0001752724-24-043560.txt : 20240227 0001752724-24-043560.hdr.sgml : 20240227 20240227172306 ACCESSION NUMBER: 0001752724-24-043560 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20231231 FILED AS OF DATE: 20240227 DATE AS OF CHANGE: 20240227 PERIOD START: 20231231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: AB VARIABLE PRODUCTS SERIES FUND, INC. CENTRAL INDEX KEY: 0000825316 ORGANIZATION NAME: IRS NUMBER: 000000000 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-05398 FILM NUMBER: 24688642 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 S000010443 AB Balanced Hedged Allocation Portfolio C000028852 Class A C000028853 Class B NPORT-P 1 primary_doc.xml NPORT-P false 0000825316 XXXXXXXX S000010443 C000028853 C000028852 AB VARIABLE PRODUCTS SERIES FUND, INC. 811-05398 0000825316 549300O75IUIQOS5Q596 ALLIANCEBERNSTEIN LP 1345 AVENUE OF THE AMERICAS NEW YORK 10105 212-969-1000 AB Balanced Hedged Allocation Portfolio S000010443 549300R9D1H8EHZQZI72 2023-12-31 2023-12-31 N 179646413.43 6661224.76 172985188.67 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 USD UST MSCI AC World index in USD .MIWD00000GUS Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 19.00000000 NC USD 1230725.00000000 0.711462645711 N/A DE US N 2 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased S&P 500 Index SPX INDEX 100.00000000 4700.00000000 USD 2025-12-19 XXXX 392221.62000000 N N N Alliance Bernstein 5493006YWHO7MNK2U579 018616748 10352281.82000000 NS USD 10352281.82000000 5.984490290523 Long STIV RF US N 1 N N N iShares Core U.S. Aggregate Bond ETF 549300F7VSXTKBGHJE47 464287226 264500.00000000 NS USD 26251625.00000000 15.17564896846 Long EC RF US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 4.00000000 NC USD 63941.77000000 0.036963725329 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME E-Mini Standard & Poor's MidCap 400 Index Futures FAH4 Index 2024-03-15 1059858.23000000 USD 63941.77000000 N N N MMC Norilsk Nickel PJSC 253400JPTEEW143W3E47 55315J102 2540.00000000 NS USD 0.00000000 0.000000 Long EC CORP RU N 3 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 18.00000000 NC USD 466740.00000000 0.269815007624 N/A DE US N 2 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased S&P 500 Index SPX INDEX 100.00000000 4500.00000000 USD 2025-12-19 XXXX -224191.44000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 7.00000000 NC USD 366905.00000000 0.212101974059 N/A DE US N 2 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased S&P 500 Index SPX INDEX 100.00000000 4900.00000000 USD 2025-12-19 XXXX 71560.86000000 N N N Vanguard Small-Cap ETF HZKQM2YGJWB4I8NIZL49 922908751 19500.00000000 NS USD 4159935.00000000 2.404792590616 Long EC RF US N 1 N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 9.00000000 NC USD 306180.00000000 0.176997812560 N/A DE US N 2 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased S&P 500 Index SPX INDEX 100.00000000 4800.00000000 USD 2025-12-19 XXXX -40073.18000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 7.00000000 NC USD 260120.00000000 0.150371255481 N/A DE US N 2 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased S&P 500 Index SPX INDEX 100.00000000 4900.00000000 USD 2025-12-19 XXXX -36798.14000000 N N N Gazprom PJSC 213800FD9J2IHTA7YX78 000000000 31460.00000000 NS 0.00000000 0.000000 Long EC CORP RU N 3 N N N Vanguard Real Estate ETF B1HNOZOSPCLXHIVBEI82 922908553 49000.00000000 NS USD 4329640.00000000 2.502896365456 Long EC RF US N 1 N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 15.00000000 NC USD 354225.00000000 0.204771866726 N/A DE US N 2 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased S&P 500 Index SPX INDEX 100.00000000 4400.00000000 USD 2025-12-19 XXXX -91080.45000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 19.00000000 NC USD 591280.00000000 0.341809610722 N/A DE US N 2 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased S&P 500 Index SPX INDEX 100.00000000 4700.00000000 USD 2025-12-19 XXXX -188644.38000000 N N N Chicago Parking Meters LLC N/A 000000000 200000.00000000 PA USD 195494.83000000 0.113012467427 Long DBT CORP US N 2 2025-12-30 Fixed 4.93000000 N N N N N N Vanguard Total Bond Market ETF CIJB0QNLPT2SSWMJ5W92 921937835 356200.00000000 NS USD 26198510.00000000 15.14494402753 Long EC RF US N 1 N N N Alliance Bernstein 5493006YWHO7MNK2U579 018616748 6202225.00000000 NS USD 6202225.00000000 3.585408119438 Long STIV RF US N 1 N N LUKOIL PJSC 549300LCJ1UJXHYBWI24 000000000 790.00000000 NS 0.00000000 0.000000 Long EC CORP RU Y 3 N N N iShares Core MSCI EAFE ETF 5493009FT582MI7Y3I36 46432F842 296900.00000000 NS USD 20886915.00000000 12.07439501646 Long EC RF US N 1 N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 18.00000000 NC USD 1403820.00000000 0.811526125903 N/A DE US N 2 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased S&P 500 Index SPX INDEX 100.00000000 4500.00000000 USD 2025-12-19 XXXX 366783.56000000 N N N iShares Core MSCI Emerging Markets ETF 5493007C24Z3ZDJ0VD06 46434G103 221600.00000000 NS USD 11208528.00000000 6.479472656692 Long EC RF US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 9.00000000 NC USD 526275.00000000 0.304231248956 N/A DE US N 2 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased S&P 500 Index SPX INDEX 100.00000000 4800.00000000 USD 2025-12-19 XXXX 112621.82000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 6.00000000 NC USD 427740.00000000 0.247269724817 N/A DE US N 2 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased S&P 500 Index SPX INDEX 100.00000000 4600.00000000 USD 2025-12-19 XXXX 67525.84000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 10.00000000 NC USD 79067.41000000 0.045707618442 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME E-mini Russell 2000 Index Futures RTYH4 Index 2024-03-15 944782.59000000 USD 79067.41000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 516.00000000 NC USD 1901819.76000000 1.099411906084 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes TYH4 Comdty 2024-03-19 56349742.74000000 USD 1901819.76000000 N N N Vanguard Mid-Cap ETF F7RXEPKL33W3OZ8V3S02 922908629 25000.00000000 NS USD 5816000.00000000 3.362137559126 Long EC RF US N 1 N N iShares Core S&P 500 ETF 5493007M4YMN8XL48C14 464287200 109177.00000000 NS USD 52146210.51000000 30.14489905807 Long EC RF US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 56.00000000 NC USD 502209.44000000 0.290319329568 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME E-Mini Standard & Poor's 500 Index Futures ESH4 Index 2024-03-15 12993790.56000000 USD 502209.44000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CDX6 5409354.85000000 PA USD 4766148.75000000 2.755235165880 Long DBT UST US N 2 2032-01-15 Fixed 0.12500000 N N N N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 42.00000000 NC USD 1194270.00000000 0.690388587128 N/A DE US N 2 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased S&P 500 Index SPX INDEX 100.00000000 4600.00000000 USD 2025-12-19 XXXX -320640.23000000 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 52.00000000 NC USD 124372.72000000 0.071897901176 N/A DE US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Long ICE U.S. MSCI Emerging Markets EM Index Futures MESH4 Index 2024-03-15 2563247.28000000 USD 124372.72000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 50.00000000 NC USD 501869.50000000 0.290122815634 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT U.S. Long Bond Futures USH4 Comdty 2024-03-19 5745005.50000000 USD 501869.50000000 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 45.00000000 NC USD 199344.51000000 0.115237906512 N/A DE US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Long ICE U.S. mini MSCI EAFE Index Futures MFSH4 Index 2024-03-15 4868555.49000000 USD 199344.51000000 N N N 2024-01-18 AB VARIABLE PRODUCTS SERIES FUND, INC. Joseph Mantineo Joseph Mantineo Treasurer and Chief Financial Officer