0001752724-20-152979.txt : 20200810
0001752724-20-152979.hdr.sgml : 20200810
20200810110638
ACCESSION NUMBER: 0001752724-20-152979
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200630
FILED AS OF DATE: 20200810
PERIOD START: 20201231
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: 201087889
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
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NPORT-P
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S000010431
C000028829
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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
2020-12-31
2020-06-30
N
307354478.96
7518630.82
299835848.14
0.00000000
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0.00000000
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0.00000000
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398487.06000000
UST
Morgan Stanley & Co. LLC
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PURCHASED USD / SOLD CAD
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1.00000000
NC
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-0.00870850172
N/A
DFE
US
N
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Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1092000.00000000
CAD
778283.61000000
USD
2020-07-17
-26111.21000000
N
N
N
Alliance Bernstein
5493006YWHO7MNK2U579
AB Fixed Income Shares, Inc. - Government Money Market Portfolio
018616748
4229821.20000000
NS
USD
4229821.20000000
1.410712303495
Long
STIV
RF
US
N
1
N
N
Coca-Cola European Partners PLC
549300LTH67W4GWMRF57
Coca-Cola European Partners PLC
000000000
141340.00000000
NS
USD
5336998.40000000
1.779973419825
Long
EC
CORP
GB
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-45232.49000000
-0.01508575118
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1990000.00000000
EUR
2191244.72000000
USD
2020-07-17
-45232.49000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-11788.92000000
-0.00393179136
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DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
459400.00000000
GBP
557507.72000000
USD
2020-07-17
-11788.92000000
N
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N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
6274.52000000
0.002092651708
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
846050.00000000
GBP
1054714.70000000
USD
2020-07-17
6274.52000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
16050.20000000
0.005352995680
N/A
DFE
KR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1893084.75000000
USD
2289686000.00000000
KRW
2020-08-13
16050.20000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
25711.64000000
0.008575238804
N/A
DFE
XX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
653210.91000000
USD
604100.00000000
EUR
2020-07-17
25711.64000000
N
N
N
Isracard Ltd
N/A
Isracard Ltd
000000000
0.91000000
NS
2.07000000
0.000000690377
Long
EC
CORP
IL
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
10430.80000000
0.003478836858
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
104586100.00000000
JPY
979215.59000000
USD
2020-07-17
10430.80000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-23638.40000000
-0.00788378045
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1225000.00000000
GBP
1494403.35000000
USD
2020-07-17
-23638.40000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
150608.53000000
0.050230328005
N/A
DFE
AU
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1059243.59000000
USD
1753000.00000000
AUD
2020-07-17
150608.53000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-54346.93000000
-0.01812556114
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1827500.00000000
EUR
1999503.37000000
USD
2020-07-17
-54346.93000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-21304.86000000
-0.00710550794
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
750000.00000000
CAD
531164.11000000
USD
2020-07-17
-21304.86000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-39423.43000000
-0.01314833774
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
1378100.00000000
EUR
1509365.13000000
USD
2020-07-17
-39423.43000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-140044.98000000
-0.04670721692
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
15489000.00000000
NOK
1469250.46000000
USD
2020-07-17
-140044.98000000
N
N
N
Allianz SE
529900K9B0N5BT694847
Allianz SE
000000000
26750.00000000
NS
5466155.51000000
1.823049359810
Long
EC
CORP
DE
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-6552.21000000
-0.00218526571
N/A
DFE
JP
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1168357.79000000
USD
125244800.00000000
JPY
2020-10-16
-6552.21000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
9835.97000000
0.003280451640
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
75412900.00000000
JPY
708388.36000000
USD
2020-07-17
9835.97000000
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
Erste Group Bank AG
000000000
170860.00000000
NS
4035323.50000000
1.345844242785
Long
EC
CORP
AT
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-19384.77000000
-0.00646512754
N/A
DFE
JP
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1646541.69000000
USD
175661300.00000000
JPY
2020-07-17
-19384.77000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
18694.88000000
0.006235038310
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
176240000.00000000
JPY
1651212.32000000
USD
2020-07-17
18694.88000000
N
N
N
Airbus SE
MINO79WLOO247M1IL051
Airbus SE
000000000
59250.00000000
NS
4245487.07000000
1.415937119039
Long
EC
CORP
NL
N
2
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
7421.71000000
0.002475257727
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
126767900.00000000
JPY
1181677.31000000
USD
2020-07-17
7421.71000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-35630.02000000
-0.01188317548
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
996700.00000000
EUR
1084519.14000000
USD
2020-07-17
-35630.02000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-18282.66000000
-0.00609755641
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1724479.81000000
USD
1515000.00000000
EUR
2020-10-16
-18282.66000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-9619.12000000
-0.00320812873
N/A
DFE
AU
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
690650.58000000
USD
986600.00000000
AUD
2020-10-16
-9619.12000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
10713.73000000
0.003573198490
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
886000.00000000
GBP
1108660.66000000
USD
2020-07-17
10713.73000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
26547.88000000
0.008854138077
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1124000.00000000
EUR
1289764.15000000
USD
2020-07-17
26547.88000000
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1553.54000000
-0.00051813017
N/A
DFE
US
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
894000.00000000
EUR
1005271.71000000
USD
2020-10-16
-1553.54000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
-4547.39000000
-0.00151662652
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
13171000.00000000
TWD
446686.56000000
USD
2020-08-20
-4547.39000000
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-16484.84000000
-0.00549795499
N/A
DFE
SE
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
986638.63000000
USD
9028000.00000000
SEK
2020-10-16
-16484.84000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
49188.92000000
0.016405283192
N/A
DFE
XX
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
1391596.90000000
USD
1282000.00000000
EUR
2020-07-17
49188.92000000
N
N
N
BlueScope Steel Ltd
529900H6UQI16XACWC95
BlueScope Steel Ltd
000000000
529308.00000000
NS
4360357.31000000
1.454248161802
Long
EC
CORP
AU
N
2
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
61483.19000000
0.020505616783
N/A
DFE
NO
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
2138895.07000000
USD
21178000.00000000
NOK
2020-07-17
61483.19000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
54941.53000000
0.018323869657
N/A
DFE
XX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1392362.66000000
USD
1287800.00000000
EUR
2020-07-17
54941.53000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
1297.35000000
0.000432686754
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
15637900.00000000
JPY
146151.78000000
USD
2020-07-17
1297.35000000
N
N
N
Evonik Industries AG
41GUOJQTALQHLF39XJ34
Evonik Industries AG
000000000
153470.00000000
NS
3908880.43000000
1.303673478087
Long
EC
CORP
DE
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
10537.25000000
0.003514339617
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
276271.28000000
USD
255200.00000000
EUR
2020-07-17
10537.25000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
6185.82000000
0.002063068855
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
388400.69000000
USD
351100.00000000
EUR
2020-07-17
6185.82000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
225312.42000000
0.075145257445
N/A
DFE
AU
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1717490.61000000
USD
2815000.00000000
AUD
2020-07-17
225312.42000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
5213.25000000
0.001738701370
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
374538.33000000
USD
337900.00000000
EUR
2020-07-17
5213.25000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-31088.95000000
-0.01036865678
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1986800.00000000
GBP
2430988.88000000
USD
2020-07-17
-31088.95000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-3658.63000000
-0.00122021099
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
103300.00000000
EUR
112435.89000000
USD
2020-07-17
-3658.63000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
18534.47000000
0.006181539037
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
771657000.00000000
JPY
7166420.91000000
USD
2020-07-17
18534.47000000
N
N
N
Taiwan Semiconductor Manufacturing Co Ltd
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co Ltd
000000000
401000.00000000
NS
4282484.25000000
1.428276264017
Long
EC
CORP
TW
N
2
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-8314.48000000
-0.00277301064
N/A
DFE
JP
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
789188.40000000
USD
84300000.00000000
JPY
2020-07-17
-8314.48000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
8293.81000000
0.002766116877
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
231537.46000000
USD
213400.00000000
EUR
2020-07-17
8293.81000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
24921.29000000
0.008311644573
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
907655.99000000
USD
829800.00000000
EUR
2020-07-17
24921.29000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-43044.86000000
-0.01435614195
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
917900.00000000
AUD
590453.86000000
USD
2020-07-17
-43044.86000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
262.33000000
0.000087491206
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
64800.00000000
AUD
44984.76000000
USD
2020-07-17
262.33000000
N
N
N
Atos SE
5493001EZOOA66PTBR68
Atos SE
000000000
56540.00000000
NS
4847347.84000000
1.616667209764
Long
EC
CORP
FR
N
2
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
4870.13000000
0.001624265420
N/A
DFE
TW
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
703208.47000000
USD
20668000.00000000
TWD
2020-08-20
4870.13000000
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
34960.60000000
0.011659913321
N/A
DFE
XX
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
904584.60000000
USD
836000.00000000
EUR
2020-07-17
34960.60000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
35586.47000000
0.011868650870
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
989596.70000000
USD
912200.00000000
EUR
2020-07-17
35586.47000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
6056.03000000
0.002019781836
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
113099000.00000000
JPY
1053696.12000000
USD
2020-07-17
6056.03000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-17411.30000000
-0.00580694406
N/A
DFE
JP
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1305343.80000000
USD
139040000.00000000
JPY
2020-07-17
-17411.30000000
N
N
N
Realtek Semiconductor Corp
5299002E7F36O00MYY75
Realtek Semiconductor Corp
000000000
348000.00000000
NS
3546997.24000000
1.182979707731
Long
EC
CORP
TW
N
2
N
N
N
Koninklijke Ahold Delhaize NV
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
000000000
219480.00000000
NS
5981719.93000000
1.994998252246
Long
EC
CORP
NL
N
2
N
N
N
AerCap Holdings NV
549300SZYINBBLJQU475
AerCap Holdings NV
000000000
174971.00000000
NS
USD
5389106.80000000
1.797352395796
Long
EC
CORP
NL
N
1
N
N
N
Alliance Bernstein
5493006YWHO7MNK2U579
AB Fixed Income Shares, Inc. - Government Money Market Portfolio
018616748
3103190.19000000
NS
USD
3103190.19000000
1.034963033690
Long
STIV
RF
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-14.26000000
-0.00000475593
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
30600.00000000
GBP
37926.19000000
USD
2020-10-16
-14.26000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
53056.85000000
0.017695299054
N/A
DFE
AU
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
748910.16000000
USD
1162000.00000000
AUD
2020-07-17
53056.85000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
3796.75000000
0.001266276205
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
511950.00000000
GBP
638214.28000000
USD
2020-07-17
3796.75000000
N
N
N
Vicinity Centres
N/A
Vicinity Centres
000000000
4612046.00000000
NS
4622676.46000000
1.541735749302
Long
EC
AU
N
2
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
13438.36000000
0.004481905710
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
3191200.00000000
AUD
2215879.93000000
USD
2020-07-17
13438.36000000
N
N
N
Open Text Corp
549300HP7ONDQODZJV16
Open Text Corp
000000000
82216.00000000
NS
3491273.13000000
1.164394835259
Long
EC
CORP
CA
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
165753.05000000
0.055281265074
N/A
DFE
CH
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
7818971.61000000
USD
7561876.00000000
CHF
2020-07-17
165753.05000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
1420.70000000
0.000473825931
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
709000.00000000
CHF
750066.91000000
USD
2020-07-17
1420.70000000
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
336152.93000000
0.112112321487
N/A
DFE
AU
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
1811627.90000000
USD
3112000.00000000
AUD
2020-07-17
336152.93000000
N
N
N
Subaru Corp
549300N244BVAEE6HH86
Subaru Corp
000000000
163900.00000000
NS
3432011.66000000
1.144630197252
Long
EC
CORP
JP
N
2
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-29607.24000000
-0.00987448304
N/A
DFE
US
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
1427000.00000000
EUR
1574137.97000000
USD
2020-07-17
-29607.24000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-6143.37000000
-0.00204891110
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
278600.00000000
GBP
339102.70000000
USD
2020-07-17
-6143.37000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
21091.05000000
0.007034198922
N/A
DFE
CH
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
786686.59000000
USD
765000.00000000
CHF
2020-07-17
21091.05000000
N
N
N
Pandora A/S
5299007OWYZ6I1E46843
Pandora A/S
000000000
72620.00000000
NS
3966102.97000000
1.322758100675
Long
EC
CORP
DK
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-2359.82000000
-0.00078703731
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
704400.00000000
GBP
871014.55000000
USD
2020-10-16
-2359.82000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-23201.38000000
-0.00773802737
N/A
DFE
JP
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
3523577.57000000
USD
377886500.00000000
JPY
2020-07-17
-23201.38000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-23676.93000000
-0.00789663082
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
919000.00000000
CHF
946712.16000000
USD
2020-07-17
-23676.93000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
847.34000000
0.000282601298
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
33027400.00000000
JPY
306781.33000000
USD
2020-07-17
847.34000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-6727.47000000
-0.00224371770
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
296700.00000000
EUR
326721.17000000
USD
2020-07-17
-6727.47000000
N
N
N
Repsol SA
BSYCX13Y0NOTV14V9N85
Repsol SA
000000000
494211.00000000
NS
240588.03000000
0.080239915104
N/A
DE
ES
N
1
N/A
N/A
Repsol SA
Repsol SA
2020-07-09
XXXX
-34525.97000000
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
30608.44000000
0.010208399092
N/A
DFE
JP
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
1925920.73000000
USD
211219000.00000000
JPY
2020-07-17
30608.44000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
998.53000000
0.000333025555
N/A
DFE
JP
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
106811.17000000
USD
11638700.00000000
JPY
2020-07-17
998.53000000
N
N
N
Aroundtown SA
529900H4DWG3KWMBMQ39
Aroundtown SA
000000000
738660.00000000
NS
4233854.20000000
1.412057372813
Long
EC
CORP
LU
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-474.86000000
-0.00015837332
N/A
DFE
JP
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
67334.56000000
USD
7207600.00000000
JPY
2020-10-16
-474.86000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-5695.97000000
-0.00189969612
N/A
DFE
JP
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
943587.05000000
USD
101106400.00000000
JPY
2020-10-16
-5695.97000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
1925.98000000
0.000642344806
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
15401200.00000000
JPY
144587.85000000
USD
2020-07-17
1925.98000000
N
N
N
ENEOS Holdings Inc
3538001KQ5SAOZSQTT44
ENEOS Holdings Inc
000000000
1281100.00000000
NS
4566561.99000000
1.523020685594
Long
EC
CORP
JP
N
2
N
N
N
ConvaTec Group PLC
213800LS272L4FIDOH92
ConvaTec Group PLC
000000000
1146099.00000000
NS
2767937.93000000
0.923151099900
Long
EC
CORP
GB
N
2
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S
000000000
76450.00000000
NS
4980544.17000000
1.661090293537
Long
EC
CORP
DK
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
186384.20000000
0.062162080070
N/A
DFE
AU
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1069156.57000000
USD
1819200.00000000
AUD
2020-07-17
186384.20000000
N
N
N
NGK Spark Plug Co Ltd
549300RG3XQGTFM4HH31
NGK Spark Plug Co Ltd
000000000
229500.00000000
NS
3298578.68000000
1.100128186960
Long
EC
CORP
JP
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
54825.70000000
0.018285238519
N/A
DFE
JP
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
3012043.19000000
USD
331086800.00000000
JPY
2020-07-17
54825.70000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-66867.76000000
-0.02230145608
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1533000.00000000
EUR
1656006.39000000
USD
2020-07-17
-66867.76000000
N
N
N
Zhen Ding Technology Holding Ltd
549300H7R4K33675UP38
Zhen Ding Technology Holding Ltd
000000000
519000.00000000
NS
2277621.70000000
0.759622878361
Long
EC
CORP
KY
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
2005.20000000
0.000668765930
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
15739100.00000000
JPY
147797.05000000
USD
2020-07-17
2005.20000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-36038.43000000
-0.01201938668
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
923000.00000000
EUR
1001282.40000000
USD
2020-07-17
-36038.43000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-1780.22000000
-0.00059373154
N/A
DFE
JP
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
596167.00000000
USD
64167600.00000000
JPY
2020-07-17
-1780.22000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-11723.15000000
-0.00390985603
N/A
DFE
XX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1142324.19000000
USD
1006000.00000000
EUR
2020-07-17
-11723.15000000
N
N
N
Agnico Eagle Mines Ltd
YGE0EUBRF7IJOB3QRX76
Agnico Eagle Mines Ltd
000000000
51720.00000000
NS
3311741.01000000
1.104518032298
Long
EC
CORP
CA
N
1
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-45449.13000000
-0.01515800404
N/A
DFE
JP
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
1183468.66000000
USD
122856000.00000000
JPY
2020-07-17
-45449.13000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-13699.86000000
-0.00456912009
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
888800.00000000
EUR
985185.03000000
USD
2020-07-17
-13699.86000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-48845.38000000
-0.01629070716
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
7252200.00000000
NOK
704652.74000000
USD
2020-07-17
-48845.38000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-20049.39000000
-0.00668678882
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
1044000.00000000
CHF
1082329.51000000
USD
2020-07-17
-20049.39000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-17174.05000000
-0.00572781743
N/A
DFE
GB
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1089159.37000000
USD
865050.00000000
GBP
2020-07-17
-17174.05000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-10642.20000000
-0.00354934210
N/A
DFE
JP
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
868155.70000000
USD
92573700.00000000
JPY
2020-07-17
-10642.20000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-16571.31000000
-0.00552679411
N/A
DFE
JP
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
2304876.71000000
USD
247036225.00000000
JPY
2020-07-17
-16571.31000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
8185.06000000
0.002729847031
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
905000.00000000
EUR
1027398.54000000
USD
2020-10-16
8185.06000000
N
N
N
WH Group Ltd
254900A4AYEDRWYSE928
WH Group Ltd
000000000
5955000.00000000
NS
5146274.04000000
1.716363827715
Long
EC
CORP
KY
N
2
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-64247.86000000
-0.02142767797
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1566000.00000000
AUD
1016544.16000000
USD
2020-07-17
-64247.86000000
N
N
N
Faurecia SE
969500F0VMZLK2IULV85
Faurecia SE
000000000
133650.00000000
NS
5250918.84000000
1.751264524430
Long
EC
CORP
FR
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
16098.52000000
0.005369111165
N/A
DFE
CH
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
618508.49000000
USD
601000.00000000
CHF
2020-07-17
16098.52000000
N
N
N
MTU Aero Engines AG
529900807L67JY81RD65
MTU Aero Engines AG
000000000
15860.00000000
NS
2761233.95000000
0.920915216485
Long
EC
CORP
DE
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
798.92000000
0.000266452462
N/A
DFE
CH
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
32040.14000000
USD
31100.00000000
CHF
2020-07-17
798.92000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-95738.53000000
-0.03193031473
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1942000.00000000
AUD
1244554.00000000
USD
2020-07-17
-95738.53000000
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-12522.95000000
-0.00417660198
N/A
DFE
JP
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
1902054.40000000
USD
203695000.00000000
JPY
2020-10-16
-12522.95000000
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
133893.77000000
0.044655691049
N/A
DFE
AU
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
754895.48000000
USD
1287800.00000000
AUD
2020-07-17
133893.77000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-25945.02000000
-0.00865307472
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1107300.00000000
EUR
1218502.82000000
USD
2020-07-17
-25945.02000000
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED USD / SOLD ILS
000000000
1.00000000
NC
-126057.07000000
-0.04204202759
N/A
DFE
US
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
12361185.00000000
ILS
3443706.64000000
USD
2020-07-17
-126057.07000000
N
N
N
Northern Star Resources Ltd
254900XFXCRYYZAX6M78
Northern Star Resources Ltd
000000000
335600.00000000
NS
3165046.38000000
1.055593051876
Long
EC
CORP
AU
N
2
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-3701.99000000
-0.00123467224
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
335240.07000000
USD
295000.00000000
EUR
2020-07-17
-3701.99000000
N
N
N
Peugeot SA
969500TZ5950IT5FPQ42
Peugeot SA
000000000
357343.00000000
NS
5860110.28000000
1.954439509602
Long
EC
CORP
FR
N
2
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
8780.88000000
0.002928562429
N/A
DFE
US
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
94661000.00000000
JPY
885629.12000000
USD
2020-07-17
8780.88000000
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-19971.11000000
-0.00666068121
N/A
DFE
US
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
1035000.00000000
GBP
1262619.27000000
USD
2020-07-17
-19971.11000000
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
86771.79000000
0.028939765054
N/A
DFE
XX
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
3278058.74000000
USD
2994000.00000000
EUR
2020-07-17
86771.79000000
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
33051.55000000
0.011023214937
N/A
DFE
XX
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
1496069.50000000
USD
1360600.00000000
EUR
2020-07-17
33051.55000000
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-67724.75000000
-0.02258727581
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
1117000.00000000
AUD
703185.01000000
USD
2020-07-17
-67724.75000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-32240.63000000
-0.01075276028
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1047900.00000000
EUR
1145450.06000000
USD
2020-07-17
-32240.63000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
80081.32000000
0.026708387438
N/A
DFE
XX
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2827563.82000000
USD
2587200.00000000
EUR
2020-07-17
80081.32000000
N
N
N
Ashtead Group PLC
2138007UTBN8X9K1A235
Ashtead Group PLC
000000000
145970.00000000
NS
4924014.13000000
1.642236630658
Long
EC
CORP
GB
N
2
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
12968.02000000
0.004325039877
N/A
DFE
JP
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
1039612.05000000
USD
113632300.00000000
JPY
2020-07-17
12968.02000000
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-71419.64000000
-0.02381958009
N/A
DFE
US
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
856033.00000000
AUD
519380.90000000
USD
2020-07-17
-71419.64000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
-6509.36000000
-0.00217097456
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
21841000.00000000
TWD
741755.82000000
USD
2020-08-20
-6509.36000000
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
32760.00000000
NS
11349686.83000000
3.785300156871
Long
EC
CORP
CH
N
2
N
N
N
Coca-Cola Bottlers Japan Holdings Inc
353800XN1G90665VTQ16
Coca-Cola Bottlers Japan Holdings Inc
000000000
115200.00000000
NS
2089325.27000000
0.696823039326
Long
EC
CORP
JP
N
2
N
N
SCREEN Holdings Co Ltd
353800ND89FTQ9XQ0R07
SCREEN Holdings Co Ltd
000000000
80600.00000000
NS
3786681.09000000
1.262918064497
Long
EC
CORP
JP
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
34929.30000000
0.011649474276
N/A
DFE
AU
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
731149.34000000
USD
1110000.00000000
AUD
2020-07-17
34929.30000000
N
N
N
Tesco PLC
2138002P5RNKC5W2JZ46
Tesco PLC
000000000
1574420.00000000
NS
4428312.67000000
1.476912349697
Long
EC
CORP
GB
N
2
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-2988.16000000
-0.00099659864
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
759796.40000000
USD
672000.00000000
EUR
2020-10-16
-2988.16000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-37123.96000000
-0.01238142811
N/A
DFE
GB
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1731134.63000000
USD
1367000.00000000
GBP
2020-07-17
-37123.96000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-1447.51000000
-0.00048276749
N/A
DFE
KR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
854494.28000000
USD
1023086000.00000000
KRW
2020-08-13
-1447.51000000
N
N
N
Bank Leumi Le-Israel BM
7JDSZWRGUQY2DSTWCR57
Bank Leumi Le-Israel BM
000000000
494270.00000000
NS
2485146.52000000
0.828835689733
Long
EC
CORP
IL
N
2
N
N
N
Weichai Power Co Ltd
529900OKTPKBG85F9502
Weichai Power Co Ltd
000000000
1529000.00000000
NS
2880832.88000000
0.960803352191
Long
EC
CORP
CN
N
2
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
8425.93000000
0.002810180988
N/A
DFE
JP
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
1593236.33000000
USD
172909000.00000000
JPY
2020-07-17
8425.93000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-981.59000000
-0.00032737579
N/A
DFE
JP
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1034167.64000000
USD
111538600.00000000
JPY
2020-07-17
-981.59000000
N
N
N
KBC Group NV
213800X3Q9LSAKRUWY91
KBC Group NV
000000000
76670.00000000
NS
4404782.79000000
1.469064762377
Long
EC
CORP
BE
N
2
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD ILS
000000000
1.00000000
NC
-25114.28000000
-0.00837600979
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
3292000.00000000
ILS
925576.30000000
USD
2020-07-17
-25114.28000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
7936.08000000
0.002646808261
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
318432.25000000
USD
290400.00000000
EUR
2020-07-17
7936.08000000
N
N
N
Alstom SA
96950032TUYMW11FB530
Alstom SA
000000000
88780.00000000
NS
4137226.24000000
1.379830419099
Long
EC
CORP
FR
N
2
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-10921.32000000
-0.00364243304
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1030134.80000000
USD
905000.00000000
EUR
2020-10-16
-10921.32000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-230165.28000000
-0.07676376304
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
14158311000.00000000
KRW
11575002.04000000
USD
2020-08-13
-230165.28000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-543.17000000
-0.00018115579
N/A
DFE
JP
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
122931.03000000
USD
13212500.00000000
JPY
2020-07-17
-543.17000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
24097.20000000
0.008036797517
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
199956800.00000000
JPY
1876304.20000000
USD
2020-07-17
24097.20000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-12561.00000000
-0.00418929226
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
864000.00000000
CHF
899752.57000000
USD
2020-07-17
-12561.00000000
N
N
N
Wizz Air Holdings Plc
213800COXGZCORLJZA85
Wizz Air Holdings Plc
000000000
64690.00000000
NS
2672799.88000000
0.891421054747
Long
EC
CORP
JE
N
2
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
6571.27000000
0.002191622529
N/A
DFE
JP
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
1169611.97000000
USD
126976000.00000000
JPY
2020-07-17
6571.27000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-21751.77000000
-0.00725455949
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
461100.00000000
AUD
296481.44000000
USD
2020-07-17
-21751.77000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-355.31000000
-0.00011850150
N/A
DFE
JP
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
47851.71000000
USD
5120200.00000000
JPY
2020-10-16
-355.31000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
13478.96000000
0.004495446452
N/A
DFE
XX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
976880.35000000
USD
881214.00000000
EUR
2020-07-17
13478.96000000
N
N
N
Fuji Electric Co Ltd
5299000HVNGZZTYYM906
Fuji Electric Co Ltd
000000000
167800.00000000
NS
4618517.01000000
1.540348506908
Long
EC
CORP
JP
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-942.87000000
-0.00031446206
N/A
DFE
JP
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
106219.12000000
USD
11365200.00000000
JPY
2020-07-17
-942.87000000
N
N
N
Salmar ASA
5967007LIEEXZXGDBK67
Salmar ASA
000000000
101950.00000000
NS
4883957.91000000
1.628877247432
Long
EC
CORP
NO
N
2
N
N
N
Next PLC
213800WQD8ECPZP9PH98
Next PLC
000000000
68540.00000000
NS
4149752.84000000
1.384008238421
Long
EC
CORP
GB
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-4442.98000000
-0.00148180413
N/A
DFE
XX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1884075.35000000
USD
1669000.00000000
EUR
2020-10-16
-4442.98000000
N
N
N
ORIX Corp
35380016EMHNBOVYE123
ORIX Corp
000000000
214200.00000000
NS
2659775.32000000
0.887077157884
Long
EC
CORP
JP
N
2
N
N
N
SK Hynix Inc
988400XAIK6XISWQV045
SK Hynix Inc
000000000
68920.00000000
NS
4920782.20000000
1.641158730860
Long
EC
CORP
KR
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-24149.41000000
-0.00805421037
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
665000.00000000
EUR
723216.09000000
USD
2020-07-17
-24149.41000000
N
N
N
EDP - Energias de Portugal SA
529900CLC3WDMGI9VH80
EDP - Energias de Portugal SA
000000000
1391710.00000000
NS
6642991.85000000
2.215542901627
Long
EC
CORP
PT
N
2
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
58264.05000000
0.019431982653
N/A
DFE
US
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
14373000.00000000
NOK
1552104.51000000
USD
2020-10-16
58264.05000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD CNY
000000000
1.00000000
NC
-1371.88000000
-0.00045754368
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
10620000.00000000
CNY
1499689.89000000
USD
2020-07-17
-1371.88000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
25418.09000000
0.008477335234
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
1112809.45000000
USD
1012786.00000000
EUR
2020-07-17
25418.09000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
-2826.57000000
-0.00094270582
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
15807000.00000000
TWD
538715.83000000
USD
2020-08-20
-2826.57000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-4718.58000000
-0.00157372109
N/A
DFE
JP
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1346108.06000000
USD
144811000.00000000
JPY
2020-07-17
-4718.58000000
N
N
N
Repsol SA
BSYCX13Y0NOTV14V9N85
Repsol SA
000000000
494211.00000000
NS
4366833.66000000
1.456408127009
Long
EC
CORP
ES
N
2
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-10163.87000000
-0.00338981147
N/A
DFE
GB
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
644581.40000000
USD
511950.00000000
GBP
2020-07-17
-10163.87000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-2688.90000000
-0.00089679069
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
162200.00000000
GBP
198312.22000000
USD
2020-07-17
-2688.90000000
N
N
N
Tosoh Corp
529900YSLFVJF2MDBX02
Tosoh Corp
000000000
346400.00000000
NS
4758462.10000000
1.587022408934
Long
EC
CORP
JP
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
-1033.33000000
-0.00034463190
N/A
DFE
CH
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
348239.63000000
USD
327900.00000000
CHF
2020-10-16
-1033.33000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
-95324.76000000
-0.03179231589
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
268063000.00000000
TWD
9088421.77000000
USD
2020-08-20
-95324.76000000
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-34480.74000000
-0.01149987241
N/A
DFE
US
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
1522000.00000000
EUR
1676030.97000000
USD
2020-07-17
-34480.74000000
N
N
N
Royal Dutch Shell PLC
21380068P1DRHMJ8KU70
Royal Dutch Shell PLC
000000000
35934.00000000
NS
575348.87000000
0.191887952547
Long
EC
CORP
GB
N
2
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-27014.70000000
-0.00900982993
N/A
DFE
JP
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
2126324.30000000
USD
226633000.00000000
JPY
2020-07-17
-27014.70000000
N
N
N
Nintendo Co Ltd
353800FEEXU6I9M0ZF27
Nintendo Co Ltd
000000000
14100.00000000
NS
6303667.07000000
2.102372717973
Long
EC
CORP
JP
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
10055.48000000
0.003353661699
N/A
DFE
TW
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
430900.57000000
USD
12871000.00000000
TWD
2020-08-20
10055.48000000
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
60166.54000000
0.020066493173
N/A
DFE
AU
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
863958.95000000
USD
1339000.00000000
AUD
2020-07-17
60166.54000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-2709.36000000
-0.00090361443
N/A
DFE
JP
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
1637070.14000000
USD
176439000.00000000
JPY
2020-07-17
-2709.36000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
5928.89000000
0.001977378634
N/A
DFE
GB
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1888773.09000000
USD
1528950.00000000
GBP
2020-07-17
5928.89000000
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
000000000
25620.00000000
NS
USD
2921704.80000000
0.974434784274
Long
EC
CORP
NL
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-168293.77000000
-0.05612863539
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
7041000.00000000
CAD
5018284.92000000
USD
2020-07-17
-168293.77000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-8474.06000000
-0.00282623310
N/A
DFE
AU
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
606533.72000000
USD
866400.00000000
AUD
2020-10-16
-8474.06000000
N
N
N
Royal Dutch Shell PLC
21380068P1DRHMJ8KU70
Royal Dutch Shell PLC
000000000
356090.00000000
NS
5828963.21000000
1.944051468881
Long
EC
CORP
GB
N
2
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1930.14000000
-0.00064373223
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
65500.00000000
EUR
71682.55000000
USD
2020-07-17
-1930.14000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-2910.50000000
-0.00097069780
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
540900.00000000
GBP
667382.38000000
USD
2020-07-17
-2910.50000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-51266.00000000
-0.01709802224
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1235000.00000000
CAD
858466.24000000
USD
2020-07-17
-51266.00000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-13181.09000000
-0.00439610209
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
780200.00000000
EUR
863652.84000000
USD
2020-07-17
-13181.09000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
12138.27000000
0.004048305122
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
860900.00000000
EUR
979667.53000000
USD
2020-07-17
12138.27000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
7204.76000000
0.002402901469
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1490050.00000000
GBP
1853701.17000000
USD
2020-07-17
7204.76000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
33395.57000000
0.011137951051
N/A
DFE
CH
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1137618.03000000
USD
1109000.00000000
CHF
2020-07-17
33395.57000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
-1498.82000000
-0.00049988018
N/A
DFE
CH
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
667639.35000000
USD
629100.00000000
CHF
2020-10-16
-1498.82000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
11982.38000000
0.003996313340
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1515000.00000000
EUR
1718179.53000000
USD
2020-10-16
11982.38000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-26942.40000000
-0.00898571674
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1012000.00000000
CAD
718522.40000000
USD
2020-07-17
-26942.40000000
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-13680.28000000
-0.00456258985
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
1045663000.00000000
KRW
858191.14000000
USD
2020-08-13
-13680.28000000
N
N
N
UT Group Co Ltd
N/A
UT Group Co Ltd
000000000
129200.00000000
NS
2973059.67000000
0.991562446066
Long
EC
CORP
JP
N
2
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
-80039.95000000
-0.02669458988
N/A
DFE
CH
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
3136923.97000000
USD
2895000.00000000
CHF
2020-07-17
-80039.95000000
N
N
N
Saab AB
549300ZHO4JCQQI13M69
Saab AB
000000000
137520.00000000
NS
3456470.91000000
1.152787744174
Long
EC
CORP
SE
N
2
N
N
SG Holdings Co Ltd
N/A
SG Holdings Co Ltd
000000000
108800.00000000
NS
3550537.78000000
1.184160533847
Long
EC
CORP
JP
N
2
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
8817.21000000
0.002940679059
N/A
DFE
TW
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
564209.82000000
USD
16726000.00000000
TWD
2020-08-20
8817.21000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-72755.61000000
-0.02426514723
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
1940000.00000000
EUR
2107528.70000000
USD
2020-07-17
-72755.61000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-6079.55000000
-0.00202762612
N/A
DFE
JP
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
915014.94000000
USD
98125000.00000000
JPY
2020-07-17
-6079.55000000
N
N
N
Orange SA
969500MCOONR8990S771
Orange SA
000000000
372760.00000000
NS
4457446.99000000
1.486629106443
Long
EC
CORP
FR
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
387.78000000
0.000129330766
N/A
DFE
GB
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1517653.97000000
USD
1225000.00000000
GBP
2020-07-17
387.78000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-98291.87000000
-0.03278189402
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
2624000.00000000
EUR
2850711.24000000
USD
2020-07-17
-98291.87000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
32772.13000000
0.010930023945
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1045000.00000000
GBP
1328451.02000000
USD
2020-10-16
32772.13000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
7255.72000000
0.002419897435
N/A
DFE
JP
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2116841.76000000
USD
229309000.00000000
JPY
2020-07-17
7255.72000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
159.19000000
0.000053092384
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
38900.00000000
GBP
48364.76000000
USD
2020-07-17
159.19000000
N
N
N
Morinaga & Co Ltd/Japan
N/A
Morinaga & Co Ltd/Japan
000000000
54400.00000000
NS
2112517.40000000
0.704557981677
Long
EC
CORP
JP
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
67324.92000000
0.022453926179
N/A
DFE
SG
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
3240755.06000000
USD
4610000.00000000
SGD
2020-07-17
67324.92000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
95146.51000000
0.031732866696
N/A
DFE
XX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2859251.12000000
USD
2628800.00000000
EUR
2020-07-17
95146.51000000
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
60572.25000000
0.020201803878
N/A
DFE
XX
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
2392809.53000000
USD
2183000.00000000
EUR
2020-07-17
60572.25000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
4367.66000000
0.001456683724
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
128504600.00000000
JPY
1194710.37000000
USD
2020-07-17
4367.66000000
N
N
N
Bank Hapoalim BM
B6ARUI4946ST4S7WOU88
Bank Hapoalim BM
000000000
446810.00000000
NS
2671099.18000000
0.890853844385
Long
EC
CORP
IL
N
2
N
N
N
Nichirei Corp
529900MX3GPXXKO0MT06
Nichirei Corp
000000000
120300.00000000
NS
3505504.79000000
1.169141319073
Long
EC
CORP
JP
N
2
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
000000000
431507.00000000
NS
4489772.83000000
1.497410285611
Long
EC
CORP
CH
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
106132.21000000
0.035396771486
N/A
DFE
XX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
3557644.52000000
USD
3260000.00000000
EUR
2020-07-17
106132.21000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-14420.24000000
-0.00480937822
N/A
DFE
CA
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1416954.80000000
USD
1904000.00000000
CAD
2020-07-17
-14420.24000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
78130.14000000
0.026057638032
N/A
DFE
AU
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1081340.23000000
USD
1680000.00000000
AUD
2020-07-17
78130.14000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
50490.80000000
0.016839480773
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2717100.00000000
EUR
3104125.08000000
USD
2020-07-17
50490.80000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
6716.46000000
0.002240045692
N/A
DFE
GB
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2139670.65000000
USD
1732050.00000000
GBP
2020-07-17
6716.46000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
17344.07000000
0.005784521800
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
439953.71000000
USD
406900.00000000
EUR
2020-07-17
17344.07000000
N
N
N
Avast PLC
213800IR8G8LCZH4BO27
Avast PLC
000000000
749030.00000000
NS
4895557.22000000
1.632745800867
Long
EC
CORP
GB
N
2
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
326850.30000000
0.109009747175
N/A
DFE
SE
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
4387657.07000000
USD
43923036.00000000
SEK
2020-07-17
326850.30000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-28884.11000000
-0.00963330775
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
805000.00000000
EUR
875821.49000000
USD
2020-07-17
-28884.11000000
N
N
N
Bank of Ireland Group PLC
635400C8EK6DRI12LJ39
Bank of Ireland Group PLC
000000000
1480433.00000000
NS
3050461.14000000
1.017377061123
Long
EC
CORP
IE
N
2
N
N
N
GlaxoSmithKline PLC
5493000HZTVUYLO1D793
GlaxoSmithKline PLC
000000000
315860.00000000
NS
6380272.83000000
2.127921951154
Long
EC
CORP
GB
N
2
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
21926.58000000
0.007312861399
N/A
DFE
CH
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
899784.67000000
USD
872900.00000000
CHF
2020-07-17
21926.58000000
N
N
N
GVC Holdings PLC
213800GNI3K45LQR8L28
GVC Holdings PLC
000000000
603380.00000000
NS
5530522.65000000
1.844516819555
Long
EC
CORP
IM
N
2
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD HKD
000000000
1.00000000
NC
-1994.72000000
-0.00066527068
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
16225000.00000000
HKD
2091284.13000000
USD
2020-07-17
-1994.72000000
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
2286.54000000
0.000762597272
N/A
DFE
US
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
865050.00000000
GBP
1074271.86000000
USD
2020-07-17
2286.54000000
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
33150.57000000
0.011056239674
N/A
DFE
JP
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
1361003.02000000
USD
150507200.00000000
JPY
2020-07-17
33150.57000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-422.50000000
-0.00014091043
N/A
DFE
JP
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
176155.26000000
USD
18971400.00000000
JPY
2020-07-17
-422.50000000
N
N
N
British American Tobacco PLC
213800FKA5MF17RJKT63
British American Tobacco PLC
000000000
142270.00000000
NS
5456455.57000000
1.819814276327
Long
EC
CORP
GB
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-22385.64000000
-0.00746596517
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
3421800.00000000
NOK
333136.80000000
USD
2020-07-17
-22385.64000000
N
N
N
Air Water Inc
N/A
Air Water Inc
000000000
197600.00000000
NS
2791878.23000000
0.931135568785
Long
EC
CORP
JP
N
2
N
N
N
Nippon Telegraph & Telephone Corp
353800VHQU5VIXVUA841
Nippon Telegraph & Telephone Corp
000000000
180200.00000000
NS
4198558.33000000
1.400285641642
Long
EC
CORP
JP
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
-14892.59000000
-0.00496691442
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
23667000.00000000
TWD
795930.72000000
USD
2020-08-20
-14892.59000000
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel SpA
000000000
807050.00000000
NS
6979724.52000000
2.327848575578
Long
EC
CORP
IT
N
2
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-7873.57000000
-0.00262596018
N/A
DFE
JP
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1010234.09000000
USD
108210800.00000000
JPY
2020-07-17
-7873.57000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
55622.63000000
0.018551027285
N/A
DFE
NZ
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
669735.40000000
USD
1124000.00000000
NZD
2020-07-17
55622.63000000
N
N
N
Suncorp Group Ltd
549300BVOKRTHDIWVT46
Suncorp Group Ltd
000000000
771290.00000000
NS
4956232.53000000
1.652981976886
Long
EC
CORP
AU
N
2
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-766.18000000
-0.00025553315
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
785000.00000000
CHF
828129.83000000
USD
2020-07-17
-766.18000000
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-107059.96000000
-0.03570619079
N/A
DFE
US
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
11214000.00000000
NOK
1058066.20000000
USD
2020-07-17
-107059.96000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED ILS / SOLD USD
000000000
1.00000000
NC
18823.72000000
0.006278008489
N/A
DFE
IL
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
747908.81000000
USD
2655000.00000000
ILS
2020-07-17
18823.72000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-1977.84000000
-0.00065964093
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
401100.00000000
GBP
495072.40000000
USD
2020-07-17
-1977.84000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
18668.11000000
0.006226110091
N/A
DFE
CH
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
879918.52000000
USD
851000.00000000
CHF
2020-07-17
18668.11000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
33580.16000000
0.011199514737
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
874047.47000000
USD
807600.00000000
EUR
2020-07-17
33580.16000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-1628.47000000
-0.00054312051
N/A
DFE
JP
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
396339.40000000
USD
42611400.00000000
JPY
2020-07-17
-1628.47000000
N
N
N
Mediobanca Banca di Credito Finanziario SpA
PSNL19R2RXX5U3QWHI44
Mediobanca Banca di Credito Finanziario SpA
000000000
478040.00000000
NS
3452064.98000000
1.151318296799
Long
EC
CORP
IT
N
2
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
12629.73000000
0.004212214809
N/A
DFE
US
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
2081000.00000000
AUD
1448854.63000000
USD
2020-07-17
12629.73000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
963.57000000
0.000321365842
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
27558100.00000000
JPY
256235.24000000
USD
2020-07-17
963.57000000
N
N
N
First Quantum Minerals Ltd
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
000000000
264930.00000000
NS
2111478.05000000
0.704211342005
Long
EC
CORP
CA
N
1
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co Ltd
000000000
160660.00000000
NS
7112037.82000000
2.371977154872
Long
EC
CORP
KR
N
2
N
N
N
2020-07-19
AB VARIABLE PRODUCTS SERIES FUND, INC.
Joseph Mantineo
Joseph Mantineo
Treasuer and Chief Financial Officer