0001752724-20-019692.txt : 20200210 0001752724-20-019692.hdr.sgml : 20200210 20200210093345 ACCESSION NUMBER: 0001752724-20-019692 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20191231 FILED AS OF DATE: 20200210 PERIOD START: 20191231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: AB VARIABLE PRODUCTS SERIES FUND, INC. CENTRAL INDEX KEY: 0000825316 IRS NUMBER: 000000000 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-05398 FILM NUMBER: 20589930 BUSINESS ADDRESS: STREET 1: ALLIANCEBERNSTEIN LP STREET 2: 1345 AVENUE OF THE AMERICAS CITY: NEW YORK STATE: NY ZIP: 10105 BUSINESS PHONE: 2129691000 MAIL ADDRESS: STREET 1: ALLIANCEBERNSTEIN LP STREET 2: 1345 AVENUE OF THE AMERICAS CITY: NEW YORK STATE: NY ZIP: 10105 FORMER COMPANY: FORMER CONFORMED NAME: ALLIANCEBERNSTEIN VARIABLE PRODUCTS SERIES FUND INC DATE OF NAME CHANGE: 19920703 0000825316 S000010431 AB International Value Portfolio C000028828 Class A C000028829 Class B NPORT-P 1 primary_doc.xml NPORT-P false 0000825316 XXXXXXXX S000010431 C000028829 C000028828 AB VARIABLE PRODUCTS SERIES FUND, INC. 811-05398 0000825316 549300O75IUIQOS5Q596 ALLIANCEBERNSTEIN LP 1345 AVENUE OF THE AMERICAS NEW YORK 10105 212-969-1000 AB International Value Portfolio S000010431 549300H4SHLQCZN4J650 2019-12-31 2019-12-31 N 384566078.97 6752772.6 377813306.37 0 0 0 0 0 0 0 0 0 0 0 0 0 1343252.92 UST JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 327.20000000 0.000086603619 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 80021800.00000000 JPY 737148.33000000 USD 2020-01-15 327.2 N N N Roche Holding AG 549300U41AUUVOAAOB37 000000000 36290.00000000 NS 11794346.29000000 3.121739253526 Long EC CORP CH N 2 N N N Natwest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC -8881.44000000 -0.00235074833 N/A DFE GB N 2 Natwest Markets PLC RR3QWICWWIPCS8A4S074 769334.19000000 USD 574100.00000000 GBP 2020-01-03 -8881.44 N N N NGK Spark Plug Co Ltd 549300RG3XQGTFM4HH31 000000000 229500.00000000 NS 4448627.69000000 1.177467181540 Long EC CORP JP N 2 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -9608.49000000 -0.00254318464 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1274300000.00000000 KRW 1093763.41000000 USD 2020-02-06 -9608.49 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -16648.58000000 -0.00440656263 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 1030000.00000000 EUR 1139565.01000000 USD 2020-01-15 -16648.58 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 6600.76000000 0.001747095692 N/A DFE GB N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 525888.36000000 USD 402000.00000000 GBP 2020-01-03 6600.76 N N N Zhen Ding Technology Holding Ltd N/A 000000000 689000.00000000 NS 3305872.22000000 0.875001532307 Long EC CORP KY N 2 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -3670.56000000 -0.00097152745 N/A DFE JP N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 3526971.96000000 USD 382645000.00000000 JPY 2020-01-15 -3670.56 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -15238.30000000 -0.00403328833 N/A DFE US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 2319000.00000000 EUR 2587926.08000000 USD 2020-01-15 -15238.3 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -12761.93000000 -0.00337784026 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1034000.00000000 CHF 1055640.63000000 USD 2020-01-03 -12761.93 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -4298.63000000 -0.00113776564 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 52520000.00000000 INR 732333.09000000 USD 2020-01-16 -4298.63 N N N GlaxoSmithKline PLC 5493000HZTVUYLO1D793 000000000 330800.00000000 NS 7772815.20000000 2.057316422939 Long EC CORP GB N 2 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 6851.89000000 0.001813565029 N/A DFE SE N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 373784.48000000 USD 3563000.00000000 SEK 2020-01-15 6851.89 N N N Natwest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 45859.15000000 0.012138045226 N/A DFE XX N 2 Natwest Markets PLC RR3QWICWWIPCS8A4S074 13713082.57000000 USD 12257000.00000000 EUR 2020-01-15 45859.15 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -17157.86000000 -0.00454135937 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1041000.00000000 CAD 784569.50000000 USD 2020-01-15 -17157.86 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -4176.54000000 -0.00110545074 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 22722000.00000000 TWD 758208.76000000 USD 2020-02-20 -4176.54 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -21227.35000000 -0.00561847601 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1133000.00000000 CAD 851353.91000000 USD 2020-01-15 -21227.35 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 11681.14000000 0.003091775700 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1015216.13000000 USD 914800.00000000 EUR 2020-01-15 11681.14 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 1850.78000000 0.000489866282 N/A DFE IL N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 416589.55000000 USD 1445000.00000000 ILS 2020-01-03 1850.78 N N N NXP Semiconductors NV 724500M9BY5293JDF951 000000000 33600.00000000 NS USD 4275936.00000000 1.131758974050 Long EC CORP US N 1 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -113978.64000000 -0.03016797928 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 4856000.00000000 AUD 3294775.12000000 USD 2020-01-15 -113978.64 N N N Morinaga & Co Ltd/Japan N/A 000000000 34800.00000000 NS 1671170.36000000 0.442327025497 Long EC CORP JP N 2 N N N Societe Generale O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC -33008.98000000 -0.00873684950 N/A DFE JP N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1321574.44000000 USD 139943500.00000000 JPY 2020-01-15 -33008.98 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 29369.76000000 0.007773617155 N/A DFE MX N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 919432.91000000 USD 17970000.00000000 MXN 2020-01-15 29369.76 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -5293.28000000 -0.00140103059 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1445000.00000000 ILS 413147.05000000 USD 2020-01-03 -5293.28 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 10410.30000000 0.002755408511 N/A DFE GB N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 380217.18000000 USD 294800.00000000 GBP 2020-01-15 10410.3 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -8050.77000000 -0.00213088577 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 502300.00000000 CAD 378796.16000000 USD 2020-01-15 -8050.77 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -50088.80000000 -0.01325755317 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 18066185.00000000 ILS 5184356.12000000 USD 2020-01-15 -50088.8 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -35316.62000000 -0.00934763794 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 61930000.00000000 RUB 961529.50000000 USD 2020-01-17 -35316.62 N N N Salmar ASA 5967007LIEEXZXGDBK67 000000000 76600.00000000 NS 3925457.98000000 1.038994104711 Long EC CORP NO N 2 N N N PetroChina Co Ltd 529900RPY4YG47TRSV05 000000000 8090000.00000000 NS 4072465.70000000 1.077904253592 Long EC CORP HK N 2 N N N Natwest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC -8207.92000000 -0.00217248039 N/A DFE US N 2 Natwest Markets PLC RR3QWICWWIPCS8A4S074 986000.00000000 EUR 1098614.02000000 USD 2020-01-15 -8207.92 N N N Natwest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 9658.51000000 0.002556423989 N/A DFE KR N 2 Natwest Markets PLC RR3QWICWWIPCS8A4S074 480648.86000000 USD 566263000.00000000 KRW 2020-02-06 9658.51 N N N Yamato Kogyo Co Ltd N/A 000000000 135400.00000000 NS 3390280.42000000 0.897342778255 Long EC CORP JP N 2 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -13579.84000000 -0.00359432549 N/A DFE US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 1034000.00000000 CHF 1062587.10000000 USD 2020-04-17 -13579.84 N N N Alliance Bernstein 5493006YWHO7MNK2U579 018616748 3053304.55000000 NS USD 3053304.55000000 0.808151671346 Long STIV RF US N 1 N N N Novo Nordisk A/S 549300DAQ1CVT6CXN342 000000000 135940.00000000 NS 7877564.48000000 2.085041566081 Long EC CORP DK N 2 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 154.63000000 0.000040927621 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 28125200.00000000 JPY 259124.58000000 USD 2020-01-15 154.63 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 223672.90000000 0.059201964628 N/A DFE SE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 5364624.05000000 USD 52310036.00000000 SEK 2020-01-15 223672.9 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 12424.04000000 0.003288407208 N/A DFE XX N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 1178026.94000000 USD 1060500.00000000 EUR 2020-01-15 12424.04 N N N Valeo SA 5493006IH2N2WMIBB742 000000000 105210.00000000 NS 3728984.44000000 0.986991293617 Long EC CORP FR N 2 N N N BAE Systems PLC 8SVCSVKSGDWMW2QHOH83 000000000 761410.00000000 NS 5700917.50000000 1.508924488333 Long EC CORP GB N 2 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -8677.36000000 -0.00229673223 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 4290000.00000000 BRL 1057770.55000000 USD 2020-01-03 -8677.36 N N N Natwest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC -7540.78000000 -0.00199590111 N/A DFE JP N 2 Natwest Markets PLC RR3QWICWWIPCS8A4S074 1477982.42000000 USD 159696000.00000000 JPY 2020-01-15 -7540.78 N N N Open Text Corp 549300HP7ONDQODZJV16 000000000 84706.00000000 NS 3732530.38000000 0.987929836527 Long EC CORP CA N 1 N N N Erste Group Bank AG PQOH26KWDF7CG10L6792 000000000 176310.00000000 NS 6622582.28000000 1.752871634837 Long EC CORP AT N 2 N N N First Quantum Minerals Ltd 549300I7UVBGWRYMYZ18 000000000 264930.00000000 NS 2686941.67000000 0.711182381535 Long EC CORP CA N 1 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 454177.65000000 0.120212190079 N/A DFE AU N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 14698467.75000000 USD 21585967.00000000 AUD 2020-01-15 454177.65 N N N Alliance Bernstein 5493006YWHO7MNK2U579 018616748 3845626.50000000 NS USD 3845626.50000000 1.017864229544 Long STIV RF US N 1 N N ENN Energy Holdings Ltd 549300V7BXPWT6WIPR03 000000000 356000.00000000 NS 3889368.32000000 1.029441857770 Long EC CORP KY N 2 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 57713.18000000 0.015275581623 N/A DFE AU N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 3808911.02000000 USD 5496000.00000000 AUD 2020-04-17 57713.18 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -13726.80000000 -0.00363322301 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 926000.00000000 EUR 1025742.89000000 USD 2020-01-15 -13726.8 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -3453.72000000 -0.00091413402 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 6354000.00000000 SEK 674932.20000000 USD 2020-01-03 -3453.72 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 250448.19000000 0.066288874895 N/A DFE GB N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 5669850.44000000 USD 4467950.00000000 GBP 2020-01-15 250448.19 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -10159.94000000 -0.00268914297 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 12724938000.00000000 IDR 905818.48000000 USD 2020-02-27 -10159.94 N N N Swiss Re AG 529900PS9YW3YY29F326 000000000 34690.00000000 NS 3897158.79000000 1.031503847083 Long EC CORP CH N 2 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -104479.84000000 -0.02765382749 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 6153000.00000000 CAD 4634260.24000000 USD 2020-01-15 -104479.84 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 2339.50000000 0.000619221176 N/A DFE XX N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 235077.17000000 USD 211500.00000000 EUR 2020-01-15 2339.5 N N N BlueScope Steel Ltd 529900H6UQI16XACWC95 000000000 345191.00000000 NS 3656122.74000000 0.967706186721 Long EC CORP AU N 2 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -183498.00000000 -0.04856843231 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 16441786.00000000 EUR 18273022.80000000 USD 2020-01-15 -183498 N N N Allianz SE 529900K9B0N5BT694847 000000000 27420.00000000 NS 6718661.63000000 1.778302012322 Long EC CORP DE N 2 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 8505.69000000 0.002251294450 N/A DFE NO N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 455768.23000000 USD 4076000.00000000 NOK 2020-01-03 8505.69 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 29311.92000000 0.007758308007 N/A DFE GB N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 1234794.64000000 USD 954000.00000000 GBP 2020-01-15 29311.92 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -5507.36000000 -0.00145769349 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 395400.00000000 CAD 299010.41000000 USD 2020-01-15 -5507.36 N N N Coca-Cola Bottlers Japan Holdings Inc 353800XN1G90665VTQ16 000000000 119700.00000000 NS 3058368.69000000 0.809492052936 Long EC CORP JP N 2 N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -1581.65000000 -0.00041863268 N/A DFE JP N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 732175.57000000 USD 79345500.00000000 JPY 2020-01-15 -1581.65 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 1718.55000000 0.000454867515 N/A DFE SE N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 676667.37000000 USD 6354000.00000000 SEK 2020-01-03 1718.55 N N N Pandora A/S 5299007OWYZ6I1E46843 000000000 77220.00000000 NS 3359180.41000000 0.889111196816 Long EC CORP DK N 1 N N N Bank Leumi Le-Israel BM 7JDSZWRGUQY2DSTWCR57 000000000 522080.00000000 NS 3807492.57000000 1.007770903196 Long EC CORP IL N 2 N N N Aroundtown SA 529900H4DWG3KWMBMQ39 000000000 607150.00000000 NS 5453285.15000000 1.443380912756 Long EC CORP DE N 2 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 42491.52000000 0.011246697584 N/A DFE NZ N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 714275.02000000 USD 1124000.00000000 NZD 2020-01-15 42491.52 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -635.49000000 -0.00016820212 N/A DFE JP N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 243872.15000000 USD 26416500.00000000 JPY 2020-01-15 -635.49 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -10446.20000000 -0.00276491055 N/A DFE US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 739600.00000000 CAD 559157.60000000 USD 2020-01-15 -10446.2 N N N UT Group Co Ltd N/A 000000000 123500.00000000 NS 3680461.14000000 0.974148098530 Long EC CORP JP N 2 N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 35581.17000000 0.009417659304 N/A DFE CH N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 1708882.30000000 USD 1687200.00000000 CHF 2020-01-15 35581.17 N N N Spin Master Corp N/A 000000000 113770.00000000 NS 3464222.25000000 0.916913775029 Long EC CORP CA N 1 N N Mediobanca Banca di Credito Finanziario SpA PSNL19R2RXX5U3QWHI44 000000000 520900.00000000 NS 5735385.93000000 1.518047626512 Long EC CORP IT N 2 N N N Natwest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 7606.62000000 0.002013327712 N/A DFE US N 2 Natwest Markets PLC RR3QWICWWIPCS8A4S074 109992000.00000000 JPY 1020386.01000000 USD 2020-01-15 7606.62 N N N Natwest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC -9800.75000000 -0.00259407221 N/A DFE US N 2 Natwest Markets PLC RR3QWICWWIPCS8A4S074 736700.00000000 CAD 557569.61000000 USD 2020-01-15 -9800.75 N N N Nippon Telegraph & Telephone Corp 353800VHQU5VIXVUA841 000000000 215800.00000000 NS 5454061.94000000 1.443586514303 Long EC CORP JP N 2 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 2438.75000000 0.000645490764 N/A DFE CH N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 122461.19000000 USD 120800.00000000 CHF 2020-01-15 2438.75 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -10949.90000000 -0.00289823037 N/A DFE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 911891.89000000 USD 97846000.00000000 JPY 2020-01-15 -10949.9 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 9014.65000000 0.002386006487 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 798314.30000000 USD 719200.00000000 EUR 2020-01-15 9014.65 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -151759.96000000 -0.04016797646 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 14535798000.00000000 KRW 12434280.29000000 USD 2020-02-06 -151759.96 N N N British American Tobacco PLC 213800FKA5MF17RJKT63 000000000 188020.00000000 NS 7991239.39000000 2.115129153808 Long EC CORP GB N 2 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 52690.37000000 0.013946139299 N/A DFE ID N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1803721.01000000 USD 25789603000.00000000 IDR 2020-02-27 52690.37 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 160613.46000000 0.042511329614 N/A DFE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2792943.69000000 USD 2229000.00000000 GBP 2020-01-15 160613.46 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 22472.52000000 0.005948048843 N/A DFE GB N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 1105020.43000000 USD 850900.00000000 GBP 2020-01-15 22472.52 N N N Wizz Air Holdings Plc 213800COXGZCORLJZA85 000000000 64690.00000000 NS 3343862.94000000 0.885056953691 Long EC CORP JE N 2 N N N Qantas Airways Ltd YLXNW6TI6QSK1H8H0N82 000000000 944860.00000000 NS 4709651.78000000 1.246555296119 Long EC CORP AU N 2 N N N Banco Comercial Portugues SA JU1U6S0DG9YLT7N8ZV32 000000000 15570220.00000000 NS 3553155.42000000 0.940452694516 Long EC CORP PT N 2 N N N Orkla ASA 549300PZS8G8RG6RVZ52 000000000 692860.00000000 NS 7026161.36000000 1.859691345311 Long EC CORP NO N 2 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -25749.92000000 -0.00681551432 N/A DFE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1210046.76000000 USD 128619500.00000000 JPY 2020-01-15 -25749.92 N N N Repsol SA BSYCX13Y0NOTV14V9N85 000000000 522721.00000000 NS 8212028.50000000 2.173567834044 Long EC CORP ES N 2 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 5314.21000000 0.001406570364 N/A DFE XX N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1865618.98000000 USD 1666700.00000000 EUR 2020-01-15 5314.21 N N N Royal Dutch Shell PLC 21380068P1DRHMJ8KU70 000000000 72534.00000000 NS 2148037.80000000 0.568544771659 Long EC CORP GB N 2 N N N MTU Aero Engines AG 529900807L67JY81RD65 000000000 16680.00000000 NS 4752560.34000000 1.257912376263 Long EC CORP DE N 2 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 84374.89000000 0.022332429424 N/A DFE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 3772442.86000000 USD 5496000.00000000 AUD 2020-01-03 84374.89 N N N SCREEN Holdings Co Ltd 353800ND89FTQ9XQ0R07 000000000 99400.00000000 NS 6778961.64000000 1.794262278671 Long EC CORP JP N 2 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 14763.96000000 0.003907739550 N/A DFE XX N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 1050860.86000000 USD 949300.00000000 EUR 2020-01-15 14763.96 N N N EDP - Energias de Portugal SA 529900CLC3WDMGI9VH80 000000000 1802340.00000000 NS 7821061.14000000 2.070086206106 Long EC CORP PT N 2 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 7212.90000000 0.001909117513 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 115264000.00000000 JPY 1068535.57000000 USD 2020-01-15 7212.9 N N N Airbus SE MINO79WLOO247M1IL051 000000000 62240.00000000 NS 9134660.97000000 2.417771109695 Long EC CORP FR N 2 N N N Natwest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC -37765.01000000 -0.00999568023 N/A DFE US N 2 Natwest Markets PLC RR3QWICWWIPCS8A4S074 1139000.00000000 GBP 1471477.52000000 USD 2020-01-15 -37765.01 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 2557.16000000 0.000676831640 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 103897000.00000000 JPY 959215.28000000 USD 2020-01-15 2557.16 N N N Repsol SA BSYCX13Y0NOTV14V9N85 000000000 522721.00000000 NS 248020.18000000 0.065646226805 N/A DE ES N 1 N/A N/A Repsol SA Repsol SA 2020-01-21 XXXX 1009.33000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -11940.27000000 -0.00316036248 N/A DFE US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 873000.00000000 GBP 1144836.49000000 USD 2020-01-15 -11940.27 N N N Evonik Industries AG 41GUOJQTALQHLF39XJ34 000000000 153470.00000000 NS 4687327.02000000 1.240646356539 Long EC CORP DE N 2 N N N Japan Airlines Co Ltd 3538002MH5L1QZZ93477 000000000 192100.00000000 NS 5981202.30000000 1.583110546705 Long EC CORP JP N 2 N N N Credit Suisse International E58DKGMJYYYJLN8C3868 000000000 1.00000000 NC -63237.94000000 -0.01673788057 N/A DFE US N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 16879000.00000000 BRL 4128853.29000000 USD 2020-02-04 -63237.94 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -33695.37000000 -0.00891852389 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 233089000.00000000 INR 3235549.69000000 USD 2020-01-16 -33695.37 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -8351.90000000 -0.00221058916 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 611400.00000000 CAD 462518.52000000 USD 2020-01-15 -8351.9 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 13622.66000000 0.003605659136 N/A DFE CH N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 1054779.90000000 USD 1034000.00000000 CHF 2020-01-03 13622.66 N N N Natwest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 53946.11000000 0.014278509806 N/A DFE AU N 2 Natwest Markets PLC RR3QWICWWIPCS8A4S074 2919587.85000000 USD 4236000.00000000 AUD 2020-01-15 53946.11 N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 000000000 471317.00000000 NS 6371110.10000000 1.686311729254 Long EC CORP CH N 2 N N N Hoya Corp 353800X4VR3BHEUCJB42 000000000 37100.00000000 NS 3541638.69000000 0.937404435017 Long EC CORP JP N 2 N N N Samsung Electronics Co Ltd 9884007ER46L6N7EI764 000000000 169160.00000000 NS 8151286.33000000 2.157490536348 Long EC CORP KR N 2 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -29037.77000000 -0.00768574571 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 39249000.00000000 HKD 5007016.38000000 USD 2020-01-15 -29037.77 N N N Taiwan Semiconductor Manufacturing Co Ltd 549300KB6NK5SBD14S87 000000000 540000.00000000 NS 5976625.09000000 1.581899046230 Long EC CORP TW N 2 N N N AerCap Holdings NV 549300SZYINBBLJQU475 000000000 130310.00000000 NS USD 8010155.70000000 2.120135941468 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -57268.07000000 -0.01515776946 N/A DFE US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 5496000.00000000 AUD 3799549.68000000 USD 2020-01-03 -57268.07 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 3353.36000000 0.000887570644 N/A DFE SE N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 678433.59000000 USD 6354000.00000000 SEK 2020-04-17 3353.36 N N N Subaru Corp 549300N244BVAEE6HH86 000000000 174800.00000000 NS 4329766.45000000 1.146006870853 Long EC CORP JP N 2 N N N Peugeot SA 969500TZ5950IT5FPQ42 000000000 269523.00000000 NS 6489347.96000000 1.717607043105 Long EC CORP FR N 2 N N N Leonardo SpA 529900X4EEX1U9LN3U39 000000000 308701.00000000 NS 3620238.98000000 0.958208437596 Long EC CORP IT N 2 N N N Nintendo Co Ltd 353800FEEXU6I9M0ZF27 000000000 17800.00000000 NS 7119289.27000000 1.884340532736 Long EC CORP JP N 2 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 8423.24000000 0.002229471502 N/A DFE GB N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 399827.53000000 USD 308100.00000000 GBP 2020-01-15 8423.24 N N N ORIX Corp 35380016EMHNBOVYE123 000000000 225200.00000000 NS 3731870.84000000 0.987755268827 Long EC CORP JP N 2 N N N BillerudKorsnas AB 549300A5J49FO7XDGE08 000000000 291510.00000000 NS 3444633.74000000 0.911729068808 Long EC CORP SE N 2 N N N WH Group Ltd 254900A4AYEDRWYSE928 000000000 5736500.00000000 NS 5931391.41000000 1.569926551022 Long EC CORP HK N 2 N N N Royal Dutch Shell PLC 21380068P1DRHMJ8KU70 000000000 408410.00000000 NS 12041928.80000000 3.187269637403 Long EC CORP GB N 2 N N N ICICI Bank Ltd R7RX8ER1V4666J8D1I38 000000000 560043.00000000 NS 4245261.78000000 1.123640091130 Long EC CORP IN N 2 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -5410.54000000 -0.00143206708 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 698454000.00000000 KRW 599356.41000000 USD 2020-02-06 -5410.54 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -2533.11000000 -0.00067046606 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 1445000.00000000 ILS 418367.40000000 USD 2020-04-17 -2533.11 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -34438.88000000 -0.00911531685 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 2100000.00000000 EUR 2322889.80000000 USD 2020-01-15 -34438.88 N N N Credit Suisse International E58DKGMJYYYJLN8C3868 000000000 1.00000000 NC -92334.55000000 -0.02443920011 N/A DFE US N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 5347124.00000000 CHF 5436270.52000000 USD 2020-01-15 -92334.55 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 2423.72000000 0.000641512609 N/A DFE CN N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 414009.56000000 USD 2902000.00000000 CNY 2020-02-13 2423.72 N N N JXTG Holdings Inc 3538001KQ5SAOZSQTT44 000000000 1321900.00000000 NS 5999544.89000000 1.587965481587 Long EC CORP JP N 2 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 27559.47000000 0.007294467806 N/A DFE CH N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 1609994.61000000 USD 1583800.00000000 CHF 2020-01-15 27559.47 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 7138.60000000 0.001889451715 N/A DFE XX N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 530220.09000000 USD 478700.00000000 EUR 2020-01-15 7138.6 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 92825.75000000 0.024569211416 N/A DFE SG N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 4588703.89000000 USD 6296000.00000000 SGD 2020-01-15 92825.75 N N N Air Water Inc N/A 000000000 197600.00000000 NS 2883304.71000000 0.763155945380 Long EC CORP JP N 2 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -3304.86000000 -0.00087473361 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 236600.00000000 CAD 178912.90000000 USD 2020-01-15 -3304.86 N N N Covestro AG 3912005AWHKLQ1CPLV11 000000000 107360.00000000 NS 4995469.09000000 1.322205704715 Long EC CORP DE N 2 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 19895.92000000 0.005266071804 N/A DFE GB N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 666749.80000000 USD 518200.00000000 GBP 2020-01-15 19895.92 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -33725.60000000 -0.00892652519 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1416000.00000000 AUD 960260.26000000 USD 2020-01-15 -33725.6 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 67098.44000000 0.017759681532 N/A DFE RU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1935205.35000000 USD 124395000.00000000 RUB 2020-01-17 67098.44 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 30068.85000000 0.007958652988 N/A DFE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1118757.55000000 USD 867000.00000000 GBP 2020-01-15 30068.85 N N N GVC Holdings PLC 213800GNI3K45LQR8L28 000000000 634600.00000000 NS 7432505.94000000 1.967243031064 Long EC CORP GB N 1 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -12708.47000000 -0.00336369042 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 4076000.00000000 NOK 451565.45000000 USD 2020-01-03 -12708.47 N N N Tosoh Corp 529900YSLFVJF2MDBX02 000000000 346400.00000000 NS 5336564.96000000 1.412487297303 Long EC CORP JP N 2 N N N Bank Hapoalim BM B6ARUI4946ST4S7WOU88 000000000 476890.00000000 NS 3960467.95000000 1.048260578234 Long EC CORP IL N 2 N N N Bank of Ireland Group PLC 635400C8EK6DRI12LJ39 000000000 1064563.00000000 NS 5858930.82000000 1.550747610319 Long EC CORP IE N 2 N N N Credit Suisse International E58DKGMJYYYJLN8C3868 000000000 1.00000000 NC -146102.70000000 -0.03867060729 N/A DFE US N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 12589000.00000000 BRL 2983387.44000000 USD 2020-01-03 -146102.7 N N N Credit Suisse International E58DKGMJYYYJLN8C3868 000000000 1.00000000 NC -49211.88000000 -0.01302544912 N/A DFE US N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 2849876.00000000 CHF 2897388.74000000 USD 2020-01-15 -49211.88 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 10232.10000000 0.002708242358 N/A DFE CN N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 1007173.80000000 USD 7090000.00000000 CNY 2020-02-13 10232.1 N N N SK Hynix Inc 988400XAIK6XISWQV045 000000000 76940.00000000 NS 6258125.00000000 1.656406721120 Long EC CORP KR N 2 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -8709.91000000 -0.00230534760 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 4076000.00000000 NOK 455677.33000000 USD 2020-04-17 -8709.91 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -23384.10000000 -0.00618932674 N/A DFE TR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 909778.70000000 USD 5291000.00000000 TRY 2020-01-15 -23384.1 N N N Johnson Matthey PLC 2138001AVBSD1HSC6Z10 000000000 142650.00000000 NS 5671958.58000000 1.501259612716 Long EC CORP GB N 2 N N Zurich Insurance Group AG 529900QVNRBND50TXP03 000000000 16630.00000000 NS 6821612.88000000 1.805551251103 Long EC CORP CH N 2 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -9859.56000000 -0.00260963810 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 778000.00000000 CAD 589318.04000000 USD 2020-01-15 -9859.56 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -5153.97000000 -0.00136415788 N/A DFE GB N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 761368.00000000 USD 570900.00000000 GBP 2020-01-03 -5153.97 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -139904.12000000 -0.03702996099 N/A DFE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 19544688.14000000 USD 2107439225.00000000 JPY 2020-01-15 -139904.12 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -46785.31000000 -0.01238318217 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1547000.00000000 GBP 2002370.59000000 USD 2020-01-03 -46785.31 N N N Petroleo Brasileiro SA 5493000J801JZRCMFE49 000000000 643900.00000000 NS 4863399.25000000 1.287249328703 Long EC CORP BR N 2 N N N Natwest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 40857.30000000 0.010814150616 N/A DFE GB N 2 Natwest Markets PLC RR3QWICWWIPCS8A4S074 1558489.26000000 USD 1207000.00000000 GBP 2020-01-15 40857.3 N N N Credit Suisse International E58DKGMJYYYJLN8C3868 000000000 1.00000000 NC 61967.93000000 0.016401733066 N/A DFE BR N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 4133970.12000000 USD 16879000.00000000 BRL 2020-01-03 61967.93 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -169761.33000000 -0.04493259690 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 37336000.00000000 NOK 4083229.91000000 USD 2020-01-15 -169761.33 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 46830.55000000 0.012395156340 N/A DFE GB N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 2008171.53000000 USD 1547000.00000000 GBP 2020-04-17 46830.55 N N N Coca-Cola European Partners PLC 549300LTH67W4GWMRF57 000000000 164440.00000000 NS USD 8366707.20000000 2.214508345507 Long EC CORP GB N 1 N N N Koninklijke Ahold Delhaize NV 724500C9GNBV20UYRX36 000000000 207570.00000000 NS 5204277.39000000 1.377473292299 Long EC CORP NL N 2 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -133854.60000000 -0.03542876805 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 253163000.00000000 TWD 8360457.05000000 USD 2020-02-20 -133854.6 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 824.43000000 0.000218210948 N/A DFE XX N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 476590.75000000 USD 425300.00000000 EUR 2020-01-15 824.43 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 8801.33000000 0.002329544738 N/A DFE CH N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 445305.09000000 USD 439200.00000000 CHF 2020-01-15 8801.33 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 18761.63000000 0.004965846804 N/A DFE CH N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 836178.49000000 USD 826876.00000000 CHF 2020-01-15 18761.63 N N N KBC Group NV 213800X3Q9LSAKRUWY91 000000000 76670.00000000 NS 5780502.73000000 1.529989185806 Long EC CORP BE N 2 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -176188.14000000 -0.04663365133 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 56861000.00000000 CNY 7983292.38000000 USD 2020-02-13 -176188.14 N N N Enel SpA WOCMU6HCI0OJWNPRZS33 000000000 828680.00000000 NS 6582887.27000000 1.742365120288 Long EC CORP IT N 2 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 29661.03000000 0.007850710787 N/A DFE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1139041.26000000 USD 882000.00000000 GBP 2020-01-15 29661.03 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 3056.64000000 0.000809034501 N/A DFE TW N 2 UBS AG BFM8T61CT2L1QCEMIK50 489329.78000000 USD 14675000.00000000 TWD 2020-02-20 3056.64 N N N Natwest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 20679.87000000 0.005473568466 N/A DFE US N 2 Natwest Markets PLC RR3QWICWWIPCS8A4S074 372372000.00000000 JPY 3449390.01000000 USD 2020-01-15 20679.87 N N N 2020-01-27 AB VARIABLE PRODUCTS SERIES FUND, INC. Joseph Mantineo Joseph Mantineo Treasuer and Chief Financial Officer