0001752724-20-152959.txt : 20200810
0001752724-20-152959.hdr.sgml : 20200810
20200810110309
ACCESSION NUMBER: 0001752724-20-152959
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200630
FILED AS OF DATE: 20200810
PERIOD START: 20200630
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: AB CAP FUND, INC.
CENTRAL INDEX KEY: 0000081443
IRS NUMBER: 132625045
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0731
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-01716
FILM NUMBER: 201087860
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 CAP FUND, INC.
DATE OF NAME CHANGE: 20110524
FORMER COMPANY:
FORMER CONFORMED NAME: ALLIANCEBERNSTEIN CAP FUND,INC
DATE OF NAME CHANGE: 20040908
FORMER COMPANY:
FORMER CONFORMED NAME: ALLIANCEBERNSTEIN SMALL CAP GROWTH FUND INC
DATE OF NAME CHANGE: 19931001
0000081443
S000050223
AB International Strategic Core Portfolio
C000158542
Class A
ISARX
C000158543
Class C
ISCRX
C000158544
Advisor Class
ISRYX
C000158548
Class Z
ISZRX
NPORT-P
1
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AB CAP FUND, INC.
811-01716
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ALLIANCEBERNSTEIN LP
1345 AVENUE OF THE AMERICAS
NEW YORK
10105
212-969-1000
AB International Strategic Core Portfolio
S000050223
5493007CD7WNNTUD6E53
2020-06-30
2020-06-30
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753356.31000000
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Barclays Bank PLC
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PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
288699.23000000
0.065953671572
N/A
DFE
AU
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1912220.07000000
USD
3189000.00000000
AUD
2020-07-17
288699.23000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
28344.86000000
0.006475415910
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
1011000.00000000
GBP
1281886.33000000
USD
2020-10-16
28344.86000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-37585.75000000
-0.00858650787
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
2803000.00000000
CAD
2027179.98000000
USD
2020-07-17
-37585.75000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
2783.01000000
0.000635781839
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
622000.00000000
CHF
661468.50000000
USD
2020-10-16
2783.01000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-13761.94000000
-0.00314393104
N/A
DFE
US
N
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JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
938000.00000000
SGD
659334.79000000
USD
2020-07-17
-13761.94000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
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000000000
1.00000000
NC
-2289.89000000
-0.00052312800
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
88847000.00000000
JPY
820710.50000000
USD
2020-07-17
-2289.89000000
N
N
N
Calbee Inc
529900CIHZID6O8LJH81
Calbee Inc
000000000
79200.00000000
NS
2189059.88000000
0.500093250607
Long
EC
CORP
JP
N
2
N
N
N
Vonovia SE
5299005A2ZEP6AP7KM81
Vonovia SE
000000000
111430.00000000
NS
6810944.06000000
1.555968014301
Long
EC
CORP
DE
N
2
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
211542.32000000
0.048327086625
N/A
DFE
SE
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
2839393.08000000
USD
28424000.00000000
SEK
2020-07-17
211542.32000000
N
N
N
Oracle Corp Japan
529900MIMKY9RU60Z323
Oracle Corp Japan
000000000
99700.00000000
NS
11825683.37000000
2.701590984874
Long
EC
CORP
JP
N
2
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-4228.32000000
-0.00096596457
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
868000.00000000
GBP
1071414.93000000
USD
2020-07-17
-4228.32000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-13294.20000000
-0.00303707530
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
1142000.00000000
SGD
806190.30000000
USD
2020-07-17
-13294.20000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
1026.33000000
0.000234466270
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1050000.00000000
GBP
1302924.00000000
USD
2020-10-16
1026.33000000
N
N
N
Galenica AG
506700W4772BD8016Z20
Galenica AG
000000000
50690.00000000
NS
3634233.85000000
0.830244908382
Long
EC
CORP
CH
N
2
N
N
N
EDP - Energias de Portugal SA
529900CLC3WDMGI9VH80
EDP - Energias de Portugal SA
000000000
1517070.00000000
NS
7241372.00000000
1.654299772895
Long
EC
CORP
PT
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-27683.88000000
-0.00632441426
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
869000.00000000
SGD
595899.33000000
USD
2020-07-17
-27683.88000000
N
N
N
ConvaTec Group PLC
213800LS272L4FIDOH92
ConvaTec Group PLC
000000000
882190.00000000
NS
2130572.71000000
0.486731789264
Long
EC
CORP
GB
N
2
N
N
N
Astellas Pharma Inc
529900IB708DY2HBBB35
Astellas Pharma Inc
000000000
493500.00000000
NS
8241233.67000000
1.882719322893
Long
EC
CORP
JP
N
2
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-6195.23000000
-0.00141530742
N/A
DFE
JP
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
1606195.36000000
USD
172728000.00000000
JPY
2020-07-17
-6195.23000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD ILS
000000000
1.00000000
NC
-31600.76000000
-0.00721923001
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
6434000.00000000
ILS
1826494.91000000
USD
2020-07-17
-31600.76000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-9953.28000000
-0.00227383827
N/A
DFE
JP
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1104789.19000000
USD
118018000.00000000
JPY
2020-10-16
-9953.28000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-26328.34000000
-0.00601473959
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1716000.00000000
CAD
1237723.74000000
USD
2020-07-17
-26328.34000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD ILS
000000000
1.00000000
NC
-9628.56000000
-0.00219965562
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
2831000.00000000
ILS
807945.09000000
USD
2020-07-17
-9628.56000000
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-16664.62000000
-0.00380705163
N/A
DFE
XX
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
1523630.11000000
USD
1338000.00000000
EUR
2020-10-16
-16664.62000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-30083.83000000
-0.00687268560
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
698000.00000000
EUR
754378.86000000
USD
2020-07-17
-30083.83000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
65522.27000000
0.014968638039
N/A
DFE
AU
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
947632.17000000
USD
1468000.00000000
AUD
2020-07-17
65522.27000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
3570.42000000
0.000815666560
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1792000.00000000
SGD
1289916.70000000
USD
2020-10-16
3570.42000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD ILS
000000000
1.00000000
NC
3071.73000000
0.000701740256
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
4538000.00000000
ILS
1317118.48000000
USD
2020-10-16
3071.73000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-51257.73000000
-0.01170988744
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
3046293000.00000000
KRW
2488699.81000000
USD
2020-08-13
-51257.73000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-3332.99000000
-0.00076142540
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
658000.00000000
GBP
812073.99000000
USD
2020-07-17
-3332.99000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-9683.61000000
-0.00221223185
N/A
DFE
JP
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
1405117.01000000
USD
150644000.00000000
JPY
2020-07-17
-9683.61000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
9969.20000000
0.002277475220
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
172724000.00000000
JPY
1609932.28000000
USD
2020-07-17
9969.20000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-12280.29000000
-0.00280544639
N/A
DFE
SE
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1412010.45000000
USD
13025000.00000000
SEK
2020-10-16
-12280.29000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
4036.94000000
0.000922243592
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
132433000.00000000
JPY
1230779.67000000
USD
2020-07-17
4036.94000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
7288.29000000
0.001665018244
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
993000.00000000
GBP
1237834.08000000
USD
2020-07-17
7288.29000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-12837.46000000
-0.00293273252
N/A
DFE
JP
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
1100845.61000000
USD
117282000.00000000
JPY
2020-10-16
-12837.46000000
N
N
N
Nice Ltd
254900YTY4EF5Z4W0A51
Nice Ltd
000000000
38158.00000000
NS
7192865.77000000
1.643218468789
Long
EC
CORP
IL
N
2
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-5704.30000000
-0.00130315390
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
1651000.00000000
CHF
1742671.49000000
USD
2020-10-16
-5704.30000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
49540.53000000
0.011317591131
N/A
DFE
AU
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1119590.01000000
USD
1694000.00000000
AUD
2020-07-17
49540.53000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
13206.64000000
0.003017072117
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
1504000.00000000
CAD
1121093.78000000
USD
2020-07-17
13206.64000000
N
N
N
Royal Dutch Shell PLC
21380068P1DRHMJ8KU70
Royal Dutch Shell PLC
000000000
313711.00000000
NS
4755950.58000000
1.086502387171
Long
EC
CORP
GB
N
2
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
82133.54000000
0.018763501801
N/A
DFE
XX
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
2437587.60000000
USD
2242000.00000000
EUR
2020-07-17
82133.54000000
N
N
N
Nippon Prologis REIT Inc
353800PHBMSDLAFURY41
Nippon Prologis REIT Inc
000000000
2459.00000000
NS
7472001.56000000
1.706987361480
Long
EC
JP
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-2177.88000000
-0.00049753919
N/A
DFE
JP
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1017943.79000000
USD
109657000.00000000
JPY
2020-07-17
-2177.88000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
50965.92000000
0.011643223118
N/A
DFE
XX
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
2242856.94000000
USD
2041000.00000000
EUR
2020-07-17
50965.92000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
179493.44000000
0.041005483080
N/A
DFE
XX
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
5426380.36000000
USD
4988000.00000000
EUR
2020-07-17
179493.44000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-76178.84000000
-0.01740314372
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
2622000.00000000
CAD
1855257.38000000
USD
2020-07-17
-76178.84000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-4581.56000000
-0.00104666265
N/A
DFE
XX
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
1101580.36000000
USD
974000.00000000
EUR
2020-10-16
-4581.56000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-3148.74000000
-0.00071933327
N/A
DFE
JP
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
1520359.87000000
USD
163548000.00000000
JPY
2020-10-16
-3148.74000000
N
N
N
Singapore Exchange Ltd
549300IQ650PPXM76X03
Singapore Exchange Ltd
000000000
887700.00000000
NS
5341879.35000000
1.220358489460
Long
EC
CORP
SG
N
2
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
28991.44000000
0.006623127855
N/A
DFE
CA
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
766565.81000000
USD
1080000.00000000
CAD
2020-07-17
28991.44000000
N
N
N
Informa PLC
5493006VM2LKUPSEDU20
Informa PLC
000000000
353000.00000000
NS
2040954.95000000
0.466258508784
Long
EC
CORP
GB
N
2
N
N
N
SG Holdings Co Ltd
N/A
SG Holdings Co Ltd
000000000
179400.00000000
NS
5854475.39000000
1.337461645127
Long
EC
CORP
JP
N
2
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
13516.15000000
0.003087780033
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
1732000.00000000
CAD
1289576.10000000
USD
2020-10-16
13516.15000000
N
N
N
Swedish Match AB
529900YVXCGNWAUYZG78
Swedish Match AB
000000000
116060.00000000
NS
8188688.83000000
1.870715393682
Long
EC
CORP
SE
N
2
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-30461.33000000
-0.00695892591
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
2038000.00000000
SGD
1431981.24000000
USD
2020-07-17
-30461.33000000
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS Corp
87971M103
91010.00000000
NS
1526442.03000000
0.348717439673
Long
EC
CORP
CA
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
10890.00000000
0.002487833041
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1116000.00000000
GBP
1393859.89000000
USD
2020-07-17
10890.00000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-37841.65000000
-0.00864496852
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1578000.00000000
CHF
1628432.56000000
USD
2020-07-17
-37841.65000000
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-26016.51000000
-0.00594350167
N/A
DFE
JP
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
2613294.35000000
USD
278896000.00000000
JPY
2020-10-16
-26016.51000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
7510.07000000
0.001715684140
N/A
DFE
XX
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
820783.63000000
USD
737000.00000000
EUR
2020-07-17
7510.07000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-5871.03000000
-0.00134124356
N/A
DFE
XX
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
717282.05000000
USD
633000.00000000
EUR
2020-07-17
-5871.03000000
N
N
N
Swiss Re AG
529900PS9YW3YY29F326
Swiss Re AG
000000000
35270.00000000
NS
2734643.16000000
0.624732379242
Long
EC
CORP
CH
N
2
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD ILS
000000000
1.00000000
NC
-20338.38000000
-0.00464632633
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
2479000.00000000
ILS
695580.05000000
USD
2020-07-17
-20338.38000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
11663.40000000
0.002664517162
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
776000.00000000
EUR
883788.11000000
USD
2020-07-17
11663.40000000
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
780087102
75919.00000000
NS
5150927.44000000
1.176735305711
Long
EC
CORP
CA
N
1
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
1695.92000000
0.000387434877
N/A
DFE
JP
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
4160131.11000000
USD
449290000.00000000
JPY
2020-07-17
1695.92000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-686.93000000
-0.00015692994
N/A
DFE
AU
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1522060.36000000
USD
2204000.00000000
AUD
2020-10-16
-686.93000000
N
N
N
Compass Group PLC
2138008M6MH9OZ6U2T68
Compass Group PLC
000000000
242810.00000000
NS
3340690.58000000
0.763184610293
Long
EC
CORP
GB
N
2
N
N
N
Salmar ASA
5967007LIEEXZXGDBK67
Salmar ASA
000000000
134860.00000000
NS
6460525.39000000
1.475914465582
Long
EC
CORP
NO
N
2
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-13651.80000000
-0.00311876943
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
1213000.00000000
CAD
879876.86000000
USD
2020-07-17
-13651.80000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
18027.93000000
0.004118501370
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
185229000.00000000
JPY
1733826.32000000
USD
2020-07-17
18027.93000000
N
N
N
Auto Trader Group PLC
213800QLK9BZILB1DI86
Auto Trader Group PLC
000000000
1062650.00000000
NS
6918654.19000000
1.580574517544
Long
EC
CORP
GB
N
2
N
N
N
Nippon Telegraph & Telephone Corp
353800VHQU5VIXVUA841
Nippon Telegraph & Telephone Corp
000000000
308600.00000000
NS
7190210.92000000
1.642611965249
Long
EC
CORP
JP
N
2
N
N
N
Amadeus IT Group SA
9598004A3FTY3TEHHN09
Amadeus IT Group SA
000000000
60804.00000000
NS
3192341.48000000
0.729294087552
Long
EC
CORP
ES
N
2
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD ILS
000000000
1.00000000
NC
-39979.85000000
-0.00913344277
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
2502000.00000000
ILS
682580.82000000
USD
2020-07-17
-39979.85000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
58669.48000000
0.013403110272
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1947442.14000000
USD
1785000.00000000
EUR
2020-07-17
58669.48000000
N
N
N
adidas AG
549300JSX0Z4CW0V5023
adidas AG
000000000
17120.00000000
NS
4513719.28000000
1.031164367721
Long
EC
CORP
DE
N
2
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co Ltd
000000000
88480.00000000
NS
3916800.11000000
0.894797495895
Long
EC
CORP
KR
N
2
N
N
N
BAE Systems PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
000000000
551170.00000000
NS
3295699.81000000
0.752906417073
Long
EC
CORP
GB
N
2
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-3855.15000000
-0.00088071345
N/A
DFE
JP
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
3683333.02000000
USD
397218000.00000000
JPY
2020-07-17
-3855.15000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
39121.13000000
0.008937267202
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
330848000.00000000
JPY
3103805.74000000
USD
2020-07-17
39121.13000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
283761.44000000
0.064825627760
N/A
DFE
XX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
10090701.49000000
USD
9231000.00000000
EUR
2020-07-17
283761.44000000
N
N
N
Meitec Corp
N/A
Meitec Corp
000000000
95900.00000000
NS
4639753.09000000
1.059956936762
Long
EC
CORP
JP
N
2
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-4161.30000000
-0.00095065377
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
2281000.00000000
GBP
2822500.28000000
USD
2020-07-17
-4161.30000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1028.16000000
-0.00023488433
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
579000.00000000
EUR
649693.76000000
USD
2020-07-17
-1028.16000000
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
101217.12000000
0.023123167630
N/A
DFE
AU
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
1016841.60000000
USD
1620000.00000000
AUD
2020-07-17
101217.12000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-30015.13000000
-0.00685699101
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
1025000.00000000
EUR
1121953.73000000
USD
2020-07-17
-30015.13000000
N
N
N
Hikari Tsushin Inc
3538001SOIIV8U3OXH94
Hikari Tsushin Inc
000000000
16500.00000000
NS
3772695.41000000
0.861876611223
Long
EC
CORP
JP
N
2
N
N
N
Partners Group Holding AG
549300I3IVVWZWDHI788
Partners Group Holding AG
000000000
10403.00000000
NS
9473937.06000000
2.164331831976
Long
EC
CORP
CH
N
2
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-2803.79000000
-0.00064052905
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
737000.00000000
GBP
910501.59000000
USD
2020-07-17
-2803.79000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
36897.23000000
0.008429214686
N/A
DFE
XX
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
1617442.43000000
USD
1472000.00000000
EUR
2020-07-17
36897.23000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-21739.19000000
-0.00496634299
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
1229000.00000000
CHF
1279747.09000000
USD
2020-10-16
-21739.19000000
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
78180.00000000
NS
4217112.65000000
0.963404241512
Long
EC
CORP
GB
N
2
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED ILS / SOLD USD
000000000
1.00000000
NC
-1390.15000000
-0.00031758136
N/A
DFE
IL
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
649442.17000000
USD
2244000.00000000
ILS
2020-07-17
-1390.15000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-107683.28000000
-0.02460036932
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
2348000.00000000
AUD
1512811.70000000
USD
2020-07-17
-107683.28000000
N
N
N
GlaxoSmithKline PLC
5493000HZTVUYLO1D793
GlaxoSmithKline PLC
000000000
331850.00000000
NS
6703267.53000000
1.531369187017
Long
EC
CORP
GB
N
2
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
3167.22000000
0.000723555056
N/A
DFE
GB
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
720537.45000000
USD
584000.00000000
GBP
2020-07-17
3167.22000000
N
N
N
Wolters Kluwer NV
724500TEM53I0U077B74
Wolters Kluwer NV
000000000
136364.00000000
NS
10650808.32000000
2.433189426661
Long
EC
CORP
NL
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
27654.37000000
0.006317672674
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
18597000.00000000
NOK
1960529.54000000
USD
2020-10-16
27654.37000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-29026.18000000
-0.00663106424
N/A
DFE
GB
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
1294270.14000000
USD
1021000.00000000
GBP
2020-07-17
-29026.18000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-7591.62000000
-0.00173431433
N/A
DFE
XX
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
883839.12000000
USD
778000.00000000
EUR
2020-10-16
-7591.62000000
N
N
N
Allianz SE
529900K9B0N5BT694847
Allianz SE
000000000
9920.00000000
NS
2027077.43000000
0.463088173358
Long
EC
CORP
DE
N
2
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-66162.45000000
-0.01511488789
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
2380000.00000000
CAD
1687010.02000000
USD
2020-07-17
-66162.45000000
N
N
N
Admiral Group PLC
213800FGVM7Z9EJB2685
Admiral Group PLC
000000000
228920.00000000
NS
6491932.85000000
1.483089535989
Long
EC
CORP
GB
N
2
N
N
N
Oversea-Chinese Banking Corp Ltd
5493007O3QFXCPOGWK22
Oversea-Chinese Banking Corp Ltd
000000000
618372.00000000
NS
4030420.11000000
0.920754115745
Long
EC
CORP
SG
N
2
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-31558.60000000
-0.00720959851
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
1451000.00000000
CAD
1037287.30000000
USD
2020-07-17
-31558.60000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-368094.07000000
-0.08409151420
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
15399000.00000000
CAD
10975226.45000000
USD
2020-07-17
-368094.07000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
6433.46000000
0.001469731346
N/A
DFE
GB
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
651592.54000000
USD
531000.00000000
GBP
2020-07-17
6433.46000000
N
N
N
Logitech International SA
549300SN6PRK6IJJC215
Logitech International SA
000000000
36070.00000000
NS
2363645.76000000
0.539977595954
Long
EC
CORP
CH
N
2
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
45686.74000000
0.010437188367
N/A
DFE
XX
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
1476036.02000000
USD
1354000.00000000
EUR
2020-07-17
45686.74000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-26965.72000000
-0.00616034978
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
1310000.00000000
CAD
938015.77000000
USD
2020-07-17
-26965.72000000
N
N
N
Merlin Properties Socimi SA
959800L8KD863DP30X04
Merlin Properties Socimi SA
000000000
448050.00000000
NS
3733715.67000000
0.852971644729
Long
EC
ES
N
2
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
000000000
91480.00000000
NS
10142444.80000000
2.317053195063
Long
EC
CORP
CH
N
2
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-26255.44000000
-0.00599808550
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
1555000.00000000
CHF
1615732.14000000
USD
2020-07-17
-26255.44000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-15443.85000000
-0.00352816531
N/A
DFE
JP
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
1528750.45000000
USD
163369000.00000000
JPY
2020-07-17
-15443.85000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
56031.23000000
0.012800399021
N/A
DFE
XX
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
2510892.56000000
USD
2284000.00000000
EUR
2020-07-17
56031.23000000
N
N
N
Capgemini SE
96950077L0TN7BAROX36
Capgemini SE
000000000
46130.00000000
NS
5323472.04000000
1.216153318291
Long
EC
CORP
FR
N
2
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-10279.55000000
-0.00234837503
N/A
DFE
JP
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
972430.53000000
USD
103869000.00000000
JPY
2020-07-17
-10279.55000000
N
N
N
Nippon Building Fund Inc
52990053R8NL2MB32172
Nippon Building Fund Inc
000000000
1017.00000000
NS
5791985.59000000
1.323185778351
Long
EC
JP
N
2
N
N
N
RELX PLC
549300WSX3VBUFFJOO66
RELX PLC
000000000
540475.00000000
NS
12509706.87000000
2.857856941202
Long
EC
CORP
GB
N
2
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD ILS
000000000
1.00000000
NC
-68615.22000000
-0.01567522602
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
5748000.00000000
ILS
1591368.29000000
USD
2020-07-17
-68615.22000000
N
N
N
Tokyo Gas Co Ltd
353800678EIJLOQSWZ83
Tokyo Gas Co Ltd
000000000
240300.00000000
NS
5753890.41000000
1.314482890607
Long
EC
CORP
JP
N
2
N
N
N
British American Tobacco PLC
213800FKA5MF17RJKT63
British American Tobacco PLC
000000000
168031.00000000
NS
6444461.53000000
1.472244658265
Long
EC
CORP
GB
N
2
N
N
N
Hang Seng Bank Ltd
5493009Z5F07LWZYMK62
Hang Seng Bank Ltd
000000000
151500.00000000
NS
2551604.23000000
0.582916924887
Long
EC
CORP
HK
N
2
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-14763.37000000
-0.00337270887
N/A
DFE
GB
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
1068100.65000000
USD
850000.00000000
GBP
2020-07-17
-14763.37000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
241374.77000000
0.055142344184
N/A
DFE
AU
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
2882288.05000000
USD
4526000.00000000
AUD
2020-07-17
241374.77000000
N
N
N
Check Point Software Technologies Ltd
2549003ZVBH73EPNS513
Check Point Software Technologies Ltd
000000000
60213.00000000
NS
USD
6468682.59000000
1.477777987316
Long
EC
CORP
IL
N
1
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
11525.92000000
0.002633109697
N/A
DFE
JP
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
1134247.88000000
USD
123692000.00000000
JPY
2020-07-17
11525.92000000
N
N
N
Aristocrat Leisure Ltd
529900TE2HO3OZKYKC27
Aristocrat Leisure Ltd
000000000
365804.00000000
NS
6550271.87000000
1.496417152294
Long
EC
CORP
AU
N
2
N
N
N
Constellation Software Inc/Canada
549300B6PYHMCTDWQV29
Constellation Software Inc/Canada
21037X100
10083.00000000
NS
11384892.36000000
2.600891771004
Long
EC
CORP
CA
N
1
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
230707.29000000
0.052705346093
N/A
DFE
AU
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
2365673.51000000
USD
3762000.00000000
AUD
2020-07-17
230707.29000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-14274.56000000
-0.00326103967
N/A
DFE
JP
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
1151303.97000000
USD
122748000.00000000
JPY
2020-07-17
-14274.56000000
N
N
N
DBS Group Holdings Ltd
5493007FKT78NKPM5V55
DBS Group Holdings Ltd
000000000
389300.00000000
NS
5857731.95000000
1.338205610009
Long
EC
CORP
SG
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-16646.98000000
-0.00380302175
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
990000.00000000
GBP
1210181.15000000
USD
2020-07-17
-16646.98000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-5648.50000000
-0.00129040633
N/A
DFE
CA
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1838376.69000000
USD
2488000.00000000
CAD
2020-07-17
-5648.50000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
2700.97000000
0.000617039707
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
1346000.00000000
GBP
1670691.54000000
USD
2020-07-17
2700.97000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
86418.87000000
0.019742490375
N/A
DFE
AU
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1123431.09000000
USD
1753000.00000000
AUD
2020-07-17
86418.87000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-71665.85000000
-0.01637214596
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
2873000.00000000
CAD
2044663.77000000
USD
2020-07-17
-71665.85000000
N
N
N
Bank Leumi Le-Israel BM
7JDSZWRGUQY2DSTWCR57
Bank Leumi Le-Israel BM
000000000
869380.00000000
NS
4371168.30000000
0.998598432172
Long
EC
CORP
IL
N
2
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel SpA
000000000
958770.00000000
NS
8291871.31000000
1.894287550067
Long
EC
CORP
IT
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
46577.86000000
0.010640765758
N/A
DFE
AU
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1221935.67000000
USD
1838000.00000000
AUD
2020-07-17
46577.86000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
29684.97000000
0.006781565583
N/A
DFE
CA
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
715781.64000000
USD
1012000.00000000
CAD
2020-07-17
29684.97000000
N
N
N
Secom Co Ltd
529900TYCL9N3E9PGE47
Secom Co Ltd
000000000
59500.00000000
NS
5220690.63000000
1.192672786809
Long
EC
CORP
JP
N
2
N
N
N
HKT Trust & HKT Ltd
N/A
HKT Trust & HKT Ltd
000000000
3906000.00000000
NS
5731932.16000000
1.309466503107
Long
EC
CORP
XX
N
2
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED USD / SOLD ILS
000000000
1.00000000
NC
-328339.57000000
-0.07500955289
N/A
DFE
US
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
32181000.00000000
ILS
8965315.50000000
USD
2020-07-17
-328339.57000000
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
8052.83000000
0.001839678287
N/A
DFE
XX
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
1868813.50000000
USD
1670000.00000000
EUR
2020-07-17
8052.83000000
N
N
N
Koninklijke Ahold Delhaize NV
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
000000000
314920.00000000
NS
8582851.22000000
1.960762245613
Long
EC
CORP
NL
N
2
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
1327.75000000
0.000303326016
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
1104000.00000000
GBP
1369426.99000000
USD
2020-07-17
1327.75000000
N
N
N
Experian PLC
635400RXXHHYT1JTSZ26
Experian PLC
000000000
167850.00000000
NS
5891342.55000000
1.345883990287
Long
EC
CORP
JE
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-8698.24000000
-0.00198712294
N/A
DFE
JP
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
3222098.87000000
USD
346389000.00000000
JPY
2020-10-16
-8698.24000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
22421.90000000
0.005122308877
N/A
DFE
JP
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
1211119.96000000
USD
133167000.00000000
JPY
2020-07-17
22421.90000000
N
N
N
Kakaku.com Inc
353800KA15Y0DCPWYY65
Kakaku.com Inc
000000000
194600.00000000
NS
4957287.35000000
1.132498004146
Long
EC
CORP
JP
N
2
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-12574.47000000
-0.00287265215
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
1100000.00000000
GBP
1350567.90000000
USD
2020-07-17
-12574.47000000
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
000000000
174190.00000000
NS
2183191.00000000
0.498752498212
Long
EC
CORP
AU
N
2
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S
000000000
121070.00000000
NS
7887436.01000000
1.801893840016
Long
EC
CORP
DK
N
2
N
N
N
Kuehne + Nagel International AG
529900Q0YED3805QXQ66
Kuehne + Nagel International AG
000000000
24800.00000000
NS
4130900.60000000
0.943708999404
Long
EC
CORP
CH
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-128918.67000000
-0.02945161863
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
8828000.00000000
SGD
6205940.49000000
USD
2020-07-17
-128918.67000000
N
N
N
Bandai Namco Holdings Inc
N/A
Bandai Namco Holdings Inc
000000000
113300.00000000
NS
5963893.54000000
1.362458347505
Long
EC
CORP
JP
N
2
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
11067.69000000
0.002528426526
N/A
DFE
JP
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
585403.11000000
USD
64392000.00000000
JPY
2020-07-17
11067.69000000
N
N
N
Avast PLC
213800IR8G8LCZH4BO27
Avast PLC
000000000
825130.00000000
NS
5392936.85000000
1.232022634135
Long
EC
CORP
GB
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
40912.75000000
0.009346564854
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
2696839.57000000
USD
2436000.00000000
EUR
2020-07-17
40912.75000000
N
N
N
Moneysupermarket.com Group PLC
54930016B7VO33FBE722
Moneysupermarket.com Group PLC
000000000
1032520.00000000
NS
4141848.46000000
0.946210050629
Long
EC
CORP
GB
N
2
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
2274.22000000
0.000519548178
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
84980000.00000000
JPY
789454.13000000
USD
2020-07-17
2274.22000000
N
N
N
Intertrust NV
724500NRH17KKW68GO66
Intertrust NV
000000000
171020.00000000
NS
2912857.08000000
0.665445554505
Long
EC
CORP
NL
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-11700.84000000
-0.00267307037
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1794000.00000000
CAD
1310037.93000000
USD
2020-10-16
-11700.84000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
10094.46000000
0.002306091012
N/A
DFE
GB
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
789202.65000000
USD
645000.00000000
GBP
2020-07-17
10094.46000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
5975.72000000
0.001365160115
N/A
DFE
JP
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
1361825.79000000
USD
147661000.00000000
JPY
2020-07-17
5975.72000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
3872.31000000
0.000884633679
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
77661000.00000000
JPY
723255.45000000
USD
2020-07-17
3872.31000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-3707.29000000
-0.00084693466
N/A
DFE
KR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2543664.83000000
USD
3046293000.00000000
KRW
2020-08-13
-3707.29000000
N
N
N
Otsuka Corp
529900RG9DJ58J3UIE72
Otsuka Corp
000000000
95700.00000000
NS
5054459.87000000
1.154697178248
Long
EC
CORP
JP
N
2
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
734.65000000
0.000167831638
N/A
DFE
US
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
117221000.00000000
JPY
1086566.80000000
USD
2020-07-17
734.65000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD ILS
000000000
1.00000000
NC
-11476.97000000
-0.00262192701
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
3364000.00000000
ILS
960023.47000000
USD
2020-07-17
-11476.97000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
12781.20000000
0.002919879859
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
2220000.00000000
AUD
1544935.74000000
USD
2020-07-17
12781.20000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED ILS / SOLD USD
000000000
1.00000000
NC
3830.96000000
0.000875187223
N/A
DFE
IL
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
1663372.38000000
USD
5773000.00000000
ILS
2020-07-17
3830.96000000
N
N
N
Taiwan Semiconductor Manufacturing Co Ltd
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co Ltd
000000000
202000.00000000
NS
2157263.10000000
0.492829239597
Long
EC
CORP
TW
N
2
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-181795.54000000
-0.04153140047
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
20106000.00000000
NOK
1907208.33000000
USD
2020-07-17
-181795.54000000
N
N
N
Alliance Bernstein
5493006YWHO7MNK2U579
AB Fixed Income Shares, Inc. - Government Money Market Portfolio
018616748
22862728.77000000
NS
USD
22862728.77000000
5.223016717270
Long
STIV
RF
US
N
1
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
000000000
37959.00000000
NS
5306270.31000000
1.212223563263
Long
EC
CORP
DE
N
2
N
N
N
KBC Group NV
213800X3Q9LSAKRUWY91
KBC Group NV
000000000
77220.00000000
NS
4436385.75000000
1.013497433732
Long
EC
CORP
BE
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
173029.87000000
0.039528873070
N/A
DFE
AU
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
2655934.75000000
USD
4099000.00000000
AUD
2020-07-17
173029.87000000
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
3686.43000000
0.000842169178
N/A
DFE
SG
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
830867.40000000
USD
1163000.00000000
SGD
2020-07-17
3686.43000000
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-76634.25000000
-0.01750718266
N/A
DFE
US
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
7632000.00000000
NOK
716326.93000000
USD
2020-07-17
-76634.25000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
211090.83000000
0.048223943215
N/A
DFE
XX
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
6644528.70000000
USD
6100000.00000000
EUR
2020-07-17
211090.83000000
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172109
98420.00000000
NS
USD
6895305.20000000
1.575240413888
Long
EC
CORP
US
N
1
N
N
N
Intertek Group PLC
2138003GAT25WW1RN369
Intertek Group PLC
000000000
39930.00000000
NS
2689327.40000000
0.614379941682
Long
EC
CORP
GB
N
2
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-9298.59000000
-0.00212427359
N/A
DFE
XX
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
836468.42000000
USD
736000.00000000
EUR
2020-07-17
-9298.59000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
19159.39000000
0.004376984710
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
160846000.00000000
JPY
1509095.14000000
USD
2020-07-17
19159.39000000
N
N
N
Sanofi
549300E9PC51EN656011
Sanofi
000000000
41090.00000000
NS
4190550.93000000
0.957336185988
Long
EC
CORP
FR
N
2
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-42337.39000000
-0.00967202550
N/A
DFE
JP
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
8118304.90000000
USD
871841000.00000000
JPY
2020-07-17
-42337.39000000
N
N
N
Cogeco Communications Inc
549300XHH6LJM6IAXV57
Cogeco Communications Inc
19239C106
66318.00000000
NS
4777963.74000000
1.091531318924
Long
EC
CORP
CA
N
1
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
45547.00000000
NS
15779737.12000000
3.604899117730
Long
EC
CORP
CH
N
2
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
76684.90000000
0.017518753718
N/A
DFE
XX
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
2026079.71000000
USD
1871000.00000000
EUR
2020-07-17
76684.90000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-1620.88000000
-0.00037029190
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1250000.00000000
AUD
861078.75000000
USD
2020-07-17
-1620.88000000
N
N
N
Sampo Oyj
743700UF3RL386WIDA22
Sampo Oyj
000000000
157380.00000000
NS
5424857.46000000
1.239314934250
Long
EC
CORP
FI
N
2
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-21600.38000000
-0.00493463168
N/A
DFE
XX
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
3009626.87000000
USD
2653000.00000000
EUR
2020-10-16
-21600.38000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
15556.38000000
0.003553872926
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
284510000.00000000
JPY
2651006.56000000
USD
2020-07-17
15556.38000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-6879.02000000
-0.00157152004
N/A
DFE
GB
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
711995.39000000
USD
569000.00000000
GBP
2020-07-17
-6879.02000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
180926.30000000
0.041332821598
N/A
DFE
AU
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1508584.65000000
USD
2448000.00000000
AUD
2020-07-17
180926.30000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-6909.27000000
-0.00157843068
N/A
DFE
JP
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
2104709.45000000
USD
226468000.00000000
JPY
2020-07-17
-6909.27000000
N
N
N
Euronext NV
724500QJ4QSZ3H9QU415
Euronext NV
000000000
23151.00000000
NS
2330247.26000000
0.532347670166
Long
EC
CORP
NL
N
2
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
535.27000000
0.000122283047
N/A
DFE
XX
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
1200081.48000000
USD
1066000.00000000
EUR
2020-10-16
535.27000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-15917.28000000
-0.00363632094
N/A
DFE
JP
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
1106121.62000000
USD
117693000.00000000
JPY
2020-07-17
-15917.28000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
184004.64000000
0.042036071916
N/A
DFE
AU
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
1999660.66000000
USD
3164000.00000000
AUD
2020-07-17
184004.64000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-3795.67000000
-0.00086712518
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1118000.00000000
EUR
1252693.29000000
USD
2020-07-17
-3795.67000000
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
205987.94000000
0.047058182118
N/A
DFE
AU
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
1498016.37000000
USD
2469000.00000000
AUD
2020-07-17
205987.94000000
N
N
N
Zurich Insurance Group AG
529900QVNRBND50TXP03
Zurich Insurance Group AG
000000000
12620.00000000
NS
4471651.15000000
1.021553854975
Long
EC
CORP
CH
N
2
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-11314.83000000
-0.00258488594
N/A
DFE
NO
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
1127299.64000000
USD
10741000.00000000
NOK
2020-07-17
-11314.83000000
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS CORP COM (NON CANADIAN
000000000
87040.00000000
NS
1459856.22000000
0.333505834696
Long
EC
CORP
CA
N
1
N
N
N
Morinaga & Co Ltd/Japan
N/A
Morinaga & Co Ltd/Japan
000000000
73600.00000000
NS
2858112.63000000
0.652939121856
Long
EC
CORP
JP
N
2
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
26450.86000000
0.006042729429
N/A
DFE
XX
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
1405362.14000000
USD
1274000.00000000
EUR
2020-07-17
26450.86000000
N
N
N
2020-07-19
AB CAP FUND, INC.
Joseph Mantineo
Joseph Mantineo
Treasuer and Chief Financial Officer