | **Capital Markets – 2.0%** | **Capital Markets – 2.0%** |
|  Ares Management Corp. - Class A | 11896 | 814162 |
|  Cboe Global Markets, Inc. | 6840 | 858215 |
|  Charles Schwab Corp. (The) | 146365 | 12186350 |
|  Goldman Sachs Group, Inc. (The) | 65671 | 22550108 |
|  LPL Financial Holdings, Inc. | 53851 | 11640970 |
|  Moelis & Co. - Class A | 20759 | 796523 |
|  PJT Partners, Inc. - Class A | 10820 | 797326 |
|  Stifel Financial Corp. | 19950 | 1164482 |
|  |  | 50808136 |
|  **Insurance – 1.6%** | **Insurance – 1.6%** | **Insurance – 1.6%** |
|  American Financial Group, Inc./OH | 6723 | 922933 |
|  Everest Re Group Ltd. | 2870 | 950745 |
|  Hanover Insurance Group, Inc. (The) | 7810 | 1055365 |
|  Kemper Corp. | 16920 | 832464 |
|  Kinsale Capital Group, Inc. | 3987 | 1042680 |
|  Progressive Corp. (The) | 154573 | 20049664 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** | **U.S. $ Value** |
|  Reinsurance Group of America, Inc. | 6940 | $| 986105 |
|  Selective Insurance Group, Inc. | 10284 |  | 911265 |
|  Trupanion, Inc.<sup>(a)</sup> | 8910 |  | 423492 |
|  Willis Towers Watson PLC | 53563 |  | 13100439 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40275152 |
|  **Thrifts & Mortgage Finance – 0.0%** | **Thrifts & Mortgage Finance – 0.0%** | **Thrifts & Mortgage Finance – 0.0%** | **Thrifts & Mortgage Finance – 0.0%** |
|  BankUnited, Inc. | 22772 |  | 773565 |
|  |  |  | 156228364 |
|  **Consumer Discretionary – 5.2%** | **Consumer Discretionary – 5.2%** | **Consumer Discretionary – 5.2%** | **Consumer Discretionary – 5.2%** |
|  **Auto Components – 0.2%** | **Auto Components – 0.2%** | **Auto Components – 0.2%** | **Auto Components – 0.2%** |
|  Dana, Inc. | 46055 |  | 696812 |
|  Goodyear Tire & Rubber Co. (The)<sup>(a)</sup> | 444035 |  | 4506955 |
|  |  |  | 5203767 |
|  **Automobiles – 0.2%** | **Automobiles – 0.2%** | **Automobiles – 0.2%** | **Automobiles – 0.2%** |
|  Stellantis NV | 393277 |  | 5584533 |
|  **Distributors – 0.0%** | **Distributors – 0.0%** | **Distributors – 0.0%** | **Distributors – 0.0%** |
|  Pool Corp. | 2940 |  | 888850 |
|  **Diversified Consumer Services – 0.1%** | **Diversified Consumer Services – 0.1%** | **Diversified Consumer Services – 0.1%** | **Diversified Consumer Services – 0.1%** |
|  ADT, Inc. | 111236 |  | 1008911 |
|  **Hotels, Restaurants & Leisure – 0.9%** | **Hotels, Restaurants & Leisure – 0.9%** | **Hotels, Restaurants & Leisure – 0.9%** | **Hotels, Restaurants & Leisure – 0.9%** |
|  Booking Holdings, Inc.<sup>(a)</sup> | 4736 |  | 9544366 |
|  Dine Brands Global, Inc. | 12711 |  | 821131 |
|  Hilton Grand Vacations, Inc.<sup>(a)</sup> | 26080 |  | 1005123 |
|  Papa John's International, Inc. | 11241 |  | 925247 |
|  Planet Fitness, Inc. - Class A<sup>(a)</sup> | 16289 |  | 1283573 |
|  Restaurant Brands International, Inc. | 116855 |  | 7557013 |
|  Vail Resorts, Inc. | 4380 |  | 1043973 |
|  Wingstop, Inc. | 4650 |  | 639933 |
|  |  |  | 22820359 |
|  **Household Durables – 0.1%** | **Household Durables – 0.1%** | **Household Durables – 0.1%** | **Household Durables – 0.1%** |
|  KB Home | 24300 |  | 773955 |
|  NVR, Inc.<sup>(a)</sup> | 155 |  | 714950 |
|  PulteGroup, Inc. | 27142 |  | 1235775 |
|  Taylor Morrison Home Corp.<sup>(a)</sup> | 21922 |  | 665333 |
|  |  |  | 3390013 |
|  **Internet & Direct Marketing Retail – 1.2%** | **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> | 309017 |  | 25957428 |
|  Etsy, Inc.<sup>(a)</sup> | 34967 |  | 4188347 |
|  |  |  | 30145775 |
|  **Multiline Retail – 0.0%** | **Multiline Retail – 0.0%** | **Multiline Retail – 0.0%** | **Multiline Retail – 0.0%** |
|  Driven Brands Holdings, Inc.<sup>(a)</sup> | 36420 |  | 994630 |
|  **Specialty Retail – 1.8%** | **Specialty Retail – 1.8%** | **Specialty Retail – 1.8%** | **Specialty Retail – 1.8%** |
|  AutoZone, Inc.<sup>(a)</sup> | 5159 |  | 12723023 |
|  Bath & Body Works, Inc. | 19960 |  | 841114 |
|  Burlington Stores, Inc.<sup>(a)</sup> | 3820 |  | 774543 |
|  Dynatrace, Inc.<sup>(a)</sup> | 29040 |  | 1112232 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** | **U.S. $ Value** |
|  Five Below, Inc.<sup>(a)</sup> | 6252 | $| 1105791 |
|  Home Depot, Inc. (The) | 81276 |  | 25671837 |
|  Lithia Motors, Inc. | 3341 |  | 684036 |
|  National Vision Holdings, Inc.<sup>(a)</sup> | 26877 |  | 1041753 |
|  Sally Beauty Holdings, Inc.<sup>(a)</sup> | 59730 |  | 747820 |
|  Williams-Sonoma, Inc. | 7107 |  | 816737 |
|  |  |  | 45518886 |
|  **Textiles, Apparel & Luxury Goods – 0.7%** | **Textiles, Apparel & Luxury Goods – 0.7%** | **Textiles, Apparel & Luxury Goods – 0.7%** | **Textiles, Apparel & Luxury Goods – 0.7%** |
|  Carter's, Inc. | 9120 |  | 680443 |
|  NIKE, Inc. - Class B | 119205 |  | 13948177 |
|  Ralph Lauren Corp. | 11210 |  | 1184561 |
|  Tapestry, Inc. | 33840 |  | 1288627 |
|  |  |  | 17101808 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132657532 |
|  **Industrials – 5.1%** | **Industrials – 5.1%** | **Industrials – 5.1%** | **Industrials – 5.1%** |
|  **Aerospace & Defense – 1.0%** | **Aerospace & Defense – 1.0%** | **Aerospace & Defense – 1.0%** | **Aerospace & Defense – 1.0%** |
|  Axon Enterprise, Inc.<sup>(a)</sup> | 6293 |  | 1044198 |
|  Curtiss-Wright Corp. | 5310 |  | 886717 |
|  Hexcel Corp. | 12940 |  | 761519 |
|  Howmet Aerospace, Inc. | 24700 |  | 973427 |
|  L3Harris Technologies, Inc. | 7139 |  | 1486411 |
|  Raytheon Technologies Corp. | 183713 |  | 18540316 |
|  Spirit AeroSystems Holdings, Inc. - Class A | 39440 |  | 1167424 |
|  |  |  | 24860012 |
|  **Airlines – 0.0%** | **Airlines – 0.0%** | **Airlines – 0.0%** | **Airlines – 0.0%** |
|  Alaska Air Group, Inc.<sup>(a)</sup> | 22540 |  | 967868 |
|  **Building Products – 0.5%** | **Building Products – 0.5%** | **Building Products – 0.5%** | **Building Products – 0.5%** |
|  Armstrong World Industries, Inc. | 8430 |  | 578214 |
|  Carlisle Cos., Inc. | 4880 |  | 1149972 |
|  Masonite International Corp.<sup>(a)</sup> | 11256 |  | 907346 |
|  Otis Worldwide Corp. | 118757 |  | 9299860 |
|  |  |  | 11935392 |
|  **Commercial Services & Supplies – 0.0%** | **Commercial Services & Supplies – 0.0%** | **Commercial Services & Supplies – 0.0%** | **Commercial Services & Supplies – 0.0%** |
|  Tetra Tech, Inc. | 6820 |  | 990196 |
|  **Construction & Engineering – 0.7%** | **Construction & Engineering – 0.7%** | **Construction & Engineering – 0.7%** | **Construction & Engineering – 0.7%** |
|  AECOM | 173096 |  | 14701043 |
|  Arcosa, Inc. | 19410 |  | 1054740 |
|  Dycom Industries, Inc.<sup>(a)</sup> | 11182 |  | 1046635 |
|  Fluor Corp.<sup>(a)</sup> | 25340 |  | 878284 |
|  |  |  | 17680702 |
|  **Electrical Equipment – 1.1%** | **Electrical Equipment – 1.1%** | **Electrical Equipment – 1.1%** | **Electrical Equipment – 1.1%** |
|  AMETEK, Inc. | 6789 |  | 948559 |
|  Eaton Corp. PLC | 102905 |  | 16150940 |
|  Regal Rexnord Corp. | 65325 |  | 7837693 |
|  Sensata Technologies Holding PLC | 20220 |  | 816484 |
|  Shoals Technologies Group, Inc. - Class A<sup>(a)</sup> | 29001 |  | 715455 |
|  Vertiv Holdings Co. | 90967 |  | 1242609 |
|  |  |  | 27711740 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **Industrial Conglomerates – 0.1%** | **Industrial Conglomerates – 0.1%** | **Industrial Conglomerates – 0.1%** |
|  Honeywell International, Inc. | 8620 | $1847266 |
|  **Machinery – 0.2%** | **Machinery – 0.2%** | **Machinery – 0.2%** |
|  IDEX Corp. | 3980 | 908753 |
|  Ingersoll Rand, Inc. | 17963 | 938567 |
|  ITT, Inc. | 12080 | 979688 |
|  Middleby Corp. (The)<sup>(a)</sup> | 6750 | 903825 |
|  Oshkosh Corp. | 8630 | 761080 |
|  Timken Co. (The) | 13700 | 968179 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5460092 |
|  **Marine – 0.0%** | **Marine – 0.0%** | **Marine – 0.0%** |
|  Kirby Corp.<sup>(a)</sup> | 7240 | 465894 |
|  Star Bulk Carriers Corp. | 40430 | 777469 |
|  |  | 1243363 |
|  **Professional Services – 0.4%** | **Professional Services – 0.4%** | **Professional Services – 0.4%** |
|  Booz Allen Hamilton Holding Corp. | 45560 | 4761931 |
|  FTI Consulting, Inc.<sup>(a)</sup> | 5840 | 927392 |
|  Korn Ferry | 10940 | 553783 |
|  Robert Half International, Inc. | 50876 | 3756175 |
|  |  | 9999281 |
|  **Road & Rail – 0.9%** | **Road & Rail – 0.9%** | **Road & Rail – 0.9%** |
|  CSX Corp. | 498244 | 15435599 |
|  Knight-Swift Transportation Holdings, Inc. | 103091 | 5402999 |
|  RXO, Inc.<sup>(a)</sup> | 7249 | 124683 |
|  TFI International, Inc. | 8430 | 845023 |
|  XPO, Inc.<sup>(a)</sup> | 33190 | 1104895 |
|  |  | 22913199 |
|  **Trading Companies & Distributors – 0.2%** | **Trading Companies & Distributors – 0.2%** | **Trading Companies & Distributors – 0.2%** |
|  Herc Holdings, Inc. | 9260 | 1218338 |
|  SiteOne Landscape Supply, Inc.<sup>(a)</sup> | 7554 | 886235 |
|  United Rentals, Inc.<sup>(a)</sup> | 6952 | 2470880 |
|  |  | 4575453 |
|  |  | 130184564 |
|  **Communication Services – 4.0%** | **Communication Services – 4.0%** | **Communication Services – 4.0%** |
|  **Diversified Telecommunication Services – 0.6%** | **Diversified Telecommunication Services – 0.6%** | **Diversified Telecommunication Services – 0.6%** |
|  Comcast Corp. - Class A | 455736 | 15937088 |
|  **Entertainment – 0.4%** | **Entertainment – 0.4%** | **Entertainment – 0.4%** |
|  Walt Disney Co. (The)<sup>(a)</sup> | 120730 | 10489022 |
|  **Interactive Media & Services – 2.4%** | **Interactive Media & Services – 2.4%** | **Interactive Media & Services – 2.4%** |
|  Alphabet, Inc. - Class C<sup>(a)</sup> | 543276 | 48204879 |
|  Meta Platforms, Inc. - Class A<sup>(a) (b)</sup> | 107738 | 12965191 |
|  |  | 61170070 |
|  **Media – 0.0%** | **Media – 0.0%** | **Media – 0.0%** |
|  Criteo SA (Sponsored ADR)<sup>(a)</sup> | 33592 | 875408 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **Wireless Telecommunication Services – 0.6%** | **Wireless Telecommunication Services – 0.6%** | **Wireless Telecommunication Services – 0.6%** |
|  T-Mobile US, Inc.<sup>(a)</sup> | 99435 | $13920900 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102392488 |
|  **Consumer Staples – 2.6%** | **Consumer Staples – 2.6%** | **Consumer Staples – 2.6%** |
|  **Beverages – 0.9%** | **Beverages – 0.9%** | **Beverages – 0.9%** |
|  Coca-Cola Co. (The) | 222706 | 14166329 |
|  Constellation Brands, Inc. - Class A | 32962 | 7638943 |
|  |  | 21805272 |
|  **Food & Staples Retailing – 1.2%** | **Food & Staples Retailing – 1.2%** | **Food & Staples Retailing – 1.2%** |
|  Costco Wholesale Corp. | 20535 | 9374228 |
|  Grocery Outlet Holding Corp.<sup>(a)</sup> | 32550 | 950135 |
|  Walmart, Inc. | 147441 | 20905659 |
|  |  | 31230022 |
|  **Food Products – 0.1%** | **Food Products – 0.1%** | **Food Products – 0.1%** |
|  Hain Celestial Group, Inc. (The)<sup>(a)</sup> | 45810 | 741206 |
|  Nomad Foods Ltd.<sup>(a)</sup> | 73377 | 1265019 |
|  |  | 2006225 |
|  **Household Products – 0.4%** | **Household Products – 0.4%** | **Household Products – 0.4%** |
|  Procter & Gamble Co. (The) | 64245 | 9736972 |
|  |  | 64778491 |
|  **Energy – 1.9%** | **Energy – 1.9%** | **Energy – 1.9%** |
|  **Energy Equipment & Services – 0.5%** | **Energy Equipment & Services – 0.5%** | **Energy Equipment & Services – 0.5%** |
|  Baker Hughes Co. | 313694 | 9263384 |
|  Cactus, Inc. - Class A | 17040 | 856430 |
|  Helmerich & Payne, Inc. | 19610 | 972068 |
|  NOV, Inc. | 24850 | 519117 |
|  Patterson-UTI Energy, Inc. | 56610 | 953312 |
|  |  | 12564311 |
|  **Oil, Gas & Consumable Fuels – 1.4%** | **Oil, Gas & Consumable Fuels – 1.4%** | **Oil, Gas & Consumable Fuels – 1.4%** |
|  Cameco Corp. | 38620 | 875515 |
|  Chevron Corp. | 56926 | 10217648 |
|  ConocoPhillips | 19748 | 2330264 |
|  EOG Resources, Inc. | 138505 | 17939168 |
|  HF Sinclair Corp. | 17181 | 891522 |
|  Magnolia Oil & Gas Corp. - Class A | 46130 | 1081748 |
|  Matador Resources Co. | 14730 | 843145 |
|  Ovintiv, Inc. (New York) | 18670 | 946756 |
|  Targa Resources Corp. | 13020 | 956970 |
|  |  | 36082736 |
|  |  | 48647047 |
|  **Utilities – 1.1%** | **Utilities – 1.1%** | **Utilities – 1.1%** |
|  **Electric Utilities – 1.1%** | **Electric Utilities – 1.1%** | **Electric Utilities – 1.1%** |
|  American Electric Power Co., Inc. | 151231 | 14359383 |
|  IDACORP, Inc. | 13146 | 1417796 |
|  NextEra Energy, Inc. | 130183 | 10883299 |
|  |  | 26660478 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **Gas Utilities – 0.0%** | **Gas Utilities – 0.0%** | **Gas Utilities – 0.0%** |
|  Southwest Gas Holdings, Inc. | 10355 | $640768 |
|  |  | 27301246 |
|  **Materials – 1.1%** | **Materials – 1.1%** | **Materials – 1.1%** |
|  **Chemicals – 0.9%** | **Chemicals – 0.9%** | **Chemicals – 0.9%** |
|  FMC Corp. | 8200 | 1023360 |
|  Huntsman Corp. | 41210 | 1132451 |
|  Innospec, Inc. | 5300 | 545158 |
|  Linde PLC | 33092 | 10793949 |
|  LyondellBasell Industries NV - Class A | 114946 | 9543966 |
|  |  | 23038884 |
|  **Containers & Packaging – 0.1%** | **Containers & Packaging – 0.1%** | **Containers & Packaging – 0.1%** |
|  Berry Global Group, Inc. | 26450 | 1598374 |
|  **Metals & Mining – 0.1%** | **Metals & Mining – 0.1%** | **Metals & Mining – 0.1%** |
|  ATI, Inc.<sup>(a)</sup> | 37930 | 1132590 |
|  Reliance Steel & Aluminum Co. | 3397 | 687688 |
|  |  | 1820278 |
|  |  | 26457536 |
|  **Real Estate – 1.0%** | **Real Estate – 1.0%** | **Real Estate – 1.0%** |
|  **Equity Real Estate Investment Trusts (REITs) – 1.0%** | **Equity Real Estate Investment Trusts (REITs) – 1.0%** | **Equity Real Estate Investment Trusts (REITs) – 1.0%** |
|  American Tower Corp. | 45609 | 9662723 |
|  Broadstone Net Lease, Inc. - Class A | 45764 | 741834 |
|  Camden Property Trust | 8862 | 991481 |
|  Cousins Properties, Inc. | 23469 | 593531 |
|  CubeSmart | 27677 | 1113999 |
|  Mid-America Apartment Communities, Inc. | 12305 | 1931762 |
|  Physicians Realty Trust | 69510 | 1005810 |
|  Prologis, Inc. | 61872 | 6974831 |
|  STAG Industrial, Inc. | 26050 | 841675 |
|  |  | 23857646 |
|  Total Common Stocks <br>(cost $727,108,429) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1217843780 |
|  **INVESTMENT COMPANIES – 47.8%** | **INVESTMENT COMPANIES – 47.8%** | **INVESTMENT COMPANIES – 47.8%** |
|  **Funds and Investment Trusts – 47.8%<sup>(c) (d)</sup>** | **Funds and Investment Trusts – 47.8%<sup>(c) (d)</sup>** | **Funds and Investment Trusts – 47.8%<sup>(c) (d)</sup>** |
|  AB All Market Real Return Portfolio - Class Z | 23558861 | 201428260 |
|  AB International Small Cap Portfolio - Class Z | 17125534 | 173995426 |
|  Bernstein International Strategic Equities Portfolio - Class Z | 66269384 | 696491228 |
|  Bernstein Small Cap Core Portfolio - Class Z | 4978685 | 57005942 |
|  Sanford C Bernstein Fund, Inc. - Emerging Markets Portfolio - Class Z | 3578673 | 83740954 |
|  Total Investment Companies <br>(cost $1,197,122,132) |  | 1212661810 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | | **Notional<br>Amount** | **U.S. $ Value** |
|  **OPTIONS PURCHASED - PUTS – 1.9%** |  |  |  |
|  **Options on Equity Indices – 1.9%** |  |  |  |
|  Euro STOXX 50 Index <br>Expiration: Nov 2023; Contracts: 47,690;<br>Exercise Price: EUR 3,000.00; <br>Counterparty: UBS AG <sup>(a)</sup> | EUR | 143070000 | $4423504 |
|  FTSE 100 Index <br>Expiration: Dec 2023; Contracts: 9,530; <br>Exercise Price: GBP 6,200.00; <br>Counterparty: UBS AG <sup>(a)</sup> | GBP | 59086000 | 1638339 |
|  Nikkei 225 Index <br>Expiration: Dec 2023; Contracts: 616,000;<br>Exercise Price: JPY 21,750.00; <br>Counterparty: UBS AG <sup>(a)</sup> | JPY | 13398000000 | 3714655 |
|  S&P 500 Index <br>Expiration: Nov 2023; Contracts: 358,600;<br>Exercise Price: USD 3,200.00; <br>Counterparty: UBS AG <sup>(a)</sup> | USD | 1147520000 | 38899509 |
|  Total Options Purchased - Puts <br>(premiums paid $49,405,243) |  |  | 48676007 |
|  |  | **Shares** |  |
|  **SHORT-TERM INVESTMENTS – 3.5%** |  |  |  |
|  **Investment Companies – 3.5%** |  |  |  |
|  AB Fixed Income Shares, Inc. - Government<br>Money Market Portfolio - Class AB, 4.12%<sup>(c) (d) (e)</sup> <br>(cost $87,551,943)87,551,943 |  |  | 87551943 |
|  **Total Investments – 101.3%** <br> (cost $2,061,187,747)<sup>(f)</sup> |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2566733540 |
|  Other assets less liabilities – (1.3)% |  |  | (31840570) |
|  **Net Assets – 100.0%** |  |  | $**2534892970** |

---

**FUTURES** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number<br>of<br>Contracts** | **Expiration<br>Month** | **Current<br>Notional** | **Value and<br>Unrealized<br>Appreciation<br>(Depreciation)** |
| **Purchased Contracts** | **Purchased Contracts** | **Purchased Contracts** | **Purchased Contracts** | **Purchased Contracts** |
| Euro STOXX 50 Index Futures | 276 | March 2023 | $&nbsp;&nbsp;&nbsp;&nbsp;11182558 | $(511520) |
| FTSE 100 Index Futures | 397 | March 2023 | 35833305 | (157697) |
| MSCI Emerging Markets Futures | 1105 | March 2023 | 53006850 | (1155471) |
| Nikkei 225 (OSE) Futures | 118 | March 2023 | 23448948 | (1253131) |
| OMXS 30 Index Futures | 1159 | January 2023 | 22680518 | (596914) |
| S&P 500 E-Mini Futures | 652 | March 2023 | 125868600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4456258) |
| TOPIX Index Futures | 84 | March 2023 | 12106522 | (505234) |
| U.S. T-Note 2 Yr (CBT) Futures | 1347 | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276240236 | 324627 |
| U.S. T-Note 10 Yr (CBT) Futures | 3329 | March 2023 | 373836297 | (2069031) |
| U.S. Ultra Bond (CBT) Futures | 919 | March 2023 | 123433187 | (2601597) |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number<br>of<br>Contracts** | **Expiration<br>Month** | **Current<br>Notional** | **Value and<br>Unrealized<br>Appreciation<br>(Depreciation)** |
| **Sold Contracts** | **Sold Contracts** | **Sold Contracts** | **Sold Contracts** | **Sold Contracts** |
| E-Mini Russell 2000 Futures | 732 | March 2023 | $64814940 | $1486961 |
| Euro STOXX 50 Index Futures | 486 | March 2023 | 19691025 | 1167150 |
| MSCI Singapore IX ETS Futures | 1146 | January 2023 | 24859661 | (62570) |
| S&P 500 E-Mini Futures | 1754 | March 2023 | 338609700 | 9407372 |
| S&P Mid 400 E-Mini Futures | 180 | March 2023 | 43966800 | 791164 |
| S&P/TSX 60 Index Futures | 724 | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125111906 | 4108156 |
| SPI 200 Futures | 460 | March 2023 | 54745798 | 1039874 |
| TOPIX Index Futures | 416 | March 2023 | 59956111 | 411808 |
| U.S. T-Note 10 Yr (CBT) Futures | 5 | March 2023 | 561484 | 3133 |
|  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5370822 |

---

**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 | 22247 | USD | 26968 | 01/18/2023 | $61958 |
| Bank of America, NA | GBP | 128842 | USD | 153442 | 01/18/2023 | (2379592) |
| Bank of America, NA | USD | 29814 | AUD | 43471 | 01/19/2023 | (198537) |
| Bank of America, NA | EUR | 5632 | USD | 5930 | 02/27/2023 | (121120) |
| BNP Paribas SA | USD | 35260 | AUD | 52244 | 01/19/2023 | 331772 |
| BNP Paribas SA | USD | 40026 | JPY | 5381524 | 02/09/2023 | 1168165 |
| BNP Paribas SA | USD | 3038 | CHF | 2835 | 03/01/2023 | 46669 |
| Brown Brothers Harriman & Co. | CAD | 10011 | USD | 7362 | 01/19/2023 | (32218) |
| Citibank, NA | CAD | 5527 | USD | 4135 | 01/19/2023 | 52580 |
| Citibank, NA | CAD | 79933 | USD | 59007 | 01/19/2023 | (32899) |
| Citibank, NA | USD | 101708 | AUD | 159938 | 01/19/2023 | 7251832 |
| Citibank, NA | USD | 26990 | CAD | 35872 | 01/19/2023 | (494594) |
| Citibank, NA | USD | 13811 | NOK | 136546 | 02/03/2023 | 142962 |
| Citibank, NA | USD | 2745 | SEK | 28475 | 02/03/2023 | (11961) |
| Citibank, NA | USD | 53538 | JPY | 7391696 | 02/09/2023 | 3043291 |
| Citibank, NA | USD | 43226 | EUR | 40272 | 02/27/2023 | 40822 |
| Citibank, NA | USD | 3028 | CHF | 2780 | 03/01/2023 | (3122) |
| Deutsche Bank AG | USD | 121288 | CAD | 164042 | 01/19/2023 | (124993) |
| Goldman Sachs Bank USA | NZD | 32976 | USD | 20520 | 02/02/2023 | (425558) |
| HSBC Bank USA | GBP | 10223 | USD | 12284 | 01/18/2023 | (79337) |
| HSBC Bank USA | USD | 61511 | GBP | 49627 | 01/18/2023 | (1492503) |
| HSBC Bank USA | AUD | 97316 | USD | 64780 | 01/19/2023 | (1517572) |
| HSBC Bank USA | CAD | 25668 | USD | 18818 | 01/19/2023 | (140240) |
| HSBC Bank USA | NZD | 13972 | USD | 9016 | 02/02/2023 | 141152 |
| HSBC Bank USA | SEK | 225066 | USD | 21422 | 02/03/2023 | (183374) |
| HSBC Bank USA | JPY | 1965703 | USD | 14991 | 02/09/2023 | (56281) |
| HSBC Bank USA | EUR | 65071 | USD | 68685 | 02/27/2023 | (1224296) |
| HSBC Bank USA | USD | 14066 | CHF | 12894 | 03/01/2023 | (36082) |
| JPMorgan Chase Bank, NA | USD | 9941 | GBP | 8349 | 01/18/2023 | 156037 |
| JPMorgan Chase Bank, NA | AUD | 11671 | USD | 7517 | 01/19/2023 | (433852) |
| JPMorgan Chase Bank, NA | CAD | 16873 | USD | 12484 | 01/19/2023 | 20942 |
| JPMorgan Chase Bank, NA | NZD | 13899 | USD | 8796 | 02/02/2023 | (32217) |
| JPMorgan Chase Bank, NA | NOK | 145317 | USD | 14507 | 02/03/2023 | (344037) |
| JPMorgan Chase Bank, NA | USD | 2523 | SEK | 26127 | 02/03/2023 | (14732) |
| Morgan Stanley & Co. LLC | USD | 67797 | CAD | 92057 | 01/19/2023 | 197100 |
| Morgan Stanley & Co. LLC | USD | 34400 | NZD | 55771 | 02/02/2023 | 1023171 |
| Morgan Stanley & Co. LLC | SEK | 186022 | USD | 17737 | 02/03/2023 | (120025) |
| Morgan Stanley & Co. LLC | JPY | 2459346 | USD | 18070 | 02/09/2023 | (755090) |
| Morgan Stanley & Co. LLC | EUR | 42331 | USD | 45222 | 02/27/2023 | (256580) |
| Morgan Stanley & Co. LLC | CHF | 125078 | USD | 134679 | 03/01/2023 | (1415496) |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1752145 |

---

------

**TOTAL RETURN SWAPS** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty & <br>Referenced Obligation** | **Rate Paid/<br>Received** | **Payment<br>Frequency** | **Current<br>Notional<br>(000)** | **Current<br>Notional<br>(000)** | **Maturity<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| **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 | Morgan Stanley Capital Services LLC | Morgan Stanley Capital Services LLC | Morgan Stanley Capital Services LLC | Morgan Stanley Capital Services LLC | Morgan Stanley Capital Services LLC | Morgan Stanley Capital Services LLC |
| &nbsp;&nbsp;&nbsp;&nbsp; Swiss Market Index Futures | 0.00% | Monthly | CHF | 10869 | 03/17/2023 | $337992 |
| &nbsp;&nbsp;&nbsp;&nbsp; Swiss Market Index Futures | 0.00% | Monthly | CHF | 6926 | 03/17/2023 | 78314 |
| &nbsp;&nbsp;&nbsp;&nbsp; Swiss Market Index Futures | 0.00% | Monthly | CHF | 320 | 03/17/2023 | 9941 |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426247 |

---

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

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

*(c)* *Affiliated investments.* 

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

*(e)* *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 $595,425,551 and gross unrealized depreciation of investments was $(82,330,544), resulting in net unrealized appreciation of $513,095,007.* 

---

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

---

*Currency Abbreviations:* 

*AUD – Australian Dollar* 

*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* 

*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* 

*TSX – Toronto Stock Exchange* 

------

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

**Tax-Aware 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 generally 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:** | **Assets:** | **Assets:** | **Assets:** | **Assets:** |
| Common Stocks: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Information Technology | $306637084 | $— | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $306637084 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health Care | 180605321 | 18096461 |  | 198701782 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Financials | 156228364 |  |  | 156228364 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | 132657532 |  |  | 132657532 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrials | 130184564 |  |  | 130184564 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Communication Services | 102392488 |  |  | 102392488 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples | 64778491 |  |  | 64778491 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Energy | 48647047 |  |  | 48647047 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Utilities | 27301246 |  |  | 27301246 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Materials | 26457536 |  |  | 26457536 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Real Estate | 23857646 |  |  | 23857646 |
| Investment Companies | 1212661810 |  |  | 1212661810 |
| Options Purchased - Puts |  | 48676007 |  | 48676007 |
| Short-Term Investments | 87551943 |  |  | 87551943 |
| Total Investments in Securities | 2499961072 | 66772468 |  | 2566733540 |
| **Other Financial Instruments<sup>(a)</sup>:** |  |  |  |  |
| **Assets:** | **Assets:** | **Assets:** | **Assets:** | **Assets:** |
| Futures | 18740245 |  |  | 18740245 |
| Forward Currency Exchange Contracts |  | 13678453 |  | 13678453 |
| Total Return Swaps |  | 426247 |  | 426247 |
| **Liabilities:** | **Liabilities:** | **Liabilities:** | **Liabilities:** | **Liabilities:** |
| Futures | (13369423) |  |  | (13369423) |
| Forward Currency Exchange Contracts |  | (11926308) |  | (11926308) |
| **Total** | $**2505331894** | $**68950860** | $**—** | $**2574282754** |

---

*<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<br>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**<br> **in<br>Unrealized<br>Appr./<br>(Depr.)<br>(000)** |<br>**Market<br>Value<br>12/31/2022<br>(000)** | **Dividend<br>Income<br>(000)** | **Realized<br>Gains<br>(000)** |
| Government Money Market Portfolio | $314374 | $456016 | $682838 | $0 | $0 | $87552 | $818 | $0 |
| AB All Market Real Return Portfolio | 186480 | 15965 | 0 | 0 | (1016) | 201429 | 15965 | 0 |
| Bernstein Fund, Inc. - International Small Cap Portfolio | 151315 | 1837 | 0 | 0 | 20844 | 173996 | 1837 | 0 |
| Bernstein Fund, Inc. - International Strategic Equities Portfolio | 612418 | 0 | 0 | 0 | 84073 | 696491 | 27572 | 0 |
| Bernstein Fund, Inc. - Small Cap Core Portfolio | 52513 | 0 | 0 | 0 | 4493 | 57006 | 4458 | 0 |
| Sanford C. Bernstein Fund, Inc. - Emerging Markets Portfolio | 76851 | 1343 | 0 | 0 | 5547 | 83741 | 1343 | 0 |
| **Total** | $**1393951** | $**475161** | $**682838** | $**0** | $**113941** | $**1300215** | $**51993** | $**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:** Tax-Aware Overlay A Portfolio

- **b. EDGAR series identifier (if any):** S000027648

- **c. LEI of Series:** JJMIQE1GQBYAKPEWB438

**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:** $2554358053.46

**Total Liabilities:** $16328727.31

**Net Assets:** $2538029326.15

**Cash Not Reported:** $8873482.76

**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:** -4234.58000000 | **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 C000083497 | 0.74%                | 3.66%                | -2.90%               |
| Class ID C000083496 | 0.74%                | 3.68%                | -2.91%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-13772338.00            | $159908381.72                              |
| Month 2  | $52925936.49             | $140030512.44                              |
| Month 3  | $41705998.54             | $-225101269.75                             |

**Designated Index Information**

- **Index Name:** 44.2% Russell 3000, 29.5% MSCI ACWI ex-USA IMI (net), 6.3% MSCI ACWI Commodity Producers (net)/20% Bloomberg US Aggregate Bond

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

### Schedule of Portfolio Investments

| Name                                                      | Title                                                                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Honeywell International Inc                               | Honeywell International Inc                                                                            | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      8620 | NS      | $1847266.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliance Bernstein                                        | AB Fixed Income Shares, Inc. - Government Money Market Portfolio                                       | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |  87551943 | NS      | $87551942.87  | 3.45%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp                                                  | FMC Corp                                                                                               | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      8200 | NS      | $1023360.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Masonite International Corp                               | Masonite International Corp                                                                            | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | CA        |     11256 | NS      | $907346.16    | 0.04%             |  |  |  | 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      | $-32217.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| First BanCorp/Puerto Rico                                 | First BanCorp/Puerto Rico                                                                              | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     86360 | NS      | $1098499.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                                             | Dynatrace Inc                                                                                          | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29040 | NS      | $1112232.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                            | Long: SELS02849 TRS CHF R F   .00000 SELS02849/SMH3 / Short: SELS02849 TRS CHF P E SELS02849/ZERO RATE | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CH        |  11181644 | OU      | $337991.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                 | L3Harris Technologies Inc                                                                              | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      7139 | NS      | $1486411.19   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                             | Arrowhead Pharmaceuticals Inc                                                                          | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     11580 | NS      | $469684.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                                | AMETEK Inc                                                                                             | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      6789 | NS      | $948559.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp                                     | Stifel Financial Corp                                                                                  | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     19950 | NS      | $1164481.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings Inc                                 | DigitalOcean Holdings Inc                                                                              | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |     14348 | NS      | $365443.56    | 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        |    151231 | NS      | $14359383.45  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                                      | Western Digital Corp                                                                                   | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |    148322 | NS      | $4679559.10   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                                              | Comerica Inc                                                                                           | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     20230 | NS      | $1352375.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Smartsheet Inc                                            | Smartsheet Inc                                                                                         | CUSIP: 83200N103<br>LEI: 549300N9WF42OK9VL589 | Long             | EC               | CORP              | US        |     21760 | NS      | $856473.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke & Soffa Industries Inc                            | Kulicke & Soffa Industries Inc                                                                         | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |     16222 | NS      | $717985.72    | 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        |     45810 | NS      | $741205.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                               | Viatris Inc                                                                                            | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     23223 | NS      | $258471.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                                      | Progressive Corp/The                                                                                   | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |    154573 | NS      | $20049663.83  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                                                 | Pool Corp                                                                                              | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |      2940 | NS      | $888850.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                | Vertex Pharmaceuticals Inc                                                                             | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     61096 | NS      | $17643302.88  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                            | TOPIX INDX FUTR MAR23                                                                                  | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |      -416 | NC      | $889717.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TFI International Inc                                     | TFI International Inc                                                                                  | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               | CORP              | CA        |      8430 | NS      | $845023.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                         | Johnson & Johnson                                                                                      | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     65366 | NS      | $11546903.90  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding PLC                          | Sensata Technologies Holding PLC                                                                       | CUSIP: 000000000<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | GB        |     20220 | NS      | $816483.60    | 0.03%             |  |  |  | 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      | $61958.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                    | UnitedHealth Group Inc                                                                                 | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     87729 | NS      | $46512161.22  | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                             | Goodyear Tire & Rubber Co/The                                                                          | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |    444035 | NS      | $4506955.25   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Inc                                             | Synaptics Inc                                                                                          | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |      9460 | NS      | $900213.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                                        | United Rentals Inc                                                                                     | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      6952 | NS      | $2470879.84   | 0.10%             |  |  |  | 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      | $20942.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq Stockholm AB                                       | OMXS30 IND FUTURE JAN23                                                                                | CUSIP: 000000000<br>LEI: 549300KBQIVNEJEZVL96 | N/A              | DE               |  | SE        |      1159 | NC      | $-555084.60   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp                                             | Repligen Corp                                                                                          | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      6633 | NS      | $1123033.23   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                             | PURCHASED CHF / SOLD USD                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CH        |         1 | NC      | $-3121.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                          | Wells Fargo & Co                                                                                       | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    523345 | NS      | $21608915.05  | 0.85%             |  |  |  | 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        |       397 | NC      | $-247771.49   | -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        |     10355 | NS      | $640767.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                                        | NextEra Energy Inc                                                                                     | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    130183 | NS      | $10883298.80  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc                                                   | RXO Inc                                                                                                | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |      7719 | NS      | $132766.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Inc                          | Reinsurance Group of America Inc                                                                       | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      6940 | NS      | $986104.60    | 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      | $1023170.78   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AtriCure Inc                                              | AtriCure Inc                                                                                           | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20060 | NS      | $890262.80    | 0.04%             |  |  |  | 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        |   3578673 | NS      | $83740953.61  | 3.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SiteOne Landscape Supply Inc                              | SiteOne Landscape Supply Inc                                                                           | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |      7554 | NS      | $886235.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown Brothers Harriman & Co.                             | PURCHASED USD / SOLD CAD                                                                               | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-32218.15    | -0.00%            |  |  |  | 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        |     15500 | NS      | $976190.00    | 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      | $170703.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                     | Costco Wholesale Corp                                                                                  | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |     20535 | NS      | $9374227.50   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomad Foods Ltd                                           | Nomad Foods Ltd                                                                                        | CUSIP: 000000000<br>LEI: 5493000ZZ1837DS2SI43 | Long             | EC               | CORP              | VG        |     73377 | NS      | $1265019.48   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd                                      | Everest Re Group Ltd                                                                                   | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |      2870 | NS      | $950744.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Inc                                        | Planet Fitness Inc                                                                                     | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |     16289 | NS      | $1283573.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED CHF / SOLD USD                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CH        |         1 | NC      | $46668.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                        | PURCHASED CHF / SOLD USD                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CH        |         1 | NC      | $-36082.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                         | EOG Resources Inc                                                                                      | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |    138505 | NS      | $17939167.60  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                                  | NIKE Inc                                                                                               | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |    119205 | NS      | $13948177.05  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc                                     | Burlington Stores Inc                                                                                  | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |      3820 | NS      | $774543.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot Inc                                               | HubSpot Inc                                                                                            | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |      2110 | NS      | $610064.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                                                | Belden Inc                                                                                             | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     10414 | NS      | $748766.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                                 | Linde PLC                                                                                              | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |     33092 | NS      | $10793948.56  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| iRhythm Technologies Inc                                  | iRhythm Technologies Inc                                                                               | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |      6280 | NS      | $588247.60    | 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        |     64594 | NS      | $10201976.36  | 0.40%             |  |  |  | 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      | $51291.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US ULTRA BOND CBT MAR23                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       919 | NC      | $-2601596.80  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc                                         | Lithia Motors Inc                                                                                      | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      3341 | NS      | $684036.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | PURCHASED USD / SOLD JPY                                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-755089.58   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | AL33003 ALLIANCE                                                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    616000 | NC      | $3714655.35   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp                                              | Comcast Corp                                                                                           | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    455736 | NS      | $15937087.92  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | S+P MID 400 EMINI MAR23                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |      -180 | NC      | $791164.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Erasca Inc                                                | Erasca Inc                                                                                             | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10114 | NS      | $43591.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc                              | National Vision Holdings Inc                                                                           | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |     26877 | NS      | $1041752.52   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                                 | CubeSmart                                                                                              | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               |  | US        |     27677 | NS      | $1113999.25   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc                                         | Herc Holdings Inc                                                                                      | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |      9260 | NS      | $1218338.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                                            | Tetra Tech Inc                                                                                         | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |      6820 | NS      | $990195.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | PURCHASED USD / SOLD CHF                                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-1415496.09  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Bernstein International Strategic Equities Portfolio      | Bernstein International Strategic Equities Portfolio                                                   | CUSIP: 085567808<br>LEI: 549300L7INBUVRFBBK21 | Long             | EC               | RF                | US        |  66269384 | NS      | $696491228.28 | 27.44%            |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                             | Medtronic PLC                                                                                          | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |    202441 | NS      | $15733714.52  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc                                          | Vail Resorts Inc                                                                                       | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |      4380 | NS      | $1043973.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Inari Medical Inc                                         | Inari Medical Inc                                                                                      | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11554 | NS      | $734372.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                                  | Manhattan Associates Inc                                                                               | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |      8589 | NS      | $1042704.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                                       | PayPal Holdings Inc                                                                                    | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     95612 | NS      | $6809486.64   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp                                    | Synovus Financial Corp                                                                                 | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     29938 | NS      | $1124171.90   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                              | Prologis Inc                                                                                           | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |     61872 | NS      | $6974830.56   | 0.27%             |  |  |  | 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        |      -724 | NC      | $4108155.88   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                                  | Visa Inc                                                                                               | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |    203984 | NS      | $42379715.84  | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corp                                               | Kemper Corp                                                                                            | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |     16920 | NS      | $832464.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascendis Pharma A/S                                       | Ascendis Pharma A/S                                                                                    | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |      2743 | NS      | $335002.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc                                 | Intellia Therapeutics Inc                                                                              | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |      8240 | NS      | $287493.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp                                   | Wintrust Financial Corp                                                                                | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     15030 | NS      | $1270335.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                                | Zoetis Inc                                                                                             | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     93038 | NS      | $13634718.90  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                | Zimmer Biomet Holdings Inc                                                                             | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |     28009 | NS      | $3571147.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR NOTE (CBT)MAR23                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -5 | NC      | $3132.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International Inc                             | Papa John's International Inc                                                                          | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |     11241 | NS      | $925246.71    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                                       | Elevance Health Inc                                                                                    | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     30420 | NS      | $15604547.40  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                                           | Baker Hughes Co                                                                                        | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    313694 | NS      | $9263383.82   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                                     | NXP Semiconductors NV                                                                                  | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |     76326 | NS      | $12061797.78  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                               | Pediatrix Medical Group Inc                                                                            | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52120 | NS      | $774503.20    | 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      | $-120025.30   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                   | Procter & Gamble Co/The                                                                                | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     64245 | NS      | $9736972.20   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc                                        | First Hawaiian Inc                                                                                     | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     49010 | NS      | $1276220.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc                                  | Patterson-UTI Energy Inc                                                                               | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |     56610 | NS      | $953312.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | S+P500 EMINI FUT MAR23                                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |     -1853 | NC      | $9938347.12   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries Inc                            | Armstrong World Industries Inc                                                                         | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |      8430 | NS      | $578213.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                    | MSCI EMGMKT MAR23                                                                                      | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |      1105 | NC      | $-1155471.47  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                                                 | IDEX Corp                                                                                              | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      3980 | NS      | $908753.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc                                                   | NOV Inc                                                                                                | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |     24850 | NS      | $519116.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                                   | Physicians Realty Trust                                                                                | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               |  | US        |     69510 | NS      | $1005809.70   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp                                         | Ralph Lauren Corp                                                                                      | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |     11210 | NS      | $1184560.70   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                               | CDW Corp/DE                                                                                            | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |     50750 | NS      | $9062935.00   | 0.36%             |  |  |  | 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      | $-79337.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp                                            | Microsoft Corp                                                                                         | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    320215 | NS      | $76793961.30  | 3.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp                                              | Insulet Corp                                                                                           | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      1967 | NS      | $579065.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc                                      | Align Technology Inc                                                                                   | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |     11062 | NS      | $2332975.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                                      | Targa Resources Corp                                                                                   | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |     13020 | NS      | $956970.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellantis NV                                             | Stellantis NV                                                                                          | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |    393277 | NS      | $5584533.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                             | PURCHASED CAD / SOLD USD                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $-494594.08   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                        | Vertiv Holdings Co                                                                                     | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |     90967 | NS      | $1242609.22   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                       | American Tower Corp                                                                                    | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |     45609 | NS      | $9662722.74   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health Inc                                         | Syneos Health Inc                                                                                      | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |     16100 | NS      | $590548.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                                                | Arcosa Inc                                                                                             | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |     19410 | NS      | $1054739.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                                        | IQVIA Holdings Inc                                                                                     | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |     61000 | NS      | $12498290.00  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp                                        | Regal Rexnord Corp                                                                                     | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     65325 | NS      | $7837693.50   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED SEK / SOLD USD                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |         1 | NC      | $-14731.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                       | Axon Enterprise Inc                                                                                    | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |      6293 | NS      | $1044197.49   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc                                                | Cactus Inc                                                                                             | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |     17040 | NS      | $856430.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc                                | Hilton Grand Vacations Inc                                                                             | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |     26080 | NS      | $1005123.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                                          | Zions Bancorp NA                                                                                       | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     27175 | NS      | $1335923.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc                                  | Constellation Brands Inc                                                                               | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |     32962 | NS      | $7638943.50   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                                     | AECOM                                                                                                  | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |    173096 | NS      | $14701043.28  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                                  | Willis Towers Watson PLC                                                                               | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |     53563 | NS      | $13100438.54  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                               | NVIDIA Corp                                                                                            | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     91912 | NS      | $13432019.68  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                                        | PURCHASED USD / SOLD SEK                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-183373.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Monday.com Ltd                                            | Monday.com Ltd                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      4515 | NS      | $550830.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                                              | Wingstop Inc                                                                                           | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      4650 | NS      | $639933.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                              | Chevron Corp                                                                                           | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56926 | NS      | $10217647.74  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                                       | Williams-Sonoma Inc                                                                                    | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      7107 | NS      | $816736.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                                 | Adobe Inc                                                                                              | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     27937 | NS      | $9401638.61   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR NOTE (CBT)MAR23                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      3329 | NC      | $-2069031.03  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                            | TOPIX INDX FUTR MAR23                                                                                  | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |        84 | NC      | $-601734.99   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                                            | BankUnited Inc                                                                                         | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     22772 | NS      | $773564.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                             | PURCHASED NOK / SOLD USD                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $142962.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                             | PURCHASED EUR / SOLD USD                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $40821.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED USD / SOLD NOK                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-20765.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                              | Alphabet Inc                                                                                           | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    543276 | NS      | $48204879.48  | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                                                | Fluor Corp                                                                                             | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     25340 | NS      | $878284.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                                     | Helmerich & Payne Inc                                                                                  | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     19610 | NS      | $972067.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corp                        | Integra LifeSciences Holdings Corp                                                                     | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |     23680 | NS      | $1327737.60   | 0.05%             |  |  |  | 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      | $-323270.90   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Illumina Inc                                              | Illumina Inc                                                                                           | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |     23175 | NS      | $4685985.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                                        | Walt Disney Co/The                                                                                     | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |    120730 | NS      | $10489022.40  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                               | Walmart Inc                                                                                            | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    147441 | NS      | $20905659.39  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp                                    | Universal Display Corp                                                                                 | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7450 | NS      | $804898.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                                          | Coca-Cola Co/The                                                                                       | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    222706 | NS      | $14166328.66  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc                             | Robert Half International Inc                                                                          | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |     50876 | NS      | $3756175.08   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp                                      | Ares Management Corp                                                                                   | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |     11896 | NS      | $814162.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp                                             | Huntsman Corp                                                                                          | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |     41210 | NS      | $1132450.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                                  | Etsy Inc                                                                                               | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |     34967 | NS      | $4188347.26   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                            | Long: SELS47302 TRS CHF R F   .00000 SELS47302/SMH3 / Short: SELS47302 TRS CHF P E SELS47302/ZERO RATE | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CH        |   6998813 | OU      | $78314.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Limited           | MSCI SING IX ETS JAN23                                                                                 | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |     -1146 | NC      | $-67539.73    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Guardant Health Inc                                       | Guardant Health Inc                                                                                    | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |     16839 | NS      | $458020.80    | 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        |     32550 | NS      | $950134.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc                             | Selective Insurance Group Inc                                                                          | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |     10284 | NS      | $911265.24    | 0.04%             |  |  |  | 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      | $89859.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PJT Partners Inc                                          | PJT Partners Inc                                                                                       | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |     10820 | NS      | $797325.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc                                      | Alaska Air Group Inc                                                                                   | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |     22540 | NS      | $967867.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc/OH                           | American Financial Group Inc/OH                                                                        | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      6723 | NS      | $922933.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | AL32992 ALLIANCE                                                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    358600 | NC      | $38899509.02  | 1.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadstone Net Lease Inc                                  | Broadstone Net Lease Inc                                                                               | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               |  | US        |     45764 | NS      | $741834.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intra-Cellular Therapies Inc                              | Intra-Cellular Therapies Inc                                                                           | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Long             | EC               | CORP              | US        |      9220 | NS      | $487922.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | AL37715 ALLIANCE                                                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |      9530 | NC      | $1638338.37   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Long: SELS94515 TRS CHF R F   .00000 SELS94515/SMH3 / Short: SELS94515 TRS CHF P E SELS94515/ZERORATE  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CH        |    328872 | OU      | $9940.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shift4 Payments Inc                                       | Shift4 Payments Inc                                                                                    | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18104 | NS      | $1012556.72   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                                   | ATI Inc                                                                                                | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     37930 | NS      | $1132589.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc                                          | Carlisle Cos Inc                                                                                       | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      4880 | NS      | $1149972.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                            | NIKKEI 225 (OSE) MAR23                                                                                 | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |       118 | NC      | $-1440041.16  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp                                                | Kirby Corp                                                                                             | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |      7240 | NS      | $465894.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshworks Inc                                            | Freshworks Inc                                                                                         | CUSIP: 358054104<br>LEI: 254900ULRGCUEIK0K191 | Long             | EC               | CORP              | US        |     42170 | NS      | $620320.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                             | PURCHASED SEK / SOLD USD                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |         1 | NC      | $-11961.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc/NC                          | First Citizens BancShares Inc/NC                                                                       | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |      1920 | NS      | $1456051.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO STOXX 50 MAR23                                                                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |      -486 | NC      | $1175530.26   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                          | Roche Holding AG                                                                                       | CUSIP: 771195104<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |    462234 | NS      | $18096461.10  | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                             | PURCHASED USD / SOLD CAD                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $52580.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dycom Industries Inc                                      | Dycom Industries Inc                                                                                   | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |     11089 | NS      | $1037930.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Restaurant Brands International Inc                       | Restaurant Brands International Inc                                                                    | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |    116855 | NS      | $7557012.85   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp                          | Booz Allen Hamilton Holding Corp                                                                       | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |     45560 | NS      | $4761931.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                                        | PURCHASED USD / SOLD EUR                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-1224295.95  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| ICON PLC                                                  | ICON PLC                                                                                               | CUSIP: 000000000<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |      3224 | NS      | $626262.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                                                                   | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    636609 | NS      | $21084490.08  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED JPY / SOLD USD                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |         1 | NC      | $1168165.12   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Cameco Corp                                               | Cameco Corp                                                                                            | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |     38620 | NS      | $875515.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Karuna Therapeutics Inc                                   | Karuna Therapeutics Inc                                                                                | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2661 | NS      | $522886.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                        | Home Depot Inc/The                                                                                     | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     81276 | NS      | $25671837.36  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc                  | Knight-Swift Transportation Holdings Inc                                                               | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    103091 | NS      | $5402999.31   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                                              | Innospec Inc                                                                                           | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |      5300 | NS      | $545158.00    | 0.02%             |  |  |  | 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      | $-25650.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Camden Property Trust                                     | Camden Property Trust                                                                                  | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |      8862 | NS      | $991480.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                             | PURCHASED JPY / SOLD USD                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |         1 | NC      | $3043291.33   | 0.12%             |  |  |  | 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      | $-2379591.54  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                             | PURCHASED AUD / SOLD USD                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |         1 | NC      | $58103.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinnacle Financial Partners Inc                           | Pinnacle Financial Partners Inc                                                                        | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |      8760 | NS      | $642984.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc                                     | Lumentum Holdings Inc                                                                                  | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |     12170 | NS      | $634908.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc                                            | Littelfuse Inc                                                                                         | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      3561 | NS      | $784132.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corp                                  | Blueprint Medicines Corp                                                                               | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |      7269 | NS      | $318454.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Criteo SA                                                 | Criteo SA                                                                                              | CUSIP: 226718104<br>LEI: 969500EELFB4RDMFHA76 | Long             | EC               | CORP              | FR        |     33592 | NS      | $875407.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                                  | CSX Corp                                                                                               | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    498244 | NS      | $15435599.12  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD NZD                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-425558.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Korn Ferry                                                | Korn Ferry                                                                                             | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     10940 | NS      | $553782.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp                                     | Envista Holdings Corp                                                                                  | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |     38350 | NS      | $1291244.50   | 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        |     65671 | NS      | $22550107.98  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                                                | Ciena Corp                                                                                             | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     12550 | NS      | $639799.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                            | ServiceNow Inc                                                                                         | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     11018 | NS      | $4277958.86   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp                                       | Curtiss-Wright Corp                                                                                    | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      5310 | NS      | $886716.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Star Bulk Carriers Corp                                   | Star Bulk Carriers Corp                                                                                | CUSIP: 000000000<br>LEI: 549300SO3FMK7H6DDY54 | Long             | EC               | CORP              | MH        |     40430 | NS      | $777468.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp/The                                         | Middleby Corp/The                                                                                      | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      6750 | NS      | $903825.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Flywire Corp                                              | Flywire Corp                                                                                           | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Long             | EC               | CORP              | US        |     33551 | NS      | $820992.97    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp                                          | HF Sinclair Corp                                                                                       | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17181 | NS      | $891522.09    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                        | Analog Devices Inc                                                                                     | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      5418 | NS      | $888714.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                                   | Charles Schwab Corp/The                                                                                | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    146365 | NS      | $12186349.90  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| IVERIC bio Inc                                            | IVERIC bio Inc                                                                                         | CUSIP: 46583P102<br>LEI: 549300GZXI59U71XPM70 | Long             | EC               | CORP              | US        |     21170 | NS      | $453249.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                                 | Taylor Morrison Home Corp                                                                              | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     21922 | NS      | $665332.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                        | Meta Platforms Inc                                                                                     | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    107738 | NS      | $12965190.92  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                                | Pfizer Inc                                                                                             | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     35952 | NS      | $1842180.48   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc                                                   | ITT Inc                                                                                                | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     12080 | NS      | $979688.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                                                 | Avnet Inc                                                                                              | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     22600 | NS      | $939708.00    | 0.04%             |  |  |  | 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      | $156036.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp                                               | Oracle Corp                                                                                            | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |    289797 | NS      | $23688006.78  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                                     | Bath & Body Works Inc                                                                                  | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     19960 | NS      | $841114.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp                                | Raytheon Technologies Corp                                                                             | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |    183713 | NS      | $18540315.96  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                                              | Carter's Inc                                                                                           | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |      9120 | NS      | $680443.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                                 | Edwards Lifesciences Corp                                                                              | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |    158589 | NS      | $11832325.29  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                              | Autodesk Inc                                                                                           | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |     30749 | NS      | $5746065.63   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                           | Gen Digital Inc                                                                                        | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |    651797 | NS      | $13968009.71  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Legend Biotech Corp                                       | Legend Biotech Corp                                                                                    | CUSIP: 52490G102<br>LEI: 254900EIUFZTW136H859 | Long             | EC               | CORP              | KY        |      7001 | NS      | $349489.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO STOXX 50 MAR23                                                                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       276 | NC      | $-516279.32   | -0.02%            |  |  |  | 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      | $-1466852.65  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Novanta Inc                                               | Novanta Inc                                                                                            | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      7440 | NS      | $1010872.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc                                | LPL Financial Holdings Inc                                                                             | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |     53851 | NS      | $11640970.67  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                              | LyondellBasell Industries NV                                                                           | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |    114946 | NS      | $9543966.38   | 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        |     46130 | NS      | $1081748.50   | 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        |      1347 | NC      | $324627.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                                         | ACI Worldwide Inc                                                                                      | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |     43130 | NS      | $991990.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultragenyx Pharmaceutical Inc                             | Ultragenyx Pharmaceutical Inc                                                                          | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |      8326 | NS      | $385743.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc                                     | Arcus Biosciences Inc                                                                                  | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9810 | NS      | $202870.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co Inc                                  | Acadia Healthcare Co Inc                                                                               | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     14660 | NS      | $1206811.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | AL31405 ALLIANCE                                                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     47690 | NC      | $4423504.06   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Vir Biotechnology Inc                                     | Vir Biotechnology Inc                                                                                  | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12386 | NS      | $313489.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                                            | PulteGroup Inc                                                                                         | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27142 | NS      | $1235775.26   | 0.05%             |  |  |  | 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      | $-1517571.68  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Holdings Inc                           | Spirit AeroSystems Holdings Inc                                                                        | CUSIP: 848574109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39440 | NS      | $1167424.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc                              | Texas Capital Bancshares Inc                                                                           | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     18803 | NS      | $1134008.93   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Silk Road Medical Inc                                     | Silk Road Medical Inc                                                                                  | CUSIP: 82710M100<br>LEI: 549300VL8KC0ZPDQHE14 | Long             | EC               | CORP              | US        |     14456 | NS      | $763999.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                                 | Sally Beauty Holdings Inc                                                                              | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |     59730 | NS      | $747819.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                                   | PTC Inc                                                                                                | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      9690 | NS      | $1163187.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED AUD / SOLD USD                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |         1 | NC      | $331771.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Driven Brands Holdings Inc                                | Driven Brands Holdings Inc                                                                             | CUSIP: 26210V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36420 | NS      | $994630.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                                        | Ingersoll Rand Inc                                                                                     | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     17963 | NS      | $938566.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                                               | IDACORP Inc                                                                                            | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     13146 | NS      | $1417796.10   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                             | PURCHASED USD / SOLD CAD                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-32898.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Monolithic Power Systems Inc                              | Monolithic Power Systems Inc                                                                           | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |      1470 | NS      | $519806.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                              | QUALCOMM Inc                                                                                           | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     81464 | NS      | $8956152.16   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| AB International Small Cap Portfolio                      | AB International Small Cap Portfolio                                                                   | CUSIP: 085567816<br>LEI: 549300G1B9DY1MOTDQ52 | Long             | EC               | RF                | US        |  17125534 | NS      | $173995426.34 | 6.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | E-MINI RUSS 2000 MAR23                                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |      -732 | NC      | $1486961.34   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc                                    | Dine Brands Global Inc                                                                                 | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |     12711 | NS      | $821130.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                              | AutoZone Inc                                                                                           | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |      5159 | NS      | $12723022.62  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                                     | ON Semiconductor Corp                                                                                  | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     14863 | NS      | $927005.31    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc                                                   | ADT Inc                                                                                                | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    111236 | NS      | $1008910.52   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                                    | Webster Financial Corp                                                                                 | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     16594 | NS      | $785559.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                                            | Five Below Inc                                                                                         | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |      6252 | NS      | $1105791.24   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc                                                   | XPO Inc                                                                                                | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |     33190 | NS      | $1104895.10   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                                       | Otis Worldwide Corp                                                                                    | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |    118757 | NS      | $9299860.67   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                                  | KLA Corp                                                                                               | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |     15429 | NS      | $5817195.87   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc                                 | Kinsale Capital Group Inc                                                                              | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      3987 | NS      | $1042680.24   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                                   | NVR Inc                                                                                                | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |       155 | NS      | $714949.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                              | Tapestry Inc                                                                                           | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     33840 | NS      | $1288627.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | S+P500 EMINI FUT MAR23                                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       652 | NC      | $-4456258.40  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co                                      | Matador Resources Co                                                                                   | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     14730 | NS      | $843145.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                               | Ovintiv Inc                                                                                            | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18670 | NS      | $946755.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                 | Apple Inc                                                                                              | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    362705 | NS      | $47126260.65  | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                                     | Lantheus Holdings Inc                                                                                  | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     16020 | NS      | $816379.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co                                               | Moelis & Co                                                                                            | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |     20759 | NS      | $796522.83    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Global Group Inc                                    | Berry Global Group Inc                                                                                 | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |     26450 | NS      | $1598373.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ADC Therapeutics SA                                       | ADC Therapeutics SA                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     16438 | NS      | $63121.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                             | Regeneron Pharmaceuticals Inc                                                                          | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      9206 | NS      | $6642036.94   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                                   | Cboe Global Markets Inc                                                                                | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      6840 | NS      | $858214.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                      | PURCHASED USD / SOLD EUR                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-121120.25   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                        | PURCHASED USD / SOLD CAD                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-140240.02   | -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      | $-56281.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                      | Howmet Aerospace Inc                                                                                   | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     24700 | NS      | $973427.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bernstein Small Cap Core Portfolio                        | Bernstein Small Cap Core Portfolio                                                                     | CUSIP: 085567725<br>LEI: 549300P1KZB3RPQ3EX57 | Long             | EC               | RF                | US        |   4978685 | NS      | $57005941.50  | 2.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities Inc                     | Mid-America Apartment Communities Inc                                                                  | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |     12305 | NS      | $1931761.95   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | PURCHASED CAD / SOLD USD                                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |         1 | NC      | $26397.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STAG Industrial Inc                                       | STAG Industrial Inc                                                                                    | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               |  | US        |     26050 | NS      | $841675.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems Inc                                     | CommVault Systems Inc                                                                                  | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     16872 | NS      | $1060236.48   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc                                             | Trupanion Inc                                                                                          | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |      8910 | NS      | $423492.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp                                               | Hexcel Corp                                                                                            | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     12940 | NS      | $761519.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                           | T-Mobile US Inc                                                                                        | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     99435 | NS      | $13920900.00  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherus Biosciences Inc                                   | Coherus Biosciences Inc                                                                                | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |     33216 | NS      | $263070.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Five9 Inc                                                 | Five9 Inc                                                                                              | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               | CORP              | US        |     12940 | NS      | $878108.40    | 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        |     28564 | NS      | $704673.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                                      | Booking Holdings Inc                                                                                   | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      4736 | NS      | $9544366.08   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Inc                                    | Cousins Properties Inc                                                                                 | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               |  | US        |     23469 | NS      | $593531.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp                                | Lattice Semiconductor Corp                                                                             | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     16896 | NS      | $1096212.48   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                       | SPI 200 FUTURES MAR23                                                                                  | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |      -460 | NC      | $1231303.71   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED USD / SOLD AUD                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-433852.22   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Oshkosh Corp                                              | Oshkosh Corp                                                                                           | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |      8630 | NS      | $761079.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                            | Amazon.com Inc                                                                                         | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    309017 | NS      | $25957428.00  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED CAD / SOLD USD                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $-124993.03   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dana Inc                                                  | Dana Inc                                                                                               | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     46055 | NS      | $696812.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co                              | Reliance Steel & Aluminum Co                                                                           | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      3397 | NS      | $687688.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc                                        | FTI Consulting Inc                                                                                     | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      5840 | NS      | $927392.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                                   | KB Home                                                                                                | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     24300 | NS      | $773955.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd                                               | Genpact Ltd                                                                                            | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |     18873 | NS      | $874197.36    | 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        |  23558861 | NS      | $201428259.73 | 7.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group Inc/The                           | Hanover Insurance Group Inc/The                                                                        | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      7810 | NS      | $1055365.30   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                             | PURCHASED AUD / SOLD USD                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |         1 | NC      | $7193729.22   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                      | PURCHASED AUD / SOLD USD                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | AU        |         1 | NC      | $-198536.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | PURCHASED USD / SOLD EUR                                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-256580.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                            | Eaton Corp PLC                                                                                         | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |    102905 | NS      | $16150939.75  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                                             | Timken Co/The                                                                                          | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     13700 | NS      | $968179.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                            | ConocoPhillips                                                                                         | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     19748 | NS      | $2330264.00   | 0.09%             |  |  |  | No            |                  1 | 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