Form N-CEN BERNSTEIN SANFORD C FUND For: Sep 30

December 8, 2021 10:19 AM EST

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      BERNSTEIN SANFORD C FUND INC
      811-05555
      0000832808
      549300GA5IHQHIM7CU60
      ALLIANCEBERNSTEIN LP
      1345 AVENUE OF THE AMERICAS
      NEW YORK
      10105
      US-NY
      US
      212-969-1000
      
        
      
      
        
          State Street Bank and Trust Company
          1 Lincoln Street
          Boston
          
          02111
          617-786-3000
          Custody and Accounting Records
        
      
      N
      N
      
      N-1A
      13
      
        
        
      
      Y
      
        
          Michelle McCloskey
          005862735
          N
          
            
            
          
        
        
          R. Jay Gerken
          001340228
          N
          
            
            
          
        
        
          William Kristol
          N/A
          N
          
            
            
          
        
        
          Donald K. Peterson
          N/A
          N
          
            
            
          
        
        
          Jeffrey R. Holland
          002861766
          N
          
            
            
          
        
        
          Debra Perry
          004170379
          N
          
            
            
          
        
        
          Beata D. Kirr
          002783119
          Y
          
            
            
          
        
      
      
        
          Vincent S. Noto
          N/A
          1345 Avenue of the Americas
          New York
          
          10105
          XXXXXX
          N
          
            
          
        
      
      
        
        
      
      N
      N
      N
      
      N
      
        
      
      
        
          AllianceBernstein Investments, Inc.
          8-30851
          000014549
          0000000000
          
          Y
        
        
          Sanford C. Bernstein & Co., LLC
          8-52942
          000104474
          549300I7JYZHT7D5CO04
          
          Y
        
      
      N
      
        
          PricewaterhouseCoopers LLP
          238
          5493002GVO7EO8RNNS37
          
        
      
      N
      N
      N
      N
      N
      N
      N
    
    
      
        New York Municipal Portfolio
        S000011060
        I9V72LSADV3RBJDSMF19
        N
        7
        0
        0
        
          
          
          
          
        
        N/A
        Y
        N
        Y
        N
        
          
            State Street Bank and Trust Company
            571474TGEMMWANRLN572
            N
            
              
                
              
              N
            
          
        
        
          
        
        N/A
        N/A
        N/A
        
          Rule 22d-1 (17 CFR 270.22d-1)
          Rule 32a-4 (17 CFR 270.32a-4)
        
        N
        N
        N
        N
        
          
            AllianceBernstein L.P.
            801-56720
            000108477
            0JK55UGWSWNF3X7KLQ85
            
            N
          
        
        
          
            AllianceBernstein Investor Services, Inc.
            084-01187
            00000000000000000000
            
            Y
            N
          
          
            DST Asset Manager Solutions, Inc.
            84-00896
            00000000000000000000
            
            N
            N
          
        
        N
        
          
            PricingDirect Inc.
            549300WIC0TOJ7N7GD54
            
            N
          
          
            ICE Data Services, Inc.
            13-3668779
            Tax ID
            
            N
          
          
            Vertical Management Systems, Inc.
            27-3275288
            Tax ID
            
            N
          
          
            IHS Markit Ltd.
            549300HLPTRASHS0E726
            GB
            N
          
          
            Bloomberg L.P.
            549300B56MD0ZC402L06
            
            N
          
          
            Standard & Poor's Financial Services LLC
            549300U4VWNITEKO2881
            
            N
          
          
            Refinitiv US Holdings Inc.
            549300NF240HXJO7N016
            
            N
          
        
        N
        
          
            State Street Bank and Trust Company
            571474TGEMMWANRLN572
            
            N
            N
            Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
          
        
        N
        
          
            Sanford C. Bernstein & Co., LLC
            549300I7JYZHT7D5CO04
            
            Y
            N
          
          
            AllianceBernstein Investor Services, Inc.
            13-3211780
            Tax ID
            
            Y
            N
          
        
        N
        
          
            AllianceBernstein L.P.
            0JK55UGWSWNF3X7KLQ85
            
            Y
            N
          
        
        N
        
          
            Sanford C. Bernstein Limited
            N/A
            N/A
            54930049G8WQ5OOUSD19
            GB
            0.00000000
          
          
            Sanford C. Bernstein & Co., LLC
            8-52942
            000104474
            549300I7JYZHT7D5CO04
            
            0.00000000
          
        
        0.00000000
        
          
            National Financial Services LLC
            8-26740
            000013041
            549300JRHF1MHHWUAW04
            
            26983156.70000000
          
          
            BofA Securities, Inc.
            8-69787
            000283942
            549300HN4UKV1E2R3U73
            
            63783666.30000000
          
          
            J.P. Morgan Securities LLC
            8-35008
            000000079
            ZBUT11V806EZRVTWT807
            
            122673791.55000000
          
          
            Morgan Stanley & Co. LLC
            8-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            886147429.17000000
          
          
            Goldman Sachs & Co. LLC
            8-129
            000000361
            FOR8UP27PHTHYVLBNG30
            
            56434577.30000000
          
          
            Barclays Capital Inc.
            8-41342
            000019714
            AC28XWWI3WIBK2824319
            
            102033224.83000000
          
          
            Jefferies LLC
            8-15074
            000002347
            58PU97L1C0WSRCWADL48
            
            34848053.90000000
          
          
            Wells Fargo Securities, LLC
            8-65876
            000126292
            VYVVCKR63DVZZN70PB21
            
            38936199.10000000
          
          
            TD Securities (USA) LLC
            8-36747
            000018476
            SUVUFHICNZMP2WKHG940
            
            22799241.40000000
          
          
            Citigroup Global Markets Inc.
            8-8177
            000007059
            MBNUM2BPBDO7JBLYG310
            
            169519010.04000000
          
        
        1630679262.45000000
        N
        1815082665.82307692
        N
        N
        N
        N
      
      
        Short Duration Plus Portfolio
        S000011053
        549300HCBIZ0OTJC2W76
        N
        6
        0
        0
        
          
          
          
        
        N/A
        N
        N
        Y
        N
        
          
            State Street Bank and Trust Company
            571474TGEMMWANRLN572
            N
            
              
                
              
              N
            
          
        
        
          
        
        N/A
        N/A
        N/A
        
          Rule 22d-1 (17 CFR 270.22d-1)
          Rule 32a-4 (17 CFR 270.32a-4)
        
        Y
        Y
        N
        N
        
          
            AllianceBernstein L.P.
            801-56720
            000108477
            0JK55UGWSWNF3X7KLQ85
            
            N
          
        
        
          
            AllianceBernstein Investor Services, Inc.
            084-01187
            00000000000000000000
            
            Y
            N
          
          
            DST Asset Manager Solutions, Inc.
            84-00896
            00000000000000000000
            
            N
            N
          
        
        N
        
          
            Vertical Management Systems, Inc.
            27-3275288
            Tax ID
            
            N
          
          
            Bloomberg L.P.
            549300B56MD0ZC402L06
            
            N
          
          
            Refinitiv US Holdings Inc.
            549300NF240HXJO7N016
            
            N
          
          
            IHS Markit Ltd.
            549300HLPTRASHS0E726
            GB
            N
          
          
            PricingDirect Inc.
            549300WIC0TOJ7N7GD54
            
            N
          
          
            Standard & Poor's Financial Services LLC
            549300U4VWNITEKO2881
            
            N
          
          
            ICE Data Services, Inc.
            13-3668779
            Tax ID
            
            N
          
        
        N
        
          
            The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
            2HI3YI5320L3RW6NJ957
            AU
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Credit Suisse (Schweiz) AG
            549300CWR0W0BCS9Q144
            CH
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
            2HI3YI5320L3RW6NJ957
            NZ
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Citibank Europe Public Limited Company
            N1FBEDJ5J41VKZLO2475
            IE
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            The Hongkong and Shanghai Banking Corporation Limited
            2HI3YI5320L3RW6NJ957
            HK
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Citibank, National Association (Singapore, SG, Branch)
            E57ODZWZ7FF32TWEFA76
            SG
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            State Street Bank International GmbH
            ZMHGNT7ZPKZ3UFZ8EO46
            DE
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
            2SFFM4FUIE05S37WFU55
            MX
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            UniCredit Bank Austria AG
            D1HEB8VEU6D9M8ZUXG17
            AT
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Ceskoslovenska obchodni banka, a. s.
            Q5BP2UEQ48R75BOTCB92
            CZ
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            BNP Paribas Securities Services
            549300WCGB70D06XZS54
            FR
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Intesa Sanpaolo S.p.A.
            2W8N8UU78PMDQKZENC08
            IT
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            BNP Paribas Securities Services (Athens, Attica, GR, Branch)
            549300WCGB70D06XZS54
            GR
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            State Street Trust Company Canada
            549300L71XG2CTQ2V827
            CA
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            State Street Bank and Trust Company (Edinburgh, GB, Branch)
            571474TGEMMWANRLN572
            GB
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
            RB0PEZSDGCO3JS6CEU02
            JP
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            State Street Bank and Trust Company
            571474TGEMMWANRLN572
            
            N
            N
            Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
          
          
            Royal Bank of Canada
            ES7IP3U3RHIGC71XBU11
            CA
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Clearstream Banking S.A.
            549300OL514RA0SXJJ44
            LU
            N
            Y
            Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
          
          
            Standard Chartered Bank (Hong Kong) Limited
            X5AV1MBDXGRPX5UGMX13
            HK
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
        
        Y
        
          
            AllianceBernstein Investor Services, Inc.
            13-3211780
            Tax ID
            
            Y
            N
          
          
            Sanford C. Bernstein & Co., LLC
            549300I7JYZHT7D5CO04
            
            Y
            N
          
        
        N
        
          
            AllianceBernstein L.P.
            0JK55UGWSWNF3X7KLQ85
            
            Y
            N
          
        
        N
        
          
            Sanford C. Bernstein & Co., LLC
            8-52942
            000104474
            549300I7JYZHT7D5CO04
            
            0.00000000
          
          
            Sanford C. Bernstein Limited
            N/A
            N/A
            54930049G8WQ5OOUSD19
            GB
            0.00000000
          
        
        
          
            Morgan Stanley & Co. LLC
            8-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            9064.93000000
          
        
        9064.93000000
        
          
            Barclays Capital Inc.
            8-41342
            000019714
            AC28XWWI3WIBK2824319
            
            42704920.09000000
          
          
            BofA Securities, Inc.
            8-69787
            000283942
            549300HN4UKV1E2R3U73
            
            169006178.19000000
          
          
            J.P. Morgan Securities LLC
            8-35008
            000000079
            ZBUT11V806EZRVTWT807
            
            193360896.88000000
          
          
            Goldman Sachs & Co. LLC
            8-129
            000000361
            FOR8UP27PHTHYVLBNG30
            
            69572587.75000000
          
          
            Citigroup Global Markets Inc.
            8-8177
            000007059
            MBNUM2BPBDO7JBLYG310
            
            33760450.15000000
          
          
            Morgan Stanley & Co. LLC
            8-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            18058097.25000000
          
          
            Nomura Securities International, Inc.
            8-15255
            000004297
            OXTKY6Q8X53C9ILVV871
            
            46168633.05000000
          
          
            Deutsche Bank Securities Inc.
            8-17822
            000002525
            9J6MBOOO7BECTDTUZW19
            
            35581215.29000000
          
          
            Cowen and Company, LLC
            8-22522
            000007616
            549300WR155U7DVMIW58
            
            113278675.65000000
          
          
            Citadel Securities LLC
            8-53574
            000116797
            12UUJYTN7D3SW8KCSG25
            
            22604701.23000000
          
        
        798139860.62000000
        N
        262639009.60461538
        N
        N
        N
        N
      
      
        California Municipal Portfolio
        S000011051
        5493003Z79GLEUKK6T58
        N
        7
        0
        0
        
          
          
          
          
        
        N/A
        Y
        N
        Y
        N
        
          
            State Street Bank and Trust Company
            571474TGEMMWANRLN572
            N
            
              
                
              
              N
            
          
        
        
          
        
        N/A
        N/A
        N/A
        
          Rule 32a-4 (17 CFR 270.32a-4)
          Rule 22d-1 (17 CFR 270.22d-1)
        
        N
        N
        N
        N
        
          
            AllianceBernstein L.P.
            801-56720
            000108477
            0JK55UGWSWNF3X7KLQ85
            
            N
          
        
        
          
            AllianceBernstein Investor Services, Inc.
            084-01187
            00000000000000000000
            
            Y
            N
          
          
            DST Asset Manager Solutions, Inc.
            84-00896
            00000000000000000000
            
            N
            N
          
        
        N
        
          
            IHS Markit Ltd.
            549300HLPTRASHS0E726
            GB
            N
          
          
            Refinitiv US Holdings Inc.
            549300NF240HXJO7N016
            
            N
          
          
            PricingDirect Inc.
            549300WIC0TOJ7N7GD54
            
            N
          
          
            Bloomberg L.P.
            549300B56MD0ZC402L06
            
            N
          
          
            Vertical Management Systems, Inc.
            27-3275288
            Tax ID
            
            N
          
          
            ICE Data Services, Inc.
            13-3668779
            Tax ID
            
            N
          
          
            Standard & Poor's Financial Services LLC
            549300U4VWNITEKO2881
            
            N
          
        
        N
        
          
            State Street Bank and Trust Company
            571474TGEMMWANRLN572
            
            N
            N
            Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
          
        
        N
        
          
            AllianceBernstein Investor Services, Inc.
            13-3211780
            Tax ID
            
            Y
            N
          
          
            Sanford C. Bernstein & Co., LLC
            549300I7JYZHT7D5CO04
            
            Y
            N
          
        
        N
        
          
            AllianceBernstein L.P.
            0JK55UGWSWNF3X7KLQ85
            
            Y
            N
          
        
        N
        
          
            Sanford C. Bernstein Limited
            N/A
            N/A
            54930049G8WQ5OOUSD19
            GB
            0.00000000
          
          
            Sanford C. Bernstein & Co., LLC
            8-52942
            000104474
            549300I7JYZHT7D5CO04
            
            0.00000000
          
        
        0.00000000
        
          
            J.P. Morgan Securities LLC
            8-35008
            000000079
            ZBUT11V806EZRVTWT807
            
            75331571.60000000
          
          
            Wells Fargo Securities, LLC
            8-65876
            000126292
            VYVVCKR63DVZZN70PB21
            
            75678264.30000000
          
          
            UBS Securities LLC
            8-22651
            000007654
            T6FIZBDPKLYJKFCRVK44
            
            48791163.75000000
          
          
            Jefferies LLC
            8-15074
            000002347
            58PU97L1C0WSRCWADL48
            
            65378310.70000000
          
          
            Barclays Capital Inc.
            8-41342
            000019714
            AC28XWWI3WIBK2824319
            
            89318861.53000000
          
          
            Morgan Stanley & Co. LLC
            8-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            1180745691.36000000
          
          
            Goldman Sachs & Co. LLC
            8-129
            000000361
            FOR8UP27PHTHYVLBNG30
            
            38268343.65000000
          
          
            National Financial Services LLC
            8-26740
            000013041
            549300JRHF1MHHWUAW04
            
            20782622.15000000
          
          
            BofA Securities, Inc.
            8-69787
            000283942
            549300HN4UKV1E2R3U73
            
            46628305.25000000
          
          
            Citigroup Global Markets Inc.
            8-8177
            000007059
            MBNUM2BPBDO7JBLYG310
            
            199048245.78000000
          
        
        1925593294.11000000
        N
        1408982122.67461538
        N
        N
        N
        N
      
      
        Emerging Markets Portfolio
        S000011056
        549300BT4HTKWD1GNK68
        N
        2
        0
        0
        
          
          
        
        N/A
        N
        N
        Y
        N
        
          
            State Street Bank and Trust Company
            571474TGEMMWANRLN572
            N
            
              
                
              
              N
            
          
        
        
          
        
        N/A
        N/A
        N/A
        
          Rule 12d1-1 (17 CFR 270.12d1-1)
          Rule 32a-4 (17 CFR 270.32a-4)
          Rule 22d-1 (17 CFR 270.22d-1)
        
        Y
        Y
        N
        N
        
          
            AllianceBernstein L.P.
            801-56720
            000108477
            0JK55UGWSWNF3X7KLQ85
            
            N
          
        
        
          
            DST Asset Manager Solutions, Inc.
            84-00896
            00000000000000000000
            
            N
            N
          
          
            AllianceBernstein Investor Services, Inc.
            084-01187
            00000000000000000000
            
            Y
            N
          
        
        N
        
          
            Vertical Management Systems, Inc.
            27-3275288
            Tax ID
            
            N
          
          
            Standard & Poor's Financial Services LLC
            549300U4VWNITEKO2881
            
            N
          
          
            Refinitiv US Holdings Inc.
            549300NF240HXJO7N016
            
            N
          
          
            ICE Data Services, Inc.
            13-3668779
            Tax ID
            
            N
          
          
            PricingDirect Inc.
            549300WIC0TOJ7N7GD54
            
            N
          
          
            Bloomberg L.P.
            549300B56MD0ZC402L06
            
            N
          
          
            IHS Markit Ltd.
            549300HLPTRASHS0E726
            GB
            N
          
        
        N
        
          
            State Street Bank and Trust Company
            571474TGEMMWANRLN572
            
            N
            N
            Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
          
          
            Bank Handlowy w Warszawie Spolka Akcyjna
            XLEZHWWOI4HFQDGL4793
            PL
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            FirstRand Bank Limited
            ZAYQDKTCATIXF9OQY690
            ZA
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            HSBC Bank Middle East Limited (Kuwait City, Al Asimah, KW, Branch)
            549300F99IL9YJDWH369
            KW
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            UniCredit Bank Hungary Zrt.
            Y28RT6GGYJ696PMW8T44
            HU
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            HSBC Saudi Arabia
            558600MV09XWUB38H245
            SA
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Standard Chartered Bank (Taiwan) Limited
            549300QJEO1B92LSHZ06
            TW
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Banco de Chile
            8B4EZFY8IHJC44TT2K84
            CL
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Citibank, National Association (Ciudad Autonoma de Buenos Aires, Ciudad Autonoma de Buenos Aires, AR, Branch)
            579100KKDGKCFFKKF005
            AR
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Deutsche Bank Aktiengesellschaft (Karachi, Sindh, PK, Branch)
            7LTWFZYICNSX8D621K86
            PK
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Citibank Maghreb S.A.
            5493003FVWLMBFTISI11
            MA
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Citibank del Peru S.A.
            MYTK5NHHP1G8TVFGT193
            PE
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
            E57ODZWZ7FF32TWEFA76
            BR
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Credit Suisse (Schweiz) AG
            549300CWR0W0BCS9Q144
            CH
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Standard Chartered Bank (Jakarta, Jakarta, ID, Branch)
            5493006AUYAO7LJWX552
            ID
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Citibank, National Association (Singapore, SG, Branch)
            E57ODZWZ7FF32TWEFA76
            SG
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Intesa Sanpaolo S.p.A.
            2W8N8UU78PMDQKZENC08
            IT
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)
            2HI3YI5320L3RW6NJ957
            KR
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            BNP Paribas Securities Services (Athens, Attica, GR, Branch)
            549300WCGB70D06XZS54
            GR
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Standard Bank Namibia Limited
            254900K6TJFDYKSQWV49
            NA
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Standard Chartered Bank (Hong Kong) Limited
            X5AV1MBDXGRPX5UGMX13
            HK
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Citibank, National Association (Mumbai, Maharashtra, IN, Branch)
            E57ODZWZ7FF32TWEFA76
            IN
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            HSBC Bank Oman S.A.O.G.
            213800YRPSOSH9OA2V29
            OM
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Standard Chartered Bank (Makati City, Metro Manila, PH, Branch)
            RILFO74KP1CM8P6PCT96
            PH
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            State Street Bank and Trust Company (Edinburgh, GB, Branch)
            571474TGEMMWANRLN572
            GB
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Bank Hapoalim B.M.
            B6ARUI4946ST4S7WOU88
            IL
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Ceskoslovenska obchodni banka, a. s.
            Q5BP2UEQ48R75BOTCB92
            CZ
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            HSBC Bank (China) Company Limited
            2CZOJRADNJXBLT55G526
            CN
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Clearstream Banking S.A.
            549300OL514RA0SXJJ44
            LU
            N
            Y
            Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
          
          
            Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
            2SFFM4FUIE05S37WFU55
            MX
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Ngan Hang Trach Nhiem Huu Han Mot Thanh Vien HSBC (Viet Nam)
            213800H95OG9OHRT4Y78
            VN
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Citibank, Anonim Sirketi
            CWZ8NZDH5SKY12Q4US31
            TR
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch)
            549300F99IL9YJDWH369
            QA
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            HSBC Bank Middle East Limited
            549300F99IL9YJDWH369
            AE
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            HSBC Bank Middle East Limited (Manama, Capital, BH, Branch)
            549300F99IL9YJDWH369
            BH
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Citibank Europe Public Limited Company
            N1FBEDJ5J41VKZLO2475
            IE
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            UniCredit Bank Austria AG
            D1HEB8VEU6D9M8ZUXG17
            AT
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
            2HI3YI5320L3RW6NJ957
            AU
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Royal Bank of Canada
            ES7IP3U3RHIGC71XBU11
            CA
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Citibank Europe Public Limited Company (Bucharest, Bucharest, RO, Branch)
            N1FBEDJ5J41VKZLO2475
            RO
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            BNP Paribas Securities Services
            549300WCGB70D06XZS54
            FR
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Standard Chartered Bank Malaysia Berhad
            549300JTJBG2QBI8KD48
            MY
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Cititrust Colombia S A Sociedad Fiduciaria
            549300242J3IJCOSGI49
            CO
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            State Street Trust Company Canada
            549300L71XG2CTQ2V827
            CA
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            The Hongkong and Shanghai Banking Corporation Limited
            2HI3YI5320L3RW6NJ957
            HK
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Standard Chartered Bank Kenya Limited
            549300RBHWW5EJIRG629
            KE
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Citibank, National Association (Cairo, Cairo, EG, Branch)
            E57ODZWZ7FF32TWEFA76
            EG
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Standard Chartered Bank (Thai) Public Company Limited
            549300O1LQYCQ7G1IM57
            TH
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
            RB0PEZSDGCO3JS6CEU02
            JP
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
        
        Y
        
          
            Sanford C. Bernstein & Co., LLC
            549300I7JYZHT7D5CO04
            
            Y
            N
          
          
            AllianceBernstein Investor Services, Inc.
            13-3211780
            Tax ID
            
            Y
            N
          
        
        N
        
          
            AllianceBernstein L.P.
            0JK55UGWSWNF3X7KLQ85
            
            Y
            N
          
        
        N
        
          
            Sanford C. Bernstein Limited
            N/A
            N/A
            54930049G8WQ5OOUSD19
            GB
            0.00000000
          
          
            Sanford C. Bernstein & Co., LLC
            8-52942
            000104474
            549300I7JYZHT7D5CO04
            
            0.00000000
          
        
        
          
            Credit Suisse Securities (USA) LLC
            8-422
            000000816
            1V8Y6QCX6YMJ2OELII46
            
            113304.65000000
          
          
            HSC Financial Services LLC
            N/A
            000297093
            00000000000000000000
            
            39385.96000000
          
          
            BofA Securities, Inc.
            8-69787
            000283942
            549300HN4UKV1E2R3U73
            
            418613.86000000
          
          
            CLSA Americas, LLC
            8-69166
            000165533
            213800M2DXATWY7JMS07
            
            33897.79000000
          
          
            Goldman Sachs & Co. LLC
            8-129
            000000361
            FOR8UP27PHTHYVLBNG30
            
            360409.20000000
          
          
            J.P. Morgan Securities LLC
            8-35008
            000000079
            ZBUT11V806EZRVTWT807
            
            125244.16000000
          
          
            UBS Securities LLC
            8-22651
            000007654
            T6FIZBDPKLYJKFCRVK44
            
            295839.99000000
          
          
            Macquarie Capital (USA) Inc.
            8-47198
            000036368
            549300670K07JRB5UQ40
            
            103474.77000000
          
          
            Citigroup Global Markets Inc.
            8-8177
            000007059
            MBNUM2BPBDO7JBLYG310
            
            39275.25000000
          
          
            Morgan Stanley & Co. LLC
            8-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            186227.30000000
          
        
        1873551.29000000
        
          
            BofA Securities, Inc.
            8-69787
            000283942
            549300HN4UKV1E2R3U73
            
            6495015.85000000
          
          
            State Street Bank and Trust Company
            N/A
            N/A
            571474TGEMMWANRLN572
            
            828766203.45000000
          
          
            Bradesco Securities, Inc.
            8-52806
            000104347
            5493005BOEQJY4OBZP25
            
            4127031.59000000
          
          
            Morgan Stanley & Co. LLC
            8-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            54878.19000000
          
        
        841460840.63000000
        Y
        1448833184.78769230
        N
        N
        N
        N
      
      
        Tax-Aware Overlay N Portfolio
        S000027652
        37W76DK6GT5BEYISVK17
        N
        2
        0
        0
        
          
          
        
        
          Fund of Funds
        
        N
        N
        Y
        N
        
          
            State Street Bank and Trust Company
            571474TGEMMWANRLN572
            N
            
              
                
              
              N
            
          
        
        
          
        
        N/A
        N/A
        N/A
        
          Rule 22d-1 (17 CFR 270.22d-1)
          Rule 12d1-1 (17 CFR 270.12d1-1)
          Rule 32a-4 (17 CFR 270.32a-4)
        
        Y
        Y
        N
        N
        
          
            AllianceBernstein L.P.
            801-56720
            000108477
            0JK55UGWSWNF3X7KLQ85
            
            N
          
        
        
          
            DST Asset Manager Solutions, Inc.
            84-00896
            00000000000000000000
            
            N
            N
          
        
        N
        
          
            Standard & Poor's Financial Services LLC
            549300U4VWNITEKO2881
            
            N
          
          
            Refinitiv US Holdings Inc.
            549300NF240HXJO7N016
            
            N
          
          
            IHS Markit Ltd.
            549300HLPTRASHS0E726
            GB
            N
          
          
            PricingDirect Inc.
            549300WIC0TOJ7N7GD54
            
            N
          
          
            Bloomberg L.P.
            549300B56MD0ZC402L06
            
            N
          
          
            ICE Data Services, Inc.
            13-3668779
            Tax ID
            
            N
          
          
            Vertical Management Systems, Inc.
            27-3275288
            Tax ID
            
            N
          
        
        N
        
          
            Intesa Sanpaolo S.p.A.
            2W8N8UU78PMDQKZENC08
            IT
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Clearstream Banking S.A.
            549300OL514RA0SXJJ44
            LU
            N
            Y
            Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
          
          
            Citibank, National Association (Singapore, SG, Branch)
            E57ODZWZ7FF32TWEFA76
            SG
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Standard Chartered Bank (Taiwan) Limited
            549300QJEO1B92LSHZ06
            TW
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            State Street Bank International GmbH
            ZMHGNT7ZPKZ3UFZ8EO46
            DE
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            BNP Paribas Securities Services
            549300WCGB70D06XZS54
            FR
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            The Hongkong and Shanghai Banking Corporation Limited (Chuo ku, Tokyo, JP, Branch)
            2HI3YI5320L3RW6NJ957
            JP
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Citibank, National Association (Mumbai, Maharashtra, IN, Branch)
            E57ODZWZ7FF32TWEFA76
            IN
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
            2HI3YI5320L3RW6NJ957
            AU
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Citibank Europe Public Limited Company
            N1FBEDJ5J41VKZLO2475
            IE
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Skandinaviska Enskilda Banken A/S
            F3JS33DEI6XQ4ZBPTN86
            DK
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            UniCredit Bank Austria AG
            D1HEB8VEU6D9M8ZUXG17
            AT
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            State Street Trust Company Canada
            549300L71XG2CTQ2V827
            CA
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            The Hongkong and Shanghai Banking Corporation Limited
            2HI3YI5320L3RW6NJ957
            HK
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
            E57ODZWZ7FF32TWEFA76
            BR
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)
            2HI3YI5320L3RW6NJ957
            KR
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Credit Suisse (Schweiz) AG
            549300CWR0W0BCS9Q144
            CH
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Royal Bank of Canada
            ES7IP3U3RHIGC71XBU11
            CA
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            State Street Bank and Trust Company
            571474TGEMMWANRLN572
            
            N
            N
            Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
          
          
            The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
            2HI3YI5320L3RW6NJ957
            NZ
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            State Street Bank and Trust Company (Edinburgh, GB, Branch)
            571474TGEMMWANRLN572
            GB
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
        
        Y
        
          
            Sanford C. Bernstein & Co., LLC
            549300I7JYZHT7D5CO04
            
            Y
            N
          
        
        N
        
          
            AllianceBernstein L.P.
            0JK55UGWSWNF3X7KLQ85
            
            Y
            N
          
        
        N
        
          
            Sanford C. Bernstein Limited
            N/A
            N/A
            54930049G8WQ5OOUSD19
            GB
            0.00000000
          
          
            Sanford C. Bernstein & Co., LLC
            8-52942
            000104474
            549300I7JYZHT7D5CO04
            
            0.00000000
          
        
        
          
            J.P. Morgan Securities LLC
            8-35008
            000000079
            ZBUT11V806EZRVTWT807
            
            44.25000000
          
          
            Credit Suisse Securities (USA) LLC
            8-422
            000000816
            1V8Y6QCX6YMJ2OELII46
            
            1402.10000000
          
          
            Citigroup Global Markets Inc.
            8-8177
            000007059
            MBNUM2BPBDO7JBLYG310
            
            781.18000000
          
          
            BofA Securities, Inc.
            8-69787
            000283942
            549300HN4UKV1E2R3U73
            
            93.36000000
          
          
            Barclays Capital Inc.
            8-41342
            000019714
            AC28XWWI3WIBK2824319
            
            2109.94000000
          
          
            Citation Group Ltd.
            8-43632
            000028305
            00000000000000000000
            
            535.02000000
          
          
            Goldman Sachs & Co. LLC
            8-129
            000000361
            FOR8UP27PHTHYVLBNG30
            
            50102.44000000
          
        
        55068.29000000
        
          
            Samuel A. Ramirez & Company, Inc.
            8-19014
            000006963
            254900CBKVW7O2ENQA21
            
            6684978.00000000
          
          
            J.P. Morgan Securities LLC
            8-35008
            000000079
            ZBUT11V806EZRVTWT807
            
            14741490.87000000
          
          
            Jefferies LLC
            8-15074
            000002347
            58PU97L1C0WSRCWADL48
            
            4569830.00000000
          
          
            Citigroup Global Markets Inc.
            8-8177
            000007059
            MBNUM2BPBDO7JBLYG310
            
            218163837.87000000
          
          
            Barclays Capital Inc.
            8-41342
            000019714
            AC28XWWI3WIBK2824319
            
            20584388.72000000
          
          
            UBS Securities LLC
            8-22651
            000007654
            T6FIZBDPKLYJKFCRVK44
            
            20667600.41000000
          
          
            BofA Securities, Inc.
            8-69787
            000283942
            549300HN4UKV1E2R3U73
            
            9639806.19000000
          
          
            Wells Fargo Securities, LLC
            8-65876
            000126292
            VYVVCKR63DVZZN70PB21
            
            4932600.00000000
          
          
            Morgan Stanley & Co. LLC
            8-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            97726893.20000000
          
          
            State Street Bank and Trust Company
            N/A
            N/A
            571474TGEMMWANRLN572
            
            210148247.11000000
          
        
        616717485.06000000
        Y
        382778119.63230769
        N
        N
        N
        N
      
      
        Diversified Municipal Portfolio
        S000011055
        549300CH4E4VI6GTTS83
        N
        7
        0
        0
        
          
          
          
          
          
        
        N/A
        N
        N
        Y
        N
        
          
            State Street Bank and Trust Company
            571474TGEMMWANRLN572
            N
            
              
                
              
              N
            
          
        
        
          
        
        N/A
        N/A
        N/A
        
          Rule 32a-4 (17 CFR 270.32a-4)
          Rule 22d-1 (17 CFR 270.22d-1)
        
        N
        N
        N
        N
        
          
            AllianceBernstein L.P.
            801-56720
            000108477
            0JK55UGWSWNF3X7KLQ85
            
            N
          
        
        
          
            DST Asset Manager Solutions, Inc.
            84-00896
            00000000000000000000
            
            N
            N
          
          
            AllianceBernstein Investor Services, Inc.
            084-01187
            00000000000000000000
            
            Y
            N
          
        
        N
        
          
            Bloomberg L.P.
            549300B56MD0ZC402L06
            
            N
          
          
            IHS Markit Ltd.
            549300HLPTRASHS0E726
            GB
            N
          
          
            PricingDirect Inc.
            549300WIC0TOJ7N7GD54
            
            N
          
          
            Vertical Management Systems, Inc.
            27-3275288
            Tax ID
            
            N
          
          
            Refinitiv US Holdings Inc.
            549300NF240HXJO7N016
            
            N
          
          
            ICE Data Services, Inc.
            13-3668779
            Tax ID
            
            N
          
          
            Standard & Poor's Financial Services LLC
            549300U4VWNITEKO2881
            
            N
          
        
        N
        
          
            State Street Bank and Trust Company
            571474TGEMMWANRLN572
            
            N
            N
            Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
          
        
        N
        
          
            Sanford C. Bernstein & Co., LLC
            549300I7JYZHT7D5CO04
            
            Y
            N
          
          
            AllianceBernstein Investor Services, Inc.
            13-3211780
            Tax ID
            
            Y
            N
          
        
        N
        
          
            AllianceBernstein L.P.
            0JK55UGWSWNF3X7KLQ85
            
            Y
            N
          
        
        N
        
          
            Sanford C. Bernstein Limited
            N/A
            N/A
            54930049G8WQ5OOUSD19
            GB
            0.00000000
          
          
            Sanford C. Bernstein & Co., LLC
            8-52942
            000104474
            549300I7JYZHT7D5CO04
            
            0.00000000
          
        
        0.00000000
        
          
            Citigroup Global Markets Inc.
            8-8177
            000007059
            MBNUM2BPBDO7JBLYG310
            
            855298722.26000000
          
          
            Nomura Securities International, Inc.
            8-15255
            000004297
            OXTKY6Q8X53C9ILVV871
            
            89997902.10000000
          
          
            Morgan Stanley & Co. LLC
            8-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            5572089390.20000000
          
          
            J.P. Morgan Securities LLC
            8-35008
            000000079
            ZBUT11V806EZRVTWT807
            
            676708384.20000000
          
          
            Jefferies LLC
            8-15074
            000002347
            58PU97L1C0WSRCWADL48
            
            83502046.40000000
          
          
            Goldman Sachs & Co. LLC
            8-129
            000000361
            FOR8UP27PHTHYVLBNG30
            
            174098494.90000000
          
          
            BofA Securities, Inc.
            8-69787
            000283942
            549300HN4UKV1E2R3U73
            
            237527232.55000000
          
          
            Wells Fargo Securities, LLC
            8-65876
            000126292
            VYVVCKR63DVZZN70PB21
            
            116032424.30000000
          
          
            Barclays Capital Inc.
            8-41342
            000019714
            AC28XWWI3WIBK2824319
            
            494792451.34000000
          
          
            RBC Capital Markets, LLC
            8-45411
            000031194
            549300LCO2FLSSVFFR64
            
            137548016.25000000
          
        
        9015446636.75000000
        N
        6519266611.07538461
        N
        N
        N
        N
      
      
        Intermediate Duration Portfolio
        S000011057
        549300MB31JEFJHRDI51
        N
        4
        0
        0
        
          
          
          
          
        
        N/A
        N
        N
        Y
        N
        
          
            State Street Bank and Trust Company
            571474TGEMMWANRLN572
            N
            
              
                
              
              N
            
          
        
        
          
        
        N/A
        N/A
        N/A
        
          Rule 32a-4 (17 CFR 270.32a-4)
          Rule 22d-1 (17 CFR 270.22d-1)
        
        Y
        Y
        N
        N
        
          
            AllianceBernstein L.P.
            801-56720
            000108477
            0JK55UGWSWNF3X7KLQ85
            
            N
          
        
        
          
            AllianceBernstein Investor Services, Inc.
            084-01187
            00000000000000000000
            
            Y
            N
          
          
            DST Asset Manager Solutions, Inc.
            84-00896
            00000000000000000000
            
            N
            N
          
        
        N
        
          
            IHS Markit Ltd.
            549300HLPTRASHS0E726
            GB
            N
          
          
            Standard & Poor's Financial Services LLC
            549300U4VWNITEKO2881
            
            N
          
          
            Vertical Management Systems, Inc.
            27-3275288
            Tax ID
            
            N
          
          
            ICE Data Services, Inc.
            13-3668779
            Tax ID
            
            N
          
          
            Bloomberg L.P.
            549300B56MD0ZC402L06
            
            N
          
          
            PricingDirect Inc.
            549300WIC0TOJ7N7GD54
            
            N
          
          
            Refinitiv US Holdings Inc.
            549300NF240HXJO7N016
            
            N
          
        
        N
        
          
            Ceskoslovenska obchodni banka, a. s.
            Q5BP2UEQ48R75BOTCB92
            CZ
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            UniCredit Bank Austria AG
            D1HEB8VEU6D9M8ZUXG17
            AT
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Royal Bank of Canada
            ES7IP3U3RHIGC71XBU11
            CA
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Intesa Sanpaolo S.p.A.
            2W8N8UU78PMDQKZENC08
            IT
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Bank Handlowy w Warszawie Spolka Akcyjna
            XLEZHWWOI4HFQDGL4793
            PL
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Citibank, Anonim Sirketi
            CWZ8NZDH5SKY12Q4US31
            TR
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Credit Suisse (Schweiz) AG
            549300CWR0W0BCS9Q144
            CH
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
            E57ODZWZ7FF32TWEFA76
            BR
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Euroclear Bank
            549300OZ46BRLZ8Y6F65
            BE
            N
            Y
            Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
          
          
            The Hongkong and Shanghai Banking Corporation Limited
            2HI3YI5320L3RW6NJ957
            HK
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
            2SFFM4FUIE05S37WFU55
            MX
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Citibank del Peru S.A.
            MYTK5NHHP1G8TVFGT193
            PE
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
            2HI3YI5320L3RW6NJ957
            AU
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Citibank, National Association (Singapore, SG, Branch)
            E57ODZWZ7FF32TWEFA76
            SG
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Bank Hapoalim B.M.
            B6ARUI4946ST4S7WOU88
            IL
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Standard Chartered Bank Malaysia Berhad
            549300JTJBG2QBI8KD48
            MY
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            State Street Bank and Trust Company
            571474TGEMMWANRLN572
            
            N
            N
            Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
          
          
            State Street Trust Company Canada
            549300L71XG2CTQ2V827
            CA
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
            2HI3YI5320L3RW6NJ957
            NZ
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            UniCredit Bank Hungary Zrt.
            Y28RT6GGYJ696PMW8T44
            HU
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            State Street Bank and Trust Company (Edinburgh, GB, Branch)
            571474TGEMMWANRLN572
            GB
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Clearstream Banking S.A.
            549300OL514RA0SXJJ44
            LU
            N
            Y
            Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
          
          
            BNP Paribas Securities Services
            549300WCGB70D06XZS54
            FR
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Standard Chartered Bank (Hong Kong) Limited
            X5AV1MBDXGRPX5UGMX13
            HK
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
            RB0PEZSDGCO3JS6CEU02
            JP
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            FirstRand Bank Limited
            ZAYQDKTCATIXF9OQY690
            ZA
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
        
        Y
        
          
            AllianceBernstein Investor Services, Inc.
            13-3211780
            Tax ID
            
            Y
            N
          
          
            Sanford C. Bernstein & Co., LLC
            549300I7JYZHT7D5CO04
            
            Y
            N
          
        
        N
        
          
            AllianceBernstein L.P.
            0JK55UGWSWNF3X7KLQ85
            
            Y
            N
          
        
        N
        
          
            Sanford C. Bernstein Limited
            N/A
            N/A
            54930049G8WQ5OOUSD19
            GB
            0.00000000
          
          
            Sanford C. Bernstein & Co., LLC
            8-52942
            000104474
            549300I7JYZHT7D5CO04
            
            0.00000000
          
        
        
          
            Citigroup Global Markets Inc.
            8-8177
            000007059
            MBNUM2BPBDO7JBLYG310
            
            176138.74000000
          
        
        176138.74000000
        
          
            J.P. Morgan Securities LLC
            8-35008
            000000079
            ZBUT11V806EZRVTWT807
            
            1390801911.93000000
          
          
            Goldman Sachs & Co. LLC
            8-129
            000000361
            FOR8UP27PHTHYVLBNG30
            
            909195754.93000000
          
          
            Citigroup Global Markets Inc.
            8-8177
            000007059
            MBNUM2BPBDO7JBLYG310
            
            471615703.51000000
          
          
            Credit Suisse Securities (USA) LLC
            8-422
            000000816
            1V8Y6QCX6YMJ2OELII46
            
            422168501.86000000
          
          
            BofA Securities, Inc.
            8-69787
            000283942
            549300HN4UKV1E2R3U73
            
            1170984529.91000000
          
          
            Nomura Securities International, Inc.
            8-15255
            000004297
            OXTKY6Q8X53C9ILVV871
            
            427285514.96000000
          
          
            Morgan Stanley & Co. LLC
            8-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            7980886748.21000000
          
          
            Barclays Capital Inc.
            8-41342
            000019714
            AC28XWWI3WIBK2824319
            
            1185297952.72000000
          
          
            Deutsche Bank Securities Inc.
            8-17822
            000002525
            9J6MBOOO7BECTDTUZW19
            
            269641804.70000000
          
          
            Wells Fargo Securities, LLC
            8-65876
            000126292
            VYVVCKR63DVZZN70PB21
            
            468560041.93000000
          
        
        15899245727.33000000
        N
        3815958010.19846153
        N
        N
        N
        N
      
      
        Tax-Aware Overlay A Portfolio
        S000027648
        JJMIQE1GQBYAKPEWB438
        N
        2
        0
        0
        
          
          
        
        
          Fund of Funds
        
        N
        N
        Y
        N
        
          
            State Street Bank and Trust Company
            571474TGEMMWANRLN572
            N
            
              
                
              
              N
            
          
        
        
          
        
        N/A
        N/A
        N/A
        
          Rule 22d-1 (17 CFR 270.22d-1)
          Rule 32a-4 (17 CFR 270.32a-4)
          Rule 12d1-1 (17 CFR 270.12d1-1)
        
        Y
        Y
        N
        N
        
          
            AllianceBernstein L.P.
            801-56720
            000108477
            0JK55UGWSWNF3X7KLQ85
            
            N
          
        
        
          
            DST Asset Manager Solutions, Inc.
            84-00896
            00000000000000000000
            
            N
            N
          
        
        N
        
          
            Standard & Poor's Financial Services LLC
            549300U4VWNITEKO2881
            
            N
          
          
            ICE Data Services, Inc.
            13-3668779
            Tax ID
            
            N
          
          
            PricingDirect Inc.
            549300WIC0TOJ7N7GD54
            
            N
          
          
            Refinitiv US Holdings Inc.
            549300NF240HXJO7N016
            
            N
          
          
            IHS Markit Ltd.
            549300HLPTRASHS0E726
            GB
            N
          
          
            Vertical Management Systems, Inc.
            27-3275288
            Tax ID
            
            N
          
          
            Bloomberg L.P.
            549300B56MD0ZC402L06
            
            N
          
        
        N
        
          
            UniCredit Bank Hungary Zrt.
            Y28RT6GGYJ696PMW8T44
            HU
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Citibank Europe Public Limited Company
            N1FBEDJ5J41VKZLO2475
            IE
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Cititrust Colombia S A Sociedad Fiduciaria
            549300242J3IJCOSGI49
            CO
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Standard Chartered Bank Kenya Limited
            549300RBHWW5EJIRG629
            KE
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Citibank, National Association (Singapore, SG, Branch)
            E57ODZWZ7FF32TWEFA76
            SG
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
            2SFFM4FUIE05S37WFU55
            MX
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            State Street Bank and Trust Company (Edinburgh, GB, Branch)
            571474TGEMMWANRLN572
            GB
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Royal Bank of Canada
            ES7IP3U3RHIGC71XBU11
            CA
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            State Street Bank International GmbH
            ZMHGNT7ZPKZ3UFZ8EO46
            DE
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            State Street Bank and Trust Company
            571474TGEMMWANRLN572
            
            N
            N
            Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
          
          
            BNP Paribas Securities Services
            549300WCGB70D06XZS54
            FR
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Bank Hapoalim B.M.
            B6ARUI4946ST4S7WOU88
            IL
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)
            2HI3YI5320L3RW6NJ957
            KR
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            FirstRand Bank Limited
            ZAYQDKTCATIXF9OQY690
            ZA
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Banco de Chile
            8B4EZFY8IHJC44TT2K84
            CL
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Standard Chartered Bank (Thai) Public Company Limited
            549300O1LQYCQ7G1IM57
            TH
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Intesa Sanpaolo S.p.A.
            2W8N8UU78PMDQKZENC08
            IT
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Bank Handlowy w Warszawie Spolka Akcyjna
            XLEZHWWOI4HFQDGL4793
            PL
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            The Hongkong and Shanghai Banking Corporation Limited
            2HI3YI5320L3RW6NJ957
            HK
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Citibank, National Association (Mumbai, Maharashtra, IN, Branch)
            E57ODZWZ7FF32TWEFA76
            IN
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Clearstream Banking S.A.
            549300OL514RA0SXJJ44
            LU
            N
            Y
            Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
          
          
            HSBC Bank (China) Company Limited
            2CZOJRADNJXBLT55G526
            CN
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Standard Chartered Bank (Taiwan) Limited
            549300QJEO1B92LSHZ06
            TW
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            HSBC Bank Middle East Limited (Manama, Capital, BH, Branch)
            549300F99IL9YJDWH369
            BH
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            The Hongkong and Shanghai Banking Corporation Limited (Chuo ku, Tokyo, JP, Branch)
            2HI3YI5320L3RW6NJ957
            JP
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            HSBC Bank Middle East Limited
            549300F99IL9YJDWH369
            AE
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Standard Chartered Bank (Hong Kong) Limited
            X5AV1MBDXGRPX5UGMX13
            HK
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Citibank, Anonim Sirketi
            CWZ8NZDH5SKY12Q4US31
            TR
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Skandinaviska Enskilda Banken A/S
            F3JS33DEI6XQ4ZBPTN86
            DK
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
            E57ODZWZ7FF32TWEFA76
            BR
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Citibank Europe Public Limited Company (Bucharest, Bucharest, RO, Branch)
            N1FBEDJ5J41VKZLO2475
            RO
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
            2HI3YI5320L3RW6NJ957
            AU
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            UniCredit Bank Austria AG
            D1HEB8VEU6D9M8ZUXG17
            AT
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
            2HI3YI5320L3RW6NJ957
            NZ
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Standard Chartered Bank (Makati City, Metro Manila, PH, Branch)
            RILFO74KP1CM8P6PCT96
            PH
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Credit Suisse (Schweiz) AG
            549300CWR0W0BCS9Q144
            CH
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Standard Chartered Bank Malaysia Berhad
            549300JTJBG2QBI8KD48
            MY
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Ceskoslovenska obchodni banka, a. s.
            Q5BP2UEQ48R75BOTCB92
            CZ
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            State Street Trust Company Canada
            549300L71XG2CTQ2V827
            CA
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            BNP Paribas Securities Services (Athens, Attica, GR, Branch)
            549300WCGB70D06XZS54
            GR
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
        
        Y
        
          
            Sanford C. Bernstein & Co., LLC
            549300I7JYZHT7D5CO04
            
            Y
            N
          
        
        N
        
          
            AllianceBernstein L.P.
            0JK55UGWSWNF3X7KLQ85
            
            Y
            N
          
        
        N
        
          
            Sanford C. Bernstein & Co., LLC
            8-52942
            000104474
            549300I7JYZHT7D5CO04
            
            0.00000000
          
          
            Sanford C. Bernstein Limited
            N/A
            N/A
            54930049G8WQ5OOUSD19
            GB
            0.00000000
          
        
        
          
            Liquidnet, Inc.
            8-52461
            000103987
            213800HSKBBO1GCVRG79
            
            7496.06000000
          
          
            Citigroup Global Markets Inc.
            8-8177
            000007059
            MBNUM2BPBDO7JBLYG310
            
            6635.31000000
          
          
            Citation Group Ltd.
            8-43632
            000028305
            00000000000000000000
            
            20255.73000000
          
          
            Cowen and Company, LLC
            8-22522
            000007616
            549300WR155U7DVMIW58
            
            18731.17000000
          
          
            Barclays Capital Inc.
            8-41342
            000019714
            AC28XWWI3WIBK2824319
            
            36165.57000000
          
          
            Wells Fargo Securities, LLC
            8-65876
            000126292
            VYVVCKR63DVZZN70PB21
            
            9959.26000000
          
          
            Credit Suisse Securities (USA) LLC
            8-422
            000000816
            1V8Y6QCX6YMJ2OELII46
            
            22855.50000000
          
          
            Goldman Sachs & Co. LLC
            8-129
            000000361
            FOR8UP27PHTHYVLBNG30
            
            1326906.12000000
          
          
            Morgan Stanley & Co. LLC
            8-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            19766.64000000
          
          
            J.P. Morgan Securities LLC
            8-35008
            000000079
            ZBUT11V806EZRVTWT807
            
            30867.04000000
          
        
        1534675.90000000
        
          
            Credit Suisse Securities (USA) LLC
            8-422
            000000816
            1V8Y6QCX6YMJ2OELII46
            
            2759550.40000000
          
          
            Barclays Capital Inc.
            8-41342
            000019714
            AC28XWWI3WIBK2824319
            
            9460382.50000000
          
          
            Goldman Sachs & Co. LLC
            8-129
            000000361
            FOR8UP27PHTHYVLBNG30
            
            3595397.00000000
          
          
            Morgan Stanley & Co. LLC
            8-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            1951023721.00000000
          
          
            State Street Bank and Trust Company
            N/A
            N/A
            571474TGEMMWANRLN572
            
            2672364912.12000000
          
          
            Jefferies LLC
            8-15074
            000002347
            58PU97L1C0WSRCWADL48
            
            8999606.25000000
          
          
            UBS Securities LLC
            8-22651
            000007654
            T6FIZBDPKLYJKFCRVK44
            
            492504524.94000000
          
          
            BofA Securities, Inc.
            8-69787
            000283942
            549300HN4UKV1E2R3U73
            
            1216960.00000000
          
          
            J.P. Morgan Securities LLC
            8-35008
            000000079
            ZBUT11V806EZRVTWT807
            
            23666421.39000000
          
        
        5165591475.60000000
        Y
        3941073812.61615384
        N
        N
        N
        N
      
      
        Tax-Aware Overlay B Portfolio
        S000027650
        LUC3N2ZMPZNMBTZW4051
        N
        2
        0
        0
        
          
          
        
        
          Fund of Funds
        
        N
        N
        Y
        N
        
          
            State Street Bank and Trust Company
            571474TGEMMWANRLN572
            N
            
              
                
              
              N
            
          
        
        
          
        
        N/A
        N/A
        N/A
        
          Rule 32a-4 (17 CFR 270.32a-4)
          Rule 22d-1 (17 CFR 270.22d-1)
          Rule 12d1-1 (17 CFR 270.12d1-1)
        
        Y
        Y
        N
        N
        
          
            AllianceBernstein L.P.
            801-56720
            000108477
            0JK55UGWSWNF3X7KLQ85
            
            N
          
        
        
          
            DST Asset Manager Solutions, Inc.
            84-00896
            00000000000000000000
            
            N
            N
          
        
        N
        
          
            ICE Data Services, Inc.
            13-3668779
            Tax ID
            
            N
          
          
            IHS Markit Ltd.
            549300HLPTRASHS0E726
            GB
            N
          
          
            Refinitiv US Holdings Inc.
            549300NF240HXJO7N016
            
            N
          
          
            Vertical Management Systems, Inc.
            27-3275288
            Tax ID
            
            N
          
          
            PricingDirect Inc.
            549300WIC0TOJ7N7GD54
            
            N
          
          
            Standard & Poor's Financial Services LLC
            549300U4VWNITEKO2881
            
            N
          
          
            Bloomberg L.P.
            549300B56MD0ZC402L06
            
            N
          
        
        N
        
          
            Citibank, National Association (Mumbai, Maharashtra, IN, Branch)
            E57ODZWZ7FF32TWEFA76
            IN
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            UniCredit Bank Austria AG
            D1HEB8VEU6D9M8ZUXG17
            AT
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            State Street Bank International GmbH
            ZMHGNT7ZPKZ3UFZ8EO46
            DE
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            State Street Bank and Trust Company (Edinburgh, GB, Branch)
            571474TGEMMWANRLN572
            GB
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            State Street Bank and Trust Company
            571474TGEMMWANRLN572
            
            N
            N
            Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
          
          
            The Hongkong and Shanghai Banking Corporation Limited (Chuo ku, Tokyo, JP, Branch)
            2HI3YI5320L3RW6NJ957
            JP
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Clearstream Banking S.A.
            549300OL514RA0SXJJ44
            LU
            N
            Y
            Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
          
          
            The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
            2HI3YI5320L3RW6NJ957
            NZ
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Standard Chartered Bank (Taiwan) Limited
            549300QJEO1B92LSHZ06
            TW
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)
            2HI3YI5320L3RW6NJ957
            KR
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Credit Suisse (Schweiz) AG
            549300CWR0W0BCS9Q144
            CH
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Citibank, National Association (Singapore, SG, Branch)
            E57ODZWZ7FF32TWEFA76
            SG
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Intesa Sanpaolo S.p.A.
            2W8N8UU78PMDQKZENC08
            IT
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
            2HI3YI5320L3RW6NJ957
            AU
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Skandinaviska Enskilda Banken A/S
            F3JS33DEI6XQ4ZBPTN86
            DK
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
            E57ODZWZ7FF32TWEFA76
            BR
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            The Hongkong and Shanghai Banking Corporation Limited
            2HI3YI5320L3RW6NJ957
            HK
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Citibank Europe Public Limited Company
            N1FBEDJ5J41VKZLO2475
            IE
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            BNP Paribas Securities Services
            549300WCGB70D06XZS54
            FR
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            State Street Trust Company Canada
            549300L71XG2CTQ2V827
            CA
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Royal Bank of Canada
            ES7IP3U3RHIGC71XBU11
            CA
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
        
        Y
        
          
            Sanford C. Bernstein & Co., LLC
            549300I7JYZHT7D5CO04
            
            Y
            N
          
        
        N
        
          
            AllianceBernstein L.P.
            0JK55UGWSWNF3X7KLQ85
            
            Y
            N
          
        
        N
        
          
            Sanford C. Bernstein Limited
            N/A
            N/A
            54930049G8WQ5OOUSD19
            GB
            0.00000000
          
          
            Sanford C. Bernstein & Co., LLC
            8-52942
            000104474
            549300I7JYZHT7D5CO04
            
            0.00000000
          
        
        
          
            Citigroup Global Markets Inc.
            8-8177
            000007059
            MBNUM2BPBDO7JBLYG310
            
            3505.51000000
          
          
            Goldman Sachs & Co. LLC
            8-129
            000000361
            FOR8UP27PHTHYVLBNG30
            
            223460.24000000
          
          
            Citation Group Ltd.
            8-43632
            000028305
            00000000000000000000
            
            2096.06000000
          
          
            BofA Securities, Inc.
            8-69787
            000283942
            549300HN4UKV1E2R3U73
            
            1920.52000000
          
          
            J.P. Morgan Securities LLC
            8-35008
            000000079
            ZBUT11V806EZRVTWT807
            
            98.52000000
          
          
            Barclays Capital Inc.
            8-41342
            000019714
            AC28XWWI3WIBK2824319
            
            6601.74000000
          
          
            Credit Suisse Securities (USA) LLC
            8-422
            000000816
            1V8Y6QCX6YMJ2OELII46
            
            6291.96000000
          
        
        243974.55000000
        
          
            Citigroup Global Markets Inc.
            8-8177
            000007059
            MBNUM2BPBDO7JBLYG310
            
            293291053.57000000
          
          
            J.P. Morgan Securities LLC
            8-35008
            000000079
            ZBUT11V806EZRVTWT807
            
            98127372.33000000
          
          
            BofA Securities, Inc.
            8-69787
            000283942
            549300HN4UKV1E2R3U73
            
            60418115.70000000
          
          
            UBS Securities LLC
            8-22651
            000007654
            T6FIZBDPKLYJKFCRVK44
            
            79579469.40000000
          
          
            Barclays Capital Inc.
            8-41342
            000019714
            AC28XWWI3WIBK2824319
            
            93981293.08000000
          
          
            Morgan Stanley & Co. LLC
            8-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            320245734.09000000
          
          
            Goldman Sachs & Co. LLC
            8-129
            000000361
            FOR8UP27PHTHYVLBNG30
            
            10422448.00000000
          
          
            BNY Mellon Capital Markets, LLC
            8-35255
            000017454
            VJW2DOOHGDT6PR0ZRO63
            
            11059869.75000000
          
          
            State Street Bank and Trust Company
            N/A
            N/A
            571474TGEMMWANRLN572
            
            961177129.86000000
          
          
            RBC Capital Markets, LLC
            8-45411
            000031194
            549300LCO2FLSSVFFR64
            
            39043213.30000000
          
        
        1994489042.37000000
        Y
        1718138437.48846153
        N
        N
        N
        N
      
      
        Short Duration Diversified Municipal Portfolio
        S000011062
        5493000QDM8TMHS3HR32
        N
        1
        0
        0
        
          
        
        N/A
        N
        N
        Y
        N
        
          
            State Street Bank and Trust Company
            571474TGEMMWANRLN572
            N
            
              
                
              
              N
            
          
        
        
          
        
        N/A
        N/A
        N/A
        
          Rule 32a-4 (17 CFR 270.32a-4)
          Rule 12d1-1 (17 CFR 270.12d1-1)
          Rule 22d-1 (17 CFR 270.22d-1)
        
        Y
        Y
        N
        N
        
          
            AllianceBernstein L.P.
            801-56720
            000108477
            0JK55UGWSWNF3X7KLQ85
            
            N
          
        
        
          
            DST Asset Manager Solutions, Inc.
            84-00896
            00000000000000000000
            
            N
            N
          
        
        N
        
          
            ICE Data Services, Inc.
            13-3668779
            Tax ID
            
            N
          
          
            Bloomberg L.P.
            549300B56MD0ZC402L06
            
            N
          
          
            Standard & Poor's Financial Services LLC
            549300U4VWNITEKO2881
            
            N
          
          
            Vertical Management Systems, Inc.
            27-3275288
            Tax ID
            
            N
          
          
            Refinitiv US Holdings Inc.
            549300NF240HXJO7N016
            
            N
          
          
            PricingDirect Inc.
            549300WIC0TOJ7N7GD54
            
            N
          
          
            IHS Markit Ltd.
            549300HLPTRASHS0E726
            GB
            N
          
        
        N
        
          
            State Street Bank and Trust Company
            571474TGEMMWANRLN572
            
            N
            N
            Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
          
        
        N
        
          
            Sanford C. Bernstein & Co., LLC
            549300I7JYZHT7D5CO04
            
            Y
            N
          
        
        N
        
          
            AllianceBernstein L.P.
            0JK55UGWSWNF3X7KLQ85
            
            Y
            N
          
        
        N
        
          
            Sanford C. Bernstein Limited
            N/A
            N/A
            54930049G8WQ5OOUSD19
            GB
            0.00000000
          
          
            Sanford C. Bernstein & Co., LLC
            8-52942
            000104474
            549300I7JYZHT7D5CO04
            
            0.00000000
          
        
        0.00000000
        
          
            Pershing LLC
            8-17574
            000007560
            ZI8Q1A8EI8LQFJNM0D94
            
            4550673.95000000
          
          
            Jefferies LLC
            8-15074
            000002347
            58PU97L1C0WSRCWADL48
            
            22361025.50000000
          
          
            J.P. Morgan Securities LLC
            8-35008
            000000079
            ZBUT11V806EZRVTWT807
            
            37489241.15000000
          
          
            Wells Fargo Securities, LLC
            8-65876
            000126292
            VYVVCKR63DVZZN70PB21
            
            15534016.25000000
          
          
            BofA Securities, Inc.
            8-69787
            000283942
            549300HN4UKV1E2R3U73
            
            23515664.15000000
          
          
            RBC Capital Markets, LLC
            8-45411
            000031194
            549300LCO2FLSSVFFR64
            
            19923611.25000000
          
          
            State Street Bank and Trust Company
            N/A
            N/A
            571474TGEMMWANRLN572
            
            364970745.08000000
          
          
            Goldman Sachs & Co. LLC
            8-129
            000000361
            FOR8UP27PHTHYVLBNG30
            
            10100516.33000000
          
          
            Morgan Stanley & Co. LLC
            8-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            43605783.01000000
          
          
            Citigroup Global Markets Inc.
            8-8177
            000007059
            MBNUM2BPBDO7JBLYG310
            
            26199186.90000000
          
        
        591223506.17000000
        N
        238839718.92769230
        N
        N
        N
        N
      
      
        Tax-Aware Overlay C Portfolio
        S000027651
        2P18Z1LGWH16353LFB04
        N
        2
        0
        0
        
          
          
        
        
          Fund of Funds
        
        N
        N
        Y
        N
        
          
            State Street Bank and Trust Company
            571474TGEMMWANRLN572
            N
            
              
                
              
              N
            
          
        
        
          
        
        N/A
        N/A
        N/A
        
          Rule 22d-1 (17 CFR 270.22d-1)
          Rule 32a-4 (17 CFR 270.32a-4)
          Rule 12d1-1 (17 CFR 270.12d1-1)
        
        Y
        Y
        N
        N
        
          
            AllianceBernstein L.P.
            801-56720
            000108477
            0JK55UGWSWNF3X7KLQ85
            
            N
          
        
        
          
            DST Asset Manager Solutions, Inc.
            84-00896
            00000000000000000000
            
            N
            N
          
        
        N
        
          
            Bloomberg L.P.
            549300B56MD0ZC402L06
            
            N
          
          
            PricingDirect Inc.
            549300WIC0TOJ7N7GD54
            
            N
          
          
            IHS Markit Ltd.
            549300HLPTRASHS0E726
            GB
            N
          
          
            ICE Data Services, Inc.
            13-3668779
            Tax ID
            
            N
          
          
            Standard & Poor's Financial Services LLC
            549300U4VWNITEKO2881
            
            N
          
          
            Refinitiv US Holdings Inc.
            549300NF240HXJO7N016
            
            N
          
          
            Vertical Management Systems, Inc.
            27-3275288
            Tax ID
            
            N
          
        
        N
        
          
            Royal Bank of Canada
            ES7IP3U3RHIGC71XBU11
            CA
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            UniCredit Bank Austria AG
            D1HEB8VEU6D9M8ZUXG17
            AT
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)
            2HI3YI5320L3RW6NJ957
            KR
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Standard Chartered Bank (Taiwan) Limited
            549300QJEO1B92LSHZ06
            TW
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            State Street Trust Company Canada
            549300L71XG2CTQ2V827
            CA
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            State Street Bank and Trust Company (Edinburgh, GB, Branch)
            571474TGEMMWANRLN572
            GB
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Credit Suisse (Schweiz) AG
            549300CWR0W0BCS9Q144
            CH
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Skandinaviska Enskilda Banken A/S
            F3JS33DEI6XQ4ZBPTN86
            DK
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            The Hongkong and Shanghai Banking Corporation Limited
            2HI3YI5320L3RW6NJ957
            HK
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
            2HI3YI5320L3RW6NJ957
            NZ
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Intesa Sanpaolo S.p.A.
            2W8N8UU78PMDQKZENC08
            IT
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
            2HI3YI5320L3RW6NJ957
            AU
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            State Street Bank and Trust Company
            571474TGEMMWANRLN572
            
            N
            N
            Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
          
          
            State Street Bank International GmbH
            ZMHGNT7ZPKZ3UFZ8EO46
            DE
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            BNP Paribas Securities Services
            549300WCGB70D06XZS54
            FR
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Citibank, National Association (Singapore, SG, Branch)
            E57ODZWZ7FF32TWEFA76
            SG
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            The Hongkong and Shanghai Banking Corporation Limited (Chuo ku, Tokyo, JP, Branch)
            2HI3YI5320L3RW6NJ957
            JP
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Citibank Europe Public Limited Company
            N1FBEDJ5J41VKZLO2475
            IE
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Clearstream Banking S.A.
            549300OL514RA0SXJJ44
            LU
            N
            Y
            Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
          
          
            Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
            E57ODZWZ7FF32TWEFA76
            BR
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Citibank, National Association (Mumbai, Maharashtra, IN, Branch)
            E57ODZWZ7FF32TWEFA76
            IN
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
        
        Y
        
          
            Sanford C. Bernstein & Co., LLC
            549300I7JYZHT7D5CO04
            
            Y
            N
          
        
        N
        
          
            AllianceBernstein L.P.
            0JK55UGWSWNF3X7KLQ85
            
            Y
            N
          
        
        N
        
          
            Sanford C. Bernstein & Co., LLC
            8-52942
            000104474
            549300I7JYZHT7D5CO04
            
            0.00000000
          
          
            Sanford C. Bernstein Limited
            N/A
            N/A
            54930049G8WQ5OOUSD19
            GB
            0.00000000
          
        
        
          
            Citigroup Global Markets Inc.
            8-8177
            000007059
            MBNUM2BPBDO7JBLYG310
            
            1110.92000000
          
          
            BofA Securities, Inc.
            8-69787
            000283942
            549300HN4UKV1E2R3U73
            
            91.50000000
          
          
            Goldman Sachs & Co. LLC
            8-129
            000000361
            FOR8UP27PHTHYVLBNG30
            
            71664.45000000
          
          
            J.P. Morgan Securities LLC
            8-35008
            000000079
            ZBUT11V806EZRVTWT807
            
            245.98000000
          
          
            Barclays Capital Inc.
            8-41342
            000019714
            AC28XWWI3WIBK2824319
            
            2956.97000000
          
          
            Credit Suisse Securities (USA) LLC
            8-422
            000000816
            1V8Y6QCX6YMJ2OELII46
            
            1993.94000000
          
          
            Citation Group Ltd.
            8-43632
            000028305
            00000000000000000000
            
            765.41000000
          
        
        78829.17000000
        
          
            Citigroup Global Markets Inc.
            8-8177
            000007059
            MBNUM2BPBDO7JBLYG310
            
            71804819.37000000
          
          
            UBS Securities LLC
            8-22651
            000007654
            T6FIZBDPKLYJKFCRVK44
            
            32114318.10000000
          
          
            Morgan Stanley & Co. LLC
            8-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            114494699.95000000
          
          
            Hilltop Securities Inc.
            8-45123
            000006220
            549300IXU82PMU6XZT45
            
            8246045.50000000
          
          
            J.P. Morgan Securities LLC
            8-35008
            000000079
            ZBUT11V806EZRVTWT807
            
            22125699.75000000
          
          
            Wells Fargo Securities, LLC
            8-65876
            000126292
            VYVVCKR63DVZZN70PB21
            
            6725828.20000000
          
          
            BofA Securities, Inc.
            8-69787
            000283942
            549300HN4UKV1E2R3U73
            
            10170336.10000000
          
          
            Barclays Capital Inc.
            8-41342
            000019714
            AC28XWWI3WIBK2824319
            
            24446456.60000000
          
          
            Jefferies LLC
            8-15074
            000002347
            58PU97L1C0WSRCWADL48
            
            8210900.98000000
          
          
            State Street Bank and Trust Company
            N/A
            N/A
            571474TGEMMWANRLN572
            
            321407431.67000000
          
        
        637016094.22000000
        Y
        513240250.53384615
        N
        N
        N
        N
      
      
        Overlay A Portfolio
        S000027647
        TFGQV7L3QFMVUJJMXB20
        N
        2
        0
        0
        
          
          
        
        
          Fund of Funds
        
        N
        N
        Y
        N
        
          
            State Street Bank and Trust Company
            571474TGEMMWANRLN572
            N
            
              
                
              
              N
            
          
        
        
          
        
        N/A
        N/A
        N/A
        
          Rule 12d1-1 (17 CFR 270.12d1-1)
          Rule 32a-4 (17 CFR 270.32a-4)
          Rule 22d-1 (17 CFR 270.22d-1)
        
        Y
        Y
        N
        N
        
          
            AllianceBernstein L.P.
            801-56720
            000108477
            0JK55UGWSWNF3X7KLQ85
            
            N
          
        
        
          
            DST Asset Manager Solutions, Inc.
            84-00896
            00000000000000000000
            
            N
            N
          
        
        N
        
          
            Refinitiv US Holdings Inc.
            549300NF240HXJO7N016
            
            N
          
          
            Bloomberg L.P.
            549300B56MD0ZC402L06
            
            N
          
          
            PricingDirect Inc.
            549300WIC0TOJ7N7GD54
            
            N
          
          
            Standard & Poor's Financial Services LLC
            549300U4VWNITEKO2881
            
            N
          
          
            ICE Data Services, Inc.
            13-3668779
            Tax ID
            
            N
          
          
            Vertical Management Systems, Inc.
            27-3275288
            Tax ID
            
            N
          
          
            IHS Markit Ltd.
            549300HLPTRASHS0E726
            GB
            N
          
        
        N
        
          
            Skandinaviska Enskilda Banken A/S
            F3JS33DEI6XQ4ZBPTN86
            DK
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Standard Chartered Bank (Thai) Public Company Limited
            549300O1LQYCQ7G1IM57
            TH
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            State Street Bank and Trust Company (Edinburgh, GB, Branch)
            571474TGEMMWANRLN572
            GB
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            BNP Paribas Securities Services
            549300WCGB70D06XZS54
            FR
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            The Hongkong and Shanghai Banking Corporation Limited (Chuo ku, Tokyo, JP, Branch)
            2HI3YI5320L3RW6NJ957
            JP
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Banco de Chile
            8B4EZFY8IHJC44TT2K84
            CL
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
            2HI3YI5320L3RW6NJ957
            AU
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
            2SFFM4FUIE05S37WFU55
            MX
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            UniCredit Bank Hungary Zrt.
            Y28RT6GGYJ696PMW8T44
            HU
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Royal Bank of Canada
            ES7IP3U3RHIGC71XBU11
            CA
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)
            2HI3YI5320L3RW6NJ957
            KR
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Standard Chartered Bank Malaysia Berhad
            549300JTJBG2QBI8KD48
            MY
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            State Street Bank and Trust Company
            571474TGEMMWANRLN572
            
            N
            N
            Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
          
          
            HSBC Bank Middle East Limited (Manama, Capital, BH, Branch)
            549300F99IL9YJDWH369
            BH
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Citibank, National Association (Mumbai, Maharashtra, IN, Branch)
            E57ODZWZ7FF32TWEFA76
            IN
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
            E57ODZWZ7FF32TWEFA76
            BR
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Bank Handlowy w Warszawie Spolka Akcyjna
            XLEZHWWOI4HFQDGL4793
            PL
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Cititrust Colombia S A Sociedad Fiduciaria
            549300242J3IJCOSGI49
            CO
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Citibank, Anonim Sirketi
            CWZ8NZDH5SKY12Q4US31
            TR
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Citibank, National Association (Singapore, SG, Branch)
            E57ODZWZ7FF32TWEFA76
            SG
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            UniCredit Bank Austria AG
            D1HEB8VEU6D9M8ZUXG17
            AT
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Standard Chartered Bank (Taiwan) Limited
            549300QJEO1B92LSHZ06
            TW
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Standard Chartered Bank (Makati City, Metro Manila, PH, Branch)
            RILFO74KP1CM8P6PCT96
            PH
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Citibank Europe Public Limited Company
            N1FBEDJ5J41VKZLO2475
            IE
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            HSBC Bank Middle East Limited
            549300F99IL9YJDWH369
            AE
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            The Hongkong and Shanghai Banking Corporation Limited
            2HI3YI5320L3RW6NJ957
            HK
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Credit Suisse (Schweiz) AG
            549300CWR0W0BCS9Q144
            CH
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Ceskoslovenska obchodni banka, a. s.
            Q5BP2UEQ48R75BOTCB92
            CZ
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            State Street Bank International GmbH
            ZMHGNT7ZPKZ3UFZ8EO46
            DE
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            BNP Paribas Securities Services (Athens, Attica, GR, Branch)
            549300WCGB70D06XZS54
            GR
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            HSBC Bank (China) Company Limited
            2CZOJRADNJXBLT55G526
            CN
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
            2HI3YI5320L3RW6NJ957
            NZ
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Standard Chartered Bank Kenya Limited
            549300RBHWW5EJIRG629
            KE
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Bank Hapoalim B.M.
            B6ARUI4946ST4S7WOU88
            IL
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            State Street Trust Company Canada
            549300L71XG2CTQ2V827
            CA
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Clearstream Banking S.A.
            549300OL514RA0SXJJ44
            LU
            N
            Y
            Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
          
          
            FirstRand Bank Limited
            ZAYQDKTCATIXF9OQY690
            ZA
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Citibank Europe Public Limited Company (Bucharest, Bucharest, RO, Branch)
            N1FBEDJ5J41VKZLO2475
            RO
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Intesa Sanpaolo S.p.A.
            2W8N8UU78PMDQKZENC08
            IT
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Standard Chartered Bank (Hong Kong) Limited
            X5AV1MBDXGRPX5UGMX13
            HK
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
        
        Y
        
          
            Sanford C. Bernstein & Co., LLC
            549300I7JYZHT7D5CO04
            
            Y
            N
          
        
        N
        
          
            AllianceBernstein L.P.
            0JK55UGWSWNF3X7KLQ85
            
            Y
            N
          
        
        N
        
          
            Sanford C. Bernstein & Co., LLC
            8-52942
            000104474
            549300I7JYZHT7D5CO04
            
            0.00000000
          
          
            Sanford C. Bernstein Limited
            N/A
            N/A
            54930049G8WQ5OOUSD19
            GB
            0.00000000
          
        
        
          
            Cowen and Company, LLC
            8-22522
            000007616
            549300WR155U7DVMIW58
            
            8884.11000000
          
          
            Liquidnet, Inc.
            8-52461
            000103987
            213800HSKBBO1GCVRG79
            
            4399.52000000
          
          
            BMO Capital Markets Corp.
            8-34344
            000016686
            RUC0QBLBRPRCU4W1NE59
            
            3321.74000000
          
          
            Morgan Stanley & Co. LLC
            8-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            7627.83000000
          
          
            J.P. Morgan Securities LLC
            8-35008
            000000079
            ZBUT11V806EZRVTWT807
            
            18102.98000000
          
          
            Barclays Capital Inc.
            8-41342
            000019714
            AC28XWWI3WIBK2824319
            
            16249.82000000
          
          
            Wells Fargo Securities, LLC
            8-65876
            000126292
            VYVVCKR63DVZZN70PB21
            
            4888.54000000
          
          
            Credit Suisse Securities (USA) LLC
            8-422
            000000816
            1V8Y6QCX6YMJ2OELII46
            
            12960.23000000
          
          
            Goldman Sachs & Co. LLC
            8-129
            000000361
            FOR8UP27PHTHYVLBNG30
            
            699782.41000000
          
          
            Citation Group Ltd.
            8-43632
            000028305
            00000000000000000000
            
            9703.86000000
          
        
        805861.28000000
        
          
            UBS Securities LLC
            8-22651
            000007654
            T6FIZBDPKLYJKFCRVK44
            
            236965227.40000000
          
          
            Goldman Sachs & Co. LLC
            8-129
            000000361
            FOR8UP27PHTHYVLBNG30
            
            5542744.72000000
          
          
            State Street Bank and Trust Company
            N/A
            N/A
            571474TGEMMWANRLN572
            
            1347602937.01000000
          
          
            BofA Securities, Inc.
            8-69787
            000283942
            549300HN4UKV1E2R3U73
            
            543340.00000000
          
          
            J.P. Morgan Securities LLC
            8-35008
            000000079
            ZBUT11V806EZRVTWT807
            
            14305939.64000000
          
          
            Credit Suisse Securities (USA) LLC
            8-422
            000000816
            1V8Y6QCX6YMJ2OELII46
            
            1740506.40000000
          
          
            Morgan Stanley & Co. LLC
            8-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            948852501.50000000
          
          
            Barclays Capital Inc.
            8-41342
            000019714
            AC28XWWI3WIBK2824319
            
            211774.00000000
          
        
        2555764970.67000000
        Y
        1902630691.60923076
        N
        N
        N
        N
      
      
        Overlay B Portfolio
        S000027649
        IKSIY75X3JGN52ZWUI76
        N
        2
        0
        0
        
          
          
        
        
          Fund of Funds
        
        N
        N
        Y
        N
        
          
            State Street Bank and Trust Company
            571474TGEMMWANRLN572
            N
            
              
                
              
              N
            
          
        
        
          
        
        N/A
        N/A
        N/A
        
          Rule 22d-1 (17 CFR 270.22d-1)
          Rule 12d1-1 (17 CFR 270.12d1-1)
          Rule 32a-4 (17 CFR 270.32a-4)
        
        Y
        Y
        N
        N
        
          
            AllianceBernstein L.P.
            801-56720
            000108477
            0JK55UGWSWNF3X7KLQ85
            
            N
          
        
        
          
            DST Asset Manager Solutions, Inc.
            84-00896
            00000000000000000000
            
            N
            N
          
        
        N
        
          
            Refinitiv US Holdings Inc.
            549300NF240HXJO7N016
            
            N
          
          
            ICE Data Services, Inc.
            13-3668779
            Tax ID
            
            N
          
          
            Bloomberg L.P.
            549300B56MD0ZC402L06
            
            N
          
          
            PricingDirect Inc.
            549300WIC0TOJ7N7GD54
            
            N
          
          
            IHS Markit Ltd.
            549300HLPTRASHS0E726
            GB
            N
          
          
            Standard & Poor's Financial Services LLC
            549300U4VWNITEKO2881
            
            N
          
          
            Vertical Management Systems, Inc.
            27-3275288
            Tax ID
            
            N
          
        
        N
        
          
            Citibank, National Association (Ciudad Autonoma de Buenos Aires, Ciudad Autonoma de Buenos Aires, AR, Branch)
            579100KKDGKCFFKKF005
            AR
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            UniCredit Bank Austria AG
            D1HEB8VEU6D9M8ZUXG17
            AT
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            The Hongkong and Shanghai Banking Corporation Limited
            2HI3YI5320L3RW6NJ957
            HK
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Citibank, National Association (Mumbai, Maharashtra, IN, Branch)
            E57ODZWZ7FF32TWEFA76
            IN
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
            2HI3YI5320L3RW6NJ957
            NZ
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Standard Chartered Bank (Thai) Public Company Limited
            549300O1LQYCQ7G1IM57
            TH
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Standard Chartered Bank (Hong Kong) Limited
            X5AV1MBDXGRPX5UGMX13
            HK
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            State Street Bank and Trust Company (Edinburgh, GB, Branch)
            571474TGEMMWANRLN572
            GB
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Standard Chartered Bank (Makati City, Metro Manila, PH, Branch)
            RILFO74KP1CM8P6PCT96
            PH
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Ceskoslovenska obchodni banka, a. s.
            Q5BP2UEQ48R75BOTCB92
            CZ
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)
            2HI3YI5320L3RW6NJ957
            KR
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Citibank, National Association (Singapore, SG, Branch)
            E57ODZWZ7FF32TWEFA76
            SG
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            State Street Bank International GmbH
            ZMHGNT7ZPKZ3UFZ8EO46
            DE
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Intesa Sanpaolo S.p.A.
            2W8N8UU78PMDQKZENC08
            IT
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            HSBC Bank (China) Company Limited
            2CZOJRADNJXBLT55G526
            CN
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Credit Suisse (Schweiz) AG
            549300CWR0W0BCS9Q144
            CH
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            The Hongkong and Shanghai Banking Corporation Limited (Chuo ku, Tokyo, JP, Branch)
            2HI3YI5320L3RW6NJ957
            JP
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
            E57ODZWZ7FF32TWEFA76
            BR
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            FirstRand Bank Limited
            ZAYQDKTCATIXF9OQY690
            ZA
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Skandinaviska Enskilda Banken A/S
            F3JS33DEI6XQ4ZBPTN86
            DK
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
            2SFFM4FUIE05S37WFU55
            MX
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            State Street Bank and Trust Company
            571474TGEMMWANRLN572
            
            N
            N
            Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
          
          
            Citibank del Peru S.A.
            MYTK5NHHP1G8TVFGT193
            PE
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Royal Bank of Canada
            ES7IP3U3RHIGC71XBU11
            CA
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            State Street Trust Company Canada
            549300L71XG2CTQ2V827
            CA
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Euroclear Bank
            549300OZ46BRLZ8Y6F65
            BE
            N
            Y
            Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
          
          
            Bank Handlowy w Warszawie Spolka Akcyjna
            XLEZHWWOI4HFQDGL4793
            PL
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Clearstream Banking S.A.
            549300OL514RA0SXJJ44
            LU
            N
            Y
            Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
          
          
            The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
            2HI3YI5320L3RW6NJ957
            AU
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Cititrust Colombia S A Sociedad Fiduciaria
            549300242J3IJCOSGI49
            CO
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            BNP Paribas Securities Services
            549300WCGB70D06XZS54
            FR
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Standard Chartered Bank (Taiwan) Limited
            549300QJEO1B92LSHZ06
            TW
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Citibank Europe Public Limited Company
            N1FBEDJ5J41VKZLO2475
            IE
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Bank Hapoalim B.M.
            B6ARUI4946ST4S7WOU88
            IL
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            UniCredit Bank Hungary Zrt.
            Y28RT6GGYJ696PMW8T44
            HU
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            BNP Paribas Securities Services (Athens, Attica, GR, Branch)
            549300WCGB70D06XZS54
            GR
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Standard Chartered Bank Malaysia Berhad
            549300JTJBG2QBI8KD48
            MY
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Citibank, Anonim Sirketi
            CWZ8NZDH5SKY12Q4US31
            TR
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
        
        Y
        
          
            Sanford C. Bernstein & Co., LLC
            549300I7JYZHT7D5CO04
            
            Y
            N
          
        
        N
        
          
            AllianceBernstein L.P.
            0JK55UGWSWNF3X7KLQ85
            
            Y
            N
          
        
        N
        
          
            Sanford C. Bernstein & Co., LLC
            8-52942
            000104474
            549300I7JYZHT7D5CO04
            
            0.00000000
          
          
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Report of Independent Registered Public Accounting Firm

 

To the Board of Directors and Shareholders of Sanford C. Bernstein Fund, Inc.

 

In planning and performing our audits of the financial statements of the portfolios listed in Appendix A (constituting Sanford C. Bernstein Fund, Inc., hereafter collectively referred to as the “Fund”) as of and for the year ended September 30, 2021, in accordance with the standards of the Public Company Accounting Oversight Board (United States) (“PCAOB”), we considered the Fund’s internal control over financial reporting, including controls over safeguarding securities, as a basis for designing our auditing procedures for the purpose of expressing our opinion on the financial statements and to comply with the requirements of Form N-CEN, but not for the purpose of expressing an opinion on the effectiveness of the Fund’s internal control over financial reporting. Accordingly, we do not express an opinion on the effectiveness of the Fund’s internal control over financial reporting.

 

The management of the Fund is responsible for establishing and maintaining effective internal control over financial reporting. In fulfilling this responsibility, estimates and judgments by management are required to assess the expected benefits and related costs of controls. A company’s internal control over financial reporting is a process designed to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles. A company’s internal control over financial reporting includes those policies and procedures that (1) pertain to the maintenance of records that, in reasonable detail, accurately and fairly reflect the transactions and dispositions of the assets of the company; (2) provide reasonable assurance that transactions are recorded as necessary to permit preparation of financial statements in accordance with generally accepted accounting principles, and that receipts and expenditures of the company are being made only in accordance with authorizations of management and directors of the company; and (3) provide reasonable assurance regarding prevention or timely detection of unauthorized acquisition, use or disposition of a company’s

assets that could have a material effect on the financial statements.

 

Because of its inherent limitations, internal control over financial reporting may not prevent or detect misstatements. Also, projections of any evaluation of effectiveness to future periods are subject to the risk that controls may become inadequate because of changes in conditions, or that the degree of compliance with the policies or procedures may deteriorate.

 

A deficiency in internal control over financial reporting exists when the design or operation of a control does not allow management or employees, in the normal course of performing their assigned functions, to prevent or detect misstatements on a timely basis. A material weakness is a deficiency, or a combination of deficiencies, in internal control over financial reporting, such that there is a reasonable possibility that a material misstatement of the Fund’s annual or interim financial statements will not be prevented or detected on a timely basis.

 

 


 

 

 

 

Our consideration of the Fund’s internal control over financial reporting was for the limited purpose described in the first paragraph and would not necessarily disclose all deficiencies in internal control over financial reporting that might be material weaknesses under standards established by the PCAOB. However, we noted no deficiencies in the Fund’s internal control over financial reporting and its operation, including controls over safeguarding securities, that we consider to be material weaknesses as defined above as of September 30, 2021.

 

This report is intended solely for the information and use of management and the Board of Directors of Sanford C. Bernstein Fund, Inc. and the Securities and Exchange Commission and is not intended to be and should not be used by anyone other than these specified parties.

 

 

 

/s/ PricewaterhouseCoopers LLP

 New York, New York

November 23, 2021


 

 

 

 

APPENDIX A

 

 

Sanford C. Bernstein Fund, Inc.

 

Emerging Markets Portfolio Intermediate Duration Portfolio Short Duration Plus Portfolio

Short Duration Diversified Municipal Portfolio

Diversified Municipal Portfolio California Municipal Portfolio New York Municipal Portfolio Overlay A Portfolio

Tax-Aware Overlay A Portfolio Overlay B Portfolio

Tax-Aware Overlay B Portfolio Tax-Aware Overlay C Portfolio Tax-Aware Overlay N Portfolio


 


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