NPORT-P false 0001129870 XXXXXXXX S000010413 C000028768 C000028765 C000028767 C000028764 C000028762 C000028766 AB TRUST 811-10221 0001129870 549300ZA8CPOBPKSTS12 ALLIANCEBERNSTEIN LP 1345 AVENUE OF THE AMERICAS NEW YORK 10105 212-969-1000 AB International Value Fund S000010413 54930056FQG0Z7F0XG12 2020-11-30 2020-02-29 N 148285607.70 3999636.43 144285971.27 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 352864.22000000 UST NXP Semiconductors NV 724500M9BY5293JDF951 000000000 14760.00000000 NS USD 1678064.40000000 1.163012859275 Long EC CORP NL N 1 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 2715.78000000 0.001882220409 N/A DFE JP N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 633616.07000000 USD 68290000.00000000 JPY 2020-06-15 2715.78000000 N N N British American Tobacco PLC 213800FKA5MF17RJKT63 000000000 72640.00000000 NS 2872130.97000000 1.990582275407 Long EC CORP GB N 2 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 1375.48000000 0.000953301272 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 125400.00000000 GBP 162216.94000000 USD 2020-03-16 1375.48000000 N N N NGK Spark Plug Co Ltd 549300RG3XQGTFM4HH31 000000000 101100.00000000 NS 1641482.93000000 1.137659410372 Long EC CORP JP N 2 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 172.40000000 0.000119484935 N/A DFE MX N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 420084.95000000 USD 8290000.00000000 MXN 2020-03-17 172.40000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 724.59000000 0.000502190194 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 51100.00000000 EUR 57182.79000000 USD 2020-03-16 724.59000000 N N N Nippon Telegraph & Telephone Corp 353800VHQU5VIXVUA841 000000000 92500.00000000 NS 2158003.84000000 1.495643561882 Long EC CORP JP N 2 N N N Natwest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC -34224.34000000 -0.02371979735 N/A DFE GB N 2 Natwest Markets PLC RR3QWICWWIPCS8A4S074 765321.90000000 USD 570000.00000000 GBP 2020-03-16 -34224.34000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 2441.92000000 0.001692416787 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 221000.00000000 CAD 167094.36000000 USD 2020-03-16 2441.92000000 N N N Alliance Bernstein 5493006YWHO7MNK2U579 018616748 2156259.45000000 NS USD 2156259.45000000 1.494434580867 Long STIV RF US N 1 N N Aroundtown SA 529900H4DWG3KWMBMQ39 000000000 268820.00000000 NS 2335489.01000000 1.618652866555 Long EC CORP LU N 2 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -142222.75000000 -0.09857004721 N/A DFE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 5265093.90000000 USD 3994045.00000000 GBP 2020-03-16 -142222.75000000 N N N Subaru Corp 549300N244BVAEE6HH86 000000000 75600.00000000 NS 1829774.68000000 1.268158410616 Long EC CORP JP N 2 N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 41020.61000000 0.028430075106 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2976000.00000000 CAD 2258240.76000000 USD 2020-03-16 41020.61000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -4169.83000000 -0.00288997604 N/A DFE NO N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 253972.72000000 USD 2350100.00000000 NOK 2020-03-16 -4169.83000000 N N N Yamato Kogyo Co Ltd N/A 000000000 59000.00000000 NS 1235170.23000000 0.856057050542 Long EC CORP JP N 2 N N N Leonardo SpA 529900X4EEX1U9LN3U39 000000000 135270.00000000 NS 1387266.02000000 0.961469786556 Long EC CORP IT N 2 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -1258.00000000 -0.00087187963 N/A DFE SE N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 286717.97000000 USD 2731600.00000000 SEK 2020-06-15 -1258.00000000 N N N EDP - Energias de Portugal SA 529900CLC3WDMGI9VH80 000000000 821523.00000000 NS 3835440.01000000 2.658221015002 Long EC CORP PT N 2 N N N Natwest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC -1438.38000000 -0.00099689525 N/A DFE IN N 2 Natwest Markets PLC RR3QWICWWIPCS8A4S074 148645.78000000 USD 10718000.00000000 INR 2020-04-23 -1438.38000000 N N N ENN Energy Holdings Ltd 549300V7BXPWT6WIPR03 000000000 160000.00000000 NS 1804864.10000000 1.250893682950 Long EC CORP KY N 2 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 7981.51000000 0.005531729751 N/A DFE XX N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 359604.48000000 USD 332700.00000000 EUR 2020-03-16 7981.51000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -83821.55000000 -0.05809404009 N/A DFE SE N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 2942810.40000000 USD 27455263.00000000 SEK 2020-03-16 -83821.55000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 357.90000000 0.000248049063 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 17800.00000000 GBP 23188.67000000 USD 2020-03-16 357.90000000 N N N Samsung Electronics Co Ltd 9884007ER46L6N7EI764 000000000 75380.00000000 NS 3392955.44000000 2.351549086952 Long EC CORP KR N 2 N N N SK Hynix Inc 988400XAIK6XISWQV045 000000000 33570.00000000 NS 2480506.47000000 1.719159838040 Long EC CORP KR N 2 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -60196.40000000 -0.04172020292 N/A DFE SG N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2165346.19000000 USD 2932000.00000000 SGD 2020-03-16 -60196.40000000 N N N First Quantum Minerals Ltd 549300I7UVBGWRYMYZ18 000000000 115620.00000000 NS 854498.34000000 0.592225517476 Long EC CORP CA N 1 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 5496.63000000 0.003809538759 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 439000.00000000 EUR 490528.94000000 USD 2020-03-16 5496.63000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 5181.65000000 0.003591236177 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 365000.00000000 CAD 277118.93000000 USD 2020-03-16 5181.65000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 1657.62000000 0.001148843498 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 116900.00000000 EUR 130815.43000000 USD 2020-03-16 1657.62000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 21382.32000000 0.014819403308 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 612000.00000000 AUD 420202.87000000 USD 2020-03-16 21382.32000000 N N N Wizz Air Holdings Plc 213800COXGZCORLJZA85 000000000 30130.00000000 NS 1340712.34000000 0.929204917289 Long EC CORP JE N 2 N N N Avast PLC 213800IR8G8LCZH4BO27 000000000 282150.00000000 NS 1438359.78000000 0.996881240317 Long EC CORP GB N 2 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -4025.29000000 -0.00278979998 N/A DFE NO N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 193112.72000000 USD 1778900.00000000 NOK 2020-03-16 -4025.29000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -18836.02000000 -0.01305464407 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1567552.00000000 CHF 1607432.40000000 USD 2020-03-16 -18836.02000000 N N N Alliance Bernstein 5493006YWHO7MNK2U579 018616748 3738702.85000000 NS USD 3738702.85000000 2.591175577980 Long STIV RF US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 78646.70000000 0.054507516779 N/A DFE US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 7598729000.00000000 KRW 6411888.45000000 USD 2020-05-14 78646.70000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 1164.63000000 0.000807167869 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 7855074.00000000 ILS 2267314.92000000 USD 2020-03-16 1164.63000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -9222.97000000 -0.00639214604 N/A DFE GB N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 540230.67000000 USD 414000.00000000 GBP 2020-03-16 -9222.97000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -2890.18000000 -0.00200309148 N/A DFE IN N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 187744.11000000 USD 13459000.00000000 INR 2020-04-23 -2890.18000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -3708.52000000 -0.00257025680 N/A DFE GB N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 430823.41000000 USD 333000.00000000 GBP 2020-03-16 -3708.52000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -3304.82000000 -0.00229046522 N/A DFE GB N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 344355.42000000 USD 265900.00000000 GBP 2020-03-16 -3304.82000000 N N N Zhen Ding Technology Holding Ltd N/A 000000000 304000.00000000 NS 1143617.19000000 0.792604561575 Long EC CORP KY N 2 N N N Morinaga & Co Ltd/Japan N/A 000000000 24500.00000000 NS 972562.05000000 0.674051705401 Long EC CORP JP N 2 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -827.81000000 -0.00057372868 N/A DFE CA N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 189321.32000000 USD 253000.00000000 CAD 2020-03-16 -827.81000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -773.81000000 -0.00053630300 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 3598000.00000000 SEK 373895.41000000 USD 2020-03-16 -773.81000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 2960.64000000 0.002051925058 N/A DFE JP N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 472746.39000000 USD 51273000.00000000 JPY 2020-03-16 2960.64000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -12415.20000000 -0.00860457873 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 22634000.00000000 CNY 3221545.67000000 USD 2020-06-15 -12415.20000000 N N N ORIX Corp 35380016EMHNBOVYE123 000000000 98900.00000000 NS 1602980.48000000 1.110974591563 Long EC CORP JP N 2 N N N Enel SpA WOCMU6HCI0OJWNPRZS33 000000000 419280.00000000 NS 3519093.72000000 2.438971501543 Long EC CORP IT N 2 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 2285.94000000 0.001584312029 N/A DFE KR N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 253172.26000000 USD 306503000.00000000 KRW 2020-05-14 2285.94000000 N N N AerCap Holdings NV 549300SZYINBBLJQU475 000000000 56100.00000000 NS USD 2921688.00000000 2.024928670669 Long EC CORP NL N 1 N N N BAE Systems PLC 8SVCSVKSGDWMW2QHOH83 000000000 345800.00000000 NS 2735305.75000000 1.895753083909 Long EC CORP GB N 2 N N N Roche Holding AG 549300U41AUUVOAAOB37 000000000 14420.00000000 NS 4636515.00000000 3.213420514267 Long EC CORP CH N 2 N N N Evonik Industries AG 41GUOJQTALQHLF39XJ34 000000000 68000.00000000 NS 1702010.64000000 1.179609233675 Long EC CORP DE N 2 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 456.85000000 0.000316628148 N/A DFE XX N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 687869.19000000 USD 623000.00000000 EUR 2020-03-16 456.85000000 N N N WH Group Ltd 254900A4AYEDRWYSE928 000000000 2522500.00000000 NS 2647138.36000000 1.834647080863 Long EC CORP KY N 2 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -5126.56000000 -0.00355305505 N/A DFE NO N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 216557.11000000 USD 1989100.00000000 NOK 2020-03-16 -5126.56000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 2154.20000000 0.001493007241 N/A DFE JP N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 191847.20000000 USD 20910000.00000000 JPY 2020-03-16 2154.20000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 5397.78000000 0.003741028980 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1678000.00000000 EUR 1859348.17000000 USD 2020-03-16 5397.78000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 7122.54000000 0.004936405069 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 289200.00000000 AUD 195584.80000000 USD 2020-03-16 7122.54000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 17410.65000000 0.012066765636 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 1248720.00000000 EUR 1397067.94000000 USD 2020-03-16 17410.65000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -1299.01000000 -0.00090030235 N/A DFE HK N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 471769.36000000 USD 3667000.00000000 HKD 2020-03-16 -1299.01000000 N N N Mediobanca Banca di Credito Finanziario SpA PSNL19R2RXX5U3QWHI44 000000000 222360.00000000 NS 2022013.02000000 1.401392666384 Long EC CORP IT N 2 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -652.81000000 -0.00045244176 N/A DFE GB N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 143409.23000000 USD 111300.00000000 GBP 2020-03-16 -652.81000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 35549.89000000 0.024638493740 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 7593000.00000000 BRL 1730243.37000000 USD 2020-04-02 35549.89000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -1392.91000000 -0.00096538144 N/A DFE GB N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 288316.64000000 USD 223700.00000000 GBP 2020-03-16 -1392.91000000 N N N BlueScope Steel Ltd 529900H6UQI16XACWC95 000000000 154990.00000000 NS 1212079.12000000 0.840053339442 Long EC CORP AU N 2 N N N Faurecia SE 969500F0VMZLK2IULV85 000000000 50200.00000000 NS 2295513.35000000 1.590947012932 Long EC CORP FR N 2 N N N PetroChina Co Ltd 529900RPY4YG47TRSV05 000000000 3672000.00000000 NS 1434441.01000000 0.994165265946 Long EC CORP CN N 2 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 1866.07000000 0.001293313538 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 157000.00000000 EUR 175328.65000000 USD 2020-03-16 1866.07000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -2714.86000000 -0.00188158278 N/A DFE KR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 274725.58000000 USD 326363000.00000000 KRW 2020-05-14 -2714.86000000 N N N GVC Holdings PLC 213800GNI3K45LQR8L28 000000000 276660.00000000 NS 2844388.23000000 1.971354668069 Long EC CORP IM N 2 N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 000000000 200263.00000000 NS 2249852.48000000 1.559300921771 Long EC CORP CH N 2 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -5373.74000000 -0.00372436762 N/A DFE TW N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 863893.43000000 USD 25708000.00000000 TWD 2020-05-21 -5373.74000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -3560.29000000 -0.00246752332 N/A DFE NO N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 408946.56000000 USD 3813800.00000000 NOK 2020-03-16 -3560.29000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -424.49000000 -0.00029420046 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 289300.00000000 EUR 320805.18000000 USD 2020-06-15 -424.49000000 N N N Erste Group Bank AG PQOH26KWDF7CG10L6792 000000000 76740.00000000 NS 2627071.83000000 1.820739609593 Long EC CORP AT N 2 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -1539.00000000 -0.00106663176 N/A DFE GB N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 80933.63000000 USD 61900.00000000 GBP 2020-03-16 -1539.00000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -37981.55000000 -0.02632379964 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 133748000.00000000 JPY 1202922.31000000 USD 2020-03-16 -37981.55000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 6010.32000000 0.004165560897 N/A DFE JP N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 1942131.18000000 USD 209976000.00000000 JPY 2020-03-16 6010.32000000 N N N Zurich Insurance Group AG 529900QVNRBND50TXP03 000000000 7240.00000000 NS 2803558.41000000 1.943056823420 Long EC CORP CH N 2 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 2275.50000000 0.001577076399 N/A DFE JP N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 217936.04000000 USD 23735000.00000000 JPY 2020-03-16 2275.50000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -6839.73000000 -0.00474039848 N/A DFE GB N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 359690.50000000 USD 275100.00000000 GBP 2020-03-16 -6839.73000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -5528.32000000 -0.00383150208 N/A DFE GB N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 228833.73000000 USD 174100.00000000 GBP 2020-03-16 -5528.32000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 5100.82000000 0.003535215485 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 936000.00000000 EUR 1039247.16000000 USD 2020-03-16 5100.82000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -5206.33000000 -0.00360834109 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 20240000.00000000 HKD 2591553.94000000 USD 2020-03-16 -5206.33000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -35229.94000000 -0.02441674661 N/A DFE BR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1733165.94000000 USD 7593000.00000000 BRL 2020-03-03 -35229.94000000 N N N Qantas Airways Ltd YLXNW6TI6QSK1H8H0N82 000000000 401966.00000000 NS 1470193.57000000 1.018944223793 Long EC CORP AU N 2 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -7117.22000000 -0.00493271794 N/A DFE US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 524000.00000000 CHF 536510.46000000 USD 2020-03-16 -7117.22000000 N N N Petroleo Brasileiro SA 5493000J801JZRCMFE49 000000000 284900.00000000 NS 1614384.49000000 1.118878346793 Long EC CORP BR N 1 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -35580.66000000 -0.02465981944 N/A DFE RU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 456058.66000000 USD 28207000.00000000 RUB 2020-03-16 -35580.66000000 N N N Salmar ASA 5967007LIEEXZXGDBK67 000000000 33080.00000000 NS 1494980.28000000 1.036123101117 Long EC CORP NO N 2 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -1949.66000000 -0.00135124709 N/A DFE CA N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 209814.05000000 USD 279000.00000000 CAD 2020-03-16 -1949.66000000 N N N Nintendo Co Ltd 353800FEEXU6I9M0ZF27 000000000 7800.00000000 NS 2614826.77000000 1.812252949461 Long EC CORP JP N 2 N N N Royal Dutch Shell PLC 21380068P1DRHMJ8KU70 000000000 16521.00000000 NS 356630.29000000 0.247169067693 Long EC CORP GB N 2 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -351004.79000000 -0.24327021325 N/A DFE AU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 6124102.29000000 USD 8858961.00000000 AUD 2020-03-16 -351004.79000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -3438.84000000 -0.00238335021 N/A DFE GB N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 289336.46000000 USD 222900.00000000 GBP 2020-03-16 -3438.84000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 5610.34000000 0.003888347529 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 864000.00000000 CAD 649319.42000000 USD 2020-03-16 5610.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 16610.16000000 0.011511971575 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1012011.90000000 USD 931000.00000000 EUR 2020-03-16 16610.16000000 N N N ICICI Bank Ltd R7RX8ER1V4666J8D1I38 000000000 94819.00000000 NS 660598.66000000 0.457839839996 Long EC CORP IN N 2 N N N SCREEN Holdings Co Ltd 353800ND89FTQ9XQ0R07 000000000 46400.00000000 NS 2372210.61000000 1.644103435087 Long EC CORP JP N 2 N N MTU Aero Engines AG 529900807L67JY81RD65 000000000 7290.00000000 NS 1803710.98000000 1.250094492294 Long EC CORP DE N 2 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 5957.02000000 0.004128620369 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 301200.00000000 GBP 392284.36000000 USD 2020-03-16 5957.02000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 1685.95000000 0.001168478116 N/A DFE JP N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 125021.74000000 USD 13656900.00000000 JPY 2020-03-16 1685.95000000 N N N Taiwan Semiconductor Manufacturing Co Ltd 549300KB6NK5SBD14S87 000000000 149000.00000000 NS 1536159.53000000 1.064663124542 Long EC CORP TW N 2 N N N UT Group Co Ltd N/A 000000000 56600.00000000 NS 1112687.28000000 0.771168028468 Long EC CORP JP N 2 N N Open Text Corp 549300HP7ONDQODZJV16 000000000 36070.00000000 NS 1510250.70000000 1.046706541673 Long EC CORP CA N 1 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 200.21000000 0.000138759158 N/A DFE SE N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 477273.29000000 USD 4569000.00000000 SEK 2020-06-15 200.21000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 1832.21000000 0.001269846253 N/A DFE CH N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 602380.81000000 USD 579000.00000000 CHF 2020-06-15 1832.21000000 N N N Atos SE 5493001EZOOA66PTBR68 000000000 2110.00000000 NS 158750.90000000 0.110025180274 Long EC CORP FR N 2 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 22145.22000000 0.015348144940 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 138923000.00000000 INR 1930196.53000000 USD 2020-04-23 22145.22000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -3957.08000000 -0.00274252580 N/A DFE GB N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 180061.81000000 USD 137300.00000000 GBP 2020-03-16 -3957.08000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -22870.41000000 -0.01585075097 N/A DFE ID N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 425286.52000000 USD 5898724000.00000000 IDR 2020-05-05 -22870.41000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 1962.45000000 0.001360111438 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 212900.00000000 CAD 160580.11000000 USD 2020-03-16 1962.45000000 N N N Credit Suisse International E58DKGMJYYYJLN8C3868 000000000 1.00000000 NC 66605.03000000 0.046161819762 N/A DFE US N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 3509000.00000000 AUD 2353306.50000000 USD 2020-03-16 66605.03000000 N N N Peugeot SA 969500TZ5950IT5FPQ42 000000000 135764.00000000 NS 2630979.46000000 1.823447863186 Long EC CORP FR N 2 N N KBC Group NV 213800X3Q9LSAKRUWY91 000000000 33250.00000000 NS 2215328.72000000 1.535373605972 Long EC CORP BE N 2 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -10627.20000000 -0.00736537302 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 495000.00000000 CHF 502914.21000000 USD 2020-03-16 -10627.20000000 N N N Northern Star Resources Ltd 254900XFXCRYYZAX6M78 000000000 191860.00000000 NS 1675731.46000000 1.161395973045 Long EC CORP AU N 2 N N N Natwest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 24185.12000000 0.016761934502 N/A DFE US N 2 Natwest Markets PLC RR3QWICWWIPCS8A4S074 942800.00000000 AUD 638577.30000000 USD 2020-03-16 24185.12000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -2537.98000000 -0.00175899290 N/A DFE GB N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 243800.17000000 USD 188100.00000000 GBP 2020-03-16 -2537.98000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -9124.98000000 -0.00632423230 N/A DFE NO N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 211701.19000000 USD 1905800.00000000 NOK 2020-03-16 -9124.98000000 N N N Banco Comercial Portugues SA JU1U6S0DG9YLT7N8ZV32 000000000 6790390.00000000 NS 1230577.24000000 0.852873795815 Long EC CORP PT N 2 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 612.02000000 0.000424171521 N/A DFE SE N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 137007.78000000 USD 1316900.00000000 SEK 2020-06-15 612.02000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 4899.70000000 0.003395825634 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 480000.00000000 GBP 620560.80000000 USD 2020-03-16 4899.70000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 8956.95000000 0.006207776072 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 832000.00000000 BRL 195007.62000000 USD 2020-03-03 8956.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 29322.33000000 0.020322370734 N/A DFE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 6228390.18000000 USD 674473307.00000000 JPY 2020-03-16 29322.33000000 N N N Novo Nordisk A/S 549300DAQ1CVT6CXN342 000000000 51521.00000000 NS 3018560.58000000 2.092067962970 Long EC CORP DK N 2 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -2302.94000000 -0.00159609418 N/A DFE NO N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 304094.51000000 USD 2839200.00000000 NOK 2020-03-16 -2302.94000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -10211.02000000 -0.00707693194 N/A DFE GB N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 593806.44000000 USD 455000.00000000 GBP 2020-03-16 -10211.02000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -4392.73000000 -0.00304446091 N/A DFE CA N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 167555.10000000 USD 219000.00000000 CAD 2020-03-16 -4392.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 22270.54000000 0.015435000231 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 108715000.00000000 TWD 3652812.31000000 USD 2020-05-21 22270.54000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -100177.02000000 -0.06942949416 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 4566000.00000000 EUR 4969766.54000000 USD 2020-06-15 -100177.02000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -2350.85000000 -0.00162929907 N/A DFE CA N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 169610.90000000 USD 224500.00000000 CAD 2020-03-16 -2350.85000000 N N N Natwest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 8365.89000000 0.005798131257 N/A DFE US N 2 Natwest Markets PLC RR3QWICWWIPCS8A4S074 701100.00000000 CAD 530708.98000000 USD 2020-03-16 8365.89000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 6236.76000000 0.004322499231 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 450900000.00000000 KRW 382044.18000000 USD 2020-05-14 6236.76000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 1141.85000000 0.000791379778 N/A DFE SE N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 334740.75000000 USD 3214100.00000000 SEK 2020-06-15 1141.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 4166.69000000 0.002887799807 N/A DFE KR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 246471.60000000 USD 300720000.00000000 KRW 2020-05-14 4166.69000000 N N N Natwest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 19926.93000000 0.013810718966 N/A DFE JP N 2 Natwest Markets PLC RR3QWICWWIPCS8A4S074 2534925.90000000 USD 275369000.00000000 JPY 2020-03-16 19926.93000000 N N N Spin Master Corp N/A 000000000 47370.00000000 NS 1055921.33000000 0.731825360917 Long EC CORP CA N 1 N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -18463.06000000 -0.01279615740 N/A DFE GB N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 844090.25000000 USD 643700.00000000 GBP 2020-03-16 -18463.06000000 N N N Pandora A/S 5299007OWYZ6I1E46843 000000000 34980.00000000 NS 1576283.31000000 1.092471635409 Long EC CORP DK N 2 N N N Coca-Cola European Partners PLC 549300LTH67W4GWMRF57 000000000 65470.00000000 NS USD 3336351.20000000 2.312318495438 Long EC CORP GB N 1 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 13225.55000000 0.009166206446 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 701000.00000000 GBP 912347.29000000 USD 2020-03-16 13225.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 69486.49000000 0.048158867690 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 18547000.00000000 NOK 2040932.05000000 USD 2020-03-16 69486.49000000 N N N Repsol SA BSYCX13Y0NOTV14V9N85 000000000 227831.00000000 NS 2574564.15000000 1.784348213023 Long EC CORP ES N 2 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 6013.20000000 0.004167556933 N/A DFE JP N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 349357.29000000 USD 38302800.00000000 JPY 2020-03-16 6013.20000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 3159.21000000 0.002189547585 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 279000.00000000 CAD 211023.60000000 USD 2020-03-16 3159.21000000 N N N Covestro AG 3912005AWHKLQ1CPLV11 000000000 47540.00000000 NS 1842059.62000000 1.276672710303 Long EC CORP DE N 2 N N N GlaxoSmithKline PLC 5493000HZTVUYLO1D793 000000000 144570.00000000 NS 2917331.18000000 2.021909097829 Long EC CORP GB N 2 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 1024.43000000 0.000709999725 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1231000.00000000 EUR 1361103.65000000 USD 2020-03-16 1024.43000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 47368.68000000 0.032829719745 N/A DFE US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 2179000.00000000 CAD 1670797.01000000 USD 2020-03-16 47368.68000000 N N N Tosoh Corp 529900YSLFVJF2MDBX02 000000000 156900.00000000 NS 2123353.23000000 1.471628330398 Long EC CORP JP N 2 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 1001.38000000 0.000694024506 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 3265000.00000000 HKD 419903.55000000 USD 2020-06-15 1001.38000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -56.97000000 -0.00003948408 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 175262.34000000 USD 785000.00000000 BRL 2020-04-02 -56.97000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -6103.97000000 -0.00423046672 N/A DFE GB N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 247109.64000000 USD 187900.00000000 GBP 2020-03-16 -6103.97000000 N N N Agnico Eagle Mines Ltd YGE0EUBRF7IJOB3QRX76 000000000 28930.00000000 NS 1372733.62000000 0.951397844098 Long EC CORP CA N 1 N N Air Water Inc N/A 000000000 85600.00000000 NS 1135572.84000000 0.787029279426 Long EC CORP JP N 2 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 9579.07000000 0.006638947581 N/A DFE XX N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 430485.55000000 USD 398300.00000000 EUR 2020-03-16 9579.07000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 7517.82000000 0.005210361016 N/A DFE US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 416000.00000000 GBP 541090.78000000 USD 2020-03-16 7517.82000000 N N N Coca-Cola Bottlers Japan Holdings Inc 353800XN1G90665VTQ16 000000000 53100.00000000 NS 1224702.44000000 0.848802159503 Long EC CORP JP N 2 N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -2089.31000000 -0.00144803405 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 71576000.00000000 JPY 661987.42000000 USD 2020-03-16 -2089.31000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -13005.37000000 -0.00901360671 N/A DFE XX N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1048256.57000000 USD 937000.00000000 EUR 2020-03-16 -13005.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -83644.50000000 -0.05797133239 N/A DFE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1601378.25000000 USD 2329000.00000000 AUD 2020-03-16 -83644.50000000 N N N Japan Airlines Co Ltd 3538002MH5L1QZZ93477 000000000 83700.00000000 NS 2059852.07000000 1.427617703834 Long EC CORP JP N 2 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -1842.83000000 -0.00127720663 N/A DFE SE N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 372138.21000000 USD 3543400.00000000 SEK 2020-06-15 -1842.83000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -874.50000000 -0.00060608802 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 651000.00000000 ILS 186935.80000000 USD 2020-03-16 -874.50000000 N N N Koninklijke Ahold Delhaize NV 724500C9GNBV20UYRX36 000000000 89410.00000000 NS 2088819.38000000 1.447694021542 Long EC CORP NL N 2 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 4744.86000000 0.003288510974 N/A DFE JP N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 293161.88000000 USD 32109200.00000000 JPY 2020-03-16 4744.86000000 N N N Bank Hapoalim BM B6ARUI4946ST4S7WOU88 000000000 209740.00000000 NS 1631797.94000000 1.130947053020 Long EC CORP IL N 2 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -24180.69000000 -0.01675886421 N/A DFE TR N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 413280.37000000 USD 2441000.00000000 TRY 2020-03-16 -24180.69000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -294.35000000 -0.00020400458 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 213700.00000000 EUR 236991.44000000 USD 2020-06-15 -294.35000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 7407.59000000 0.005133964123 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 672000.00000000 EUR 749871.63000000 USD 2020-03-16 7407.59000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -1914.58000000 -0.00132693427 N/A DFE GB N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 161088.63000000 USD 124100.00000000 GBP 2020-03-16 -1914.58000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 5764.23000000 0.003995003775 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 274800.00000000 GBP 358230.21000000 USD 2020-03-16 5764.23000000 N N N Bank Leumi Le-Israel BM 7JDSZWRGUQY2DSTWCR57 000000000 229710.00000000 NS 1484822.00000000 1.029082721577 Long EC CORP IL N 2 N N N Airbus SE MINO79WLOO247M1IL051 000000000 26587.00000000 NS 3209011.73000000 2.224063574410 Long EC CORP NL N 2 N N N Orkla ASA 549300PZS8G8RG6RVZ52 000000000 9821.00000000 NS 83532.19000000 0.057893493916 Long EC CORP NO N 2 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 643.68000000 0.000446114056 N/A DFE TW N 2 UBS AG BFM8T61CT2L1QCEMIK50 193849.03000000 USD 5824000.00000000 TWD 2020-05-21 643.68000000 N N N Nichirei Corp 529900MX3GPXXKO0MT06 000000000 28700.00000000 NS 724694.26000000 0.502262453945 Long EC CORP JP N 2 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 5431.08000000 0.003764108147 N/A DFE JP N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 402742.86000000 USD 43994100.00000000 JPY 2020-03-16 5431.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 5879.70000000 0.004075032346 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 475600.00000000 GBP 615897.24000000 USD 2020-03-16 5879.70000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -1657.38000000 -0.00114867716 N/A DFE CH N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2141467.21000000 USD 2062552.00000000 CHF 2020-03-16 -1657.38000000 N N N Swiss Re AG 529900PS9YW3YY29F326 000000000 14970.00000000 NS 1424102.83000000 0.987000203460 Long EC CORP CH N 2 N N N Bank of Ireland Group PLC 635400C8EK6DRI12LJ39 000000000 449736.00000000 NS 1683943.91000000 1.167087759938 Long EC CORP IE N 2 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 1485.60000000 0.001029621928 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 72200.00000000 GBP 94091.29000000 USD 2020-03-16 1485.60000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -4560.10000000 -0.00316045971 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 48356000.00000000 JPY 444083.22000000 USD 2020-03-16 -4560.10000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -2702.58000000 -0.00187307191 N/A DFE CA N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 202744.12000000 USD 268500.00000000 CAD 2020-03-16 -2702.58000000 N N N Royal Dutch Shell PLC 21380068P1DRHMJ8KU70 000000000 181590.00000000 NS 3957409.01000000 2.742753834740 Long EC CORP GB N 2 N N N Allianz SE 529900K9B0N5BT694847 000000000 11830.00000000 NS 2577163.89000000 1.786150009814 Long EC CORP DE N 2 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -890.70000000 -0.00061731573 N/A DFE CH N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1150858.28000000 USD 1108448.00000000 CHF 2020-03-16 -890.70000000 N N N JXTG Holdings Inc 3538001KQ5SAOZSQTT44 000000000 587600.00000000 NS 2380447.57000000 1.649812209078 Long EC CORP JP N 2 N N N Credit Suisse International E58DKGMJYYYJLN8C3868 000000000 1.00000000 NC 25064.19000000 0.017371189852 N/A DFE US N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 11532000.00000000 NOK 1250853.27000000 USD 2020-03-16 25064.19000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -23651.15000000 -0.01639185694 N/A DFE NZ N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 452450.46000000 USD 685928.00000000 NZD 2020-03-16 -23651.15000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -8885.44000000 -0.00615821477 N/A DFE NO N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 206614.62000000 USD 1860200.00000000 NOK 2020-03-16 -8885.44000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 6608.17000000 0.004579911644 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 198000.00000000 GBP 260568.38000000 USD 2020-03-16 6608.17000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -2559.92000000 -0.00177419882 N/A DFE CA N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 178387.86000000 USD 236000.00000000 CAD 2020-03-16 -2559.92000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -5823.97000000 -0.00403640766 N/A DFE NO N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 362431.65000000 USD 3354900.00000000 NOK 2020-03-16 -5823.97000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 93423.75000000 0.064749018340 N/A DFE US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 6761000.00000000 BRL 1605309.08000000 USD 2020-03-03 93423.75000000 N N N 2020-03-25 AB TRUST Joseph Mantineo Joseph Mantineo Treasuer and Chief Financial Officer XXXX